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 /// [`Score`] implementation that provides reasonable default behavior.
 193 ///
 194 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 195 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 196 ///
 197 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 198 ///
 199 /// [module-level documentation]: crate::routing::scoring
 200 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 201
 202 #[cfg(not(feature = "no-std"))]
 203 type ConfiguredTime = std::time::Instant;
 204 #[cfg(feature = "no-std")]
 205 type ConfiguredTime = time::Eternity;
 206
 207 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 208 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 209 // methods at all.
 210
 211 /// [`Score`] implementation.
 212 ///
 213 /// # Note
 214 ///
 215 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 216 /// behavior.
 217 ///
 218 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 219 #[doc(hidden)]
 220 pub struct ScorerUsingTime<T: Time> {
 221         params: ScoringParameters,
 222         // TODO: Remove entries of closed channels.
 223         channel_failures: HashMap<u64, ChannelFailure<T>>,
 224 }
 225
 226 /// Parameters for configuring [`Scorer`].
 227 pub struct ScoringParameters {
 228         /// A fixed penalty in msats to apply to each channel.
 229         ///
 230         /// Default value: 500 msat
 231         pub base_penalty_msat: u64,
 232
 233         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 234         ///
 235         /// This accumulates for each failure but may be reduced over time based on
 236         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 237         ///
 238         /// Default value: 1,024,000 msat
 239         ///
 240         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 241         pub failure_penalty_msat: u64,
 242
 243         /// When the amount being sent over a channel is this many 1024ths of the total channel
 244         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 245         ///
 246         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 247         ///
 248         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 249         pub overuse_penalty_start_1024th: u16,
 250
 251         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 252         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 253         ///
 254         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 255         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 256         ///
 257         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 258         pub overuse_penalty_msat_per_1024th: u64,
 259
 260         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 261         /// cut in half.
 262         ///
 263         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 264         ///
 265         /// Default value: 1 hour
 266         ///
 267         /// # Note
 268         ///
 269         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 270         /// never decay.
 271         ///
 272         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 273         pub failure_penalty_half_life: Duration,
 274 }
 275
 276 impl_writeable_tlv_based!(ScoringParameters, {
 277         (0, base_penalty_msat, required),
 278         (1, overuse_penalty_start_1024th, (default_value, 128)),
 279         (2, failure_penalty_msat, required),
 280         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 281         (4, failure_penalty_half_life, required),
 282 });
 283
 284 /// Accounting for penalties against a channel for failing to relay any payments.
 285 ///
 286 /// Penalties decay over time, though accumulate as more failures occur.
 287 struct ChannelFailure<T: Time> {
 288         /// Accumulated penalty in msats for the channel as of `last_updated`.
 289         undecayed_penalty_msat: u64,
 290
 291         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 292         /// `undecayed_penalty_msat`.
 293         last_updated: T,
 294 }
 295
 296 impl<T: Time> ScorerUsingTime<T> {
 297         /// Creates a new scorer using the given scoring parameters.
 298         pub fn new(params: ScoringParameters) -> Self {
 299                 Self {
 300                         params,
 301                         channel_failures: HashMap::new(),
 302                 }
 303         }
 304
 305         /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
 306         #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
 307         pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
 308                 Self::new(ScoringParameters {
 309                         base_penalty_msat: penalty_msat,
 310                         failure_penalty_msat: 0,
 311                         failure_penalty_half_life: Duration::from_secs(0),
 312                         overuse_penalty_start_1024th: 1024,
 313                         overuse_penalty_msat_per_1024th: 0,
 314                 })
 315         }
 316 }
 317
 318 impl<T: Time> ChannelFailure<T> {
 319         fn new(failure_penalty_msat: u64) -> Self {
 320                 Self {
 321                         undecayed_penalty_msat: failure_penalty_msat,
 322                         last_updated: T::now(),
 323                 }
 324         }
 325
 326         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 327                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 328                 self.last_updated = T::now();
 329         }
 330
 331         fn reduce_penalty(&mut self, half_life: Duration) {
 332                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 333                 self.last_updated = T::now();
 334         }
 335
 336         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 337                 self.last_updated.elapsed().as_secs()
 338                         .checked_div(half_life.as_secs())
 339                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 340                         .unwrap_or(0)
 341         }
 342 }
 343
 344 impl<T: Time> Default for ScorerUsingTime<T> {
 345         fn default() -> Self {
 346                 Self::new(ScoringParameters::default())
 347         }
 348 }
 349
 350 impl Default for ScoringParameters {
 351         fn default() -> Self {
 352                 Self {
 353                         base_penalty_msat: 500,
 354                         failure_penalty_msat: 1024 * 1000,
 355                         failure_penalty_half_life: Duration::from_secs(3600),
 356                         overuse_penalty_start_1024th: 1024 / 8,
 357                         overuse_penalty_msat_per_1024th: 20,
 358                 }
 359         }
 360 }
 361
 362 impl<T: Time> Score for ScorerUsingTime<T> {
 363         fn channel_penalty_msat(
 364                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 365         ) -> u64 {
 366                 let failure_penalty_msat = self.channel_failures
 367                         .get(&short_channel_id)
 368                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 369
 370                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 371                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 372                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 373                         penalty_msat = penalty_msat.checked_add(
 374                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 375                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 376                                 .unwrap_or(u64::max_value());
 377                 }
 378
 379                 penalty_msat
 380         }
 381
 382         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 383                 let failure_penalty_msat = self.params.failure_penalty_msat;
 384                 let half_life = self.params.failure_penalty_half_life;
 385                 self.channel_failures
 386                         .entry(short_channel_id)
 387                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 388                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 389         }
 390
 391         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 392                 let half_life = self.params.failure_penalty_half_life;
 393                 for hop in path.iter() {
 394                         self.channel_failures
 395                                 .entry(hop.short_channel_id)
 396                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 397                 }
 398         }
 399 }
 400
 401 impl<T: Time> Writeable for ScorerUsingTime<T> {
 402         #[inline]
 403         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 404                 self.params.write(w)?;
 405                 self.channel_failures.write(w)?;
 406                 write_tlv_fields!(w, {});
 407                 Ok(())
 408         }
 409 }
 410
 411 impl<T: Time> Readable for ScorerUsingTime<T> {
 412         #[inline]
 413         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 414                 let res = Ok(Self {
 415                         params: Readable::read(r)?,
 416                         channel_failures: Readable::read(r)?,
 417                 });
 418                 read_tlv_fields!(r, {});
 419                 res
 420         }
 421 }
 422
 423 impl<T: Time> Writeable for ChannelFailure<T> {
 424         #[inline]
 425         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 426                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 427                 write_tlv_fields!(w, {
 428                         (0, self.undecayed_penalty_msat, required),
 429                         (2, duration_since_epoch, required),
 430                 });
 431                 Ok(())
 432         }
 433 }
 434
 435 impl<T: Time> Readable for ChannelFailure<T> {
 436         #[inline]
 437         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 438                 let mut undecayed_penalty_msat = 0;
 439                 let mut duration_since_epoch = Duration::from_secs(0);
 440                 read_tlv_fields!(r, {
 441                         (0, undecayed_penalty_msat, required),
 442                         (2, duration_since_epoch, required),
 443                 });
 444                 Ok(Self {
 445                         undecayed_penalty_msat,
 446                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 447                 })
 448         }
 449 }
 450
 451 /// [`Score`] implementation using channel success probability distributions.
