_ Git - rust-lightning/blob - lightning/src/routing/scoring.rs

   1 // This file is Copyright its original authors, visible in version control
   2 // history.
   3 //
   4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
   5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
   6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
   7 // You may not use this file except in accordance with one or both of these
   8 // licenses.
   9
  10 //! Utilities for scoring payment channels.
  11 //!
  12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
  13 //! finding when a custom [`Score`] implementation is not needed.
  14 //!
  15 //! # Example
  16 //!
  17 //! ```
  18 //! # extern crate secp256k1;
  19 //! #
  20 //! # use lightning::routing::network_graph::NetworkGraph;
  21 //! # use lightning::routing::router::{RouteParameters, find_route};
  22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
  23 //! # use lightning::util::logger::{Logger, Record};
  24 //! # use secp256k1::key::PublicKey;
  25 //! #
  26 //! # struct FakeLogger {};
  27 //! # impl Logger for FakeLogger {
  28 //! #     fn log(&self, record: &Record) { unimplemented!() }
  29 //! # }
  30 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  31 //! # let logger = FakeLogger {};
  32 //! #
  33 //! // Use the default channel penalties.
  34 //! let params = ProbabilisticScoringParameters::default();
  35 //! let scorer = ProbabilisticScorer::new(params, payer, &network_graph);
  36 //!
  37 //! // Or use custom channel penalties.
  38 //! let params = ProbabilisticScoringParameters {
  39 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  40 //!     ..ProbabilisticScoringParameters::default()
  41 //! };
  42 //! let scorer = ProbabilisticScorer::new(params, payer, &network_graph);
  43 //!
  44 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
  45 //! # }
  46 //! ```
  47 //!
  48 //! # Note
  49 //!
  50 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  51 //! different types and thus is undefined.
  52 //!
  53 //! [`find_route`]: crate::routing::router::find_route
  54
  55 use bitcoin::secp256k1::key::PublicKey;
  56
  57 use ln::msgs::DecodeError;
  58 use routing::network_graph::{EffectiveCapacity, 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, the latter indicating sufficient
  91         /// capacity (i.e., near [`u64::max_value`]). Thus, implementations should be overflow-safe.
  92         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  93
  94         /// Handles updating channel penalties after failing to route through a channel.
  95         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  96
  97         /// Handles updating channel penalties after successfully routing along a path.
  98         fn payment_path_successful(&mut self, path: &[&RouteHop]);
  99 }
 100
 101 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 102         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 103                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 104         }
 105
 106         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 107                 self.deref_mut().payment_path_failed(path, short_channel_id)
 108         }
 109
 110         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 111                 self.deref_mut().payment_path_successful(path)
 112         }
 113 }
 114 } }
 115
 116 #[cfg(c_bindings)]
 117 define_score!(Writeable);
 118 #[cfg(not(c_bindings))]
 119 define_score!();
 120
 121 /// A scorer that is accessed under a lock.
 122 ///
 123 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 124 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 125 /// implementations. Internal locking would be detrimental to route finding performance and could
 126 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 127 ///
 128 /// [`find_route`]: crate::routing::router::find_route
 129 pub trait LockableScore<'a> {
 130         /// The locked [`Score`] type.
 131         type Locked: 'a + Score;
 132
 133         /// Returns the locked scorer.
 134         fn lock(&'a self) -> Self::Locked;
 135 }
 136
 137 /// (C-not exported)
 138 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 139         type Locked = MutexGuard<'a, T>;
 140
 141         fn lock(&'a self) -> MutexGuard<'a, T> {
 142                 Mutex::lock(self).unwrap()
 143         }
 144 }
 145
 146 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 147         type Locked = RefMut<'a, T>;
 148
 149         fn lock(&'a self) -> RefMut<'a, T> {
 150                 self.borrow_mut()
 151         }
 152 }
 153
 154 #[cfg(c_bindings)]
 155 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 156 pub struct MultiThreadedLockableScore<S: Score> {
 157         score: Mutex<S>,
 158 }
 159 #[cfg(c_bindings)]
 160 /// (C-not exported)
 161 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 162         type Locked = MutexGuard<'a, T>;
 163
 164         fn lock(&'a self) -> MutexGuard<'a, T> {
 165                 Mutex::lock(&self.score).unwrap()
 166         }
 167 }
 168
 169 #[cfg(c_bindings)]
 170 impl<T: Score> MultiThreadedLockableScore<T> {
 171         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 172         pub fn new(score: T) -> Self {
 173                 MultiThreadedLockableScore { score: Mutex::new(score) }
 174         }
 175 }
 176
 177 #[cfg(c_bindings)]
 178 /// (C-not exported)
 179 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 180         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 181                 T::write(&**self, writer)
 182         }
 183 }
 184
 185 #[cfg(c_bindings)]
 186 /// (C-not exported)
 187 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 188         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 189                 S::write(&**self, writer)
 190         }
 191 }
 192
 193 /// [`Score`] implementation that provides reasonable default behavior.
 194 ///
 195 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 196 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 197 ///
 198 /// See [module-level documentation] for usage.
 199 ///
 200 /// [module-level documentation]: crate::routing::scoring
 201 #[cfg(not(feature = "no-std"))]
 202 pub type Scorer = ScorerUsingTime::<std::time::Instant>;
 203 /// [`Score`] implementation that provides reasonable default behavior.
