_ 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::chain::keysinterface::{KeysManager, KeysInterface};
  24 //! # use lightning::util::logger::{Logger, Record};
  25 //! # use secp256k1::key::PublicKey;
  26 //! #
  27 //! # struct FakeLogger {};
  28 //! # impl Logger for FakeLogger {
  29 //! #     fn log(&self, record: &Record) { unimplemented!() }
  30 //! # }
  31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  32 //! # let logger = FakeLogger {};
  33 //! #
  34 //! // Use the default channel penalties.
  35 //! let params = ProbabilisticScoringParameters::default();
  36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  37 //!
  38 //! // Or use custom channel penalties.
  39 //! let params = ProbabilisticScoringParameters {
  40 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  41 //!     ..ProbabilisticScoringParameters::default()
  42 //! };
  43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  44 //! # let random_seed_bytes = [42u8; 32];
  45 //!
  46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
  47 //! # }
  48 //! ```
  49 //!
  50 //! # Note
  51 //!
  52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  53 //! different types and thus is undefined.
  54 //!
  55 //! [`find_route`]: crate::routing::router::find_route
  56
  57 use ln::msgs::DecodeError;
  58 use routing::network_graph::{NetworkGraph, NodeId};
  59 use routing::router::RouteHop;
  60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  61
  62 use prelude::*;
  63 use core::cell::{RefCell, RefMut};
  64 use core::ops::{Deref, DerefMut};
  65 use core::time::Duration;
  66 use io::{self, Read};
  67 use sync::{Mutex, MutexGuard};
  68
  69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  73 ///
  74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  80 macro_rules! define_score { ($($supertrait: path)*) => {
  81 /// An interface used to score payment channels for path finding.
  82 ///
  83 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  84 pub trait Score $(: $supertrait)* {
  85         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  86         /// given channel in the direction from `source` to `target`.
  87         ///
  88         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  89         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  90         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
  91         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
  92         /// Thus, implementations should be overflow-safe.
  93         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  94
  95         /// Handles updating channel penalties after failing to route through a channel.
  96         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  97
  98         /// Handles updating channel penalties after successfully routing along a path.
  99         fn payment_path_successful(&mut self, path: &[&RouteHop]);
 100 }
 101
 102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 103         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 104                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 105         }
 106
 107         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 108                 self.deref_mut().payment_path_failed(path, short_channel_id)
 109         }
 110
 111         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 112                 self.deref_mut().payment_path_successful(path)
 113         }
 114 }
 115 } }
 116
 117 #[cfg(c_bindings)]
 118 define_score!(Writeable);
 119 #[cfg(not(c_bindings))]
 120 define_score!();
 121
 122 /// A scorer that is accessed under a lock.
 123 ///
 124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 126 /// implementations. Internal locking would be detrimental to route finding performance and could
 127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 128 ///
 129 /// [`find_route`]: crate::routing::router::find_route
 130 pub trait LockableScore<'a> {
 131         /// The locked [`Score`] type.
 132         type Locked: 'a + Score;
 133
 134         /// Returns the locked scorer.
 135         fn lock(&'a self) -> Self::Locked;
 136 }
 137
 138 /// (C-not exported)
 139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 140         type Locked = MutexGuard<'a, T>;
 141
 142         fn lock(&'a self) -> MutexGuard<'a, T> {
 143                 Mutex::lock(self).unwrap()
 144         }
 145 }
 146
 147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 148         type Locked = RefMut<'a, T>;
 149
 150         fn lock(&'a self) -> RefMut<'a, T> {
 151                 self.borrow_mut()
 152         }
 153 }
 154
 155 #[cfg(c_bindings)]
 156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 157 pub struct MultiThreadedLockableScore<S: Score> {
 158         score: Mutex<S>,
 159 }
 160 #[cfg(c_bindings)]
 161 /// (C-not exported)
 162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 163         type Locked = MutexGuard<'a, T>;
 164
 165         fn lock(&'a self) -> MutexGuard<'a, T> {
 166                 Mutex::lock(&self.score).unwrap()
 167         }
 168 }
 169
 170 #[cfg(c_bindings)]
 171 impl<T: Score> MultiThreadedLockableScore<T> {
 172         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 173         pub fn new(score: T) -> Self {
 174                 MultiThreadedLockableScore { score: Mutex::new(score) }
 175         }
 176 }
 177
 178 #[cfg(c_bindings)]
 179 /// (C-not exported)
 180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 181         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 182                 T::write(&**self, writer)
 183         }
 184 }
 185
 186 #[cfg(c_bindings)]
 187 /// (C-not exported)
 188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 189         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 190                 S::write(&**self, writer)
 191         }
 192 }
 193
 194 #[derive(Clone)]
 195 /// [`Score`] implementation that uses a fixed penalty.
 196 pub struct FixedPenaltyScorer {
 197         penalty_msat: u64,
 198 }
 199
 200 impl_writeable_tlv_based!(FixedPenaltyScorer, {
 201         (0, penalty_msat, required),
 202 });
 203
 204 impl FixedPenaltyScorer {
 205         /// Creates a new scorer using `penalty_msat`.
 206         pub fn with_penalty(penalty_msat: u64) -> Self {
 207                 Self { penalty_msat }
 208         }
 209 }
 210
 211 impl Score for FixedPenaltyScorer {
 212         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
 213                 self.penalty_msat
 214         }
 215
 216         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
 217
 218         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
 219 }
 220
 221 /// [`Score`] implementation that provides reasonable default behavior.
 222 ///
 223 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 224 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 225 ///
 226 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 227 ///
 228 /// # Note
 229 ///
 230 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 231 /// behavior.
 232 ///
 233 /// [module-level documentation]: crate::routing::scoring
 234 #[deprecated(
 235         since = "0.0.105",
 236         note = "ProbabilisticScorer should be used instead of Scorer.",
 237 )]
 238 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 239
 240 #[cfg(not(feature = "no-std"))]
 241 type ConfiguredTime = std::time::Instant;
 242 #[cfg(feature = "no-std")]
 243 type ConfiguredTime = time::Eternity;
 244
 245 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 246 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 247 // methods at all.
 248
 249 /// [`Score`] implementation.
 250 ///
 251 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 252 pub struct ScorerUsingTime<T: Time> {
 253         params: ScoringParameters,
 254         // TODO: Remove entries of closed channels.
 255         channel_failures: HashMap<u64, ChannelFailure<T>>,
 256 }
 257
 258 #[derive(Clone)]
 259 /// Parameters for configuring [`Scorer`].
 260 pub struct ScoringParameters {
 261         /// A fixed penalty in msats to apply to each channel.
