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 [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::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<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::routing::log_approx;
63 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
64 use crate::util::logger::Logger;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 /// [`ScoreLookUp`] implementation using channel success probability distributions.
445 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
446 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
447 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
448 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
450 /// These bounds are then used to determine a success probability using the formula from
451 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
452 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
454 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
455 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
456 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
457 /// terms of the entire path's success probability. This allows the router to directly compare
458 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
460 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
462 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
463 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
464 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
465 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
468 /// [1]: https://arxiv.org/abs/2107.05322
469 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
470 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
471 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
472 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
473 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
474 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
475 where L::Target: Logger {
476 decay_params: ProbabilisticScoringDecayParameters,
479 channel_liquidities: HashMap<u64, ChannelLiquidity>,
482 /// Parameters for configuring [`ProbabilisticScorer`].
484 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
485 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
487 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
490 pub struct ProbabilisticScoringFeeParameters {
491 /// A fixed penalty in msats to apply to each channel.
493 /// Default value: 500 msat
494 pub base_penalty_msat: u64,
496 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
497 /// applied to each channel, in excess of the [`base_penalty_msat`].
499 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
500 /// fees plus penalty) for large payments. The penalty is computed as the product of this
501 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
502 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
504 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
506 /// Default value: 8,192 msat
508 /// [`base_penalty_msat`]: Self::base_penalty_msat
509 pub base_penalty_amount_multiplier_msat: u64,
511 /// A multiplier used in conjunction with the negative `log10` of the channel's success
512 /// probability for a payment, as determined by our latest estimates of the channel's
513 /// liquidity, to determine the liquidity penalty.
515 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
516 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
517 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
518 /// lower bounding the success probability to `0.01`) when the amount falls within the
519 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
520 /// result in a `u64::max_value` penalty, however.
522 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
524 /// Default value: 30,000 msat
526 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
527 pub liquidity_penalty_multiplier_msat: u64,
529 /// A multiplier used in conjunction with the total amount flowing over a channel and the
530 /// negative `log10` of the channel's success probability for the payment, as determined by our
531 /// latest estimates of the channel's liquidity, to determine the amount penalty.
533 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
534 /// fees plus penalty) for large payments. The penalty is computed as the product of this
535 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
536 /// `log10` of the success probability.
538 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
540 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
541 /// the amount will result in a penalty of the multiplier. And, as the success probability
542 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
543 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
546 /// Default value: 192 msat
547 pub liquidity_penalty_amount_multiplier_msat: u64,
549 /// A multiplier used in conjunction with the negative `log10` of the channel's success
550 /// probability for the payment, as determined based on the history of our estimates of the
551 /// channel's available liquidity, to determine a penalty.
553 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
554 /// only our latest estimate for the current liquidity available in the channel, it estimates
555 /// success probability based on the estimated liquidity available in the channel through
556 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
557 /// track which of several buckets those bounds fall into, exponentially decaying the
558 /// probability of each bucket as new samples are added.
560 /// Default value: 10,000 msat
562 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
563 pub historical_liquidity_penalty_multiplier_msat: u64,
565 /// A multiplier used in conjunction with the total amount flowing over a channel and the
566 /// negative `log10` of the channel's success probability for the payment, as determined based
567 /// on the history of our estimates of the channel's available liquidity, to determine a
570 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
571 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
572 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
575 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
576 /// of using only our latest estimate for the current liquidity available in the channel, it
577 /// estimates success probability based on the estimated liquidity available in the channel
578 /// through history. Specifically, every time we update our liquidity bounds on a given
579 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
580 /// the probability of each bucket as new samples are added.
582 /// Default value: 64 msat
584 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
585 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
587 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
588 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
589 /// considered during path finding.
591 /// This is not exported to bindings users
592 pub manual_node_penalties: HashMap<NodeId, u64>,
594 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
595 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
596 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
597 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
598 /// to restrict `htlc_maximum_msat` and improve privacy.
600 /// Default value: 250 msat
601 pub anti_probing_penalty_msat: u64,
603 /// This penalty is applied when the total amount flowing over a channel exceeds our current
604 /// estimate of the channel's available liquidity. The total amount is the amount of the
605 /// current HTLC plus any HTLCs which we've sent over the same channel.
607 /// Note that in this case all other penalties, including the
608 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
609 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
610 /// applicable, are still included in the overall penalty.
612 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
613 /// `u64::max_value()` will guarantee that.
615 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
617 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
618 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
619 /// [`base_penalty_msat`]: Self::base_penalty_msat
620 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
621 pub considered_impossible_penalty_msat: u64,
623 /// In order to calculate most of the scores above, we must first convert a lower and upper
624 /// bound on the available liquidity in a channel into the probability that we think a payment
625 /// will succeed. That probability is derived from a Probability Density Function for where we
626 /// think the liquidity in a channel likely lies, given such bounds.
628 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
629 /// liquidity in a channel is just as likely to be at any point between our lower and upper
632 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
633 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
634 /// matches experimental results - most routing nodes do not aggressively rebalance their
635 /// channels and flows in the network are often unbalanced, leaving liquidity usually
638 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
639 /// of floating-point multiplications in the hottest routing code, which may lead to routing
640 /// performance degradation on some machines.
642 /// Default value: false
643 pub linear_success_probability: bool,
646 impl Default for ProbabilisticScoringFeeParameters {
647 fn default() -> Self {
649 base_penalty_msat: 500,
650 base_penalty_amount_multiplier_msat: 8192,
651 liquidity_penalty_multiplier_msat: 30_000,
652 liquidity_penalty_amount_multiplier_msat: 192,
653 manual_node_penalties: HashMap::new(),
654 anti_probing_penalty_msat: 250,
655 considered_impossible_penalty_msat: 1_0000_0000_000,
656 historical_liquidity_penalty_multiplier_msat: 10_000,
657 historical_liquidity_penalty_amount_multiplier_msat: 64,
658 linear_success_probability: false,
663 impl ProbabilisticScoringFeeParameters {
664 /// Marks the node with the given `node_id` as banned,
665 /// i.e it will be avoided during path finding.
666 pub fn add_banned(&mut self, node_id: &NodeId) {
667 self.manual_node_penalties.insert(*node_id, u64::max_value());
670 /// Marks all nodes in the given list as banned, i.e.,
671 /// they will be avoided during path finding.
672 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
674 self.manual_node_penalties.insert(id, u64::max_value());
678 /// Removes the node with the given `node_id` from the list of nodes to avoid.
679 pub fn remove_banned(&mut self, node_id: &NodeId) {
680 self.manual_node_penalties.remove(node_id);
683 /// Sets a manual penalty for the given node.
684 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
685 self.manual_node_penalties.insert(*node_id, penalty);
688 /// Removes the node with the given `node_id` from the list of manual penalties.
689 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
690 self.manual_node_penalties.remove(node_id);
693 /// Clears the list of manual penalties that are applied during path finding.
694 pub fn clear_manual_penalties(&mut self) {
695 self.manual_node_penalties = HashMap::new();
700 impl ProbabilisticScoringFeeParameters {
701 fn zero_penalty() -> Self {
703 base_penalty_msat: 0,
704 base_penalty_amount_multiplier_msat: 0,
705 liquidity_penalty_multiplier_msat: 0,
706 liquidity_penalty_amount_multiplier_msat: 0,
707 historical_liquidity_penalty_multiplier_msat: 0,
708 historical_liquidity_penalty_amount_multiplier_msat: 0,
709 manual_node_penalties: HashMap::new(),
710 anti_probing_penalty_msat: 0,
711 considered_impossible_penalty_msat: 0,
712 linear_success_probability: true,
717 /// Parameters for configuring [`ProbabilisticScorer`].
719 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
720 /// these decay parameters affect the score of the channel penalty and are not changed on a
721 /// per-route penalty cost call.
722 #[derive(Copy, Clone)]
723 pub struct ProbabilisticScoringDecayParameters {
724 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
725 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
726 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
728 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
730 /// Note that after 16 or more half lives all historical data will be completely gone.
732 /// Default value: 14 days
734 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
735 pub historical_no_updates_half_life: Duration,
737 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
738 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
739 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
742 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
743 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
744 /// struct documentation for more info on the way the liquidity bounds are used.
746 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
747 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
748 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
750 /// Default value: 6 hours
754 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
755 /// liquidity knowledge will never decay except when the bounds cross.