 204 ///
 205 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 206 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 207 ///
 208 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 209 ///
 210 /// [module-level documentation]: crate::routing::scoring
 211 #[cfg(feature = "no-std")]
 212 pub type Scorer = ScorerUsingTime::<time::Eternity>;
 213
 214 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 215 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 216 // methods at all.
 217
 218 /// [`Score`] implementation.
 219 ///
 220 /// See [`Scorer`] for details.
 221 ///
 222 /// # Note
 223 ///
 224 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 225 /// behavior.
 226 ///
 227 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 228 pub struct ScorerUsingTime<T: Time> {
 229         params: ScoringParameters,
 230         // TODO: Remove entries of closed channels.
 231         channel_failures: HashMap<u64, ChannelFailure<T>>,
 232 }
 233
 234 /// Parameters for configuring [`Scorer`].
 235 pub struct ScoringParameters {
 236         /// A fixed penalty in msats to apply to each channel.
 237         ///
 238         /// Default value: 500 msat
 239         pub base_penalty_msat: u64,
 240
 241         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 242         ///
 243         /// This accumulates for each failure but may be reduced over time based on
 244         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 245         ///
 246         /// Default value: 1,024,000 msat
 247         ///
 248         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 249         pub failure_penalty_msat: u64,
 250
 251         /// When the amount being sent over a channel is this many 1024ths of the total channel
 252         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 253         ///
 254         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 255         ///
 256         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 257         pub overuse_penalty_start_1024th: u16,
 258
 259         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 260         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 261         ///
 262         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 263         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 264         ///
 265         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 266         pub overuse_penalty_msat_per_1024th: u64,
 267
 268         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 269         /// cut in half.
 270         ///
 271         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 272         ///
 273         /// # Note
 274         ///
 275         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 276         /// never decay.
 277         ///
 278         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 279         pub failure_penalty_half_life: Duration,
 280 }
 281
 282 impl_writeable_tlv_based!(ScoringParameters, {
 283         (0, base_penalty_msat, required),
 284         (1, overuse_penalty_start_1024th, (default_value, 128)),
 285         (2, failure_penalty_msat, required),
 286         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 287         (4, failure_penalty_half_life, required),
 288 });
 289
 290 /// Accounting for penalties against a channel for failing to relay any payments.
 291 ///
 292 /// Penalties decay over time, though accumulate as more failures occur.
 293 struct ChannelFailure<T: Time> {
 294         /// Accumulated penalty in msats for the channel as of `last_updated`.
 295         undecayed_penalty_msat: u64,
 296
 297         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 298         /// `undecayed_penalty_msat`.
 299         last_updated: T,
 300 }
 301
 302 impl<T: Time> ScorerUsingTime<T> {
 303         /// Creates a new scorer using the given scoring parameters.
 304         pub fn new(params: ScoringParameters) -> Self {
 305                 Self {
 306                         params,
 307                         channel_failures: HashMap::new(),
 308                 }
 309         }
 310
 311         /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
 312         #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
 313         pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
 314                 Self::new(ScoringParameters {
 315                         base_penalty_msat: penalty_msat,
 316                         failure_penalty_msat: 0,
 317                         failure_penalty_half_life: Duration::from_secs(0),
 318                         overuse_penalty_start_1024th: 1024,
 319                         overuse_penalty_msat_per_1024th: 0,
 320                 })
 321         }
 322 }
 323
 324 impl<T: Time> ChannelFailure<T> {
 325         fn new(failure_penalty_msat: u64) -> Self {
 326                 Self {
 327                         undecayed_penalty_msat: failure_penalty_msat,
 328                         last_updated: T::now(),
 329                 }
 330         }
 331
 332         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 333                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 334                 self.last_updated = T::now();
 335         }
 336
 337         fn reduce_penalty(&mut self, half_life: Duration) {
 338                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 339                 self.last_updated = T::now();
 340         }
 341
 342         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 343                 self.last_updated.elapsed().as_secs()
 344                         .checked_div(half_life.as_secs())
 345                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 346                         .unwrap_or(0)
 347         }
 348 }
 349
 350 impl<T: Time> Default for ScorerUsingTime<T> {
 351         fn default() -> Self {
 352                 Self::new(ScoringParameters::default())
 353         }
 354 }
 355
 356 impl Default for ScoringParameters {
 357         fn default() -> Self {
 358                 Self {
 359                         base_penalty_msat: 500,
 360                         failure_penalty_msat: 1024 * 1000,
 361                         failure_penalty_half_life: Duration::from_secs(3600),
 362                         overuse_penalty_start_1024th: 1024 / 8,
 363                         overuse_penalty_msat_per_1024th: 20,
 364                 }
 365         }
 366 }
 367
 368 impl<T: Time> Score for ScorerUsingTime<T> {
 369         fn channel_penalty_msat(
 370                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 371         ) -> u64 {
 372                 let failure_penalty_msat = self.channel_failures
 373                         .get(&short_channel_id)
 374                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 375
 376                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 377                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 378                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 379                         penalty_msat = penalty_msat.checked_add(
 380                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 381                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 382                                 .unwrap_or(u64::max_value());
 383                 }
 384
 385                 penalty_msat
 386         }
 387
 388         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 389                 let failure_penalty_msat = self.params.failure_penalty_msat;
 390                 let half_life = self.params.failure_penalty_half_life;
 391                 self.channel_failures
 392                         .entry(short_channel_id)