 262         ///
 263         /// Default value: 500 msat
 264         pub base_penalty_msat: u64,
 265
 266         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 267         ///
 268         /// This accumulates for each failure but may be reduced over time based on
 269         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 270         ///
 271         /// Default value: 1,024,000 msat
 272         ///
 273         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 274         pub failure_penalty_msat: u64,
 275
 276         /// When the amount being sent over a channel is this many 1024ths of the total channel
 277         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 278         ///
 279         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 280         ///
 281         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 282         pub overuse_penalty_start_1024th: u16,
 283
 284         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 285         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 286         ///
 287         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 288         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 289         ///
 290         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 291         pub overuse_penalty_msat_per_1024th: u64,
 292
 293         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 294         /// cut in half.
 295         ///
 296         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 297         ///
 298         /// Default value: 1 hour
 299         ///
 300         /// # Note
 301         ///
 302         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 303         /// never decay.
 304         ///
 305         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 306         pub failure_penalty_half_life: Duration,
 307 }
 308
 309 impl_writeable_tlv_based!(ScoringParameters, {
 310         (0, base_penalty_msat, required),
 311         (1, overuse_penalty_start_1024th, (default_value, 128)),
 312         (2, failure_penalty_msat, required),
 313         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 314         (4, failure_penalty_half_life, required),
 315 });
 316
 317 /// Accounting for penalties against a channel for failing to relay any payments.
 318 ///
 319 /// Penalties decay over time, though accumulate as more failures occur.
 320 struct ChannelFailure<T: Time> {
 321         /// Accumulated penalty in msats for the channel as of `last_updated`.
 322         undecayed_penalty_msat: u64,
 323
 324         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 325         /// `undecayed_penalty_msat`.
 326         last_updated: T,
 327 }
 328
 329 impl<T: Time> ScorerUsingTime<T> {
 330         /// Creates a new scorer using the given scoring parameters.
 331         pub fn new(params: ScoringParameters) -> Self {
 332                 Self {
 333                         params,
 334                         channel_failures: HashMap::new(),
 335                 }
 336         }
 337 }
 338
 339 impl<T: Time> ChannelFailure<T> {
 340         fn new(failure_penalty_msat: u64) -> Self {
 341                 Self {
 342                         undecayed_penalty_msat: failure_penalty_msat,
 343                         last_updated: T::now(),
 344                 }
 345         }
 346
 347         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 348                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 349                 self.last_updated = T::now();
 350         }
 351
 352         fn reduce_penalty(&mut self, half_life: Duration) {
 353                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 354                 self.last_updated = T::now();
 355         }
 356
 357         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 358                 self.last_updated.elapsed().as_secs()
 359                         .checked_div(half_life.as_secs())
 360                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 361                         .unwrap_or(0)
 362         }
 363 }
 364
 365 impl<T: Time> Default for ScorerUsingTime<T> {
 366         fn default() -> Self {
 367                 Self::new(ScoringParameters::default())
 368         }
 369 }
 370
 371 impl Default for ScoringParameters {
 372         fn default() -> Self {
 373                 Self {
 374                         base_penalty_msat: 500,
 375                         failure_penalty_msat: 1024 * 1000,
 376                         failure_penalty_half_life: Duration::from_secs(3600),
 377                         overuse_penalty_start_1024th: 1024 / 8,
 378                         overuse_penalty_msat_per_1024th: 20,
 379                 }
 380         }
 381 }
 382
 383 impl<T: Time> Score for ScorerUsingTime<T> {
 384         fn channel_penalty_msat(
 385                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 386         ) -> u64 {
 387                 let failure_penalty_msat = self.channel_failures
 388                         .get(&short_channel_id)
 389                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 390
 391                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 392                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 393                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 394                         penalty_msat = penalty_msat.checked_add(
 395                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 396                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 397                                 .unwrap_or(u64::max_value());
 398                 }
 399
 400                 penalty_msat
 401         }
 402
 403         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 404                 let failure_penalty_msat = self.params.failure_penalty_msat;
 405                 let half_life = self.params.failure_penalty_half_life;
 406                 self.channel_failures
 407                         .entry(short_channel_id)
 408                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 409                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 410         }
 411
 412         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 413                 let half_life = self.params.failure_penalty_half_life;
 414                 for hop in path.iter() {
 415                         self.channel_failures
 416                                 .entry(hop.short_channel_id)
 417                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 418                 }
 419         }
 420 }
 421
 422 impl<T: Time> Writeable for ScorerUsingTime<T> {
 423         #[inline]
 424         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 425                 self.params.write(w)?;
 426                 self.channel_failures.write(w)?;
 427                 write_tlv_fields!(w, {});
 428                 Ok(())
 429         }
 430 }
 431
 432 impl<T: Time> Readable for ScorerUsingTime<T> {
 433         #[inline]
 434         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 435                 let res = Ok(Self {
 436                         params: Readable::read(r)?,
 437                         channel_failures: Readable::read(r)?,
 438                 });
 439                 read_tlv_fields!(r, {});
 440                 res
 441         }
 442 }
 443
 444 impl<T: Time> Writeable for ChannelFailure<T> {
 445         #[inline]
 446         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 447                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 448                 write_tlv_fields!(w, {
 449                         (0, self.undecayed_penalty_msat, required),
 450                         (2, duration_since_epoch, required),
 451                 });
 452                 Ok(())
 453         }
 454 }
 455
 456 impl<T: Time> Readable for ChannelFailure<T> {
 457         #[inline]
 458         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 459                 let mut undecayed_penalty_msat = 0;
 460                 let mut duration_since_epoch = Duration::from_secs(0);
 461                 read_tlv_fields!(r, {
 462                         (0, undecayed_penalty_msat, required),
 463                         (2, duration_since_epoch, required),
 464                 });
 465                 Ok(Self {
 466                         undecayed_penalty_msat,
 467                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 468                 })
 469         }
 470 }
 471
 472 /// [`Score`] implementation using channel success probability distributions.
 473 ///
 474 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 475 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 476 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 477 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 478 /// specific HTLC amount through a channel.
 479 ///
 480 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 481 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 482 /// [`ProbabilisticScoringParameters`] for details.
 483 ///
 484 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 485 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 486 /// volume are more likely to experience failed payment paths, which would need to be retried.
 487 ///
 488 /// # Note
 489 ///
 490 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 491 /// behavior.
 492 ///
 493 /// [1]: https://arxiv.org/abs/2107.05322
 494 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 495
 496 /// Probabilistic [`Score`] implementation.
 497 ///
 498 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 499 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 500         params: ProbabilisticScoringParameters,
 501         network_graph: G,
 502         // TODO: Remove entries of closed channels.
 503         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 504 }
 505
 506 /// Parameters for configuring [`ProbabilisticScorer`].
 507 #[derive(Clone, Copy)]
 508 pub struct ProbabilisticScoringParameters {
 509         /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
 510         /// through a channel, as per multiplying by the negative `log10` of the channel's success
 511         /// probability for a payment.