756 pub liquidity_offset_half_life: Duration,
759 impl Default for ProbabilisticScoringDecayParameters {
760 fn default() -> Self {
762 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
763 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
769 impl ProbabilisticScoringDecayParameters {
770 fn zero_penalty() -> Self {
772 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
773 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
778 /// Accounting for channel liquidity balance uncertainty.
780 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
781 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
782 /// offset fields gives the opposite direction.
783 struct ChannelLiquidity {
784 /// Lower channel liquidity bound in terms of an offset from zero.
785 min_liquidity_offset_msat: u64,
787 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
788 max_liquidity_offset_msat: u64,
790 liquidity_history: HistoricalLiquidityTracker,
792 /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
793 last_updated: Duration,
795 /// Time when the historical liquidity bounds were last modified as an offset against the unix
797 offset_history_last_updated: Duration,
800 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
801 /// decayed with a given half life.
802 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
803 min_liquidity_offset_msat: L,
804 max_liquidity_offset_msat: L,
805 liquidity_history: HistoricalMinMaxBuckets<BRT>,
808 offset_history_last_updated: T,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
834 let graph = self.network_graph.read_only();
835 for (scid, liq) in self.channel_liquidities.iter() {
836 if let Some(chan_debug) = graph.channels().get(scid) {
837 let log_direction = |source, target| {
838 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
839 let amt = directed_info.effective_capacity().as_msat();
840 let dir_liq = liq.as_directed(source, target, amt);
842 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history_buckets();
843 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history_buckets();
845 log_debug!(self.logger, core::concat!(
846 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
847 "\tHistorical min liquidity bucket relative probabilities:\n",
848 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
849 "\tHistorical max liquidity bucket relative probabilities:\n",
850 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
851 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
852 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
853 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
854 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
855 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
856 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
857 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
858 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
859 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
860 // Note that the liquidity buckets are an offset from the edge, so we
861 // inverse the max order to get the probabilities from zero.
862 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
863 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
864 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
865 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
866 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
867 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
868 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
869 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
871 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
875 log_direction(&chan_debug.node_one, &chan_debug.node_two);
876 log_direction(&chan_debug.node_two, &chan_debug.node_one);
878 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
883 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
884 /// channel with `scid` towards the given `target` node.
885 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
886 let graph = self.network_graph.read_only();
888 if let Some(chan) = graph.channels().get(&scid) {
889 if let Some(liq) = self.channel_liquidities.get(&scid) {
890 if let Some((directed_info, source)) = chan.as_directed_to(target) {
891 let amt = directed_info.effective_capacity().as_msat();
892 let dir_liq = liq.as_directed(source, target, amt);
893 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
900 /// Query the historical estimated minimum and maximum liquidity available for sending a
901 /// payment over the channel with `scid` towards the given `target` node.
903 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
904 /// the second set describes the upper-bound liquidity history. Each bucket describes the
905 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
906 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
907 /// more recent data points are weighted more heavily than older datapoints.
909 /// Note that the range of each bucket varies by its location to provide more granular results
910 /// at the edges of a channel's capacity, where it is more likely to sit.
912 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
913 /// is calculated by dividing that bucket's value with the total value of all buckets.
915 /// For example, using a lower bucket count for illustrative purposes, a value of
916 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
917 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
918 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
919 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
921 /// Because the datapoints are decayed slowly over time, values will eventually return to
922 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
924 /// In order to fetch a single success probability from the buckets provided here, as used in
925 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
926 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
927 -> Option<([u16; 32], [u16; 32])> {
928 let graph = self.network_graph.read_only();
930 if let Some(chan) = graph.channels().get(&scid) {
931 if let Some(liq) = self.channel_liquidities.get(&scid) {
932 if let Some((directed_info, source)) = chan.as_directed_to(target) {
933 let amt = directed_info.effective_capacity().as_msat();
934 let dir_liq = liq.as_directed(source, target, amt);
936 let min_buckets = *dir_liq.liquidity_history.min_liquidity_offset_history_buckets();
937 let mut max_buckets = *dir_liq.liquidity_history.max_liquidity_offset_history_buckets();
939 // Note that the liquidity buckets are an offset from the edge, so we inverse
940 // the max order to get the probabilities from zero.
941 max_buckets.reverse();
942 return Some((min_buckets, max_buckets));
949 /// Query the probability of payment success sending the given `amount_msat` over the channel
950 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
953 /// These are the same bounds as returned by
954 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
955 /// [`Self::estimated_channel_liquidity_range`]).
956 pub fn historical_estimated_payment_success_probability(
957 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
959 let graph = self.network_graph.read_only();
961 if let Some(chan) = graph.channels().get(&scid) {
962 if let Some(liq) = self.channel_liquidities.get(&scid) {
963 if let Some((directed_info, source)) = chan.as_directed_to(target) {
964 let capacity_msat = directed_info.effective_capacity().as_msat();
965 let dir_liq = liq.as_directed(source, target, capacity_msat);
967 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
968 ¶ms, amount_msat, capacity_msat
969 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
977 impl ChannelLiquidity {
978 fn new(last_updated: Duration) -> Self {
980 min_liquidity_offset_msat: 0,
981 max_liquidity_offset_msat: 0,
982 liquidity_history: HistoricalLiquidityTracker::new(),
984 offset_history_last_updated: last_updated,
988 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
991 &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
992 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
993 let source_less_than_target = source < target;
994 let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
995 if source_less_than_target {
996 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
998 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
1001 DirectedChannelLiquidity {
1002 min_liquidity_offset_msat,
1003 max_liquidity_offset_msat,
1004 liquidity_history: self.liquidity_history.as_directed(source_less_than_target),
1006 last_updated: &self.last_updated,
1007 offset_history_last_updated: &self.offset_history_last_updated,
1011 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1012 /// `capacity_msat`.
1014 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1015 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1016 let source_less_than_target = source < target;
1017 let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
1018 if source_less_than_target {
1019 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
1021 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
1024 DirectedChannelLiquidity {
1025 min_liquidity_offset_msat,
1026 max_liquidity_offset_msat,
1027 liquidity_history: self.liquidity_history.as_directed_mut(source_less_than_target),
1029 last_updated: &mut self.last_updated,
1030 offset_history_last_updated: &mut self.offset_history_last_updated,
1034 fn decayed_offset(&self, offset: u64, duration_since_epoch: Duration,
1035 decay_params: ProbabilisticScoringDecayParameters
1037 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1038 if half_life != 0.0 {
1039 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1040 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1047 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1049 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1051 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1052 /// ratio, as X in 1/X.
1053 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = log_approx::LOWER_BITS_BOUND;
1055 /// The divisor used when computing the amount penalty.
1056 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1057 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1059 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1061 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1062 (a * a * a, b * b * b, c * c * c)
1065 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1066 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1068 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1070 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1071 /// (recently) seen an HTLC successfully complete over this channel.
1073 fn success_probability(
1074 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1075 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1077 debug_assert!(min_liquidity_msat <= amount_msat);
1078 debug_assert!(amount_msat < max_liquidity_msat);
1079 debug_assert!(max_liquidity_msat <= capacity_msat);
1081 let (numerator, mut denominator) =
1082 if params.linear_success_probability {
1083 (max_liquidity_msat - amount_msat,
1084 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1086 let capacity = capacity_msat as f64;
1087 let min = (min_liquidity_msat as f64) / capacity;
1088 let max = (max_liquidity_msat as f64) / capacity;
1089 let amount = (amount_msat as f64) / capacity;
1091 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1092 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1093 // liquidity bounds is thus the integral under the curve from the amount to maximum
1094 // estimated liquidity, divided by the same integral from the minimum to the maximum
1095 // estimated liquidity bounds.
1097 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1098 // calculate the cumulative density function between the min/max bounds trivially. Note
1099 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1100 // division of num / den.
1101 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1102 let num = max_pow - amt_pow;
1103 let den = max_pow - min_pow;
1105 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1106 // quite a large factor to get something useful (ideally in the 2^30 range).