 393                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 394                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 395         }
 396
 397         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 398                 let half_life = self.params.failure_penalty_half_life;
 399                 for hop in path.iter() {
 400                         self.channel_failures
 401                                 .entry(hop.short_channel_id)
 402                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 403                 }
 404         }
 405 }
 406
 407 impl<T: Time> Writeable for ScorerUsingTime<T> {
 408         #[inline]
 409         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 410                 self.params.write(w)?;
 411                 self.channel_failures.write(w)?;
 412                 write_tlv_fields!(w, {});
 413                 Ok(())
 414         }
 415 }
 416
 417 impl<T: Time> Readable for ScorerUsingTime<T> {
 418         #[inline]
 419         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 420                 let res = Ok(Self {
 421                         params: Readable::read(r)?,
 422                         channel_failures: Readable::read(r)?,
 423                 });
 424                 read_tlv_fields!(r, {});
 425                 res
 426         }
 427 }
 428
 429 impl<T: Time> Writeable for ChannelFailure<T> {
 430         #[inline]
 431         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 432                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 433                 write_tlv_fields!(w, {
 434                         (0, self.undecayed_penalty_msat, required),
 435                         (2, duration_since_epoch, required),
 436                 });
 437                 Ok(())
 438         }
 439 }
 440
 441 impl<T: Time> Readable for ChannelFailure<T> {
 442         #[inline]
 443         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 444                 let mut undecayed_penalty_msat = 0;
 445                 let mut duration_since_epoch = Duration::from_secs(0);
 446                 read_tlv_fields!(r, {
 447                         (0, undecayed_penalty_msat, required),
 448                         (2, duration_since_epoch, required),
 449                 });
 450                 Ok(Self {
 451                         undecayed_penalty_msat,
 452                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 453                 })
 454         }
 455 }
 456
 457 /// [`Score`] implementation using channel success probability distributions.
 458 ///
 459 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 460 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 461 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 462 /// Then the negative log of the success probability is used to determine the cost of routing a
 463 /// specific HTLC amount through a channel.
 464 ///
 465 /// [1]: https://arxiv.org/abs/2107.05322
 466 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
 467         params: ProbabilisticScoringParameters,
 468         node_id: NodeId,
 469         network_graph: G,
 470         // TODO: Remove entries of closed channels.
 471         channel_liquidities: HashMap<u64, ChannelLiquidity>,
 472 }
 473
 474 /// Parameters for configuring [`ProbabilisticScorer`].
 475 pub struct ProbabilisticScoringParameters {
 476         /// A penalty applied after multiplying by the negative log of channel's success probability for
 477         /// a payment.
 478         ///
 479         /// The success probability is determined by the effective channel capacity, the payment amount,
 480         /// and knowledge learned from prior successful and unsuccessful payments.
 481         ///
 482         /// Default value: 1,000 msat
 483         pub liquidity_penalty_multiplier_msat: u64,
 484 }
 485
 486 impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
 487         (0, liquidity_penalty_multiplier_msat, required),
 488 });
 489
 490 /// Accounting for channel liquidity balance uncertainty.
 491 ///
 492 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 493 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 494 /// offset fields gives the opposite direction.
 495 struct ChannelLiquidity {
 496         min_liquidity_offset_msat: u64,
 497         max_liquidity_offset_msat: u64,
 498 }
 499
 500 /// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
 501 struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
 502         min_liquidity_offset_msat: L,
 503         max_liquidity_offset_msat: L,
 504         capacity_msat: u64,
 505 }
 506
 507 /// The likelihood of an event occurring.
 508 enum Probability {
 509         Zero,
 510         One,
 511         Ratio { numerator: u64, denominator: u64 },
 512 }
 513
 514 impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
 515         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 516         /// through a network graph.
 517         pub fn new(
 518                 params: ProbabilisticScoringParameters, node_pubkey: PublicKey, network_graph: G
 519         ) -> Self {
 520                 Self {
 521                         params,
 522                         node_id: NodeId::from_pubkey(&node_pubkey),
 523                         network_graph,
 524                         channel_liquidities: HashMap::new(),
 525                 }
 526         }
 527
 528         #[cfg(test)]
 529         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
 530                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 531                 self
 532         }
 533 }
 534
 535 impl Default for ProbabilisticScoringParameters {
 536         fn default() -> Self {
 537                 Self {
 538                         liquidity_penalty_multiplier_msat: 1000,
 539                 }
 540         }
 541 }
 542
 543 impl ChannelLiquidity {
 544         #[inline]
 545         fn new() -> Self {
 546                 Self {
 547                         min_liquidity_offset_msat: 0,
 548                         max_liquidity_offset_msat: 0,
 549                 }
 550         }
 551
 552         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 553         /// `capacity_msat`.
 554         fn as_directed(
 555                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64
 556         ) -> DirectedChannelLiquidity<&u64> {
 557                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 558                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 559                 } else {
 560                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 561                 };
 562
 563                 DirectedChannelLiquidity {
 564                         min_liquidity_offset_msat,
 565                         max_liquidity_offset_msat,
 566                         capacity_msat,
 567                 }
 568         }
 569
 570         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 571         /// `capacity_msat`.
 572         fn as_directed_mut(
 573                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
 574         ) -> DirectedChannelLiquidity<&mut u64> {
 575                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 576                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 577                 } else {
 578                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 579                 };
 580
 581                 DirectedChannelLiquidity {
 582                         min_liquidity_offset_msat,
 583                         max_liquidity_offset_msat,
 584                         capacity_msat,
 585                 }
 586         }
 587 }
 588
 589 impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
 590         /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
 591         /// in this direction.