 512         ///
 513         /// The success probability is determined by the effective channel capacity, the payment amount,
 514         /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
 515         /// the success probability is 0.01, effectively limiting the penalty to the range
 516         /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
 517         /// on [`liquidity_offset_half_life`].
 518         ///
 519         /// Default value: 10,000 msat
 520         ///
 521         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 522         pub liquidity_penalty_multiplier_msat: u64,
 523
 524         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 525         /// cut in half.
 526         ///
 527         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 528         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 529         /// the certainty of the channel liquidity balance.
 530         ///
 531         /// Default value: 1 hour
 532         ///
 533         /// # Note
 534         ///
 535         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 536         /// liquidity knowledge will never decay except when the bounds cross.
 537         pub liquidity_offset_half_life: Duration,
 538 }
 539
 540 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 541         (0, liquidity_penalty_multiplier_msat, required),
 542         (2, liquidity_offset_half_life, required),
 543 });
 544
 545 /// Accounting for channel liquidity balance uncertainty.
 546 ///
 547 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 548 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 549 /// offset fields gives the opposite direction.
 550 struct ChannelLiquidity<T: Time> {
 551         /// Lower channel liquidity bound in terms of an offset from zero.
 552         min_liquidity_offset_msat: u64,
 553
 554         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 555         max_liquidity_offset_msat: u64,
 556
 557         /// Time when the liquidity bounds were last modified.
 558         last_updated: T,
 559 }
 560
 561 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 562 /// decayed with a given half life.
 563 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 564         min_liquidity_offset_msat: L,
 565         max_liquidity_offset_msat: L,
 566         capacity_msat: u64,
 567         last_updated: U,
 568         now: T,
 569         half_life: Duration,
 570 }
 571
 572 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 573         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 574         /// through a network graph.
 575         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 576                 Self {
 577                         params,
 578                         network_graph,
 579                         channel_liquidities: HashMap::new(),
 580                 }
 581         }
 582
 583         #[cfg(test)]
 584         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 585                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 586                 self
 587         }
 588 }
 589
 590 impl Default for ProbabilisticScoringParameters {
 591         fn default() -> Self {
 592                 Self {
 593                         liquidity_penalty_multiplier_msat: 10_000,
 594                         liquidity_offset_half_life: Duration::from_secs(3600),
 595                 }
 596         }
 597 }
 598
 599 impl<T: Time> ChannelLiquidity<T> {
 600         #[inline]
 601         fn new() -> Self {
 602                 Self {
 603                         min_liquidity_offset_msat: 0,
 604                         max_liquidity_offset_msat: 0,
 605                         last_updated: T::now(),
 606                 }
 607         }
 608
 609         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 610         /// `capacity_msat`.
 611         fn as_directed(
 612                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 613         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 614                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 615                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 616                 } else {
 617                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 618                 };
 619
 620                 DirectedChannelLiquidity {
 621                         min_liquidity_offset_msat,
 622                         max_liquidity_offset_msat,
 623                         capacity_msat,
 624                         last_updated: &self.last_updated,
 625                         now: T::now(),
 626                         half_life,
 627                 }
 628         }
 629
 630         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 631         /// `capacity_msat`.
 632         fn as_directed_mut(
 633                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 634         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 635                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 636                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 637                 } else {
 638                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 639                 };
 640
 641                 DirectedChannelLiquidity {
 642                         min_liquidity_offset_msat,
 643                         max_liquidity_offset_msat,
 644                         capacity_msat,
 645                         last_updated: &mut self.last_updated,
 646                         now: T::now(),
 647                         half_life,
 648                 }
 649         }
 650 }
 651
 652 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 653         /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
 654         /// direction.
 655         fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
 656                 let max_liquidity_msat = self.max_liquidity_msat();
 657                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 658                 if amount_msat > max_liquidity_msat {
 659                         u64::max_value()
 660                 } else if amount_msat <= min_liquidity_msat {
 661                         0
 662                 } else {
 663                         let numerator = max_liquidity_msat + 1 - amount_msat;
 664                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 665                         approx::negative_log10_times_1024(numerator, denominator)
 666                                 .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
 667                 }
 668                 // Upper bound the penalty to ensure some channel is selected.
 669                 .min(2 * liquidity_penalty_multiplier_msat)
 670         }
 671
 672         /// Returns the lower bound of the channel liquidity balance in this direction.
 673         fn min_liquidity_msat(&self) -> u64 {
 674                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 675         }
 676
 677         /// Returns the upper bound of the channel liquidity balance in this direction.
 678         fn max_liquidity_msat(&self) -> u64 {
 679                 self.capacity_msat
 680                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 681                         .unwrap_or(0)
 682         }
 683
 684         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 685                 self.now.duration_since(*self.last_updated).as_secs()
 686                         .checked_div(self.half_life.as_secs())
 687                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 688                         .unwrap_or(0)
 689         }
 690 }
 691
 692 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 693         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 694         fn failed_at_channel(&mut self, amount_msat: u64) {
 695                 if amount_msat < self.max_liquidity_msat() {
 696                         self.set_max_liquidity_msat(amount_msat);
 697                 }
 698         }
 699
 700         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 701         fn failed_downstream(&mut self, amount_msat: u64) {
 702                 if amount_msat > self.min_liquidity_msat() {
 703                         self.set_min_liquidity_msat(amount_msat);
 704                 }
 705         }
 706
 707         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 708         fn successful(&mut self, amount_msat: u64) {
 709                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 710                 self.set_max_liquidity_msat(max_liquidity_msat);
 711         }
 712
 713         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 714         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 715                 *self.min_liquidity_offset_msat = amount_msat;
 716                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 717                         0
 718                 } else {
 719                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 720                 };
 721                 *self.last_updated = self.now;
 722         }
 723
 724         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 725         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 726                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 727                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 728                         0
 729                 } else {
 730                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 731                 };
 732                 *self.last_updated = self.now;
 733         }
 734 }
 735
 736 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 737         fn channel_penalty_msat(
 738                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 739                 target: &NodeId
 740         ) -> u64 {
 741                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 742                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 743                 self.channel_liquidities
 744                         .get(&short_channel_id)
 745                         .unwrap_or(&ChannelLiquidity::new())
 746                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 747                         .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
 748         }
 749
 750         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 751                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 752                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 753                 let network_graph = self.network_graph.read_only();
 754                 for hop in path {
 755                         let target = NodeId::from_pubkey(&hop.pubkey);
 756                         let channel_directed_from_source = network_graph.channels()
 757                                 .get(&hop.short_channel_id)
 758                                 .and_then(|channel| channel.as_directed_to(&target));
 759
 760                         // Only score announced channels.
