1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate secp256k1;
20 //! # use lightning::routing::network_graph::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use secp256k1::key::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use ln::msgs::DecodeError;
58 use routing::network_graph::{NetworkGraph, NodeId};
59 use routing::router::RouteHop;
60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use core::cell::{RefCell, RefMut};
64 use core::ops::{Deref, DerefMut};
65 use core::time::Duration;
67 use sync::{Mutex, MutexGuard};
69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
80 macro_rules! define_score { ($($supertrait: path)*) => {
81 /// An interface used to score payment channels for path finding.
83 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
84 pub trait Score $(: $supertrait)* {
85 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
86 /// given channel in the direction from `source` to `target`.
88 /// The channel's capacity (less any other MPP parts that are also being considered for use in
89 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
90 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
91 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
92 /// Thus, implementations should be overflow-safe.
93 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
95 /// Handles updating channel penalties after failing to route through a channel.
96 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
98 /// Handles updating channel penalties after successfully routing along a path.
99 fn payment_path_successful(&mut self, path: &[&RouteHop]);
102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
103 fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
104 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
107 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
108 self.deref_mut().payment_path_failed(path, short_channel_id)
111 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
112 self.deref_mut().payment_path_successful(path)
118 define_score!(Writeable);
119 #[cfg(not(c_bindings))]
122 /// A scorer that is accessed under a lock.
124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
126 /// implementations. Internal locking would be detrimental to route finding performance and could
127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
129 /// [`find_route`]: crate::routing::router::find_route
130 pub trait LockableScore<'a> {
131 /// The locked [`Score`] type.
132 type Locked: 'a + Score;
134 /// Returns the locked scorer.
135 fn lock(&'a self) -> Self::Locked;
139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
140 type Locked = MutexGuard<'a, T>;
142 fn lock(&'a self) -> MutexGuard<'a, T> {
143 Mutex::lock(self).unwrap()
147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
148 type Locked = RefMut<'a, T>;
150 fn lock(&'a self) -> RefMut<'a, T> {
156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
157 pub struct MultiThreadedLockableScore<S: Score> {
162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
163 type Locked = MutexGuard<'a, T>;
165 fn lock(&'a self) -> MutexGuard<'a, T> {
166 Mutex::lock(&self.score).unwrap()
171 impl<T: Score> MultiThreadedLockableScore<T> {
172 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
173 pub fn new(score: T) -> Self {
174 MultiThreadedLockableScore { score: Mutex::new(score) }
180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
181 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
182 T::write(&**self, writer)
188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
189 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
190 S::write(&**self, writer)
195 /// [`Score`] implementation that uses a fixed penalty.
196 pub struct FixedPenaltyScorer {
200 impl_writeable_tlv_based!(FixedPenaltyScorer, {
201 (0, penalty_msat, required),
204 impl FixedPenaltyScorer {
205 /// Creates a new scorer using `penalty_msat`.
206 pub fn with_penalty(penalty_msat: u64) -> Self {
207 Self { penalty_msat }
211 impl Score for FixedPenaltyScorer {
212 fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
216 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
218 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
221 /// [`Score`] implementation that provides reasonable default behavior.
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.
226 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
230 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
233 /// [module-level documentation]: crate::routing::scoring
236 note = "ProbabilisticScorer should be used instead of Scorer.",
238 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
240 #[cfg(not(feature = "no-std"))]
241 type ConfiguredTime = std::time::Instant;
242 #[cfg(feature = "no-std")]
243 type ConfiguredTime = time::Eternity;
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
249 /// [`Score`] implementation.
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>>,
259 /// Parameters for configuring [`Scorer`].
260 pub struct ScoringParameters {
261 /// A fixed penalty in msats to apply to each channel.
263 /// Default value: 500 msat
264 pub base_penalty_msat: u64,
266 /// A penalty in msats to apply to a channel upon failing to relay a payment.
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.
271 /// Default value: 1,024,000 msat
273 /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
274 pub failure_penalty_msat: u64,
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`].
279 /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
281 /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
282 pub overuse_penalty_start_1024th: u16,
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.
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)
290 /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
291 pub overuse_penalty_msat_per_1024th: u64,
293 /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
296 /// Successfully routing through a channel will immediately cut the penalty in half as well.
298 /// Default value: 1 hour
302 /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
305 /// [`failure_penalty_msat`]: Self::failure_penalty_msat
306 pub failure_penalty_half_life: Duration,
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),
317 /// Accounting for penalties against a channel for failing to relay any payments.