 452 ///
 453 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 454 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 455 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 456 /// Then the negative log of the success probability is used to determine the cost of routing a
 457 /// specific HTLC amount through a channel.
 458 ///
 459 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 460 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 461 /// [`ProbabilisticScoringParameters`] for details.
 462 ///
 463 /// [1]: https://arxiv.org/abs/2107.05322
 464 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 465
 466 /// Probabilistic [`Score`] implementation.
 467 ///
 468 /// # Note
 469 ///
 470 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 471 /// behavior.
 472 ///
 473 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 474 #[doc(hidden)]
 475 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 476         params: ProbabilisticScoringParameters,
 477         network_graph: G,
 478         // TODO: Remove entries of closed channels.
 479         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 480 }
 481
 482 /// Parameters for configuring [`ProbabilisticScorer`].
 483 #[derive(Clone, Copy)]
 484 pub struct ProbabilisticScoringParameters {
 485         /// A penalty applied after multiplying by the negative log of the channel's success probability
 486         /// for a payment.
 487         ///
 488         /// The success probability is determined by the effective channel capacity, the payment amount,
 489         /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
 490         /// the success probability is 0.01, effectively limiting the penalty to the range
 491         /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is reduced over time based
 492         /// on [`liquidity_offset_half_life`].
 493         ///
 494         /// Default value: 10,000 msat
 495         ///
 496         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 497         pub liquidity_penalty_multiplier_msat: u64,
 498
 499         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 500         /// cut in half.
 501         ///
 502         /// The bounds are defined in terms offsets and are initially zero. Increasing the offsets gives
 503         /// tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases the
 504         /// certainty of the channel liquidity balance.
 505         ///
 506         /// Default value: 1 hour
 507         ///
 508         /// # Note
 509         ///
 510         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 511         /// liquidity knowledge will never decay except when the bounds cross.
 512         pub liquidity_offset_half_life: Duration,
 513 }
 514
 515 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 516         (0, liquidity_penalty_multiplier_msat, required),
 517         (2, liquidity_offset_half_life, required),
 518 });
 519
 520 /// Accounting for channel liquidity balance uncertainty.
 521 ///
 522 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 523 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 524 /// offset fields gives the opposite direction.
 525 struct ChannelLiquidity<T: Time> {
 526         /// Lower channel liquidity bound in terms of an offset from zero.
 527         min_liquidity_offset_msat: u64,
 528
 529         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 530         max_liquidity_offset_msat: u64,
 531         last_updated: T,
 532 }
 533
 534 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and decayed
 535 /// with a given half life.
 536 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 537         min_liquidity_offset_msat: L,
 538         max_liquidity_offset_msat: L,
 539         capacity_msat: u64,
 540         last_updated: U,
 541         now: T,
 542         half_life: Duration,
 543 }
 544
 545 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 546         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 547         /// through a network graph.
 548         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 549                 Self {
 550                         params,
 551                         network_graph,
 552                         channel_liquidities: HashMap::new(),
 553                 }
 554         }
 555
 556         #[cfg(test)]
 557         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 558                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 559                 self
 560         }
 561 }
 562
 563 impl Default for ProbabilisticScoringParameters {
 564         fn default() -> Self {
 565                 Self {
 566                         liquidity_penalty_multiplier_msat: 10_000,
 567                         liquidity_offset_half_life: Duration::from_secs(3600),
 568                 }
 569         }
 570 }
 571
 572 impl<T: Time> ChannelLiquidity<T> {
 573         #[inline]
 574         fn new() -> Self {
 575                 Self {
 576                         min_liquidity_offset_msat: 0,
 577                         max_liquidity_offset_msat: 0,
 578                         last_updated: T::now(),
 579                 }
 580         }
 581
 582         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 583         /// `capacity_msat`.
 584         fn as_directed(
 585                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 586         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 587                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 588                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 589                 } else {
 590                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 591                 };
 592
 593                 DirectedChannelLiquidity {
 594                         min_liquidity_offset_msat,
 595                         max_liquidity_offset_msat,
 596                         capacity_msat,
 597                         last_updated: &self.last_updated,
 598                         now: T::now(),
 599                         half_life,
 600                 }
 601         }
 602
 603         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 604         /// `capacity_msat`.