 592         fn success_probability(&self, amount_msat: u64) -> Probability {
 593                 let max_liquidity_msat = self.max_liquidity_msat();
 594                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 595                 if amount_msat > max_liquidity_msat {
 596                         Probability::Zero
 597                 } else if amount_msat < min_liquidity_msat {
 598                         Probability::One
 599                 } else {
 600                         let numerator = max_liquidity_msat + 1 - amount_msat;
 601                         let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
 602                         if numerator == denominator {
 603                                 Probability::One
 604                         } else {
 605                                 Probability::Ratio { numerator, denominator }
 606                         }
 607                 }
 608         }
 609
 610         /// Returns the lower bound of the channel liquidity balance in this direction.
 611         fn min_liquidity_msat(&self) -> u64 {
 612                 *self.min_liquidity_offset_msat
 613         }
 614
 615         /// Returns the upper bound of the channel liquidity balance in this direction.
 616         fn max_liquidity_msat(&self) -> u64 {
 617                 self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
 618         }
 619 }
 620
 621 impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
 622         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 623         fn failed_at_channel(&mut self, amount_msat: u64) {
 624                 if amount_msat < self.max_liquidity_msat() {
 625                         self.set_max_liquidity_msat(amount_msat);
 626                 }
 627         }
 628
 629         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 630         fn failed_downstream(&mut self, amount_msat: u64) {
 631                 if amount_msat > self.min_liquidity_msat() {
 632                         self.set_min_liquidity_msat(amount_msat);
 633                 }
 634         }
 635
 636         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 637         fn successful(&mut self, amount_msat: u64) {
 638                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 639                 self.set_max_liquidity_msat(max_liquidity_msat);
 640         }
 641
 642         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 643         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 644                 *self.min_liquidity_offset_msat = amount_msat;
 645
 646                 if amount_msat > self.max_liquidity_msat() {
 647                         *self.max_liquidity_offset_msat = 0;
 648                 }
 649         }
 650
 651         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 652         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 653                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 654
 655                 if amount_msat < self.min_liquidity_msat() {
 656                         *self.min_liquidity_offset_msat = 0;
 657                 }
 658         }
 659 }
 660
 661 impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
 662         fn channel_penalty_msat(
 663                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 664                 target: &NodeId
 665         ) -> u64 {
 666                 if *source == self.node_id || *target == self.node_id {
 667                         return 0;
 668                 }
 669
 670                 let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
 671                 let success_probability = self.channel_liquidities
 672                         .get(&short_channel_id)
 673                         .unwrap_or(&ChannelLiquidity::new())
 674                         .as_directed(source, target, capacity_msat)
 675                         .success_probability(amount_msat);
 676                 match success_probability {
 677                         Probability::Zero => u64::max_value(),
 678                         Probability::One => 0,
 679                         Probability::Ratio { numerator, denominator } => {
 680                                 let success_probability = numerator as f64 / denominator as f64;
 681                                 (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
 682                         },
 683                 }
 684         }
 685
 686         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 687                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 688                 let network_graph = self.network_graph.read_only();
 689                 let hop_sources = core::iter::once(self.node_id)
 690                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 691                 for (source, hop) in hop_sources.zip(path.iter()) {
 692                         let target = NodeId::from_pubkey(&hop.pubkey);
 693                         if source == self.node_id || target == self.node_id {
 694                                 continue;
 695                         }
 696
 697                         let capacity_msat = network_graph.channels()
 698                                 .get(&hop.short_channel_id)
 699                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 700                                 .unwrap_or(EffectiveCapacity::Unknown)
 701                                 .as_msat();
 702
 703                         if hop.short_channel_id == short_channel_id {
 704                                 self.channel_liquidities
 705                                         .entry(hop.short_channel_id)
 706                                         .or_insert_with(|| ChannelLiquidity::new())
 707                                         .as_directed_mut(&source, &target, capacity_msat)
 708                                         .failed_at_channel(amount_msat);
 709                                 break;
 710                         }
 711
 712                         self.channel_liquidities
 713                                 .entry(hop.short_channel_id)
 714                                 .or_insert_with(|| ChannelLiquidity::new())
 715                                 .as_directed_mut(&source, &target, capacity_msat)
 716                                 .failed_downstream(amount_msat);
 717                 }
 718         }
 719
 720         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 721                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 722                 let network_graph = self.network_graph.read_only();
 723                 let hop_sources = core::iter::once(self.node_id)
 724                         .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey)));
 725                 for (source, hop) in hop_sources.zip(path.iter()) {
 726                         let target = NodeId::from_pubkey(&hop.pubkey);
 727                         if source == self.node_id || target == self.node_id {
 728                                 continue;
 729                         }
 730
 731                         let capacity_msat = network_graph.channels()
 732                                 .get(&hop.short_channel_id)
 733                                 .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity()))
 734                                 .unwrap_or(EffectiveCapacity::Unknown)
 735                                 .as_msat();
 736
 737                         self.channel_liquidities
 738                                 .entry(hop.short_channel_id)
 739                                 .or_insert_with(|| ChannelLiquidity::new())