 761                         if let Some((channel, source)) = channel_directed_from_source {
 762                                 let capacity_msat = channel.effective_capacity().as_msat();
 763                                 if hop.short_channel_id == short_channel_id {
 764                                         self.channel_liquidities
 765                                                 .entry(hop.short_channel_id)
 766                                                 .or_insert_with(ChannelLiquidity::new)
 767                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 768                                                 .failed_at_channel(amount_msat);
 769                                         break;
 770                                 }
 771
 772                                 self.channel_liquidities
 773                                         .entry(hop.short_channel_id)
 774                                         .or_insert_with(ChannelLiquidity::new)
 775                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 776                                         .failed_downstream(amount_msat);
 777                         }
 778                 }
 779         }
 780
 781         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 782                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 783                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 784                 let network_graph = self.network_graph.read_only();
 785                 for hop in path {
 786                         let target = NodeId::from_pubkey(&hop.pubkey);
 787                         let channel_directed_from_source = network_graph.channels()
 788                                 .get(&hop.short_channel_id)
 789                                 .and_then(|channel| channel.as_directed_to(&target));
 790
 791                         // Only score announced channels.
 792                         if let Some((channel, source)) = channel_directed_from_source {
 793                                 let capacity_msat = channel.effective_capacity().as_msat();
 794                                 self.channel_liquidities
 795                                         .entry(hop.short_channel_id)
 796                                         .or_insert_with(ChannelLiquidity::new)
 797                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 798                                         .successful(amount_msat);
 799                         }
 800                 }
 801         }
 802 }
 803
 804 mod approx {
 805         const BITS: u32 = 64;
 806         const HIGHEST_BIT: u32 = BITS - 1;
 807         const LOWER_BITS: u32 = 4;
 808         const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
 809         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
 810
 811         /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
 812         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
 813         const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
 814                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
 815                 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
 816                 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
 817                 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
 818                 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
 819                 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
 820                 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
 821                 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
 822                 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
 823                 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
 824                 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
 825                 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
 826                 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
 827                 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
 828                 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
 829                 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
 830                 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
 831                 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
 832                 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
 833                 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
 834                 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
 835                 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
 836                 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
 837                 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
 838                 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
 839                 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
 840                 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
 841                 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
 842                 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
 843                 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
 844                 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
 845                 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
 846                 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
 847                 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
 848                 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
 849                 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
 850                 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
 851                 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
 852                 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
 853                 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
 854                 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
 855                 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
 856                 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
 857                 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
 858                 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
 859                 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
 860                 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
 861                 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
 862                 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
 863                 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
 864                 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
 865                 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
 866                 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
 867                 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
 868                 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
 869                 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
 870                 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
 871                 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
 872                 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
 873                 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
 874                 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
 875                 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
 876                 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
 877                 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
 878         ];
 879
 880         /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
 881         #[inline]
 882         pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
 883                 // Multiply the -1 through to avoid needing to use signed numbers.
 884                 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
 885         }
 886
 887         #[inline]
 888         fn log10_times_1024(x: u64) -> u16 {
 889                 debug_assert_ne!(x, 0);
 890                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
 891                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
 892                 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
 893         }
 894
 895         #[cfg(test)]
 896         mod tests {
 897                 use super::*;
 898
 899                 #[test]
 900                 fn prints_negative_log10_times_1024_lookup_table() {
 901                         for msb in 0..BITS {
 902                                 for i in 0..LOWER_BITS_BOUND {
 903                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
 904                                         let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
 905                                         assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
 906
 907                                         if i % LOWER_BITS_BOUND == 0 {
 908                                                 print!("\t\t[{}, ", log10_times_1024);
 909                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
 910                                                 println!("{}],", log10_times_1024);
 911                                         } else {
 912                                                 print!("{}, ", log10_times_1024);
 913                                         }
 914                                 }
 915                         }
 916                 }
 917         }
 918 }
 919
 920 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
 921         #[inline]
 922         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 923                 write_tlv_fields!(w, {
 924                         (0, self.channel_liquidities, required)
 925                 });
 926                 Ok(())
 927         }
 928 }
 929
 930 impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
 931 where
 932         G: Deref<Target = NetworkGraph>,
 933         T: Time,
 934 {
 935         #[inline]
 936         fn read<R: Read>(
 937                 r: &mut R, args: (ProbabilisticScoringParameters, G)
 938         ) -> Result<Self, DecodeError> {
 939                 let (params, network_graph) = args;
 940                 let mut channel_liquidities = HashMap::new();
 941                 read_tlv_fields!(r, {
 942                         (0, channel_liquidities, required)
 943                 });
 944                 Ok(Self {
 945                         params,
 946                         network_graph,
 947                         channel_liquidities,
 948                 })
 949         }
 950 }
 951
 952 impl<T: Time> Writeable for ChannelLiquidity<T> {
 953         #[inline]
 954         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 955                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 956                 write_tlv_fields!(w, {
 957                         (0, self.min_liquidity_offset_msat, required),
 958                         (2, self.max_liquidity_offset_msat, required),
 959                         (4, duration_since_epoch, required),
 960                 });
 961                 Ok(())
 962         }
 963 }
 964
 965 impl<T: Time> Readable for ChannelLiquidity<T> {
 966         #[inline]
 967         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 968                 let mut min_liquidity_offset_msat = 0;
 969                 let mut max_liquidity_offset_msat = 0;
 970                 let mut duration_since_epoch = Duration::from_secs(0);
 971                 read_tlv_fields!(r, {
 972                         (0, min_liquidity_offset_msat, required),
 973                         (2, max_liquidity_offset_msat, required),
 974                         (4, duration_since_epoch, required),
 975                 });
 976                 Ok(Self {
 977                         min_liquidity_offset_msat,
 978                         max_liquidity_offset_msat,
 979                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 980                 })
 981         }
 982 }
 983
 984 pub(crate) mod time {
 985         use core::ops::Sub;
 986         use core::time::Duration;
 987         /// A measurement of time.
 988         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
 989                 /// Returns an instance corresponding to the current moment.
 990                 fn now() -> Self;
 991
 992                 /// Returns the amount of time elapsed since `self` was created.
 993                 fn elapsed(&self) -> Duration;
 994
 995                 /// Returns the amount of time passed between `earlier` and `self`.
 996                 fn duration_since(&self, earlier: Self) -> Duration;
 997
 998                 /// Returns the amount of time passed since the beginning of [`Time`].
 999                 ///
1000                 /// Used during (de-)serialization.
1001                 fn duration_since_epoch() -> Duration;
1002         }
1003
1004         /// A state in which time has no meaning.