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,
324 /// Last time the channel either failed to route or successfully routed a payment. Used to decay
325 /// `undecayed_penalty_msat`.
329 impl<T: Time> ScorerUsingTime<T> {
330 /// Creates a new scorer using the given scoring parameters.
331 pub fn new(params: ScoringParameters) -> Self {
334 channel_failures: HashMap::new(),
339 impl<T: Time> ChannelFailure<T> {
340 fn new(failure_penalty_msat: u64) -> Self {
342 undecayed_penalty_msat: failure_penalty_msat,
343 last_updated: T::now(),
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();
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();
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))
365 impl<T: Time> Default for ScorerUsingTime<T> {
366 fn default() -> Self {
367 Self::new(ScoringParameters::default())
371 impl Default for ScoringParameters {
372 fn default() -> 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,
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
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));
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());
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));
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));
422 impl<T: Time> Writeable for ScorerUsingTime<T> {
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, {});
432 impl<T: Time> Readable for ScorerUsingTime<T> {
434 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
436 params: Readable::read(r)?,
437 channel_failures: Readable::read(r)?,
439 read_tlv_fields!(r, {});
444 impl<T: Time> Writeable for ChannelFailure<T> {
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),
456 impl<T: Time> Readable for ChannelFailure<T> {
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),
466 undecayed_penalty_msat,
467 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
472 /// [`Score`] implementation using channel success probability distributions.
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.
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.
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.
490 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
493 /// [1]: https://arxiv.org/abs/2107.05322
494 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
496 /// Probabilistic [`Score`] implementation.
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,
502 // TODO: Remove entries of closed channels.
503 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
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.
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`].
519 /// Default value: 10,000 msat
521 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
522 pub liquidity_penalty_multiplier_msat: u64,
524 /// The time required to elapse before any knowledge learned about channel liquidity balances is
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.
531 /// Default value: 1 hour
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,
540 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
541 (0, liquidity_penalty_multiplier_msat, required),
542 (2, liquidity_offset_half_life, required),
545 /// Accounting for channel liquidity balance uncertainty.
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,
554 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
555 max_liquidity_offset_msat: u64,
557 /// Time when the liquidity bounds were last modified.
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,
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 {
579 channel_liquidities: HashMap::new(),
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());
590 impl Default for ProbabilisticScoringParameters {
591 fn default() -> Self {
593 liquidity_penalty_multiplier_msat: 10_000,
594 liquidity_offset_half_life: Duration::from_secs(3600),
599 impl<T: Time> ChannelLiquidity<T> {
603 min_liquidity_offset_msat: 0,
604 max_liquidity_offset_msat: 0,
605 last_updated: T::now(),
609 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
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)
617 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
620 DirectedChannelLiquidity {
621 min_liquidity_offset_msat,
622 max_liquidity_offset_msat,
624 last_updated: &self.last_updated,
630 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
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)
638 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
641 DirectedChannelLiquidity {
642 min_liquidity_offset_msat,
643 max_liquidity_offset_msat,
645 last_updated: &mut self.last_updated,
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
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 {
660 } else if amount_msat <= min_liquidity_msat {
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
668 // Upper bound the penalty to ensure some channel is selected.
669 .min(2 * liquidity_penalty_multiplier_msat)
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)
677 /// Returns the upper bound of the channel liquidity balance in this direction.
678 fn max_liquidity_msat(&self) -> u64 {
680 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
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))
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);
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);
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);
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() {
719 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
721 *self.last_updated = self.now;
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() {
730 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
732 *self.last_updated = self.now;
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,
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)
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();
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));
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);
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);
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();
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));
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);
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;
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],
880 /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
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
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]
900 fn prints_negative_log10_times_1024_lookup_table() {
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]);
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);
912 print!("{}, ", log10_times_1024);
920 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
922 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
923 write_tlv_fields!(w, {
924 (0, self.channel_liquidities, required)
930 impl<G: Deref<Target = NetworkGraph>, T: Time>
931 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
934 r: &mut R, args: (ProbabilisticScoringParameters, G)
935 ) -> Result<Self, DecodeError> {
936 let (params, network_graph) = args;
937 let mut channel_liquidities = HashMap::new();
938 read_tlv_fields!(r, {
939 (0, channel_liquidities, required)
949 impl<T: Time> Writeable for ChannelLiquidity<T> {
951 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
952 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
953 write_tlv_fields!(w, {
954 (0, self.min_liquidity_offset_msat, required),
955 (2, self.max_liquidity_offset_msat, required),
956 (4, duration_since_epoch, required),
962 impl<T: Time> Readable for ChannelLiquidity<T> {
964 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
965 let mut min_liquidity_offset_msat = 0;
966 let mut max_liquidity_offset_msat = 0;
967 let mut duration_since_epoch = Duration::from_secs(0);
968 read_tlv_fields!(r, {
969 (0, min_liquidity_offset_msat, required),
970 (2, max_liquidity_offset_msat, required),
971 (4, duration_since_epoch, required),
974 min_liquidity_offset_msat,
975 max_liquidity_offset_msat,
976 last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
981 pub(crate) mod time {
983 use core::time::Duration;
984 /// A measurement of time.