1107 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1108 let numerator = (num * BILLIONISH) as u64 + 1;
1109 let denominator = (den * BILLIONISH) as u64 + 1;
1110 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1111 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1112 (numerator, denominator)
1115 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1116 denominator < u64::max_value() / 21
1118 // If we have no knowledge of the channel, scale probability down by ~75%
1119 // Note that we prefer to increase the denominator rather than decrease the numerator as
1120 // the denominator is more likely to be larger and thus provide greater precision. This is
1121 // mostly an overoptimization but makes a large difference in tests.
1122 denominator = denominator * 21 / 16
1125 (numerator, denominator)
1128 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1129 DirectedChannelLiquidity< L, BRT, T> {
1130 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1132 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1133 let available_capacity = self.capacity_msat;
1134 let max_liquidity_msat = self.max_liquidity_msat();
1135 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1137 let mut res = if amount_msat <= min_liquidity_msat {
1139 } else if amount_msat >= max_liquidity_msat {
1140 // Equivalent to hitting the else clause below with the amount equal to the effective
1141 // capacity and without any certainty on the liquidity upper bound, plus the
1142 // impossibility penalty.
1143 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1144 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1145 score_params.liquidity_penalty_multiplier_msat,
1146 score_params.liquidity_penalty_amount_multiplier_msat)
1147 .saturating_add(score_params.considered_impossible_penalty_msat)
1149 let (numerator, denominator) = success_probability(amount_msat,
1150 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1151 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1152 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1153 // don't bother trying to use the log approximation as it gets too noisy to be
1154 // particularly helpful, instead just round down to 0.
1157 let negative_log10_times_2048 =
1158 log_approx::negative_log10_times_2048(numerator, denominator);
1159 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1160 score_params.liquidity_penalty_multiplier_msat,
1161 score_params.liquidity_penalty_amount_multiplier_msat)
1165 if amount_msat >= available_capacity {
1166 // We're trying to send more than the capacity, use a max penalty.
1167 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1168 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1169 score_params.historical_liquidity_penalty_multiplier_msat,
1170 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1174 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1175 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1176 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1177 .calculate_success_probability_times_billion(
1178 score_params, amount_msat, self.capacity_msat)
1180 let historical_negative_log10_times_2048 =
1181 log_approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1182 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1183 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1184 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1186 // If we don't have any valid points (or, once decayed, we have less than a full
1187 // point), redo the non-historical calculation with no liquidity bounds tracked and
1188 // the historical penalty multipliers.
1189 let (numerator, denominator) = success_probability(amount_msat, 0,
1190 available_capacity, available_capacity, score_params, true);
1191 let negative_log10_times_2048 =
1192 log_approx::negative_log10_times_2048(numerator, denominator);
1193 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1194 score_params.historical_liquidity_penalty_multiplier_msat,
1195 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1202 /// Computes the liquidity penalty from the penalty multipliers.
1204 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1205 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1207 negative_log10_times_2048 =
1208 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1210 // Upper bound the liquidity penalty to ensure some channel is selected.
1211 let liquidity_penalty_msat = negative_log10_times_2048
1212 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1213 let amount_penalty_msat = negative_log10_times_2048
1214 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1215 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1217 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1220 /// Returns the lower bound of the channel liquidity balance in this direction.
1222 fn min_liquidity_msat(&self) -> u64 {
1223 *self.min_liquidity_offset_msat
1226 /// Returns the upper bound of the channel liquidity balance in this direction.
1228 fn max_liquidity_msat(&self) -> u64 {
1230 .saturating_sub(*self.max_liquidity_offset_msat)
1234 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1235 DirectedChannelLiquidity<L, BRT, T> {
1236 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1237 fn failed_at_channel<Log: Deref>(
1238 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1239 ) where Log::Target: Logger {
1240 let existing_max_msat = self.max_liquidity_msat();
1241 if amount_msat < existing_max_msat {
1242 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1243 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1245 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1246 chan_descr, existing_max_msat, amount_msat);
1248 self.update_history_buckets(0, duration_since_epoch);
1251 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1252 fn failed_downstream<Log: Deref>(
1253 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1254 ) where Log::Target: Logger {
1255 let existing_min_msat = self.min_liquidity_msat();
1256 if amount_msat > existing_min_msat {
1257 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1258 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1260 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1261 chan_descr, existing_min_msat, amount_msat);
1263 self.update_history_buckets(0, duration_since_epoch);
1266 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1267 fn successful<Log: Deref>(&mut self,
1268 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1269 ) where Log::Target: Logger {
1270 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1271 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1272 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1273 self.update_history_buckets(amount_msat, duration_since_epoch);
1276 /// Updates the history buckets for this channel. Because the history buckets track what we now
1277 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1278 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1279 /// represents the amount of the successful payment we just made.
1280 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1281 self.liquidity_history.track_datapoint(
1282 *self.min_liquidity_offset_msat + bucket_offset_msat,
1283 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat),
1286 *self.offset_history_last_updated = duration_since_epoch;
1289 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1290 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1291 *self.min_liquidity_offset_msat = amount_msat;
1292 if amount_msat > self.max_liquidity_msat() {
1293 *self.max_liquidity_offset_msat = 0;
1295 *self.last_updated = duration_since_epoch;
1298 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1299 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1300 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1301 if amount_msat < *self.min_liquidity_offset_msat {
1302 *self.min_liquidity_offset_msat = 0;
1304 *self.last_updated = duration_since_epoch;
1308 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1309 type ScoreParams = ProbabilisticScoringFeeParameters;
1310 fn channel_penalty_msat(
1311 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1313 let (scid, target) = match candidate {
1314 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1315 (short_channel_id, info.target())
1319 let source = candidate.source();
1320 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1324 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1325 score_params.base_penalty_amount_multiplier_msat
1326 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1328 let mut anti_probing_penalty_msat = 0;
1329 match usage.effective_capacity {
1330 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1331 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1333 if usage.amount_msat > amount_msat {
1334 return u64::max_value();
1336 return base_penalty_msat;
1339 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1340 if htlc_maximum_msat >= capacity_msat/2 {
1341 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1347 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1348 let capacity_msat = usage.effective_capacity.as_msat();
1349 self.channel_liquidities
1351 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1352 .as_directed(&source, &target, capacity_msat)
1353 .penalty_msat(amount_msat, score_params)
1354 .saturating_add(anti_probing_penalty_msat)
1355 .saturating_add(base_penalty_msat)
1359 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1360 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1361 let amount_msat = path.final_value_msat();
1362 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1363 let network_graph = self.network_graph.read_only();
1364 for (hop_idx, hop) in path.hops.iter().enumerate() {
1365 let target = NodeId::from_pubkey(&hop.pubkey);
1366 let channel_directed_from_source = network_graph.channels()
1367 .get(&hop.short_channel_id)
1368 .and_then(|channel| channel.as_directed_to(&target));
1370 let at_failed_channel = hop.short_channel_id == short_channel_id;
1371 if at_failed_channel && hop_idx == 0 {
1372 log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
1375 // Only score announced channels.
1376 if let Some((channel, source)) = channel_directed_from_source {
1377 let capacity_msat = channel.effective_capacity().as_msat();
1378 if at_failed_channel {
1379 self.channel_liquidities
1380 .entry(hop.short_channel_id)
1381 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1382 .as_directed_mut(source, &target, capacity_msat)
1383 .failed_at_channel(amount_msat, duration_since_epoch,
1384 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1386 self.channel_liquidities
1387 .entry(hop.short_channel_id)
1388 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1389 .as_directed_mut(source, &target, capacity_msat)
1390 .failed_downstream(amount_msat, duration_since_epoch,
1391 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1394 log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1395 hop.short_channel_id);
1397 if at_failed_channel { break; }
1401 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1402 let amount_msat = path.final_value_msat();
1403 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1404 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1405 let network_graph = self.network_graph.read_only();
1406 for hop in &path.hops {
1407 let target = NodeId::from_pubkey(&hop.pubkey);
1408 let channel_directed_from_source = network_graph.channels()
1409 .get(&hop.short_channel_id)
1410 .and_then(|channel| channel.as_directed_to(&target));
1412 // Only score announced channels.