 740                                 .as_directed_mut(&source, &target, capacity_msat)
 741                                 .successful(amount_msat);
 742                 }
 743         }
 744 }
 745
 746 impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
 747         #[inline]
 748         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 749                 self.params.write(w)?;
 750                 self.node_id.write(w)?;
 751                 self.channel_liquidities.write(w)?;
 752                 write_tlv_fields!(w, {});
 753                 Ok(())
 754         }
 755 }
 756
 757 impl<G: Deref<Target = NetworkGraph>> ReadableArgs<G> for ProbabilisticScorer<G> {
 758         #[inline]
 759         fn read<R: Read>(r: &mut R, args: G) -> Result<Self, DecodeError> {
 760                 let res = Ok(Self {
 761                         params: Readable::read(r)?,
 762                         node_id: Readable::read(r)?,
 763                         network_graph: args,
 764                         channel_liquidities: Readable::read(r)?,
 765                 });
 766                 read_tlv_fields!(r, {});
 767                 res
 768         }
 769 }
 770
 771 impl Writeable for ChannelLiquidity {
 772         #[inline]
 773         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 774                 write_tlv_fields!(w, {
 775                         (0, self.min_liquidity_offset_msat, required),
 776                         (2, self.max_liquidity_offset_msat, required),
 777                 });
 778                 Ok(())
 779         }
 780 }
 781
 782 impl Readable for ChannelLiquidity {
 783         #[inline]
 784         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 785                 let mut min_liquidity_offset_msat = 0;
 786                 let mut max_liquidity_offset_msat = 0;
 787                 read_tlv_fields!(r, {
 788                         (0, min_liquidity_offset_msat, required),
 789                         (2, max_liquidity_offset_msat, required),
 790                 });
 791                 Ok(Self {
 792                         min_liquidity_offset_msat,
 793                         max_liquidity_offset_msat
 794                 })
 795         }
 796 }
 797
 798 pub(crate) mod time {
 799         use core::ops::Sub;
 800         use core::time::Duration;
 801         /// A measurement of time.
 802         pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
 803                 /// Returns an instance corresponding to the current moment.
 804                 fn now() -> Self;
 805
 806                 /// Returns the amount of time elapsed since `self` was created.
 807                 fn elapsed(&self) -> Duration;
 808
 809                 /// Returns the amount of time passed since the beginning of [`Time`].
 810                 ///
 811                 /// Used during (de-)serialization.
 812                 fn duration_since_epoch() -> Duration;
 813         }
 814
 815         /// A state in which time has no meaning.
 816         #[derive(Debug, PartialEq, Eq)]
 817         pub struct Eternity;
 818
 819         #[cfg(not(feature = "no-std"))]
 820         impl Time for std::time::Instant {
 821                 fn now() -> Self {
 822                         std::time::Instant::now()
 823                 }
 824
 825                 fn duration_since_epoch() -> Duration {
 826                         use std::time::SystemTime;
 827                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
 828                 }
 829
 830                 fn elapsed(&self) -> Duration {
 831                         std::time::Instant::elapsed(self)
 832                 }
 833         }
 834
 835         impl Time for Eternity {
 836                 fn now() -> Self {
 837                         Self
 838                 }
 839
 840                 fn duration_since_epoch() -> Duration {
 841                         Duration::from_secs(0)
 842                 }
 843
 844                 fn elapsed(&self) -> Duration {
 845                         Duration::from_secs(0)
 846                 }
 847         }
 848
 849         impl Sub<Duration> for Eternity {
 850                 type Output = Self;
 851
 852                 fn sub(self, _other: Duration) -> Self {
 853                         self
 854                 }
 855         }
 856 }
 857
 858 pub(crate) use self::time::Time;
 859
 860 #[cfg(test)]
 861 mod tests {
 862         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
 863         use super::time::Eternity;
 864
 865         use ln::features::{ChannelFeatures, NodeFeatures};
 866         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
 867         use routing::scoring::Score;
 868         use routing::network_graph::{NetworkGraph, NodeId};
 869         use routing::router::RouteHop;
 870         use util::ser::{Readable, Writeable};
 871
 872         use bitcoin::blockdata::constants::genesis_block;
 873         use bitcoin::hashes::Hash;
 874         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
 875         use bitcoin::network::constants::Network;
 876         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
 877         use core::cell::Cell;
 878         use core::ops::Sub;
 879         use core::time::Duration;
 880         use io;
 881
 882         // `Time` tests
 883
 884         /// Time that can be advanced manually in tests.
 885         #[derive(Debug, PartialEq, Eq)]
 886         struct SinceEpoch(Duration);
 887
 888         impl SinceEpoch {
 889                 thread_local! {
 890                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
 891                 }
 892
 893                 fn advance(duration: Duration) {
 894                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
 895                 }
 896         }
 897
 898         impl Time for SinceEpoch {
 899                 fn now() -> Self {
 900                         Self(Self::duration_since_epoch())
 901                 }
 902
 903                 fn duration_since_epoch() -> Duration {
 904                         Self::ELAPSED.with(|elapsed| elapsed.get())
 905                 }
 906
 907                 fn elapsed(&self) -> Duration {
 908                         Self::duration_since_epoch() - self.0
 909                 }
 910         }
 911
 912         impl Sub<Duration> for SinceEpoch {
 913                 type Output = Self;
 914
 915                 fn sub(self, other: Duration) -> Self {
 916                         Self(self.0 - other)
 917                 }
 918         }
 919
 920         #[test]
 921         fn time_passes_when_advanced() {
 922                 let now = SinceEpoch::now();
 923                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 924
 925                 SinceEpoch::advance(Duration::from_secs(1));
 926                 SinceEpoch::advance(Duration::from_secs(1));
 927
 928                 let elapsed = now.elapsed();
 929                 let later = SinceEpoch::now();
 930
 931                 assert_eq!(elapsed, Duration::from_secs(2));
 932                 assert_eq!(later - elapsed, now);
 933         }
 934
 935         #[test]
 936         fn time_never_passes_in_an_eternity() {
 937                 let now = Eternity::now();
 938                 let elapsed = now.elapsed();
 939                 let later = Eternity::now();
 940
 941                 assert_eq!(now.elapsed(), Duration::from_secs(0));
 942                 assert_eq!(later - elapsed, now);
 943         }
 944
 945         // `Scorer` tests
 946
 947         /// A scorer for testing with time that can be manually advanced.