985 pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
986 /// Returns an instance corresponding to the current moment.
989 /// Returns the amount of time elapsed since `self` was created.
990 fn elapsed(&self) -> Duration;
992 /// Returns the amount of time passed between `earlier` and `self`.
993 fn duration_since(&self, earlier: Self) -> Duration;
995 /// Returns the amount of time passed since the beginning of [`Time`].
997 /// Used during (de-)serialization.
998 fn duration_since_epoch() -> Duration;
1001 /// A state in which time has no meaning.
1002 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1003 pub struct Eternity;
1005 #[cfg(not(feature = "no-std"))]
1006 impl Time for std::time::Instant {
1008 std::time::Instant::now()
1011 fn duration_since(&self, earlier: Self) -> Duration {
1012 self.duration_since(earlier)
1015 fn duration_since_epoch() -> Duration {
1016 use std::time::SystemTime;
1017 SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1020 fn elapsed(&self) -> Duration {
1021 std::time::Instant::elapsed(self)
1025 impl Time for Eternity {
1030 fn duration_since(&self, _earlier: Self) -> Duration {
1031 Duration::from_secs(0)
1034 fn duration_since_epoch() -> Duration {
1035 Duration::from_secs(0)
1038 fn elapsed(&self) -> Duration {
1039 Duration::from_secs(0)
1043 impl Sub<Duration> for Eternity {
1046 fn sub(self, _other: Duration) -> Self {
1052 pub(crate) use self::time::Time;
1056 use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1057 use super::time::Eternity;
1059 use ln::features::{ChannelFeatures, NodeFeatures};
1060 use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1061 use routing::scoring::Score;
1062 use routing::network_graph::{NetworkGraph, NodeId};
1063 use routing::router::RouteHop;
1064 use util::ser::{Readable, ReadableArgs, Writeable};
1066 use bitcoin::blockdata::constants::genesis_block;
1067 use bitcoin::hashes::Hash;
1068 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1069 use bitcoin::network::constants::Network;
1070 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1071 use core::cell::Cell;
1073 use core::time::Duration;
1078 /// Time that can be advanced manually in tests.
1079 #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1080 struct SinceEpoch(Duration);
1084 static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1087 fn advance(duration: Duration) {
1088 Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1092 impl Time for SinceEpoch {
1094 Self(Self::duration_since_epoch())
1097 fn duration_since(&self, earlier: Self) -> Duration {
1101 fn duration_since_epoch() -> Duration {
1102 Self::ELAPSED.with(|elapsed| elapsed.get())
1105 fn elapsed(&self) -> Duration {
1106 Self::duration_since_epoch() - self.0
1110 impl Sub<Duration> for SinceEpoch {
1113 fn sub(self, other: Duration) -> Self {
1114 Self(self.0 - other)
1119 fn time_passes_when_advanced() {
1120 let now = SinceEpoch::now();
1121 assert_eq!(now.elapsed(), Duration::from_secs(0));
1123 SinceEpoch::advance(Duration::from_secs(1));
1124 SinceEpoch::advance(Duration::from_secs(1));
1126 let elapsed = now.elapsed();
1127 let later = SinceEpoch::now();
1129 assert_eq!(elapsed, Duration::from_secs(2));
1130 assert_eq!(later - elapsed, now);
1134 fn time_never_passes_in_an_eternity() {
1135 let now = Eternity::now();
1136 let elapsed = now.elapsed();
1137 let later = Eternity::now();
1139 assert_eq!(now.elapsed(), Duration::from_secs(0));
1140 assert_eq!(later - elapsed, now);
1145 /// A scorer for testing with time that can be manually advanced.