1413 if let Some((channel, source)) = channel_directed_from_source {
1414 let capacity_msat = channel.effective_capacity().as_msat();
1415 self.channel_liquidities
1416 .entry(hop.short_channel_id)
1417 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1418 .as_directed_mut(source, &target, capacity_msat)
1419 .successful(amount_msat, duration_since_epoch,
1420 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1422 log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1423 hop.short_channel_id);
1428 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1429 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1432 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1433 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1436 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
1437 let decay_params = self.decay_params;
1438 self.channel_liquidities.retain(|_scid, liquidity| {
1439 liquidity.min_liquidity_offset_msat =
1440 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1441 liquidity.max_liquidity_offset_msat =
1442 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1443 liquidity.last_updated = duration_since_epoch;
1446 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1447 if elapsed_time > decay_params.historical_no_updates_half_life {
1448 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1449 if half_life != 0.0 {
1450 liquidity.liquidity_history.decay_buckets(elapsed_time.as_secs_f64() / half_life);
1451 liquidity.offset_history_last_updated = duration_since_epoch;
1454 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1455 liquidity.liquidity_history.has_datapoints()
1461 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1462 where L::Target: Logger {}
1464 #[cfg(feature = "std")]
1466 fn powf64(n: f64, exp: f64) -> f64 {
1469 #[cfg(not(feature = "std"))]
1470 fn powf64(n: f64, exp: f64) -> f64 {
1471 libm::powf(n as f32, exp as f32) as f64
1474 mod bucketed_history {
1477 // Because liquidity is often skewed heavily in one direction, we store historical state
1478 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1479 // must fit evenly into the buckets here.
1481 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1482 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1483 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1484 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1486 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1487 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1488 // buckets in total.
1490 const BUCKET_START_POS: [u16; 33] = [
1491 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1492 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1495 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1496 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1499 const POSITION_TICKS: u16 = 1 << 14;
1501 fn pos_to_bucket(pos: u16) -> usize {
1502 for bucket in 0..32 {
1503 if pos < BUCKET_START_POS[bucket + 1] {
1507 debug_assert!(false);
1513 fn check_bucket_maps() {
1514 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1515 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1516 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1518 let mut min_size_iter = 0;
1519 let mut legacy_bucket_iter = 0;
1520 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1521 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1522 for i in 0..*width {
1523 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1525 min_size_iter += *width;
1526 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1527 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1528 if legacy_bucket_iter + 1 < 8 {
1529 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1531 legacy_bucket_iter += 1;
1534 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1535 assert_eq!(min_size_iter, POSITION_TICKS);
1539 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1540 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1541 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1542 .try_into().unwrap_or(POSITION_TICKS)
1544 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1545 // division. This branch should only be hit in fuzz testing since the amount would
1546 // need to be over 2.88 million BTC in practice.
1547 ((amount_msat as u128) * (POSITION_TICKS as u128)
1548 / (capacity_msat as u128).saturating_add(1))
1549 .try_into().unwrap_or(POSITION_TICKS)
1551 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1552 // capacity to change due to a `channel_update` message which, if received while a payment
1553 // is in-flight, could cause this to fail. Thus, we only assert in test.
1555 debug_assert!(pos < POSITION_TICKS);
1559 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1560 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1561 /// support reading the legacy values here for backwards compatibility.
1562 pub(super) struct LegacyHistoricalBucketRangeTracker {
1566 impl LegacyHistoricalBucketRangeTracker {
1567 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1568 let mut buckets = [0; 32];
1569 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1570 let mut new_val = *legacy_bucket;
1571 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1572 new_val /= (end - start) as u16;
1573 for i in start..end {
1574 buckets[i as usize] = new_val;
1577 HistoricalBucketRangeTracker { buckets }
1581 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1582 /// in each of 32 buckets.
1583 #[derive(Clone, Copy)]
1584 pub(super) struct HistoricalBucketRangeTracker {
1588 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1589 /// "one" is 32, or this constant.
1590 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1592 impl HistoricalBucketRangeTracker {
1593 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1594 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1595 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1596 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1598 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1599 // the buckets for the current min and max liquidity offset positions.
1601 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1602 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1603 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1605 // In total, this allows us to track data for the last 8,000 or so payments across a given
1608 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1609 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1610 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1613 // The constants were picked experimentally, selecting a decay amount that restricts us
1614 // from overflowing buckets without having to cap them manually.
1616 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1617 if pos < POSITION_TICKS {
1618 for e in self.buckets.iter_mut() {
1619 *e = ((*e as u32) * 2047 / 2048) as u16;
1621 let bucket = pos_to_bucket(pos);
1622 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1627 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1628 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1630 #[derive(Clone, Copy)]
1631 pub(super) struct HistoricalLiquidityTracker {
1632 min_liquidity_offset_history: HistoricalBucketRangeTracker,
1633 max_liquidity_offset_history: HistoricalBucketRangeTracker,
1636 impl HistoricalLiquidityTracker {
1637 pub(super) fn new() -> HistoricalLiquidityTracker {
1638 HistoricalLiquidityTracker {
1639 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1640 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1644 pub(super) fn from_min_max(
1645 min_liquidity_offset_history: HistoricalBucketRangeTracker,
1646 max_liquidity_offset_history: HistoricalBucketRangeTracker,
1647 ) -> HistoricalLiquidityTracker {
1648 HistoricalLiquidityTracker {
1649 min_liquidity_offset_history,
1650 max_liquidity_offset_history,
1654 pub(super) fn has_datapoints(&self) -> bool {
1655 self.min_liquidity_offset_history.buckets != [0; 32] ||
1656 self.max_liquidity_offset_history.buckets != [0; 32]
1659 pub(super) fn decay_buckets(&mut self, half_lives: f64) {
1660 let divisor = powf64(2048.0, half_lives) as u64;
1661 for bucket in self.min_liquidity_offset_history.buckets.iter_mut() {
1662 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1664 for bucket in self.max_liquidity_offset_history.buckets.iter_mut() {
1665 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1669 pub(super) fn writeable_min_offset_history(&self) -> &HistoricalBucketRangeTracker {
1670 &self.min_liquidity_offset_history
1673 pub(super) fn writeable_max_offset_history(&self) -> &HistoricalBucketRangeTracker {
1674 &self.max_liquidity_offset_history
1677 pub(super) fn as_directed<'a>(&'a self, source_less_than_target: bool)
1678 -> HistoricalMinMaxBuckets<&'a HistoricalBucketRangeTracker> {
1679 let (min_liquidity_offset_history, max_liquidity_offset_history) =
1680 if source_less_than_target {
1681 (&self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1683 (&self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1685 HistoricalMinMaxBuckets { min_liquidity_offset_history, max_liquidity_offset_history }
1688 pub(super) fn as_directed_mut<'a>(&'a mut self, source_less_than_target: bool)
1689 -> HistoricalMinMaxBuckets<&'a mut HistoricalBucketRangeTracker> {
1690 let (min_liquidity_offset_history, max_liquidity_offset_history) =
1691 if source_less_than_target {
1692 (&mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1694 (&mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1696 HistoricalMinMaxBuckets { min_liquidity_offset_history, max_liquidity_offset_history }
1700 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1701 /// liquidity bounds for a given channel.
1702 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1703 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1705 min_liquidity_offset_history: D,
1706 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1708 max_liquidity_offset_history: D,
1711 impl<D: DerefMut<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1712 pub(super) fn track_datapoint(
1713 &mut self, min_offset_msat: u64, max_offset_msat: u64, capacity_msat: u64,
1715 self.min_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat);
1716 self.max_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat);
1720 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1721 pub(super) fn min_liquidity_offset_history_buckets(&self) -> &[u16; 32] {
1722 &self.min_liquidity_offset_history.buckets
1725 pub(super) fn max_liquidity_offset_history_buckets(&self) -> &[u16; 32] {
1726 &self.max_liquidity_offset_history.buckets
1730 pub(super) fn calculate_success_probability_times_billion(
1731 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1734 // If historical penalties are enabled, we try to calculate a probability of success
1735 // given our historical distribution of min- and max-liquidity bounds in a channel.
1736 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1737 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1738 // state). For each pair, we calculate the probability as if the bucket's corresponding
1739 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1740 // that probability by the weight of the selected buckets.
1741 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1742 if payment_pos >= POSITION_TICKS { return None; }
1744 let mut total_valid_points_tracked = 0;
1745 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1746 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1747 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1751 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1752 // treat it as if we were fully decayed.