1005         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1006         pub struct Eternity;
1007
1008         #[cfg(not(feature = "no-std"))]
1009         impl Time for std::time::Instant {
1010                 fn now() -> Self {
1011                         std::time::Instant::now()
1012                 }
1013
1014                 fn duration_since(&self, earlier: Self) -> Duration {
1015                         self.duration_since(earlier)
1016                 }
1017
1018                 fn duration_since_epoch() -> Duration {
1019                         use std::time::SystemTime;
1020                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1021                 }
1022
1023                 fn elapsed(&self) -> Duration {
1024                         std::time::Instant::elapsed(self)
1025                 }
1026         }
1027
1028         impl Time for Eternity {
1029                 fn now() -> Self {
1030                         Self
1031                 }
1032
1033                 fn duration_since(&self, _earlier: Self) -> Duration {
1034                         Duration::from_secs(0)
1035                 }
1036
1037                 fn duration_since_epoch() -> Duration {
1038                         Duration::from_secs(0)
1039                 }
1040
1041                 fn elapsed(&self) -> Duration {
1042                         Duration::from_secs(0)
1043                 }
1044         }
1045
1046         impl Sub<Duration> for Eternity {
1047                 type Output = Self;
1048
1049                 fn sub(self, _other: Duration) -> Self {
1050                         self
1051                 }
1052         }
1053 }
1054
1055 pub(crate) use self::time::Time;
1056
1057 #[cfg(test)]
1058 mod tests {
1059         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1060         use super::time::Eternity;
1061
1062         use ln::features::{ChannelFeatures, NodeFeatures};
1063         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1064         use routing::scoring::Score;
1065         use routing::network_graph::{NetworkGraph, NodeId};
1066         use routing::router::RouteHop;
1067         use util::ser::{Readable, ReadableArgs, Writeable};
1068
1069         use bitcoin::blockdata::constants::genesis_block;
1070         use bitcoin::hashes::Hash;
1071         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1072         use bitcoin::network::constants::Network;
1073         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1074         use core::cell::Cell;
1075         use core::ops::Sub;
1076         use core::time::Duration;
1077         use io;
1078
1079         // `Time` tests
1080
1081         /// Time that can be advanced manually in tests.
1082         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1083         struct SinceEpoch(Duration);
1084
1085         impl SinceEpoch {
1086                 thread_local! {
1087                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1088                 }
1089
1090                 fn advance(duration: Duration) {
1091                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1092                 }
1093         }
1094
1095         impl Time for SinceEpoch {
1096                 fn now() -> Self {
1097                         Self(Self::duration_since_epoch())
1098                 }
1099
1100                 fn duration_since(&self, earlier: Self) -> Duration {
1101                         self.0 - earlier.0
1102                 }
1103
1104                 fn duration_since_epoch() -> Duration {
1105                         Self::ELAPSED.with(|elapsed| elapsed.get())
1106                 }
1107
1108                 fn elapsed(&self) -> Duration {
1109                         Self::duration_since_epoch() - self.0
1110                 }
1111         }
1112
1113         impl Sub<Duration> for SinceEpoch {
1114                 type Output = Self;
1115
1116                 fn sub(self, other: Duration) -> Self {
1117                         Self(self.0 - other)
1118                 }
1119         }
1120
1121         #[test]
1122         fn time_passes_when_advanced() {
1123                 let now = SinceEpoch::now();
1124                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1125
1126                 SinceEpoch::advance(Duration::from_secs(1));
1127                 SinceEpoch::advance(Duration::from_secs(1));
1128
1129                 let elapsed = now.elapsed();
1130                 let later = SinceEpoch::now();
1131
1132                 assert_eq!(elapsed, Duration::from_secs(2));
1133                 assert_eq!(later - elapsed, now);
1134         }
1135
1136         #[test]
1137         fn time_never_passes_in_an_eternity() {
1138                 let now = Eternity::now();
1139                 let elapsed = now.elapsed();
1140                 let later = Eternity::now();
1141
1142                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1143                 assert_eq!(later - elapsed, now);
1144         }
1145
1146         // `Scorer` tests
1147
1148         /// A scorer for testing with time that can be manually advanced.
1149         type Scorer = ScorerUsingTime::<SinceEpoch>;
1150
1151         fn source_privkey() -> SecretKey {
1152                 SecretKey::from_slice(&[42; 32]).unwrap()
1153         }
1154
1155         fn target_privkey() -> SecretKey {
1156                 SecretKey::from_slice(&[43; 32]).unwrap()
1157         }
1158
1159         fn source_pubkey() -> PublicKey {
1160                 let secp_ctx = Secp256k1::new();
1161                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1162         }
1163
1164         fn target_pubkey() -> PublicKey {
1165                 let secp_ctx = Secp256k1::new();
1166                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1167         }
1168
1169         fn source_node_id() -> NodeId {
1170                 NodeId::from_pubkey(&source_pubkey())
1171         }
1172
1173         fn target_node_id() -> NodeId {
1174                 NodeId::from_pubkey(&target_pubkey())
1175         }
1176
1177         #[test]
1178         fn penalizes_without_channel_failures() {
1179                 let scorer = Scorer::new(ScoringParameters {
1180                         base_penalty_msat: 1_000,
1181                         failure_penalty_msat: 512,
1182                         failure_penalty_half_life: Duration::from_secs(1),
1183                         overuse_penalty_start_1024th: 1024,
1184                         overuse_penalty_msat_per_1024th: 0,
1185                 });
1186                 let source = source_node_id();
1187                 let target = target_node_id();
1188                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1189
1190                 SinceEpoch::advance(Duration::from_secs(1));
1191                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1192         }
1193
1194         #[test]
1195         fn accumulates_channel_failure_penalties() {
1196                 let mut scorer = Scorer::new(ScoringParameters {
1197                         base_penalty_msat: 1_000,
1198                         failure_penalty_msat: 64,
1199                         failure_penalty_half_life: Duration::from_secs(10),
1200                         overuse_penalty_start_1024th: 1024,
1201                         overuse_penalty_msat_per_1024th: 0,
1202                 });
1203                 let source = source_node_id();
1204                 let target = target_node_id();
1205                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1206
1207                 scorer.payment_path_failed(&[], 42);
1208                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1209
1210                 scorer.payment_path_failed(&[], 42);
1211                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1212
1213                 scorer.payment_path_failed(&[], 42);
1214                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1215         }
1216
1217         #[test]
1218         fn decays_channel_failure_penalties_over_time() {
1219                 let mut scorer = Scorer::new(ScoringParameters {
1220                         base_penalty_msat: 1_000,
1221                         failure_penalty_msat: 512,
1222                         failure_penalty_half_life: Duration::from_secs(10),
1223                         overuse_penalty_start_1024th: 1024,
1224                         overuse_penalty_msat_per_1024th: 0,
1225                 });
1226                 let source = source_node_id();
1227                 let target = target_node_id();
1228                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1229
1230                 scorer.payment_path_failed(&[], 42);
1231                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1232
1233                 SinceEpoch::advance(Duration::from_secs(9));
1234                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1235
1236                 SinceEpoch::advance(Duration::from_secs(1));
1237                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1238
1239                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1240                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1241
1242                 SinceEpoch::advance(Duration::from_secs(10));
1243                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1244
1245                 SinceEpoch::advance(Duration::from_secs(10));
1246                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1247         }
1248
1249         #[test]
1250         fn decays_channel_failure_penalties_without_shift_overflow() {
1251                 let mut scorer = Scorer::new(ScoringParameters {
1252                         base_penalty_msat: 1_000,
1253                         failure_penalty_msat: 512,
1254                         failure_penalty_half_life: Duration::from_secs(10),
1255                         overuse_penalty_start_1024th: 1024,
1256                         overuse_penalty_msat_per_1024th: 0,
1257                 });
1258                 let source = source_node_id();
1259                 let target = target_node_id();
1260                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1261
1262                 scorer.payment_path_failed(&[], 42);
1263                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1264
1265                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1266                 // cause an overflow.