1146 type Scorer = ScorerUsingTime::<SinceEpoch>;
1148 fn source_privkey() -> SecretKey {
1149 SecretKey::from_slice(&[42; 32]).unwrap()
1152 fn target_privkey() -> SecretKey {
1153 SecretKey::from_slice(&[43; 32]).unwrap()
1156 fn source_pubkey() -> PublicKey {
1157 let secp_ctx = Secp256k1::new();
1158 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1161 fn target_pubkey() -> PublicKey {
1162 let secp_ctx = Secp256k1::new();
1163 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1166 fn source_node_id() -> NodeId {
1167 NodeId::from_pubkey(&source_pubkey())
1170 fn target_node_id() -> NodeId {
1171 NodeId::from_pubkey(&target_pubkey())
1175 fn penalizes_without_channel_failures() {
1176 let scorer = Scorer::new(ScoringParameters {
1177 base_penalty_msat: 1_000,
1178 failure_penalty_msat: 512,
1179 failure_penalty_half_life: Duration::from_secs(1),
1180 overuse_penalty_start_1024th: 1024,
1181 overuse_penalty_msat_per_1024th: 0,
1183 let source = source_node_id();
1184 let target = target_node_id();
1185 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1187 SinceEpoch::advance(Duration::from_secs(1));
1188 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1192 fn accumulates_channel_failure_penalties() {
1193 let mut scorer = Scorer::new(ScoringParameters {
1194 base_penalty_msat: 1_000,
1195 failure_penalty_msat: 64,
1196 failure_penalty_half_life: Duration::from_secs(10),
1197 overuse_penalty_start_1024th: 1024,
1198 overuse_penalty_msat_per_1024th: 0,
1200 let source = source_node_id();
1201 let target = target_node_id();
1202 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1204 scorer.payment_path_failed(&[], 42);
1205 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1207 scorer.payment_path_failed(&[], 42);
1208 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1210 scorer.payment_path_failed(&[], 42);
1211 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1215 fn decays_channel_failure_penalties_over_time() {
1216 let mut scorer = Scorer::new(ScoringParameters {
1217 base_penalty_msat: 1_000,
1218 failure_penalty_msat: 512,
1219 failure_penalty_half_life: Duration::from_secs(10),
1220 overuse_penalty_start_1024th: 1024,
1221 overuse_penalty_msat_per_1024th: 0,
1223 let source = source_node_id();
1224 let target = target_node_id();
1225 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1227 scorer.payment_path_failed(&[], 42);
1228 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1230 SinceEpoch::advance(Duration::from_secs(9));
1231 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1233 SinceEpoch::advance(Duration::from_secs(1));
1234 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1236 SinceEpoch::advance(Duration::from_secs(10 * 8));
1237 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1239 SinceEpoch::advance(Duration::from_secs(10));
1240 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1242 SinceEpoch::advance(Duration::from_secs(10));
1243 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1247 fn decays_channel_failure_penalties_without_shift_overflow() {
1248 let mut scorer = Scorer::new(ScoringParameters {
1249 base_penalty_msat: 1_000,
1250 failure_penalty_msat: 512,
1251 failure_penalty_half_life: Duration::from_secs(10),
1252 overuse_penalty_start_1024th: 1024,
1253 overuse_penalty_msat_per_1024th: 0,
1255 let source = source_node_id();
1256 let target = target_node_id();
1257 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1259 scorer.payment_path_failed(&[], 42);
1260 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1262 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1263 // cause an overflow.