 948         type Scorer = ScorerUsingTime::<SinceEpoch>;
 949
 950         fn source_privkey() -> SecretKey {
 951                 SecretKey::from_slice(&[42; 32]).unwrap()
 952         }
 953
 954         fn target_privkey() -> SecretKey {
 955                 SecretKey::from_slice(&[43; 32]).unwrap()
 956         }
 957
 958         fn source_pubkey() -> PublicKey {
 959                 let secp_ctx = Secp256k1::new();
 960                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
 961         }
 962
 963         fn target_pubkey() -> PublicKey {
 964                 let secp_ctx = Secp256k1::new();
 965                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
 966         }
 967
 968         fn source_node_id() -> NodeId {
 969                 NodeId::from_pubkey(&source_pubkey())
 970         }
 971
 972         fn target_node_id() -> NodeId {
 973                 NodeId::from_pubkey(&target_pubkey())
 974         }
 975
 976         #[test]
 977         fn penalizes_without_channel_failures() {
 978                 let scorer = Scorer::new(ScoringParameters {
 979                         base_penalty_msat: 1_000,
 980                         failure_penalty_msat: 512,
 981                         failure_penalty_half_life: Duration::from_secs(1),
 982                         overuse_penalty_start_1024th: 1024,
 983                         overuse_penalty_msat_per_1024th: 0,
 984                 });
 985                 let source = source_node_id();
 986                 let target = target_node_id();
 987                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 988
 989                 SinceEpoch::advance(Duration::from_secs(1));
 990                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
 991         }
 992
 993         #[test]
 994         fn accumulates_channel_failure_penalties() {
 995                 let mut scorer = Scorer::new(ScoringParameters {
 996                         base_penalty_msat: 1_000,
 997                         failure_penalty_msat: 64,
 998                         failure_penalty_half_life: Duration::from_secs(10),
 999                         overuse_penalty_start_1024th: 1024,
1000                         overuse_penalty_msat_per_1024th: 0,
1001                 });
1002                 let source = source_node_id();
1003                 let target = target_node_id();
1004                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1005
1006                 scorer.payment_path_failed(&[], 42);
1007                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1008
1009                 scorer.payment_path_failed(&[], 42);
1010                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1011
1012                 scorer.payment_path_failed(&[], 42);
1013                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1014         }
1015
1016         #[test]
1017         fn decays_channel_failure_penalties_over_time() {
1018                 let mut scorer = Scorer::new(ScoringParameters {
1019                         base_penalty_msat: 1_000,
1020                         failure_penalty_msat: 512,
1021                         failure_penalty_half_life: Duration::from_secs(10),
1022                         overuse_penalty_start_1024th: 1024,
1023                         overuse_penalty_msat_per_1024th: 0,
1024                 });
1025                 let source = source_node_id();
1026                 let target = target_node_id();
1027                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1028
1029                 scorer.payment_path_failed(&[], 42);
1030                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1031
1032                 SinceEpoch::advance(Duration::from_secs(9));
1033                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1034
1035                 SinceEpoch::advance(Duration::from_secs(1));
1036                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1037
1038                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1039                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1040
1041                 SinceEpoch::advance(Duration::from_secs(10));
1042                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1043
1044                 SinceEpoch::advance(Duration::from_secs(10));
1045                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1046         }
1047
1048         #[test]
1049         fn decays_channel_failure_penalties_without_shift_overflow() {
1050                 let mut scorer = Scorer::new(ScoringParameters {
1051                         base_penalty_msat: 1_000,
1052                         failure_penalty_msat: 512,
1053                         failure_penalty_half_life: Duration::from_secs(10),
1054                         overuse_penalty_start_1024th: 1024,
1055                         overuse_penalty_msat_per_1024th: 0,
1056                 });
1057                 let source = source_node_id();
1058                 let target = target_node_id();
1059                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1060
1061                 scorer.payment_path_failed(&[], 42);
1062                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1063
1064                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1065                 // cause an overflow.