1267                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1268                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1269
1270                 SinceEpoch::advance(Duration::from_secs(10));
1271                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1272         }
1273
1274         #[test]
1275         fn accumulates_channel_failure_penalties_after_decay() {
1276                 let mut scorer = Scorer::new(ScoringParameters {
1277                         base_penalty_msat: 1_000,
1278                         failure_penalty_msat: 512,
1279                         failure_penalty_half_life: Duration::from_secs(10),
1280                         overuse_penalty_start_1024th: 1024,
1281                         overuse_penalty_msat_per_1024th: 0,
1282                 });
1283                 let source = source_node_id();
1284                 let target = target_node_id();
1285                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1286
1287                 scorer.payment_path_failed(&[], 42);
1288                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1289
1290                 SinceEpoch::advance(Duration::from_secs(10));
1291                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1292
1293                 scorer.payment_path_failed(&[], 42);
1294                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1295
1296                 SinceEpoch::advance(Duration::from_secs(10));
1297                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1298         }
1299
1300         #[test]
1301         fn reduces_channel_failure_penalties_after_success() {
1302                 let mut scorer = Scorer::new(ScoringParameters {
1303                         base_penalty_msat: 1_000,
1304                         failure_penalty_msat: 512,
1305                         failure_penalty_half_life: Duration::from_secs(10),
1306                         overuse_penalty_start_1024th: 1024,
1307                         overuse_penalty_msat_per_1024th: 0,
1308                 });
1309                 let source = source_node_id();
1310                 let target = target_node_id();
1311                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1312
1313                 scorer.payment_path_failed(&[], 42);
1314                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1315
1316                 SinceEpoch::advance(Duration::from_secs(10));
1317                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1318
1319                 let hop = RouteHop {
1320                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1321                         node_features: NodeFeatures::known(),
1322                         short_channel_id: 42,
1323                         channel_features: ChannelFeatures::known(),
1324                         fee_msat: 1,
1325                         cltv_expiry_delta: 18,
1326                 };
1327                 scorer.payment_path_successful(&[&hop]);
1328                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1329
1330                 SinceEpoch::advance(Duration::from_secs(10));
1331                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1332         }
1333
1334         #[test]
1335         fn restores_persisted_channel_failure_penalties() {
1336                 let mut scorer = Scorer::new(ScoringParameters {
1337                         base_penalty_msat: 1_000,
1338                         failure_penalty_msat: 512,
1339                         failure_penalty_half_life: Duration::from_secs(10),
1340                         overuse_penalty_start_1024th: 1024,
1341                         overuse_penalty_msat_per_1024th: 0,
1342                 });
1343                 let source = source_node_id();
1344                 let target = target_node_id();
1345
1346                 scorer.payment_path_failed(&[], 42);
1347                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1348
1349                 SinceEpoch::advance(Duration::from_secs(10));
1350                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1351
1352                 scorer.payment_path_failed(&[], 43);
1353                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1354
1355                 let mut serialized_scorer = Vec::new();
1356                 scorer.write(&mut serialized_scorer).unwrap();
1357
1358                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1359                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1360                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1361         }
1362
1363         #[test]
1364         fn decays_persisted_channel_failure_penalties() {
1365                 let mut scorer = Scorer::new(ScoringParameters {
1366                         base_penalty_msat: 1_000,
1367                         failure_penalty_msat: 512,
1368                         failure_penalty_half_life: Duration::from_secs(10),
1369                         overuse_penalty_start_1024th: 1024,
1370                         overuse_penalty_msat_per_1024th: 0,
1371                 });
1372                 let source = source_node_id();
1373                 let target = target_node_id();
1374
1375                 scorer.payment_path_failed(&[], 42);
1376                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1377
1378                 let mut serialized_scorer = Vec::new();
1379                 scorer.write(&mut serialized_scorer).unwrap();
1380
1381                 SinceEpoch::advance(Duration::from_secs(10));
1382
1383                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1384                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1385
1386                 SinceEpoch::advance(Duration::from_secs(10));
1387                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1388         }
1389
1390         #[test]
1391         fn charges_per_1024th_penalty() {
1392                 let scorer = Scorer::new(ScoringParameters {
1393                         base_penalty_msat: 0,
1394                         failure_penalty_msat: 0,
1395                         failure_penalty_half_life: Duration::from_secs(0),
1396                         overuse_penalty_start_1024th: 256,
1397                         overuse_penalty_msat_per_1024th: 100,
1398                 });
1399                 let source = source_node_id();
1400                 let target = target_node_id();
1401
1402                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1403                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1404                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1405                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1406                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1407         }
1408
1409         // `ProbabilisticScorer` tests
1410
1411         /// A probabilistic scorer for testing with time that can be manually advanced.