 605         fn as_directed_mut(
 606                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 607         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 608                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 609                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 610                 } else {
 611                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 612                 };
 613
 614                 DirectedChannelLiquidity {
 615                         min_liquidity_offset_msat,
 616                         max_liquidity_offset_msat,
 617                         capacity_msat,
 618                         last_updated: &mut self.last_updated,
 619                         now: T::now(),
 620                         half_life,
 621                 }
 622         }
 623 }
 624
 625 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 626         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 627         /// in this direction.
 628         fn success_probability(&self, amount_msat: u64) -> f64 {
 629                 let max_liquidity_msat = self.max_liquidity_msat();
 630                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 631                 if amount_msat > max_liquidity_msat {
 632                         0.0
 633                 } else if amount_msat <= min_liquidity_msat {
 634                         1.0
 635                 } else {
 636                         let numerator = max_liquidity_msat + 1 - amount_msat;
 637                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 638                         numerator as f64 / denominator as f64
 639                 }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
 640         }
 641
 642         /// Returns the lower bound of the channel liquidity balance in this direction.
 643         fn min_liquidity_msat(&self) -> u64 {
 644                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 645         }
 646
 647         /// Returns the upper bound of the channel liquidity balance in this direction.
 648         fn max_liquidity_msat(&self) -> u64 {
 649                 self.capacity_msat
 650                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 651                         .unwrap_or(0)
 652         }
 653
 654         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 655                 self.now.duration_since(*self.last_updated).as_secs()
 656                         .checked_div(self.half_life.as_secs())
 657                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 658                         .unwrap_or(0)
 659         }
 660 }
 661
 662 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 663         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 664         fn failed_at_channel(&mut self, amount_msat: u64) {
 665                 if amount_msat < self.max_liquidity_msat() {
 666                         self.set_max_liquidity_msat(amount_msat);
 667                 }
 668         }
 669
 670         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 671         fn failed_downstream(&mut self, amount_msat: u64) {
 672                 if amount_msat > self.min_liquidity_msat() {
 673                         self.set_min_liquidity_msat(amount_msat);
 674                 }
 675         }
 676
 677         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 678         fn successful(&mut self, amount_msat: u64) {
 679                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 680                 self.set_max_liquidity_msat(max_liquidity_msat);
 681         }
 682
 683         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 684         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 685                 *self.min_liquidity_offset_msat = amount_msat;
 686                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 687                         0
 688                 } else {
 689                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 690                 };
 691                 *self.last_updated = self.now;
 692         }
 693
 694         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 695         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 696                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 697                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 698                         0
 699                 } else {
 700                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 701                 };
 702                 *self.last_updated = self.now;
 703         }
 704 }
 705
 706 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 707         fn channel_penalty_msat(
 708                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 709                 target: &NodeId
 710         ) -> u64 {
 711                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 712                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 713                 let success_probability = self.channel_liquidities
 714                         .get(&short_channel_id)
 715                         .unwrap_or(&ChannelLiquidity::new())
 716                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 717                         .success_probability(amount_msat);
 718                 // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
 719                 // u64::max_value instead.
 720                 debug_assert!(success_probability > core::f64::EPSILON);
 721                 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 722         }
 723
 724         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 725                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 726                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 727                 let network_graph = self.network_graph.read_only();
 728                 for hop in path {
 729                         let target = NodeId::from_pubkey(&hop.pubkey);
 730                         let channel_directed_from_source = network_graph.channels()
 731                                 .get(&hop.short_channel_id)
 732                                 .and_then(|channel| channel.as_directed_to(&target));
 733
 734                         // Only score announced channels.
 735                         if let Some((channel, source)) = channel_directed_from_source {
 736                                 let capacity_msat = channel.effective_capacity().as_msat();
 737                                 if hop.short_channel_id == short_channel_id {
 738                                         self.channel_liquidities
 739                                                 .entry(hop.short_channel_id)
 740                                                 .or_insert_with(ChannelLiquidity::new)
 741                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 742                                                 .failed_at_channel(amount_msat);
 743                                         break;
 744                                 }
 745
 746                                 self.channel_liquidities
 747                                         .entry(hop.short_channel_id)
 748                                         .or_insert_with(ChannelLiquidity::new)
 749                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 750                                         .failed_downstream(amount_msat);
 751                         }
 752                 }
 753         }
 754
 755         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 756                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 757                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 758                 let network_graph = self.network_graph.read_only();
 759                 for hop in path {
 760                         let target = NodeId::from_pubkey(&hop.pubkey);
 761                         let channel_directed_from_source = network_graph.channels()
 762                                 .get(&hop.short_channel_id)
 763                                 .and_then(|channel| channel.as_directed_to(&target));
 764
 765                         // Only score announced channels.