1264 SinceEpoch::advance(Duration::from_secs(10 * 64));
1265 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1267 SinceEpoch::advance(Duration::from_secs(10));
1268 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1272 fn accumulates_channel_failure_penalties_after_decay() {
1273 let mut scorer = Scorer::new(ScoringParameters {
1274 base_penalty_msat: 1_000,
1275 failure_penalty_msat: 512,
1276 failure_penalty_half_life: Duration::from_secs(10),
1277 overuse_penalty_start_1024th: 1024,
1278 overuse_penalty_msat_per_1024th: 0,
1280 let source = source_node_id();
1281 let target = target_node_id();
1282 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1284 scorer.payment_path_failed(&[], 42);
1285 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1287 SinceEpoch::advance(Duration::from_secs(10));
1288 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1290 scorer.payment_path_failed(&[], 42);
1291 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1293 SinceEpoch::advance(Duration::from_secs(10));
1294 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1298 fn reduces_channel_failure_penalties_after_success() {
1299 let mut scorer = Scorer::new(ScoringParameters {
1300 base_penalty_msat: 1_000,
1301 failure_penalty_msat: 512,
1302 failure_penalty_half_life: Duration::from_secs(10),
1303 overuse_penalty_start_1024th: 1024,
1304 overuse_penalty_msat_per_1024th: 0,
1306 let source = source_node_id();
1307 let target = target_node_id();
1308 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1310 scorer.payment_path_failed(&[], 42);
1311 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1313 SinceEpoch::advance(Duration::from_secs(10));
1314 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1316 let hop = RouteHop {
1317 pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1318 node_features: NodeFeatures::known(),
1319 short_channel_id: 42,
1320 channel_features: ChannelFeatures::known(),
1322 cltv_expiry_delta: 18,
1324 scorer.payment_path_successful(&[&hop]);
1325 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1327 SinceEpoch::advance(Duration::from_secs(10));
1328 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1332 fn restores_persisted_channel_failure_penalties() {
1333 let mut scorer = Scorer::new(ScoringParameters {
1334 base_penalty_msat: 1_000,
1335 failure_penalty_msat: 512,
1336 failure_penalty_half_life: Duration::from_secs(10),
1337 overuse_penalty_start_1024th: 1024,
1338 overuse_penalty_msat_per_1024th: 0,
1340 let source = source_node_id();
1341 let target = target_node_id();
1343 scorer.payment_path_failed(&[], 42);
1344 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1346 SinceEpoch::advance(Duration::from_secs(10));
1347 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1349 scorer.payment_path_failed(&[], 43);
1350 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1352 let mut serialized_scorer = Vec::new();
1353 scorer.write(&mut serialized_scorer).unwrap();
1355 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1356 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1357 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1361 fn decays_persisted_channel_failure_penalties() {
1362 let mut scorer = Scorer::new(ScoringParameters {
1363 base_penalty_msat: 1_000,
1364 failure_penalty_msat: 512,
1365 failure_penalty_half_life: Duration::from_secs(10),
1366 overuse_penalty_start_1024th: 1024,
1367 overuse_penalty_msat_per_1024th: 0,
1369 let source = source_node_id();
1370 let target = target_node_id();
1372 scorer.payment_path_failed(&[], 42);
1373 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1375 let mut serialized_scorer = Vec::new();
1376 scorer.write(&mut serialized_scorer).unwrap();
1378 SinceEpoch::advance(Duration::from_secs(10));
1380 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1381 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1383 SinceEpoch::advance(Duration::from_secs(10));
1384 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1388 fn charges_per_1024th_penalty() {
1389 let scorer = Scorer::new(ScoringParameters {
1390 base_penalty_msat: 0,
1391 failure_penalty_msat: 0,
1392 failure_penalty_half_life: Duration::from_secs(0),
1393 overuse_penalty_start_1024th: 256,
1394 overuse_penalty_msat_per_1024th: 100,
1396 let source = source_node_id();
1397 let target = target_node_id();
1399 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1400 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1401 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1402 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1403 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1406 // `ProbabilisticScorer` tests
1408 /// A probabilistic scorer for testing with time that can be manually advanced.