1753 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1754 if total_valid_points_tracked < FULLY_DECAYED.into() {
1758 let mut cumulative_success_prob_times_billion = 0;
1759 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1760 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1761 // points against the 0th min bucket. This avoids the case where we fail to route
1762 // increasingly lower values over a channel, but treat each failure as a separate
1763 // datapoint, many of which may have relatively high maximum-available-liquidity
1764 // values, which will result in us thinking we have some nontrivial probability of
1765 // routing up to that amount.
1766 if self.min_liquidity_offset_history.buckets[0] != 0 {
1767 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1768 let mut total_max_points = 0; // Total points in max-buckets to consider
1769 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1770 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1771 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1773 total_max_points += *max_bucket as u64;
1775 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1776 if payment_pos < max_bucket_end_pos {
1777 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
1778 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
1779 let bucket_prob_times_billion =
1780 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1781 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1782 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1783 numerator / denominator;
1787 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1788 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1789 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1790 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1791 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1792 // 30 bits is 62 bits.
1793 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1794 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1795 if payment_pos >= max_bucket_end_pos {
1796 // Success probability 0, the payment amount may be above the max liquidity
1798 } else if payment_pos < min_bucket_start_pos {
1799 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1801 let (numerator, denominator) = success_probability(payment_pos as u64,
1802 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
1803 POSITION_TICKS as u64 - 1, params, true);
1804 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1805 numerator / denominator;
1810 Some(cumulative_success_prob_times_billion)
1814 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets, HistoricalLiquidityTracker};
1816 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
1818 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1819 write_tlv_fields!(w, {
1820 (0, self.channel_liquidities, required),
1826 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
1827 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
1830 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1831 ) -> Result<Self, DecodeError> {
1832 let (decay_params, network_graph, logger) = args;
1833 let mut channel_liquidities = HashMap::new();
1834 read_tlv_fields!(r, {
1835 (0, channel_liquidities, required),
1841 channel_liquidities,
1846 impl Writeable for ChannelLiquidity {
1848 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1849 write_tlv_fields!(w, {
1850 (0, self.min_liquidity_offset_msat, required),
1851 // 1 was the min_liquidity_offset_history in octile form
1852 (2, self.max_liquidity_offset_msat, required),
1853 // 3 was the max_liquidity_offset_history in octile form
1854 (4, self.last_updated, required),
1855 (5, self.liquidity_history.writeable_min_offset_history(), required),
1856 (7, self.liquidity_history.writeable_max_offset_history(), required),
1857 (9, self.offset_history_last_updated, required),
1863 impl Readable for ChannelLiquidity {
1865 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1866 let mut min_liquidity_offset_msat = 0;
1867 let mut max_liquidity_offset_msat = 0;
1868 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1869 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1870 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1871 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1872 let mut last_updated = Duration::from_secs(0);
1873 let mut offset_history_last_updated = None;
1874 read_tlv_fields!(r, {
1875 (0, min_liquidity_offset_msat, required),
1876 (1, legacy_min_liq_offset_history, option),
1877 (2, max_liquidity_offset_msat, required),
1878 (3, legacy_max_liq_offset_history, option),
1879 (4, last_updated, required),
1880 (5, min_liquidity_offset_history, option),
1881 (7, max_liquidity_offset_history, option),
1882 (9, offset_history_last_updated, option),
1885 if min_liquidity_offset_history.is_none() {
1886 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1887 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1889 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1892 if max_liquidity_offset_history.is_none() {
1893 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1894 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1896 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1900 min_liquidity_offset_msat,
1901 max_liquidity_offset_msat,
1902 liquidity_history: HistoricalLiquidityTracker::from_min_max(
1903 min_liquidity_offset_history.unwrap(), max_liquidity_offset_history.unwrap()
1906 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
1913 use super::{ChannelLiquidity, HistoricalLiquidityTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
1914 use crate::blinded_path::{BlindedHop, BlindedPath};
1915 use crate::util::config::UserConfig;
1917 use crate::ln::channelmanager;
1918 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1919 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1920 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
1921 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
1922 use crate::util::ser::{ReadableArgs, Writeable};
1923 use crate::util::test_utils::{self, TestLogger};
1925 use bitcoin::blockdata::constants::ChainHash;
1926 use bitcoin::hashes::Hash;
1927 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1928 use bitcoin::network::constants::Network;
1929 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1930 use core::time::Duration;
1933 fn source_privkey() -> SecretKey {
1934 SecretKey::from_slice(&[42; 32]).unwrap()
1937 fn target_privkey() -> SecretKey {
1938 SecretKey::from_slice(&[43; 32]).unwrap()
1941 fn source_pubkey() -> PublicKey {
1942 let secp_ctx = Secp256k1::new();
1943 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1946 fn target_pubkey() -> PublicKey {
1947 let secp_ctx = Secp256k1::new();
1948 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1951 fn source_node_id() -> NodeId {
1952 NodeId::from_pubkey(&source_pubkey())
1955 fn target_node_id() -> NodeId {
1956 NodeId::from_pubkey(&target_pubkey())
1959 // `ProbabilisticScorer` tests
1961 fn sender_privkey() -> SecretKey {
1962 SecretKey::from_slice(&[41; 32]).unwrap()
1965 fn recipient_privkey() -> SecretKey {
1966 SecretKey::from_slice(&[45; 32]).unwrap()
1969 fn sender_pubkey() -> PublicKey {
1970 let secp_ctx = Secp256k1::new();
1971 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1974 fn recipient_pubkey() -> PublicKey {
1975 let secp_ctx = Secp256k1::new();
1976 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1979 fn recipient_node_id() -> NodeId {
1980 NodeId::from_pubkey(&recipient_pubkey())
1983 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1984 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1985 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1986 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1992 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1993 node_2_key: SecretKey
1995 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
1996 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1997 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1998 let secp_ctx = Secp256k1::new();
1999 let unsigned_announcement = UnsignedChannelAnnouncement {
2000 features: channelmanager::provided_channel_features(&UserConfig::default()),
2001 chain_hash: genesis_hash,
2003 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2004 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2005 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2006 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2007 excess_data: Vec::new(),
2009 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2010 let signed_announcement = ChannelAnnouncement {
2011 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2012 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2013 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2014 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2015 contents: unsigned_announcement,
2017 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2018 network_graph.update_channel_from_announcement(
2019 &signed_announcement, &chain_source).unwrap();
2020 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2021 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2025 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2026 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2028 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2029 let secp_ctx = Secp256k1::new();
2030 let unsigned_update = UnsignedChannelUpdate {
2031 chain_hash: genesis_hash,
2035 cltv_expiry_delta: 18,
2036 htlc_minimum_msat: 0,
2039 fee_proportional_millionths: 0,
2040 excess_data: Vec::new(),
2042 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2043 let signed_update = ChannelUpdate {
2044 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2045 contents: unsigned_update,
2047 network_graph.update_channel(&signed_update).unwrap();
2050 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2051 let config = UserConfig::default();
2054 node_features: channelmanager::provided_node_features(&config),
2056 channel_features: channelmanager::provided_channel_features(&config),
2058 cltv_expiry_delta: 18,
2059 maybe_announced_channel: true,
2063 fn payment_path_for_amount(amount_msat: u64) -> Path {
2066 path_hop(source_pubkey(), 41, 1),
2067 path_hop(target_pubkey(), 42, 2),
2068 path_hop(recipient_pubkey(), 43, amount_msat),
2069 ], blinded_tail: None,
2074 fn liquidity_bounds_directed_from_lowest_node_id() {
2075 let logger = TestLogger::new();
2076 let last_updated = Duration::ZERO;
2077 let offset_history_last_updated = Duration::ZERO;
2078 let network_graph = network_graph(&logger);
2079 let decay_params = ProbabilisticScoringDecayParameters::default();
2080 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2083 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2084 last_updated, offset_history_last_updated,
2085 liquidity_history: HistoricalLiquidityTracker::new(),
2089 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2090 last_updated, offset_history_last_updated,
2091 liquidity_history: HistoricalLiquidityTracker::new(),
2093 let source = source_node_id();
2094 let target = target_node_id();
2095 let recipient = recipient_node_id();
2096 assert!(source > target);
2097 assert!(target < recipient);
2099 // Update minimum liquidity.