 766                         if let Some((channel, source)) = channel_directed_from_source {
 767                                 let capacity_msat = channel.effective_capacity().as_msat();
 768                                 self.channel_liquidities
 769                                         .entry(hop.short_channel_id)
 770                                         .or_insert_with(ChannelLiquidity::new)
 771                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 772                                         .successful(amount_msat);
 773                         }
 774                 }
 775         }
 776 }
 777
 778 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 779         #[inline]
 780         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 781                 write_tlv_fields!(w, {
 782                         (0, self.channel_liquidities, required)
 783                 });
 784                 Ok(())
 785         }
 786 }
 787
 788 impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
 789 where
 790         G: Deref<Target = NetworkGraph>,
 791         T: Time,
 792 {
 793         #[inline]
 794         fn read<R: Read>(
 795                 r: &mut R, args: (ProbabilisticScoringParameters, G)
 796         ) -> Result<Self, DecodeError> {
 797                 let (params, network_graph) = args;
 798                 let mut channel_liquidities = HashMap::new();
 799                 read_tlv_fields!(r, {
 800                         (0, channel_liquidities, required)
 801                 });
 802                 Ok(Self {
 803                         params,
 804                         network_graph,
 805                         channel_liquidities,
 806                 })
 807         }
 808 }
 809
 810 impl<T: Time> Writeable for ChannelLiquidity<T> {
 811         #[inline]
 812         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 813                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 814                 write_tlv_fields!(w, {
 815                         (0, self.min_liquidity_offset_msat, required),
 816                         (2, self.max_liquidity_offset_msat, required),
 817                         (4, duration_since_epoch, required),
 818                 });
 819                 Ok(())
 820         }
 821 }
 822
 823 impl<T: Time> Readable for ChannelLiquidity<T> {
 824         #[inline]
 825         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 826                 let mut min_liquidity_offset_msat = 0;
 827                 let mut max_liquidity_offset_msat = 0;
 828                 let mut duration_since_epoch = Duration::from_secs(0);
 829                 read_tlv_fields!(r, {
 830                         (0, min_liquidity_offset_msat, required),
 831                         (2, max_liquidity_offset_msat, required),
 832                         (4, duration_since_epoch, required),
 833                 });
 834                 Ok(Self {
 835                         min_liquidity_offset_msat,
 836                         max_liquidity_offset_msat,
 837                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 838                 })
 839         }
 840 }
 841
 842 pub(crate) mod time {
 843         use core::ops::Sub;
 844         use core::time::Duration;
 845         /// A measurement of time.
 846         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
 847                 /// Returns an instance corresponding to the current moment.
 848                 fn now() -> Self;
 849
 850                 /// Returns the amount of time elapsed since `self` was created.
 851                 fn elapsed(&self) -> Duration;
 852
 853                 /// Returns the amount of time passed between `earlier` and `self`.
 854                 fn duration_since(&self, earlier: Self) -> Duration;
 855
 856                 /// Returns the amount of time passed since the beginning of [`Time`].
 857                 ///
 858                 /// Used during (de-)serialization.
 859                 fn duration_since_epoch() -> Duration;
 860         }
 861
 862         /// A state in which time has no meaning.
 863         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 864         pub struct Eternity;
 865
 866         #[cfg(not(feature = "no-std"))]
 867         impl Time for std::time::Instant {
 868                 fn now() -> Self {
 869                         std::time::Instant::now()
 870                 }
 871
 872                 fn duration_since(&self, earlier: Self) -> Duration {
 873                         self.duration_since(earlier)
 874                 }
 875
 876                 fn duration_since_epoch() -> Duration {
 877                         use std::time::SystemTime;
 878                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 879                 }
 880
 881                 fn elapsed(&self) -> Duration {
 882                         std::time::Instant::elapsed(self)
 883                 }
 884         }
 885
 886         impl Time for Eternity {
 887                 fn now() -> Self {
 888                         Self
 889                 }
 890
 891                 fn duration_since(&self, _earlier: Self) -> Duration {
 892                         Duration::from_secs(0)
 893                 }
 894
 895                 fn duration_since_epoch() -> Duration {
 896                         Duration::from_secs(0)
 897                 }
 898
 899                 fn elapsed(&self) -> Duration {
 900                         Duration::from_secs(0)
 901                 }
 902         }
 903
 904         impl Sub<Duration> for Eternity {
 905                 type Output = Self;
 906
 907                 fn sub(self, _other: Duration) -> Self {
 908                         self
 909                 }
 910         }
 911 }
 912
 913 pub(crate) use self::time::Time;
 914
 915 #[cfg(test)]
 916 mod tests {
 917         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
 918         use super::time::Eternity;
 919
 920         use ln::features::{ChannelFeatures, NodeFeatures};
 921         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 922         use routing::scoring::Score;
 923         use routing::network_graph::{NetworkGraph, NodeId};
 924         use routing::router::RouteHop;
 925         use util::ser::{Readable, ReadableArgs, Writeable};
 926
 927         use bitcoin::blockdata::constants::genesis_block;
 928         use bitcoin::hashes::Hash;
 929         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 930         use bitcoin::network::constants::Network;
 931         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 932         use core::cell::Cell;
 933         use core::ops::Sub;
 934         use core::time::Duration;
 935         use io;
 936
 937         // `Time` tests
 938
 939         /// Time that can be advanced manually in tests.
 940         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
 941         struct SinceEpoch(Duration);
 942
 943         impl SinceEpoch {
 944                 thread_local! {
 945                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 946                 }
 947
 948                 fn advance(duration: Duration) {
 949                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 950                 }
 951         }
 952
 953         impl Time for SinceEpoch {
 954                 fn now() -> Self {
 955                         Self(Self::duration_since_epoch())
 956                 }
 957
 958                 fn duration_since(&self, earlier: Self) -> Duration {
 959                         self.0 - earlier.0
 960                 }
 961
 962                 fn duration_since_epoch() -> Duration {
 963                         Self::ELAPSED.with(|elapsed| elapsed.get())
 964                 }
 965
 966                 fn elapsed(&self) -> Duration {
 967                         Self::duration_since_epoch() - self.0
 968                 }
 969         }
 970
 971         impl Sub<Duration> for SinceEpoch {
 972                 type Output = Self;
 973
 974                 fn sub(self, other: Duration) -> Self {
 975                         Self(self.0 - other)
 976                 }
 977         }
 978
 979         #[test]
 980         fn time_passes_when_advanced() {
 981                 let now = SinceEpoch::now();
 982                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 983
 984                 SinceEpoch::advance(Duration::from_secs(1));
 985                 SinceEpoch::advance(Duration::from_secs(1));
 986
 987                 let elapsed = now.elapsed();
 988                 let later = SinceEpoch::now();
 989
 990                 assert_eq!(elapsed, Duration::from_secs(2));
 991                 assert_eq!(later - elapsed, now);
 992         }
 993
 994         #[test]
 995         fn time_never_passes_in_an_eternity() {
 996                 let now = Eternity::now();
 997                 let elapsed = now.elapsed();
 998                 let later = Eternity::now();
 999
1000                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1001                 assert_eq!(later - elapsed, now);
1002         }
1003
1004         // `Scorer` tests
1005
1006         /// A scorer for testing with time that can be manually advanced.