1409 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1411 fn sender_privkey() -> SecretKey {
1412 SecretKey::from_slice(&[41; 32]).unwrap()
1415 fn recipient_privkey() -> SecretKey {
1416 SecretKey::from_slice(&[45; 32]).unwrap()
1419 fn sender_pubkey() -> PublicKey {
1420 let secp_ctx = Secp256k1::new();
1421 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1424 fn recipient_pubkey() -> PublicKey {
1425 let secp_ctx = Secp256k1::new();
1426 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1429 fn sender_node_id() -> NodeId {
1430 NodeId::from_pubkey(&sender_pubkey())
1433 fn recipient_node_id() -> NodeId {
1434 NodeId::from_pubkey(&recipient_pubkey())
1437 fn network_graph() -> NetworkGraph {
1438 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1439 let mut network_graph = NetworkGraph::new(genesis_hash);
1440 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1441 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1447 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1448 node_2_key: SecretKey
1450 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1451 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1452 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1453 let secp_ctx = Secp256k1::new();
1454 let unsigned_announcement = UnsignedChannelAnnouncement {
1455 features: ChannelFeatures::known(),
1456 chain_hash: genesis_hash,
1458 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1459 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1460 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1461 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1462 excess_data: Vec::new(),
1464 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1465 let signed_announcement = ChannelAnnouncement {
1466 node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1467 node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1468 bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1469 bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1470 contents: unsigned_announcement,
1472 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1473 network_graph.update_channel_from_announcement(
1474 &signed_announcement, &chain_source, &secp_ctx).unwrap();
1475 update_channel(network_graph, short_channel_id, node_1_key, 0);
1476 update_channel(network_graph, short_channel_id, node_2_key, 1);
1480 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1482 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1483 let secp_ctx = Secp256k1::new();
1484 let unsigned_update = UnsignedChannelUpdate {
1485 chain_hash: genesis_hash,
1489 cltv_expiry_delta: 18,
1490 htlc_minimum_msat: 0,
1491 htlc_maximum_msat: OptionalField::Present(1_000),
1493 fee_proportional_millionths: 0,
1494 excess_data: Vec::new(),
1496 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1497 let signed_update = ChannelUpdate {
1498 signature: secp_ctx.sign(&msghash, &node_key),
1499 contents: unsigned_update,
1501 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1504 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1507 pubkey: source_pubkey(),
1508 node_features: NodeFeatures::known(),
1509 short_channel_id: 41,
1510 channel_features: ChannelFeatures::known(),
1512 cltv_expiry_delta: 18,
1515 pubkey: target_pubkey(),
1516 node_features: NodeFeatures::known(),
1517 short_channel_id: 42,
1518 channel_features: ChannelFeatures::known(),
1520 cltv_expiry_delta: 18,
1523 pubkey: recipient_pubkey(),
1524 node_features: NodeFeatures::known(),
1525 short_channel_id: 43,
1526 channel_features: ChannelFeatures::known(),
1527 fee_msat: amount_msat,
1528 cltv_expiry_delta: 18,
1534 fn liquidity_bounds_directed_from_lowest_node_id() {
1535 let last_updated = SinceEpoch::now();
1536 let network_graph = network_graph();
1537 let params = ProbabilisticScoringParameters::default();
1538 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1541 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1545 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1547 let source = source_node_id();
1548 let target = target_node_id();
1549 let recipient = recipient_node_id();
1550 assert!(source > target);
1551 assert!(target < recipient);
1553 // Update minimum liquidity.
1555 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1556 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1557 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1558 assert_eq!(liquidity.min_liquidity_msat(), 100);
1559 assert_eq!(liquidity.max_liquidity_msat(), 300);
1561 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1562 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1563 assert_eq!(liquidity.min_liquidity_msat(), 700);
1564 assert_eq!(liquidity.max_liquidity_msat(), 900);
1566 scorer.channel_liquidities.get_mut(&42).unwrap()
1567 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1568 .set_min_liquidity_msat(200);
1570 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1571 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1572 assert_eq!(liquidity.min_liquidity_msat(), 200);
1573 assert_eq!(liquidity.max_liquidity_msat(), 300);
1575 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1576 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1577 assert_eq!(liquidity.min_liquidity_msat(), 700);
1578 assert_eq!(liquidity.max_liquidity_msat(), 800);
1580 // Update maximum liquidity.
1582 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1583 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1584 assert_eq!(liquidity.min_liquidity_msat(), 700);
1585 assert_eq!(liquidity.max_liquidity_msat(), 900);
1587 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1588 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1589 assert_eq!(liquidity.min_liquidity_msat(), 100);
1590 assert_eq!(liquidity.max_liquidity_msat(), 300);
1592 scorer.channel_liquidities.get_mut(&43).unwrap()
1593 .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1594 .set_max_liquidity_msat(200);
1596 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1597 .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1598 assert_eq!(liquidity.min_liquidity_msat(), 0);
1599 assert_eq!(liquidity.max_liquidity_msat(), 200);
1601 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1602 .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1603 assert_eq!(liquidity.min_liquidity_msat(), 800);
1604 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1608 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1609 let last_updated = SinceEpoch::now();
1610 let network_graph = network_graph();
1611 let params = ProbabilisticScoringParameters::default();
1612 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1615 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1617 let source = source_node_id();
1618 let target = target_node_id();
1619 assert!(source > target);
1621 // Check initial bounds.
1622 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1623 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1624 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1625 assert_eq!(liquidity.min_liquidity_msat(), 400);
1626 assert_eq!(liquidity.max_liquidity_msat(), 800);
1628 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1629 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1630 assert_eq!(liquidity.min_liquidity_msat(), 200);
1631 assert_eq!(liquidity.max_liquidity_msat(), 600);
1633 // Reset from source to target.