1066                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1067                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1068
1069                 SinceEpoch::advance(Duration::from_secs(10));
1070                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1071         }
1072
1073         #[test]
1074         fn accumulates_channel_failure_penalties_after_decay() {
1075                 let mut scorer = Scorer::new(ScoringParameters {
1076                         base_penalty_msat: 1_000,
1077                         failure_penalty_msat: 512,
1078                         failure_penalty_half_life: Duration::from_secs(10),
1079                         overuse_penalty_start_1024th: 1024,
1080                         overuse_penalty_msat_per_1024th: 0,
1081                 });
1082                 let source = source_node_id();
1083                 let target = target_node_id();
1084                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1085
1086                 scorer.payment_path_failed(&[], 42);
1087                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1088
1089                 SinceEpoch::advance(Duration::from_secs(10));
1090                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1091
1092                 scorer.payment_path_failed(&[], 42);
1093                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1094
1095                 SinceEpoch::advance(Duration::from_secs(10));
1096                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1097         }
1098
1099         #[test]
1100         fn reduces_channel_failure_penalties_after_success() {
1101                 let mut scorer = Scorer::new(ScoringParameters {
1102                         base_penalty_msat: 1_000,
1103                         failure_penalty_msat: 512,
1104                         failure_penalty_half_life: Duration::from_secs(10),
1105                         overuse_penalty_start_1024th: 1024,
1106                         overuse_penalty_msat_per_1024th: 0,
1107                 });
1108                 let source = source_node_id();
1109                 let target = target_node_id();
1110                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1111
1112                 scorer.payment_path_failed(&[], 42);
1113                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1114
1115                 SinceEpoch::advance(Duration::from_secs(10));
1116                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1117
1118                 let hop = RouteHop {
1119                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1120                         node_features: NodeFeatures::known(),
1121                         short_channel_id: 42,
1122                         channel_features: ChannelFeatures::known(),
1123                         fee_msat: 1,
1124                         cltv_expiry_delta: 18,
1125                 };
1126                 scorer.payment_path_successful(&[&hop]);
1127                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1128
1129                 SinceEpoch::advance(Duration::from_secs(10));
1130                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1131         }
1132
1133         #[test]
1134         fn restores_persisted_channel_failure_penalties() {
1135                 let mut scorer = Scorer::new(ScoringParameters {
1136                         base_penalty_msat: 1_000,
1137                         failure_penalty_msat: 512,
1138                         failure_penalty_half_life: Duration::from_secs(10),
1139                         overuse_penalty_start_1024th: 1024,
1140                         overuse_penalty_msat_per_1024th: 0,
1141                 });
1142                 let source = source_node_id();
1143                 let target = target_node_id();
1144
1145                 scorer.payment_path_failed(&[], 42);
1146                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1147
1148                 SinceEpoch::advance(Duration::from_secs(10));
1149                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1150
1151                 scorer.payment_path_failed(&[], 43);
1152                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1153
1154                 let mut serialized_scorer = Vec::new();
1155                 scorer.write(&mut serialized_scorer).unwrap();
1156
1157                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1158                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1159                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1160         }
1161
1162         #[test]
1163         fn decays_persisted_channel_failure_penalties() {
1164                 let mut scorer = Scorer::new(ScoringParameters {
1165                         base_penalty_msat: 1_000,
1166                         failure_penalty_msat: 512,
1167                         failure_penalty_half_life: Duration::from_secs(10),
1168                         overuse_penalty_start_1024th: 1024,
1169                         overuse_penalty_msat_per_1024th: 0,
1170                 });
1171                 let source = source_node_id();
1172                 let target = target_node_id();
1173
1174                 scorer.payment_path_failed(&[], 42);
1175                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1176
1177                 let mut serialized_scorer = Vec::new();
1178                 scorer.write(&mut serialized_scorer).unwrap();
1179
1180                 SinceEpoch::advance(Duration::from_secs(10));
1181
1182                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1183                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1184
1185                 SinceEpoch::advance(Duration::from_secs(10));
1186                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1187         }
1188
1189         #[test]
1190         fn charges_per_1024th_penalty() {
1191                 let scorer = Scorer::new(ScoringParameters {
1192                         base_penalty_msat: 0,
1193                         failure_penalty_msat: 0,
1194                         failure_penalty_half_life: Duration::from_secs(0),
1195                         overuse_penalty_start_1024th: 256,
1196                         overuse_penalty_msat_per_1024th: 100,
1197                 });
1198                 let source = source_node_id();
1199                 let target = target_node_id();
1200
1201                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1202                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1203                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1204                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1205                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1206         }
1207
1208         // `ProbabilisticScorer` tests
1209
1210         fn sender_privkey() -> SecretKey {
1211                 SecretKey::from_slice(&[41; 32]).unwrap()
1212         }
1213
1214         fn recipient_privkey() -> SecretKey {
1215                 SecretKey::from_slice(&[45; 32]).unwrap()
1216         }
1217
1218         fn sender_pubkey() -> PublicKey {
1219                 let secp_ctx = Secp256k1::new();
1220                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1221         }
1222
1223         fn recipient_pubkey() -> PublicKey {
1224                 let secp_ctx = Secp256k1::new();
1225                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1226         }
1227
1228         fn sender_node_id() -> NodeId {
1229                 NodeId::from_pubkey(&sender_pubkey())
1230         }
1231
1232         fn recipient_node_id() -> NodeId {
1233                 NodeId::from_pubkey(&recipient_pubkey())
1234         }
1235
1236         fn network_graph() -> NetworkGraph {
1237                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1238                 let mut network_graph = NetworkGraph::new(genesis_hash);
1239                 add_channel(&mut network_graph, 41, sender_privkey(), source_privkey());
1240                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1241                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1242
1243                 network_graph
1244         }
1245
1246         fn add_channel(
1247                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1248                 node_2_key: SecretKey
1249         ) {
1250                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1251                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1252                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1253                 let secp_ctx = Secp256k1::new();
1254                 let unsigned_announcement = UnsignedChannelAnnouncement {
1255                         features: ChannelFeatures::known(),
1256                         chain_hash: genesis_hash,
1257                         short_channel_id,
1258                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1259                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1260                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1261                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1262                         excess_data: Vec::new(),
1263                 };
1264                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1265                 let signed_announcement = ChannelAnnouncement {