1007         type Scorer = ScorerUsingTime::<SinceEpoch>;
1008
1009         fn source_privkey() -> SecretKey {
1010                 SecretKey::from_slice(&[42; 32]).unwrap()
1011         }
1012
1013         fn target_privkey() -> SecretKey {
1014                 SecretKey::from_slice(&[43; 32]).unwrap()
1015         }
1016
1017         fn source_pubkey() -> PublicKey {
1018                 let secp_ctx = Secp256k1::new();
1019                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1020         }
1021
1022         fn target_pubkey() -> PublicKey {
1023                 let secp_ctx = Secp256k1::new();
1024                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1025         }
1026
1027         fn source_node_id() -> NodeId {
1028                 NodeId::from_pubkey(&source_pubkey())
1029         }
1030
1031         fn target_node_id() -> NodeId {
1032                 NodeId::from_pubkey(&target_pubkey())
1033         }
1034
1035         #[test]
1036         fn penalizes_without_channel_failures() {
1037                 let scorer = Scorer::new(ScoringParameters {
1038                         base_penalty_msat: 1_000,
1039                         failure_penalty_msat: 512,
1040                         failure_penalty_half_life: Duration::from_secs(1),
1041                         overuse_penalty_start_1024th: 1024,
1042                         overuse_penalty_msat_per_1024th: 0,
1043                 });
1044                 let source = source_node_id();
1045                 let target = target_node_id();
1046                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1047
1048                 SinceEpoch::advance(Duration::from_secs(1));
1049                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1050         }
1051
1052         #[test]
1053         fn accumulates_channel_failure_penalties() {
1054                 let mut scorer = Scorer::new(ScoringParameters {
1055                         base_penalty_msat: 1_000,
1056                         failure_penalty_msat: 64,
1057                         failure_penalty_half_life: Duration::from_secs(10),
1058                         overuse_penalty_start_1024th: 1024,
1059                         overuse_penalty_msat_per_1024th: 0,
1060                 });
1061                 let source = source_node_id();
1062                 let target = target_node_id();
1063                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1064
1065                 scorer.payment_path_failed(&[], 42);
1066                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1067
1068                 scorer.payment_path_failed(&[], 42);
1069                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1070
1071                 scorer.payment_path_failed(&[], 42);
1072                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1073         }
1074
1075         #[test]
1076         fn decays_channel_failure_penalties_over_time() {
1077                 let mut scorer = Scorer::new(ScoringParameters {
1078                         base_penalty_msat: 1_000,
1079                         failure_penalty_msat: 512,
1080                         failure_penalty_half_life: Duration::from_secs(10),
1081                         overuse_penalty_start_1024th: 1024,
1082                         overuse_penalty_msat_per_1024th: 0,
1083                 });
1084                 let source = source_node_id();
1085                 let target = target_node_id();
1086                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1087
1088                 scorer.payment_path_failed(&[], 42);
1089                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1090
1091                 SinceEpoch::advance(Duration::from_secs(9));
1092                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1093
1094                 SinceEpoch::advance(Duration::from_secs(1));
1095                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1096
1097                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1098                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1099
1100                 SinceEpoch::advance(Duration::from_secs(10));
1101                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1102
1103                 SinceEpoch::advance(Duration::from_secs(10));
1104                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1105         }
1106
1107         #[test]
1108         fn decays_channel_failure_penalties_without_shift_overflow() {
1109                 let mut scorer = Scorer::new(ScoringParameters {
1110                         base_penalty_msat: 1_000,
1111                         failure_penalty_msat: 512,
1112                         failure_penalty_half_life: Duration::from_secs(10),
1113                         overuse_penalty_start_1024th: 1024,
1114                         overuse_penalty_msat_per_1024th: 0,
1115                 });
1116                 let source = source_node_id();
1117                 let target = target_node_id();
1118                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1119
1120                 scorer.payment_path_failed(&[], 42);
1121                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1122
1123                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1124                 // cause an overflow.