1412         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1413
1414         fn sender_privkey() -> SecretKey {
1415                 SecretKey::from_slice(&[41; 32]).unwrap()
1416         }
1417
1418         fn recipient_privkey() -> SecretKey {
1419                 SecretKey::from_slice(&[45; 32]).unwrap()
1420         }
1421
1422         fn sender_pubkey() -> PublicKey {
1423                 let secp_ctx = Secp256k1::new();
1424                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1425         }
1426
1427         fn recipient_pubkey() -> PublicKey {
1428                 let secp_ctx = Secp256k1::new();
1429                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1430         }
1431
1432         fn sender_node_id() -> NodeId {
1433                 NodeId::from_pubkey(&sender_pubkey())
1434         }
1435
1436         fn recipient_node_id() -> NodeId {
1437                 NodeId::from_pubkey(&recipient_pubkey())
1438         }
1439
1440         fn network_graph() -> NetworkGraph {
1441                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1442                 let mut network_graph = NetworkGraph::new(genesis_hash);
1443                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1444                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1445
1446                 network_graph
1447         }
1448
1449         fn add_channel(
1450                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1451                 node_2_key: SecretKey
1452         ) {
1453                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1454                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1455                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1456                 let secp_ctx = Secp256k1::new();
1457                 let unsigned_announcement = UnsignedChannelAnnouncement {
1458                         features: ChannelFeatures::known(),
1459                         chain_hash: genesis_hash,
1460                         short_channel_id,
1461                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1462                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1463                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1464                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1465                         excess_data: Vec::new(),
1466                 };
1467                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1468                 let signed_announcement = ChannelAnnouncement {
1469                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1470                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1471                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1472                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1473                         contents: unsigned_announcement,
1474                 };
1475                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1476                 network_graph.update_channel_from_announcement(
1477                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1478                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1479                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1480         }
1481
1482         fn update_channel(
1483                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1484         ) {
1485                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1486                 let secp_ctx = Secp256k1::new();
1487                 let unsigned_update = UnsignedChannelUpdate {
1488                         chain_hash: genesis_hash,
1489                         short_channel_id,
1490                         timestamp: 100,
1491                         flags,
1492                         cltv_expiry_delta: 18,
1493                         htlc_minimum_msat: 0,
1494                         htlc_maximum_msat: OptionalField::Present(1_000),
1495                         fee_base_msat: 1,
1496                         fee_proportional_millionths: 0,
1497                         excess_data: Vec::new(),
1498                 };
1499                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1500                 let signed_update = ChannelUpdate {
1501                         signature: secp_ctx.sign(&msghash, &node_key),
1502                         contents: unsigned_update,
1503                 };
1504                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1505         }
1506
1507         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1508                 vec![
1509                         RouteHop {
1510                                 pubkey: source_pubkey(),
1511                                 node_features: NodeFeatures::known(),
1512                                 short_channel_id: 41,
1513                                 channel_features: ChannelFeatures::known(),
1514                                 fee_msat: 1,
1515                                 cltv_expiry_delta: 18,
1516                         },
1517                         RouteHop {
1518                                 pubkey: target_pubkey(),
1519                                 node_features: NodeFeatures::known(),
1520                                 short_channel_id: 42,
1521                                 channel_features: ChannelFeatures::known(),
1522                                 fee_msat: 2,
1523                                 cltv_expiry_delta: 18,
1524                         },
1525                         RouteHop {
1526                                 pubkey: recipient_pubkey(),
1527                                 node_features: NodeFeatures::known(),
1528                                 short_channel_id: 43,
1529                                 channel_features: ChannelFeatures::known(),
1530                                 fee_msat: amount_msat,
1531                                 cltv_expiry_delta: 18,
1532                         },
1533                 ]
1534         }
1535
1536         #[test]
1537         fn liquidity_bounds_directed_from_lowest_node_id() {
1538                 let last_updated = SinceEpoch::now();
1539                 let network_graph = network_graph();
1540                 let params = ProbabilisticScoringParameters::default();
1541                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1542                         .with_channel(42,
1543                                 ChannelLiquidity {
1544                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1545                                 })
1546                         .with_channel(43,
1547                                 ChannelLiquidity {
1548                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1549                                 });
1550                 let source = source_node_id();
1551                 let target = target_node_id();
1552                 let recipient = recipient_node_id();
1553                 assert!(source > target);
1554                 assert!(target < recipient);
1555
1556                 // Update minimum liquidity.
1557
1558                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1559                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1560                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1561                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1562                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1563
1564                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1565                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1566                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1567                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1568
1569                 scorer.channel_liquidities.get_mut(&42).unwrap()
1570                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1571                         .set_min_liquidity_msat(200);
1572
1573                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1574                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1575                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1576                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1577
1578                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1579                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1580                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1581                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1582
1583                 // Update maximum liquidity.
1584
1585                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1586                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1587                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1588                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1589
1590                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1591                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1592                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1593                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1594
1595                 scorer.channel_liquidities.get_mut(&43).unwrap()
1596                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1597                         .set_max_liquidity_msat(200);
1598
1599                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1600                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1601                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1602                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1603
1604                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1605                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1606                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1607                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1608         }
1609
1610         #[test]
1611         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1612                 let last_updated = SinceEpoch::now();
1613                 let network_graph = network_graph();
1614                 let params = ProbabilisticScoringParameters::default();
1615                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1616                         .with_channel(42,
1617                                 ChannelLiquidity {
1618                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1619                                 });
1620                 let source = source_node_id();
1621                 let target = target_node_id();
1622                 assert!(source > target);
1623
1624                 // Check initial bounds.
1625                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1626                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1627                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1628                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1629                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1630
1631                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1632                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1633                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1634                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1635
1636                 // Reset from source to target.
1637                 scorer.channel_liquidities.get_mut(&42).unwrap()
1638                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1639                         .set_min_liquidity_msat(900);
1640
1641                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1642                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1643                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1644                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1645
1646                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1647                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1648                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1649                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1650
1651                 // Reset from target to source.
1652                 scorer.channel_liquidities.get_mut(&42).unwrap()
1653                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1654                         .set_min_liquidity_msat(400);
1655
1656                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1657                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1658                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1659                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1660
1661                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1662                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1663                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1664                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1665         }
1666
1667         #[test]
1668         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1669                 let last_updated = SinceEpoch::now();
1670                 let network_graph = network_graph();
1671                 let params = ProbabilisticScoringParameters::default();
1672                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1673                         .with_channel(42,
1674                                 ChannelLiquidity {
1675                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1676                                 });
1677                 let source = source_node_id();
1678                 let target = target_node_id();
1679                 assert!(source > target);
1680
1681                 // Check initial bounds.
1682                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1683                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1684                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1685                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1686                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1687
1688                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1689                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1690                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1691                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1692
1693                 // Reset from source to target.
1694                 scorer.channel_liquidities.get_mut(&42).unwrap()
1695                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1696                         .set_max_liquidity_msat(300);
1697
1698                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1699                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1700                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1701                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1702
1703                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1704                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1705                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1706                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1707
1708                 // Reset from target to source.