1634 scorer.channel_liquidities.get_mut(&42).unwrap()
1635 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1636 .set_min_liquidity_msat(900);
1638 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1639 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1640 assert_eq!(liquidity.min_liquidity_msat(), 900);
1641 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1643 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1644 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1645 assert_eq!(liquidity.min_liquidity_msat(), 0);
1646 assert_eq!(liquidity.max_liquidity_msat(), 100);
1648 // Reset from target to source.
1649 scorer.channel_liquidities.get_mut(&42).unwrap()
1650 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1651 .set_min_liquidity_msat(400);
1653 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1654 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1655 assert_eq!(liquidity.min_liquidity_msat(), 0);
1656 assert_eq!(liquidity.max_liquidity_msat(), 600);
1658 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1659 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1660 assert_eq!(liquidity.min_liquidity_msat(), 400);
1661 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1665 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1666 let last_updated = SinceEpoch::now();
1667 let network_graph = network_graph();
1668 let params = ProbabilisticScoringParameters::default();
1669 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1672 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1674 let source = source_node_id();
1675 let target = target_node_id();
1676 assert!(source > target);
1678 // Check initial bounds.
1679 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1680 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1681 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1682 assert_eq!(liquidity.min_liquidity_msat(), 400);
1683 assert_eq!(liquidity.max_liquidity_msat(), 800);
1685 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1686 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1687 assert_eq!(liquidity.min_liquidity_msat(), 200);
1688 assert_eq!(liquidity.max_liquidity_msat(), 600);
1690 // Reset from source to target.
1691 scorer.channel_liquidities.get_mut(&42).unwrap()
1692 .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1693 .set_max_liquidity_msat(300);
1695 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1696 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1697 assert_eq!(liquidity.min_liquidity_msat(), 0);
1698 assert_eq!(liquidity.max_liquidity_msat(), 300);
1700 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1701 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1702 assert_eq!(liquidity.min_liquidity_msat(), 700);
1703 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1705 // Reset from target to source.
1706 scorer.channel_liquidities.get_mut(&42).unwrap()
1707 .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1708 .set_max_liquidity_msat(600);
1710 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1711 .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1712 assert_eq!(liquidity.min_liquidity_msat(), 400);
1713 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1715 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1716 .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1717 assert_eq!(liquidity.min_liquidity_msat(), 0);
1718 assert_eq!(liquidity.max_liquidity_msat(), 600);
1722 fn increased_penalty_nearing_liquidity_upper_bound() {
1723 let network_graph = network_graph();
1724 let params = ProbabilisticScoringParameters {
1725 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1727 let scorer = ProbabilisticScorer::new(params, &network_graph);
1728 let source = source_node_id();
1729 let target = target_node_id();
1731 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1732 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1733 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1734 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1736 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1737 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1738 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1739 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1740 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1741 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1742 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1746 fn constant_penalty_outside_liquidity_bounds() {
1747 let last_updated = SinceEpoch::now();
1748 let network_graph = network_graph();
1749 let params = ProbabilisticScoringParameters {
1750 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1752 let scorer = ProbabilisticScorer::new(params, &network_graph)
1755 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1757 let source = source_node_id();
1758 let target = target_node_id();
1760 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1761 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1762 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
1763 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
1767 fn does_not_further_penalize_own_channel() {
1768 let network_graph = network_graph();
1769 let params = ProbabilisticScoringParameters {
1770 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1772 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1773 let sender = sender_node_id();
1774 let source = source_node_id();
1775 let failed_path = payment_path_for_amount(500);
1776 let successful_path = payment_path_for_amount(200);
1778 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1780 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1781 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1783 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1784 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1788 fn sets_liquidity_lower_bound_on_downstream_failure() {
1789 let network_graph = network_graph();
1790 let params = ProbabilisticScoringParameters {
1791 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1793 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1794 let source = source_node_id();
1795 let target = target_node_id();
1796 let path = payment_path_for_amount(500);
1798 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1799 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1800 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1802 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1804 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1805 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1806 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1810 fn sets_liquidity_upper_bound_on_failure() {
1811 let network_graph = network_graph();
1812 let params = ProbabilisticScoringParameters {
1813 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1815 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1816 let source = source_node_id();
1817 let target = target_node_id();
1818 let path = payment_path_for_amount(500);
1820 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1821 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1822 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1824 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1826 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1827 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1828 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
1832 fn reduces_liquidity_upper_bound_along_path_on_success() {
1833 let network_graph = network_graph();
1834 let params = ProbabilisticScoringParameters {
1835 liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
1837 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1838 let sender = sender_node_id();
1839 let source = source_node_id();
1840 let target = target_node_id();
1841 let recipient = recipient_node_id();
1842 let path = payment_path_for_amount(500);
1844 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1845 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1846 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1848 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1850 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1851 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1852 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1856 fn decays_liquidity_bounds_over_time() {
1857 let network_graph = network_graph();
1858 let params = ProbabilisticScoringParameters {
1859 liquidity_penalty_multiplier_msat: 1_000,
1860 liquidity_offset_half_life: Duration::from_secs(10),
1862 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1863 let source = source_node_id();
1864 let target = target_node_id();
1866 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1867 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1869 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1870 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1872 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1873 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1874 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1875 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1877 SinceEpoch::advance(Duration::from_secs(9));
1878 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1879 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1880 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1881 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
1883 SinceEpoch::advance(Duration::from_secs(1));
1884 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1885 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1886 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1887 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
1889 // Fully decay liquidity lower bound.