1125                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1126                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1127
1128                 SinceEpoch::advance(Duration::from_secs(10));
1129                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1130         }
1131
1132         #[test]
1133         fn accumulates_channel_failure_penalties_after_decay() {
1134                 let mut scorer = Scorer::new(ScoringParameters {
1135                         base_penalty_msat: 1_000,
1136                         failure_penalty_msat: 512,
1137                         failure_penalty_half_life: Duration::from_secs(10),
1138                         overuse_penalty_start_1024th: 1024,
1139                         overuse_penalty_msat_per_1024th: 0,
1140                 });
1141                 let source = source_node_id();
1142                 let target = target_node_id();
1143                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1144
1145                 scorer.payment_path_failed(&[], 42);
1146                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1147
1148                 SinceEpoch::advance(Duration::from_secs(10));
1149                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1150
1151                 scorer.payment_path_failed(&[], 42);
1152                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1153
1154                 SinceEpoch::advance(Duration::from_secs(10));
1155                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1156         }
1157
1158         #[test]
1159         fn reduces_channel_failure_penalties_after_success() {
1160                 let mut scorer = Scorer::new(ScoringParameters {
1161                         base_penalty_msat: 1_000,
1162                         failure_penalty_msat: 512,
1163                         failure_penalty_half_life: Duration::from_secs(10),
1164                         overuse_penalty_start_1024th: 1024,
1165                         overuse_penalty_msat_per_1024th: 0,
1166                 });
1167                 let source = source_node_id();
1168                 let target = target_node_id();
1169                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1170
1171                 scorer.payment_path_failed(&[], 42);
1172                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1173
1174                 SinceEpoch::advance(Duration::from_secs(10));
1175                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1176
1177                 let hop = RouteHop {
1178                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1179                         node_features: NodeFeatures::known(),
1180                         short_channel_id: 42,
1181                         channel_features: ChannelFeatures::known(),
1182                         fee_msat: 1,
1183                         cltv_expiry_delta: 18,
1184                 };
1185                 scorer.payment_path_successful(&[&hop]);
1186                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1187
1188                 SinceEpoch::advance(Duration::from_secs(10));
1189                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1190         }
1191
1192         #[test]
1193         fn restores_persisted_channel_failure_penalties() {
1194                 let mut scorer = Scorer::new(ScoringParameters {
1195                         base_penalty_msat: 1_000,
1196                         failure_penalty_msat: 512,
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
1204                 scorer.payment_path_failed(&[], 42);
1205                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1206
1207                 SinceEpoch::advance(Duration::from_secs(10));
1208                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1209
1210                 scorer.payment_path_failed(&[], 43);
1211                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1212
1213                 let mut serialized_scorer = Vec::new();
1214                 scorer.write(&mut serialized_scorer).unwrap();
1215
1216                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1217                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1218                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1219         }
1220
1221         #[test]
1222         fn decays_persisted_channel_failure_penalties() {
1223                 let mut scorer = Scorer::new(ScoringParameters {
1224                         base_penalty_msat: 1_000,
1225                         failure_penalty_msat: 512,
1226                         failure_penalty_half_life: Duration::from_secs(10),
1227                         overuse_penalty_start_1024th: 1024,
1228                         overuse_penalty_msat_per_1024th: 0,
1229                 });
1230                 let source = source_node_id();
1231                 let target = target_node_id();
1232
1233                 scorer.payment_path_failed(&[], 42);
1234                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1235
1236                 let mut serialized_scorer = Vec::new();
1237                 scorer.write(&mut serialized_scorer).unwrap();
1238
1239                 SinceEpoch::advance(Duration::from_secs(10));
1240
1241                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1242                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1243
1244                 SinceEpoch::advance(Duration::from_secs(10));
1245                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1246         }
1247
1248         #[test]
1249         fn charges_per_1024th_penalty() {
1250                 let scorer = Scorer::new(ScoringParameters {
1251                         base_penalty_msat: 0,
1252                         failure_penalty_msat: 0,
1253                         failure_penalty_half_life: Duration::from_secs(0),
1254                         overuse_penalty_start_1024th: 256,
1255                         overuse_penalty_msat_per_1024th: 100,
1256                 });
1257                 let source = source_node_id();
1258                 let target = target_node_id();
1259
1260                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1261                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1262                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1263                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1264                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1265         }
1266
1267         // `ProbabilisticScorer` tests
1268
1269         /// A probabilistic scorer for testing with time that can be manually advanced.
1270         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1271
1272         fn sender_privkey() -> SecretKey {
1273                 SecretKey::from_slice(&[41; 32]).unwrap()
1274         }
1275
1276         fn recipient_privkey() -> SecretKey {
1277                 SecretKey::from_slice(&[45; 32]).unwrap()
1278         }
1279
1280         fn sender_pubkey() -> PublicKey {
1281                 let secp_ctx = Secp256k1::new();
1282                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1283         }
1284
1285         fn recipient_pubkey() -> PublicKey {
1286                 let secp_ctx = Secp256k1::new();
1287                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1288         }
1289
1290         fn sender_node_id() -> NodeId {
1291                 NodeId::from_pubkey(&sender_pubkey())
1292         }
1293
1294         fn recipient_node_id() -> NodeId {
1295                 NodeId::from_pubkey(&recipient_pubkey())
1296         }
1297
1298         fn network_graph() -> NetworkGraph {
1299                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1300                 let mut network_graph = NetworkGraph::new(genesis_hash);
1301                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1302                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1303
1304                 network_graph
1305         }
1306
1307         fn add_channel(
1308                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1309                 node_2_key: SecretKey
1310         ) {
1311                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1312                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1313                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1314                 let secp_ctx = Secp256k1::new();
1315                 let unsigned_announcement = UnsignedChannelAnnouncement {
1316                         features: ChannelFeatures::known(),
1317                         chain_hash: genesis_hash,
1318                         short_channel_id,
1319                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1320                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1321                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1322                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1323                         excess_data: Vec::new(),
1324                 };
1325                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1326                 let signed_announcement = ChannelAnnouncement {
1327                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1328                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1329                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1330                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1331                         contents: unsigned_announcement,
1332                 };
1333                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1334                 network_graph.update_channel_from_announcement(
1335                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1336                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1337                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1338         }
1339
1340         fn update_channel(
1341                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1342         ) {
1343                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1344                 let secp_ctx = Secp256k1::new();
1345                 let unsigned_update = UnsignedChannelUpdate {
1346                         chain_hash: genesis_hash,
1347                         short_channel_id,
1348                         timestamp: 100,
1349                         flags,
1350                         cltv_expiry_delta: 18,
1351                         htlc_minimum_msat: 0,
1352                         htlc_maximum_msat: OptionalField::Present(1_000),
1353                         fee_base_msat: 1,
1354                         fee_proportional_millionths: 0,
1355                         excess_data: Vec::new(),
1356                 };
1357                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1358                 let signed_update = ChannelUpdate {
1359                         signature: secp_ctx.sign(&msghash, &node_key),
1360                         contents: unsigned_update,
1361                 };
1362                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1363         }
1364
1365         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1366                 vec![
1367                         RouteHop {
1368                                 pubkey: source_pubkey(),
1369                                 node_features: NodeFeatures::known(),
1370                                 short_channel_id: 41,
1371                                 channel_features: ChannelFeatures::known(),
1372                                 fee_msat: 1,
1373                                 cltv_expiry_delta: 18,
1374                         },
1375                         RouteHop {
1376                                 pubkey: target_pubkey(),
1377                                 node_features: NodeFeatures::known(),
1378                                 short_channel_id: 42,
1379                                 channel_features: ChannelFeatures::known(),
1380                                 fee_msat: 2,
1381                                 cltv_expiry_delta: 18,
1382                         },
1383                         RouteHop {
1384                                 pubkey: recipient_pubkey(),
1385                                 node_features: NodeFeatures::known(),
1386                                 short_channel_id: 43,
1387                                 channel_features: ChannelFeatures::known(),
1388                                 fee_msat: amount_msat,
1389                                 cltv_expiry_delta: 18,
1390                         },
1391                 ]
1392         }
1393
1394         #[test]
1395         fn liquidity_bounds_directed_from_lowest_node_id() {
1396                 let last_updated = SinceEpoch::now();
1397                 let network_graph = network_graph();
1398                 let params = ProbabilisticScoringParameters::default();
1399                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1400                         .with_channel(42,
1401                                 ChannelLiquidity {
1402                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1403                                 })
1404                         .with_channel(43,
1405                                 ChannelLiquidity {
1406                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1407                                 });
1408                 let source = source_node_id();
1409                 let target = target_node_id();
1410                 let recipient = recipient_node_id();
1411                 assert!(source > target);
1412                 assert!(target < recipient);
1413
1414                 // Update minimum liquidity.