2101 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2102 .as_directed(&source, &target, 1_000);
2103 assert_eq!(liquidity.min_liquidity_msat(), 100);
2104 assert_eq!(liquidity.max_liquidity_msat(), 300);
2106 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2107 .as_directed(&target, &source, 1_000);
2108 assert_eq!(liquidity.min_liquidity_msat(), 700);
2109 assert_eq!(liquidity.max_liquidity_msat(), 900);
2111 scorer.channel_liquidities.get_mut(&42).unwrap()
2112 .as_directed_mut(&source, &target, 1_000)
2113 .set_min_liquidity_msat(200, Duration::ZERO);
2115 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2116 .as_directed(&source, &target, 1_000);
2117 assert_eq!(liquidity.min_liquidity_msat(), 200);
2118 assert_eq!(liquidity.max_liquidity_msat(), 300);
2120 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2121 .as_directed(&target, &source, 1_000);
2122 assert_eq!(liquidity.min_liquidity_msat(), 700);
2123 assert_eq!(liquidity.max_liquidity_msat(), 800);
2125 // Update maximum liquidity.
2127 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2128 .as_directed(&target, &recipient, 1_000);
2129 assert_eq!(liquidity.min_liquidity_msat(), 700);
2130 assert_eq!(liquidity.max_liquidity_msat(), 900);
2132 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2133 .as_directed(&recipient, &target, 1_000);
2134 assert_eq!(liquidity.min_liquidity_msat(), 100);
2135 assert_eq!(liquidity.max_liquidity_msat(), 300);
2137 scorer.channel_liquidities.get_mut(&43).unwrap()
2138 .as_directed_mut(&target, &recipient, 1_000)
2139 .set_max_liquidity_msat(200, Duration::ZERO);
2141 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2142 .as_directed(&target, &recipient, 1_000);
2143 assert_eq!(liquidity.min_liquidity_msat(), 0);
2144 assert_eq!(liquidity.max_liquidity_msat(), 200);
2146 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2147 .as_directed(&recipient, &target, 1_000);
2148 assert_eq!(liquidity.min_liquidity_msat(), 800);
2149 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2153 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2154 let logger = TestLogger::new();
2155 let last_updated = Duration::ZERO;
2156 let offset_history_last_updated = Duration::ZERO;
2157 let network_graph = network_graph(&logger);
2158 let decay_params = ProbabilisticScoringDecayParameters::default();
2159 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2162 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2163 last_updated, offset_history_last_updated,
2164 liquidity_history: HistoricalLiquidityTracker::new(),
2166 let source = source_node_id();
2167 let target = target_node_id();
2168 assert!(source > target);
2170 // Check initial bounds.
2171 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2172 .as_directed(&source, &target, 1_000);
2173 assert_eq!(liquidity.min_liquidity_msat(), 400);
2174 assert_eq!(liquidity.max_liquidity_msat(), 800);
2176 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2177 .as_directed(&target, &source, 1_000);
2178 assert_eq!(liquidity.min_liquidity_msat(), 200);
2179 assert_eq!(liquidity.max_liquidity_msat(), 600);
2181 // Reset from source to target.
2182 scorer.channel_liquidities.get_mut(&42).unwrap()
2183 .as_directed_mut(&source, &target, 1_000)
2184 .set_min_liquidity_msat(900, Duration::ZERO);
2186 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2187 .as_directed(&source, &target, 1_000);
2188 assert_eq!(liquidity.min_liquidity_msat(), 900);
2189 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2191 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2192 .as_directed(&target, &source, 1_000);
2193 assert_eq!(liquidity.min_liquidity_msat(), 0);
2194 assert_eq!(liquidity.max_liquidity_msat(), 100);
2196 // Reset from target to source.
2197 scorer.channel_liquidities.get_mut(&42).unwrap()
2198 .as_directed_mut(&target, &source, 1_000)
2199 .set_min_liquidity_msat(400, Duration::ZERO);
2201 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2202 .as_directed(&source, &target, 1_000);
2203 assert_eq!(liquidity.min_liquidity_msat(), 0);
2204 assert_eq!(liquidity.max_liquidity_msat(), 600);
2206 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2207 .as_directed(&target, &source, 1_000);
2208 assert_eq!(liquidity.min_liquidity_msat(), 400);
2209 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2213 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2214 let logger = TestLogger::new();
2215 let last_updated = Duration::ZERO;
2216 let offset_history_last_updated = Duration::ZERO;
2217 let network_graph = network_graph(&logger);
2218 let decay_params = ProbabilisticScoringDecayParameters::default();
2219 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2222 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2223 last_updated, offset_history_last_updated,
2224 liquidity_history: HistoricalLiquidityTracker::new(),
2226 let source = source_node_id();
2227 let target = target_node_id();
2228 assert!(source > target);
2230 // Check initial bounds.
2231 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2232 .as_directed(&source, &target, 1_000);
2233 assert_eq!(liquidity.min_liquidity_msat(), 400);
2234 assert_eq!(liquidity.max_liquidity_msat(), 800);
2236 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2237 .as_directed(&target, &source, 1_000);
2238 assert_eq!(liquidity.min_liquidity_msat(), 200);
2239 assert_eq!(liquidity.max_liquidity_msat(), 600);
2241 // Reset from source to target.
2242 scorer.channel_liquidities.get_mut(&42).unwrap()
2243 .as_directed_mut(&source, &target, 1_000)
2244 .set_max_liquidity_msat(300, Duration::ZERO);
2246 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2247 .as_directed(&source, &target, 1_000);
2248 assert_eq!(liquidity.min_liquidity_msat(), 0);
2249 assert_eq!(liquidity.max_liquidity_msat(), 300);
2251 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2252 .as_directed(&target, &source, 1_000);
2253 assert_eq!(liquidity.min_liquidity_msat(), 700);
2254 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2256 // Reset from target to source.
2257 scorer.channel_liquidities.get_mut(&42).unwrap()
2258 .as_directed_mut(&target, &source, 1_000)
2259 .set_max_liquidity_msat(600, Duration::ZERO);
2261 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2262 .as_directed(&source, &target, 1_000);
2263 assert_eq!(liquidity.min_liquidity_msat(), 400);
2264 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2266 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2267 .as_directed(&target, &source, 1_000);
2268 assert_eq!(liquidity.min_liquidity_msat(), 0);
2269 assert_eq!(liquidity.max_liquidity_msat(), 600);
2273 fn increased_penalty_nearing_liquidity_upper_bound() {
2274 let logger = TestLogger::new();
2275 let network_graph = network_graph(&logger);
2276 let params = ProbabilisticScoringFeeParameters {
2277 liquidity_penalty_multiplier_msat: 1_000,
2278 ..ProbabilisticScoringFeeParameters::zero_penalty()
2280 let decay_params = ProbabilisticScoringDecayParameters::default();
2281 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2282 let source = source_node_id();
2284 let usage = ChannelUsage {
2286 inflight_htlc_msat: 0,
2287 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2289 let network_graph = network_graph.read_only();
2290 let channel = network_graph.channel(42).unwrap();
2291 let (info, _) = channel.as_directed_from(&source).unwrap();
2292 let candidate = CandidateRouteHop::PublicHop {
2294 short_channel_id: 42,
2296 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2297 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2298 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2299 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2300 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2301 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2302 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2304 let usage = ChannelUsage {
2306 inflight_htlc_msat: 0,
2307 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2309 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2310 let usage = ChannelUsage { amount_msat: 256, ..usage };
2311 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2312 let usage = ChannelUsage { amount_msat: 374, ..usage };
2313 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2314 let usage = ChannelUsage { amount_msat: 512, ..usage };
2315 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2316 let usage = ChannelUsage { amount_msat: 640, ..usage };
2317 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2318 let usage = ChannelUsage { amount_msat: 768, ..usage };
2319 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2320 let usage = ChannelUsage { amount_msat: 896, ..usage };
2321 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2325 fn constant_penalty_outside_liquidity_bounds() {
2326 let logger = TestLogger::new();
2327 let last_updated = Duration::ZERO;
2328 let offset_history_last_updated = Duration::ZERO;
2329 let network_graph = network_graph(&logger);
2330 let params = ProbabilisticScoringFeeParameters {
2331 liquidity_penalty_multiplier_msat: 1_000,
2332 considered_impossible_penalty_msat: u64::max_value(),
2333 ..ProbabilisticScoringFeeParameters::zero_penalty()
2335 let decay_params = ProbabilisticScoringDecayParameters {
2336 ..ProbabilisticScoringDecayParameters::zero_penalty()
2338 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2341 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2342 last_updated, offset_history_last_updated,
2343 liquidity_history: HistoricalLiquidityTracker::new(),
2345 let source = source_node_id();
2347 let usage = ChannelUsage {
2349 inflight_htlc_msat: 0,
2350 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2352 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2353 let (info, _) = channel.as_directed_from(&source).unwrap();
2354 let candidate = CandidateRouteHop::PublicHop {
2356 short_channel_id: 42,
2358 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2359 let usage = ChannelUsage { amount_msat: 50, ..usage };
2360 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2361 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2362 let usage = ChannelUsage { amount_msat: 61, ..usage };
2363 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2367 fn does_not_further_penalize_own_channel() {
2368 let logger = TestLogger::new();
2369 let network_graph = network_graph(&logger);
2370 let params = ProbabilisticScoringFeeParameters {
2371 liquidity_penalty_multiplier_msat: 1_000,
2372 ..ProbabilisticScoringFeeParameters::zero_penalty()
2374 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2375 let source = source_node_id();
2376 let usage = ChannelUsage {
2378 inflight_htlc_msat: 0,
2379 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2381 let failed_path = payment_path_for_amount(500);
2382 let successful_path = payment_path_for_amount(200);
2383 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2384 let (info, _) = channel.as_directed_from(&source).unwrap();
2385 let candidate = CandidateRouteHop::PublicHop {
2387 short_channel_id: 41,