1266                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1267                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1268                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1269                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1270                         contents: unsigned_announcement,
1271                 };
1272                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1273                 network_graph.update_channel_from_announcement(
1274                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1275                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1276                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1277         }
1278
1279         fn update_channel(
1280                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1281         ) {
1282                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1283                 let secp_ctx = Secp256k1::new();
1284                 let unsigned_update = UnsignedChannelUpdate {
1285                         chain_hash: genesis_hash,
1286                         short_channel_id,
1287                         timestamp: 100,
1288                         flags,
1289                         cltv_expiry_delta: 18,
1290                         htlc_minimum_msat: 0,
1291                         htlc_maximum_msat: OptionalField::Present(1_000),
1292                         fee_base_msat: 1,
1293                         fee_proportional_millionths: 0,
1294                         excess_data: Vec::new(),
1295                 };
1296                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1297                 let signed_update = ChannelUpdate {
1298                         signature: secp_ctx.sign(&msghash, &node_key),
1299                         contents: unsigned_update,
1300                 };
1301                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1302         }
1303
1304         fn payment_path(amount_msat: u64) -> Vec<RouteHop> {
1305                 vec![
1306                         RouteHop {
1307                                 pubkey: source_pubkey(),
1308                                 node_features: NodeFeatures::known(),
1309                                 short_channel_id: 41,
1310                                 channel_features: ChannelFeatures::known(),
1311                                 fee_msat: 1,
1312                                 cltv_expiry_delta: 18,
1313                         },
1314                         RouteHop {
1315                                 pubkey: target_pubkey(),
1316                                 node_features: NodeFeatures::known(),
1317                                 short_channel_id: 42,
1318                                 channel_features: ChannelFeatures::known(),
1319                                 fee_msat: 2,
1320                                 cltv_expiry_delta: 18,
1321                         },
1322                         RouteHop {
1323                                 pubkey: recipient_pubkey(),
1324                                 node_features: NodeFeatures::known(),
1325                                 short_channel_id: 43,
1326                                 channel_features: ChannelFeatures::known(),
1327                                 fee_msat: amount_msat,
1328                                 cltv_expiry_delta: 18,
1329                         },
1330                 ]
1331         }
1332
1333         #[test]
1334         fn liquidity_bounds_directed_from_lowest_node_id() {
1335                 let network_graph = network_graph();
1336                 let params = ProbabilisticScoringParameters::default();
1337                 let mut scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1338                         .with_channel(42,
1339                                 ChannelLiquidity {
1340                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1341                                 })
1342                         .with_channel(43,
1343                                 ChannelLiquidity {
1344                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
1345                                 });
1346                 let source = source_node_id();
1347                 let target = target_node_id();
1348                 let recipient = recipient_node_id();
1349
1350                 let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
1351                 assert!(source > target);
1352                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
1353                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1354                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1355                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
1356
1357                 liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
1358                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
1359                 assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
1360                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
1361                 assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
1362
1363                 let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
1364                 assert!(target < recipient);
1365                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
1366                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
1367                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
1368                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
1369
1370                 liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
1371                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
1372                 assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
1373                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
1374                 assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
1375         }
1376
1377         #[test]
1378         fn increased_penalty_nearing_liquidity_upper_bound() {
1379                 let network_graph = network_graph();
1380                 let params = ProbabilisticScoringParameters::default();
1381                 let scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph);
1382                 let source = source_node_id();
1383                 let target = target_node_id();
1384
1385                 assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
1386                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
1387                 assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
1388                 assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 5_000);
1389
1390                 assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
1391                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
1392                 assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
1393                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1394                 assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
1395                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
1396                 assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
1397         }
1398
1399         #[test]
1400         fn constant_penalty_outside_liquidity_bounds() {
1401                 let network_graph = network_graph();
1402                 let params = ProbabilisticScoringParameters::default();
1403                 let scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1404                         .with_channel(42,
1405                                 ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
1406                 let source = source_node_id();
1407                 let target = target_node_id();
1408
1409                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1410                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1411                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1412                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1413         }
1414
1415         #[test]
1416         fn reduces_liquidity_upper_bound_on_success() {
1417                 let network_graph = network_graph();
1418                 let params = ProbabilisticScoringParameters::default();
1419                 let mut scorer = ProbabilisticScorer::new(params, sender_pubkey(), &network_graph)
1420                         .with_channel(42,
1421                                 ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 0 })
1422                         .with_channel(43,
1423                                 ChannelLiquidity { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 400 });
1424                 let sender = sender_node_id();
1425                 let source = source_node_id();
1426                 let target = target_node_id();
1427                 let recipient = recipient_node_id();
1428                 let path = payment_path(200);
1429
1430                 assert_eq!(scorer.channel_penalty_msat(41, 200, 1_000, &sender, &source), 0);
1431                 assert_eq!(scorer.channel_penalty_msat(42, 200, 1_000, &source, &target), 474);
1432                 assert_eq!(scorer.channel_penalty_msat(43, 200, 1_000, &target, &recipient), 175);
1433
1434                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1435
1436                 assert_eq!(scorer.channel_penalty_msat(41, 200, 1_000, &sender, &source), 0);
1437                 assert_eq!(scorer.channel_penalty_msat(42, 200, 1_000, &source, &target), u64::max_value());
1438                 assert_eq!(scorer.channel_penalty_msat(43, 200, 1_000, &target, &recipient), 299);
1439         }
1440
1441         // TODO: Add more test coverage
1442 }