1415
1416                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1417                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1418                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1419                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1420                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1421
1422                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1423                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1424                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1425                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1426
1427                 scorer.channel_liquidities.get_mut(&42).unwrap()
1428                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1429                         .set_min_liquidity_msat(200);
1430
1431                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1432                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1433                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1434                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1435
1436                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1437                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1438                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1439                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1440
1441                 // Update maximum liquidity.
1442
1443                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1444                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1445                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1446                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1447
1448                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1449                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1450                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1451                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1452
1453                 scorer.channel_liquidities.get_mut(&43).unwrap()
1454                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1455                         .set_max_liquidity_msat(200);
1456
1457                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1458                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1459                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1460                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1461
1462                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1463                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1464                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1465                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1466         }
1467
1468         #[test]
1469         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1470                 let last_updated = SinceEpoch::now();
1471                 let network_graph = network_graph();
1472                 let params = ProbabilisticScoringParameters::default();
1473                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1474                         .with_channel(42,
1475                                 ChannelLiquidity {
1476                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1477                                 });
1478                 let source = source_node_id();
1479                 let target = target_node_id();
1480                 assert!(source > target);
1481
1482                 // Check initial bounds.
1483                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1484                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1485                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1486                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1487                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1488
1489                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1490                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1491                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1492                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1493
1494                 // Reset from source to target.
1495                 scorer.channel_liquidities.get_mut(&42).unwrap()
1496                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1497                         .set_min_liquidity_msat(900);
1498
1499                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1500                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1501                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1502                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1503
1504                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1505                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1506                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1507                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1508
1509                 // Reset from target to source.
1510                 scorer.channel_liquidities.get_mut(&42).unwrap()
1511                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1512                         .set_min_liquidity_msat(400);
1513
1514                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1515                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1516                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1517                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1518
1519                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1520                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1521                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1522                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1523         }
1524
1525         #[test]
1526         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1527                 let last_updated = SinceEpoch::now();
1528                 let network_graph = network_graph();
1529                 let params = ProbabilisticScoringParameters::default();
1530                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1531                         .with_channel(42,
1532                                 ChannelLiquidity {
1533                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1534                                 });
1535                 let source = source_node_id();
1536                 let target = target_node_id();
1537                 assert!(source > target);
1538
1539                 // Check initial bounds.
1540                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1541                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1542                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1543                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1544                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1545
1546                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1547                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1548                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1549                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1550
1551                 // Reset from source to target.
1552                 scorer.channel_liquidities.get_mut(&42).unwrap()
1553                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1554                         .set_max_liquidity_msat(300);
1555
1556                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1557                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1558                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1559                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1560
1561                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1562                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1563                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1564                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1565
1566                 // Reset from target to source.