2390 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2392 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2393 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2395 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2396 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2400 fn sets_liquidity_lower_bound_on_downstream_failure() {
2401 let logger = TestLogger::new();
2402 let network_graph = network_graph(&logger);
2403 let params = ProbabilisticScoringFeeParameters {
2404 liquidity_penalty_multiplier_msat: 1_000,
2405 ..ProbabilisticScoringFeeParameters::zero_penalty()
2407 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2408 let source = source_node_id();
2409 let path = payment_path_for_amount(500);
2411 let usage = ChannelUsage {
2413 inflight_htlc_msat: 0,
2414 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2416 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2417 let (info, _) = channel.as_directed_from(&source).unwrap();
2418 let candidate = CandidateRouteHop::PublicHop {
2420 short_channel_id: 42,
2422 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2423 let usage = ChannelUsage { amount_msat: 500, ..usage };
2424 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2425 let usage = ChannelUsage { amount_msat: 750, ..usage };
2426 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2428 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2430 let usage = ChannelUsage { amount_msat: 250, ..usage };
2431 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2432 let usage = ChannelUsage { amount_msat: 500, ..usage };
2433 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2434 let usage = ChannelUsage { amount_msat: 750, ..usage };
2435 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2439 fn sets_liquidity_upper_bound_on_failure() {
2440 let logger = TestLogger::new();
2441 let network_graph = network_graph(&logger);
2442 let params = ProbabilisticScoringFeeParameters {
2443 liquidity_penalty_multiplier_msat: 1_000,
2444 considered_impossible_penalty_msat: u64::max_value(),
2445 ..ProbabilisticScoringFeeParameters::zero_penalty()
2447 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2448 let source = source_node_id();
2449 let path = payment_path_for_amount(500);
2451 let usage = ChannelUsage {
2453 inflight_htlc_msat: 0,
2454 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2456 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2457 let (info, _) = channel.as_directed_from(&source).unwrap();
2458 let candidate = CandidateRouteHop::PublicHop {
2460 short_channel_id: 42,
2462 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2463 let usage = ChannelUsage { amount_msat: 500, ..usage };
2464 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2465 let usage = ChannelUsage { amount_msat: 750, ..usage };
2466 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2468 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2470 let usage = ChannelUsage { amount_msat: 250, ..usage };
2471 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2472 let usage = ChannelUsage { amount_msat: 500, ..usage };
2473 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2474 let usage = ChannelUsage { amount_msat: 750, ..usage };
2475 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2479 fn ignores_channels_after_removed_failed_channel() {
2480 // Previously, if we'd tried to send over a channel which was removed from the network
2481 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2482 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2483 // channels in the route, even ones which they payment never reached. This tests to ensure
2484 // we do not score such channels.
2485 let secp_ctx = Secp256k1::new();
2486 let logger = TestLogger::new();
2487 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2488 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2489 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2490 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2491 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2492 add_channel(&mut network_graph, 42, secret_a, secret_b);
2493 // Don't add the channel from B -> C.
2494 add_channel(&mut network_graph, 44, secret_c, secret_d);
2496 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2497 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2498 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2499 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2502 path_hop(pub_b, 42, 1),
2503 path_hop(pub_c, 43, 2),
2504 path_hop(pub_d, 44, 100),
2507 let node_a = NodeId::from_pubkey(&pub_a);
2508 let node_b = NodeId::from_pubkey(&pub_b);
2509 let node_c = NodeId::from_pubkey(&pub_c);
2511 let params = ProbabilisticScoringFeeParameters {
2512 liquidity_penalty_multiplier_msat: 1_000,
2513 ..ProbabilisticScoringFeeParameters::zero_penalty()
2515 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2517 let usage = ChannelUsage {
2519 inflight_htlc_msat: 0,
2520 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2522 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2523 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2524 let candidate = CandidateRouteHop::PublicHop {
2526 short_channel_id: 42,
2528 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2529 // Note that a default liquidity bound is used for B -> C as no channel exists
2530 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2531 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2532 let candidate = CandidateRouteHop::PublicHop {
2534 short_channel_id: 43,
2536 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2537 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2538 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2539 let candidate = CandidateRouteHop::PublicHop {
2541 short_channel_id: 44,
2543 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2545 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2547 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2548 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2549 let candidate = CandidateRouteHop::PublicHop {
2551 short_channel_id: 42,
2553 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2554 // Note that a default liquidity bound is used for B -> C as no channel exists
2555 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2556 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2557 let candidate = CandidateRouteHop::PublicHop {
2559 short_channel_id: 43,
2561 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2562 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2563 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2564 let candidate = CandidateRouteHop::PublicHop {
2566 short_channel_id: 44,
2568 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2572 fn reduces_liquidity_upper_bound_along_path_on_success() {
2573 let logger = TestLogger::new();
2574 let network_graph = network_graph(&logger);
2575 let params = ProbabilisticScoringFeeParameters {
2576 liquidity_penalty_multiplier_msat: 1_000,
2577 ..ProbabilisticScoringFeeParameters::zero_penalty()
2579 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2580 let source = source_node_id();
2581 let usage = ChannelUsage {
2583 inflight_htlc_msat: 0,
2584 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2586 let network_graph = network_graph.read_only().channels().clone();
2587 let channel_42 = network_graph.get(&42).unwrap();
2588 let channel_43 = network_graph.get(&43).unwrap();
2589 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2590 let candidate_41 = CandidateRouteHop::PublicHop {
2592 short_channel_id: 41,
2594 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2595 let candidate_42 = CandidateRouteHop::PublicHop {
2597 short_channel_id: 42,
2599 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2600 let candidate_43 = CandidateRouteHop::PublicHop {
2602 short_channel_id: 43,
2604 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2605 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2606 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2608 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2610 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2611 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2612 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2616 fn decays_liquidity_bounds_over_time() {
2617 let logger = TestLogger::new();
2618 let network_graph = network_graph(&logger);
2619 let params = ProbabilisticScoringFeeParameters {
2620 liquidity_penalty_multiplier_msat: 1_000,
2621 considered_impossible_penalty_msat: u64::max_value(),
2622 ..ProbabilisticScoringFeeParameters::zero_penalty()
2624 let decay_params = ProbabilisticScoringDecayParameters {
2625 liquidity_offset_half_life: Duration::from_secs(10),
2626 ..ProbabilisticScoringDecayParameters::zero_penalty()
2628 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2629 let source = source_node_id();
2631 let usage = ChannelUsage {
2633 inflight_htlc_msat: 0,
2634 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2636 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2637 let (info, _) = channel.as_directed_from(&source).unwrap();
2638 let candidate = CandidateRouteHop::PublicHop {
2640 short_channel_id: 42,
2642 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2643 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2644 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2646 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2647 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2649 // Initial penalties
2650 let usage = ChannelUsage { amount_msat: 128, ..usage };
2651 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2652 let usage = ChannelUsage { amount_msat: 256, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2654 let usage = ChannelUsage { amount_msat: 768, ..usage };
2655 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2656 let usage = ChannelUsage { amount_msat: 896, ..usage };
2657 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2659 // Half decay (i.e., three-quarter life)
2660 scorer.decay_liquidity_certainty(Duration::from_secs(5));
2661 let usage = ChannelUsage { amount_msat: 128, ..usage };
2662 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2663 let usage = ChannelUsage { amount_msat: 256, ..usage };
2664 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2665 let usage = ChannelUsage { amount_msat: 768, ..usage };
2666 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2667 let usage = ChannelUsage { amount_msat: 896, ..usage };
2668 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2670 // One decay (i.e., half life)
2671 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2672 let usage = ChannelUsage { amount_msat: 64, ..usage };
2673 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2674 let usage = ChannelUsage { amount_msat: 128, ..usage };
2675 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2676 let usage = ChannelUsage { amount_msat: 896, ..usage };
2677 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2678 let usage = ChannelUsage { amount_msat: 960, ..usage };
2679 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2681 // Fully decay liquidity lower bound.