1890 SinceEpoch::advance(Duration::from_secs(10 * 7));
1891 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1892 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1893 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1894 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1896 // Fully decay liquidity upper bound.
1897 SinceEpoch::advance(Duration::from_secs(10));
1898 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1899 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1901 SinceEpoch::advance(Duration::from_secs(10));
1902 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1903 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1907 fn decays_liquidity_bounds_without_shift_overflow() {
1908 let network_graph = network_graph();
1909 let params = ProbabilisticScoringParameters {
1910 liquidity_penalty_multiplier_msat: 1_000,
1911 liquidity_offset_half_life: Duration::from_secs(10),
1913 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1914 let source = source_node_id();
1915 let target = target_node_id();
1916 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1918 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
1919 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
1921 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
1922 // would cause an overflow.
1923 SinceEpoch::advance(Duration::from_secs(10 * 64));
1924 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1926 SinceEpoch::advance(Duration::from_secs(10));
1927 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1931 fn restricts_liquidity_bounds_after_decay() {
1932 let network_graph = network_graph();
1933 let params = ProbabilisticScoringParameters {
1934 liquidity_penalty_multiplier_msat: 1_000,
1935 liquidity_offset_half_life: Duration::from_secs(10),
1937 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1938 let source = source_node_id();
1939 let target = target_node_id();
1941 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1943 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
1944 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1945 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1946 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
1948 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
1949 SinceEpoch::advance(Duration::from_secs(10));
1950 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1952 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
1953 // is closer to the upper bound, meaning a higher penalty.
1954 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
1955 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
1957 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
1958 // is closer to the lower bound, meaning a lower penalty.
1959 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
1960 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
1962 // Further decaying affects the lower bound more than the upper bound (128, 928).
1963 SinceEpoch::advance(Duration::from_secs(10));
1964 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
1968 fn restores_persisted_liquidity_bounds() {
1969 let network_graph = network_graph();
1970 let params = ProbabilisticScoringParameters {
1971 liquidity_penalty_multiplier_msat: 1_000,
1972 liquidity_offset_half_life: Duration::from_secs(10),
1974 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1975 let source = source_node_id();
1976 let target = target_node_id();
1978 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
1979 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
1981 SinceEpoch::advance(Duration::from_secs(10));
1982 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
1984 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
1985 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1987 let mut serialized_scorer = Vec::new();
1988 scorer.write(&mut serialized_scorer).unwrap();
1990 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
1991 let deserialized_scorer =
1992 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
1993 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1997 fn decays_persisted_liquidity_bounds() {
1998 let network_graph = network_graph();
1999 let params = ProbabilisticScoringParameters {
2000 liquidity_penalty_multiplier_msat: 1_000,
2001 liquidity_offset_half_life: Duration::from_secs(10),
2003 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2004 let source = source_node_id();
2005 let target = target_node_id();
2007 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2008 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
2010 let mut serialized_scorer = Vec::new();
2011 scorer.write(&mut serialized_scorer).unwrap();
2013 SinceEpoch::advance(Duration::from_secs(10));
2015 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2016 let deserialized_scorer =
2017 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2018 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2020 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2021 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2023 SinceEpoch::advance(Duration::from_secs(10));
2024 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);