1567                 scorer.channel_liquidities.get_mut(&42).unwrap()
1568                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1569                         .set_max_liquidity_msat(600);
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(), 400);
1574                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
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(), 0);
1579                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1580         }
1581
1582         #[test]
1583         fn increased_penalty_nearing_liquidity_upper_bound() {
1584                 let network_graph = network_graph();
1585                 let params = ProbabilisticScoringParameters {
1586                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1587                 };
1588                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1589                 let source = source_node_id();
1590                 let target = target_node_id();
1591
1592                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1593                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1594                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1595                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
1596
1597                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1598                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1599                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1600                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1601                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1602                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1603                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1604         }
1605
1606         #[test]
1607         fn constant_penalty_outside_liquidity_bounds() {
1608                 let last_updated = SinceEpoch::now();
1609                 let network_graph = network_graph();
1610                 let params = ProbabilisticScoringParameters {
1611                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1612                 };
1613                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1614                         .with_channel(42,
1615                                 ChannelLiquidity {
1616                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1617                                 });
1618                 let source = source_node_id();
1619                 let target = target_node_id();
1620
1621                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1622                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1623                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1624                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1625         }
1626
1627         #[test]
1628         fn does_not_further_penalize_own_channel() {
1629                 let network_graph = network_graph();
1630                 let params = ProbabilisticScoringParameters {
1631                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1632                 };
1633                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1634                 let sender = sender_node_id();
1635                 let source = source_node_id();
1636                 let failed_path = payment_path_for_amount(500);
1637                 let successful_path = payment_path_for_amount(200);
1638
1639                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1640
1641                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1642                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1643
1644                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1645                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1646         }
1647
1648         #[test]
1649         fn sets_liquidity_lower_bound_on_downstream_failure() {
1650                 let network_graph = network_graph();
1651                 let params = ProbabilisticScoringParameters {
1652                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1653                 };
1654                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1655                 let source = source_node_id();
1656                 let target = target_node_id();
1657                 let path = payment_path_for_amount(500);
1658
1659                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1660                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1661                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1662
1663                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1664
1665                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1666                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1667                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1668         }
1669
1670         #[test]
1671         fn sets_liquidity_upper_bound_on_failure() {
1672                 let network_graph = network_graph();
1673                 let params = ProbabilisticScoringParameters {
1674                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1675                 };
1676                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1677                 let source = source_node_id();
1678                 let target = target_node_id();
1679                 let path = payment_path_for_amount(500);
1680
1681                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1682                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1683                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1684
1685                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1686
1687                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1688                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1689                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1690         }
1691
1692         #[test]
1693         fn reduces_liquidity_upper_bound_along_path_on_success() {
1694                 let network_graph = network_graph();
1695                 let params = ProbabilisticScoringParameters {
1696                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1697                 };
1698                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1699                 let sender = sender_node_id();
1700                 let source = source_node_id();
1701                 let target = target_node_id();
1702                 let recipient = recipient_node_id();
1703                 let path = payment_path_for_amount(500);
1704
1705                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1706                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1707                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
1708
1709                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1710
1711                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
1712                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1713                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1714         }
1715
1716         #[test]
1717         fn decays_liquidity_bounds_over_time() {
1718                 let network_graph = network_graph();
1719                 let params = ProbabilisticScoringParameters {
1720                         liquidity_penalty_multiplier_msat: 1_000,
1721                         liquidity_offset_half_life: Duration::from_secs(10),
1722                 };
1723                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1724                 let source = source_node_id();
1725                 let target = target_node_id();
1726
1727                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1728                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1729
1730                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1731                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1732
1733                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1734                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1735                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1736                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1737
1738                 SinceEpoch::advance(Duration::from_secs(9));
1739                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1740                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
1741                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
1742                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1743
1744                 SinceEpoch::advance(Duration::from_secs(1));
1745                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1746                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1747                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
1748                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1749
1750                 // Fully decay liquidity lower bound.
1751                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1752                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1753                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1754                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1755                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1756
1757                 // Fully decay liquidity upper bound.
1758                 SinceEpoch::advance(Duration::from_secs(10));
1759                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1760                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1761
1762                 SinceEpoch::advance(Duration::from_secs(10));
1763                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1764                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1765         }
1766
1767         #[test]
1768         fn decays_liquidity_bounds_without_shift_overflow() {
1769                 let network_graph = network_graph();
1770                 let params = ProbabilisticScoringParameters {
1771                         liquidity_penalty_multiplier_msat: 1_000,
1772                         liquidity_offset_half_life: Duration::from_secs(10),
1773                 };
1774                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1775                 let source = source_node_id();
1776                 let target = target_node_id();
1777                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1778
1779                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1780                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
1781
1782                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1783                 // would cause an overflow.
1784                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1785                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1786
1787                 SinceEpoch::advance(Duration::from_secs(10));
1788                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
1789         }
1790
1791         #[test]
1792         fn restricts_liquidity_bounds_after_decay() {
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),
1797                 };
1798                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1799                 let source = source_node_id();
1800                 let target = target_node_id();
1801
1802                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
1803
1804                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1805                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1806                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1807                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
1808
1809                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1810                 SinceEpoch::advance(Duration::from_secs(10));
1811                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
1812
1813                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1814                 // is closer to the upper bound, meaning a higher penalty.
1815                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1816                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
1817
1818                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1819                 // is closer to the lower bound, meaning a lower penalty.
1820                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1821                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
1822
1823                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1824                 SinceEpoch::advance(Duration::from_secs(10));
1825                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
1826         }
1827
1828         #[test]
1829         fn restores_persisted_liquidity_bounds() {
1830                 let network_graph = network_graph();
1831                 let params = ProbabilisticScoringParameters {
1832                         liquidity_penalty_multiplier_msat: 1_000,
1833                         liquidity_offset_half_life: Duration::from_secs(10),
1834                 };
1835                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1836                 let source = source_node_id();
1837                 let target = target_node_id();
1838
1839                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1840                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1841
1842                 SinceEpoch::advance(Duration::from_secs(10));
1843                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1844
1845                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1846                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1847
1848                 let mut serialized_scorer = Vec::new();
1849                 scorer.write(&mut serialized_scorer).unwrap();
1850
1851                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1852                 let deserialized_scorer =
1853                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1854                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1855         }
1856
1857         #[test]
1858         fn decays_persisted_liquidity_bounds() {
1859                 let network_graph = network_graph();
1860                 let params = ProbabilisticScoringParameters {
1861                         liquidity_penalty_multiplier_msat: 1_000,
1862                         liquidity_offset_half_life: Duration::from_secs(10),
1863                 };
1864                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1865                 let source = source_node_id();
1866                 let target = target_node_id();
1867
1868                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1869                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1870
1871                 let mut serialized_scorer = Vec::new();
1872                 scorer.write(&mut serialized_scorer).unwrap();
1873
1874                 SinceEpoch::advance(Duration::from_secs(10));
1875
1876                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1877                 let deserialized_scorer =
1878                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1879                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
1880
1881                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1882                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1883
1884                 SinceEpoch::advance(Duration::from_secs(10));
1885                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
1886         }
1887 }