1709                 scorer.channel_liquidities.get_mut(&42).unwrap()
1710                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1711                         .set_max_liquidity_msat(600);
1712
1713                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1714                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1715                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1716                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1717
1718                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1719                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1720                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1721                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1722         }
1723
1724         #[test]
1725         fn increased_penalty_nearing_liquidity_upper_bound() {
1726                 let network_graph = network_graph();
1727                 let params = ProbabilisticScoringParameters {
1728                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1729                 };
1730                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1731                 let source = source_node_id();
1732                 let target = target_node_id();
1733
1734                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1735                 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1736                 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1737                 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1738
1739                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1740                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1741                 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1742                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1743                 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1744                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1745                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1746         }
1747
1748         #[test]
1749         fn constant_penalty_outside_liquidity_bounds() {
1750                 let last_updated = SinceEpoch::now();
1751                 let network_graph = network_graph();
1752                 let params = ProbabilisticScoringParameters {
1753                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1754                 };
1755                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1756                         .with_channel(42,
1757                                 ChannelLiquidity {
1758                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1759                                 });
1760                 let source = source_node_id();
1761                 let target = target_node_id();
1762
1763                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1764                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1765                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1766                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1767         }
1768
1769         #[test]
1770         fn does_not_further_penalize_own_channel() {
1771                 let network_graph = network_graph();
1772                 let params = ProbabilisticScoringParameters {
1773                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1774                 };
1775                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1776                 let sender = sender_node_id();
1777                 let source = source_node_id();
1778                 let failed_path = payment_path_for_amount(500);
1779                 let successful_path = payment_path_for_amount(200);
1780
1781                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1782
1783                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1784                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1785
1786                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1787                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1788         }
1789
1790         #[test]
1791         fn sets_liquidity_lower_bound_on_downstream_failure() {
1792                 let network_graph = network_graph();
1793                 let params = ProbabilisticScoringParameters {
1794                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1795                 };
1796                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1797                 let source = source_node_id();
1798                 let target = target_node_id();
1799                 let path = payment_path_for_amount(500);
1800
1801                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1802                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1803                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1804
1805                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1806
1807                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1808                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1809                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1810         }
1811
1812         #[test]
1813         fn sets_liquidity_upper_bound_on_failure() {
1814                 let network_graph = network_graph();
1815                 let params = ProbabilisticScoringParameters {
1816                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1817                 };
1818                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1819                 let source = source_node_id();
1820                 let target = target_node_id();
1821                 let path = payment_path_for_amount(500);
1822
1823                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1824                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1825                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1826
1827                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1828
1829                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1830                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1831                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1832         }
1833
1834         #[test]
1835         fn reduces_liquidity_upper_bound_along_path_on_success() {
1836                 let network_graph = network_graph();
1837                 let params = ProbabilisticScoringParameters {
1838                         liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1839                 };
1840                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1841                 let sender = sender_node_id();
1842                 let source = source_node_id();
1843                 let target = target_node_id();
1844                 let recipient = recipient_node_id();
1845                 let path = payment_path_for_amount(500);
1846
1847                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1848                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1849                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1850
1851                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1852
1853                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1854                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1855                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1856         }
1857
1858         #[test]
1859         fn decays_liquidity_bounds_over_time() {
1860                 let network_graph = network_graph();
1861                 let params = ProbabilisticScoringParameters {
1862                         liquidity_penalty_multiplier_msat: 1_000,
1863                         liquidity_offset_half_life: Duration::from_secs(10),
1864                 };
1865                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1866                 let source = source_node_id();
1867                 let target = target_node_id();
1868
1869                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1870                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1871
1872                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1873                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1874
1875                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1876                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1877                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1878                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1879
1880                 SinceEpoch::advance(Duration::from_secs(9));
1881                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1882                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1883                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1884                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1885
1886                 SinceEpoch::advance(Duration::from_secs(1));
1887                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1888                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1889                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1890                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1891
1892                 // Fully decay liquidity lower bound.
1893                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1894                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1895                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1896                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1897                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1898
1899                 // Fully decay liquidity upper bound.
1900                 SinceEpoch::advance(Duration::from_secs(10));
1901                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1902                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1903
1904                 SinceEpoch::advance(Duration::from_secs(10));
1905                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1906                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1907         }
1908
1909         #[test]
1910         fn decays_liquidity_bounds_without_shift_overflow() {
1911                 let network_graph = network_graph();
1912                 let params = ProbabilisticScoringParameters {
1913                         liquidity_penalty_multiplier_msat: 1_000,
1914                         liquidity_offset_half_life: Duration::from_secs(10),
1915                 };
1916                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1917                 let source = source_node_id();
1918                 let target = target_node_id();
1919                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1920
1921                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1922                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1923
1924                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1925                 // would cause an overflow.
1926                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1927                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1928
1929                 SinceEpoch::advance(Duration::from_secs(10));
1930                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1931         }
1932
1933         #[test]
1934         fn restricts_liquidity_bounds_after_decay() {
1935                 let network_graph = network_graph();
1936                 let params = ProbabilisticScoringParameters {
1937                         liquidity_penalty_multiplier_msat: 1_000,
1938                         liquidity_offset_half_life: Duration::from_secs(10),
1939                 };
1940                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1941                 let source = source_node_id();
1942                 let target = target_node_id();
1943
1944                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1945
1946                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1947                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1948                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1949                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1950
1951                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1952                 SinceEpoch::advance(Duration::from_secs(10));
1953                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1954
1955                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1956                 // is closer to the upper bound, meaning a higher penalty.
1957                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1958                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1959
1960                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1961                 // is closer to the lower bound, meaning a lower penalty.
1962                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1963                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1964
1965                 // Further decaying affects the lower bound more than the upper bound (128, 928).
1966                 SinceEpoch::advance(Duration::from_secs(10));
1967                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1968         }
1969
1970         #[test]
1971         fn restores_persisted_liquidity_bounds() {
1972                 let network_graph = network_graph();
1973                 let params = ProbabilisticScoringParameters {
1974                         liquidity_penalty_multiplier_msat: 1_000,
1975                         liquidity_offset_half_life: Duration::from_secs(10),
1976                 };
1977                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1978                 let source = source_node_id();
1979                 let target = target_node_id();
1980
1981                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1982                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1983
1984                 SinceEpoch::advance(Duration::from_secs(10));
1985                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
1986
1987                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1988                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1989
1990                 let mut serialized_scorer = Vec::new();
1991                 scorer.write(&mut serialized_scorer).unwrap();
1992
1993                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1994                 let deserialized_scorer =
1995                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1996                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1997         }
1998
1999         #[test]
2000         fn decays_persisted_liquidity_bounds() {
2001                 let network_graph = network_graph();
2002                 let params = ProbabilisticScoringParameters {
2003                         liquidity_penalty_multiplier_msat: 1_000,
2004                         liquidity_offset_half_life: Duration::from_secs(10),
2005                 };
2006                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2007                 let source = source_node_id();
2008                 let target = target_node_id();
2009
2010                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2011                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
2012
2013                 let mut serialized_scorer = Vec::new();
2014                 scorer.write(&mut serialized_scorer).unwrap();
2015
2016                 SinceEpoch::advance(Duration::from_secs(10));
2017
2018                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2019                 let deserialized_scorer =
2020                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2021                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2022
2023                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2024                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2025
2026                 SinceEpoch::advance(Duration::from_secs(10));
2027                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2028         }
2029 }