2682 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
2683 let usage = ChannelUsage { amount_msat: 0, ..usage };
2684 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2685 let usage = ChannelUsage { amount_msat: 1, ..usage };
2686 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2687 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2688 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2689 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2690 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2692 // Fully decay liquidity upper bound.
2693 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
2694 let usage = ChannelUsage { amount_msat: 0, ..usage };
2695 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2696 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2697 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2699 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
2700 let usage = ChannelUsage { amount_msat: 0, ..usage };
2701 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2702 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2703 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2707 fn restricts_liquidity_bounds_after_decay() {
2708 let logger = TestLogger::new();
2709 let network_graph = network_graph(&logger);
2710 let params = ProbabilisticScoringFeeParameters {
2711 liquidity_penalty_multiplier_msat: 1_000,
2712 ..ProbabilisticScoringFeeParameters::zero_penalty()
2714 let decay_params = ProbabilisticScoringDecayParameters {
2715 liquidity_offset_half_life: Duration::from_secs(10),
2716 ..ProbabilisticScoringDecayParameters::default()
2718 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2719 let source = source_node_id();
2720 let usage = ChannelUsage {
2722 inflight_htlc_msat: 0,
2723 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2725 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2726 let (info, _) = channel.as_directed_from(&source).unwrap();
2727 let candidate = CandidateRouteHop::PublicHop {
2729 short_channel_id: 42,
2732 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2734 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2735 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2736 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
2737 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2739 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2740 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2741 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
2743 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2744 // is closer to the upper bound, meaning a higher penalty.
2745 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
2746 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
2748 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2749 // is closer to the lower bound, meaning a lower penalty.
2750 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
2751 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
2753 // Further decaying affects the lower bound more than the upper bound (128, 928).
2754 scorer.decay_liquidity_certainty(Duration::from_secs(20));
2755 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
2759 fn restores_persisted_liquidity_bounds() {
2760 let logger = TestLogger::new();
2761 let network_graph = network_graph(&logger);
2762 let params = ProbabilisticScoringFeeParameters {
2763 liquidity_penalty_multiplier_msat: 1_000,
2764 considered_impossible_penalty_msat: u64::max_value(),
2765 ..ProbabilisticScoringFeeParameters::zero_penalty()
2767 let decay_params = ProbabilisticScoringDecayParameters {
2768 liquidity_offset_half_life: Duration::from_secs(10),
2769 ..ProbabilisticScoringDecayParameters::default()
2771 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2772 let source = source_node_id();
2773 let usage = ChannelUsage {
2775 inflight_htlc_msat: 0,
2776 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2779 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2780 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2781 let (info, _) = channel.as_directed_from(&source).unwrap();
2782 let candidate = CandidateRouteHop::PublicHop {
2784 short_channel_id: 42,
2786 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2788 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2789 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2791 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2792 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2794 let mut serialized_scorer = Vec::new();
2795 scorer.write(&mut serialized_scorer).unwrap();
2797 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2798 let deserialized_scorer =
2799 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2800 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2803 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
2804 let logger = TestLogger::new();
2805 let network_graph = network_graph(&logger);
2806 let params = ProbabilisticScoringFeeParameters {
2807 liquidity_penalty_multiplier_msat: 1_000,
2808 considered_impossible_penalty_msat: u64::max_value(),
2809 ..ProbabilisticScoringFeeParameters::zero_penalty()
2811 let decay_params = ProbabilisticScoringDecayParameters {
2812 liquidity_offset_half_life: Duration::from_secs(10),
2813 ..ProbabilisticScoringDecayParameters::zero_penalty()
2815 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2816 let source = source_node_id();
2817 let usage = ChannelUsage {
2819 inflight_htlc_msat: 0,
2820 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2823 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
2824 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2825 let (info, _) = channel.as_directed_from(&source).unwrap();
2826 let candidate = CandidateRouteHop::PublicHop {
2828 short_channel_id: 42,
2830 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2832 if decay_before_reload {
2833 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2836 let mut serialized_scorer = Vec::new();
2837 scorer.write(&mut serialized_scorer).unwrap();
2839 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2840 let mut deserialized_scorer =
2841 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2842 if !decay_before_reload {
2843 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2844 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
2846 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
2848 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
2849 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2851 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
2852 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
2856 fn decays_persisted_liquidity_bounds() {
2857 do_decays_persisted_liquidity_bounds(false);
2858 do_decays_persisted_liquidity_bounds(true);
2862 fn scores_realistic_payments() {
2863 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2864 // 50k sat reserve).
2865 let logger = TestLogger::new();
2866 let network_graph = network_graph(&logger);
2867 let params = ProbabilisticScoringFeeParameters::default();
2868 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2869 let source = source_node_id();
2871 let usage = ChannelUsage {
2872 amount_msat: 100_000_000,
2873 inflight_htlc_msat: 0,
2874 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2876 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2877 let (info, _) = channel.as_directed_from(&source).unwrap();
2878 let candidate = CandidateRouteHop::PublicHop {
2880 short_channel_id: 42,
2882 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
2883 let usage = ChannelUsage {
2884 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2886 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
2887 let usage = ChannelUsage {
2888 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2890 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
2891 let usage = ChannelUsage {
2892 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2894 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
2895 let usage = ChannelUsage {
2896 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2898 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
2899 let usage = ChannelUsage {
2900 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2902 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
2903 let usage = ChannelUsage {
2904 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2906 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
2907 let usage = ChannelUsage {
2908 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2910 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
2911 let usage = ChannelUsage {
2912 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2914 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
2915 let usage = ChannelUsage {
2916 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2918 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
2919 let usage = ChannelUsage {
2920 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2922 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
2926 fn adds_base_penalty_to_liquidity_penalty() {
2927 let logger = TestLogger::new();
2928 let network_graph = network_graph(&logger);
2929 let source = source_node_id();
2930 let usage = ChannelUsage {
2932 inflight_htlc_msat: 0,
2933 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2936 let params = ProbabilisticScoringFeeParameters {
2937 liquidity_penalty_multiplier_msat: 1_000,
2938 ..ProbabilisticScoringFeeParameters::zero_penalty()
2940 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2941 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2942 let (info, _) = channel.as_directed_from(&source).unwrap();
2943 let candidate = CandidateRouteHop::PublicHop {
2945 short_channel_id: 42,
2947 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2949 let params = ProbabilisticScoringFeeParameters {
2950 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2951 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2953 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2954 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
2956 let params = ProbabilisticScoringFeeParameters {
2957 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2958 base_penalty_amount_multiplier_msat: (1 << 30),
2959 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2962 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2963 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
2967 fn adds_amount_penalty_to_liquidity_penalty() {
2968 let logger = TestLogger::new();
2969 let network_graph = network_graph(&logger);
2970 let source = source_node_id();
2971 let usage = ChannelUsage {
2972 amount_msat: 512_000,
2973 inflight_htlc_msat: 0,
2974 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2977 let params = ProbabilisticScoringFeeParameters {
2978 liquidity_penalty_multiplier_msat: 1_000,
2979 liquidity_penalty_amount_multiplier_msat: 0,
2980 ..ProbabilisticScoringFeeParameters::zero_penalty()
2982 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2983 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2984 let (info, _) = channel.as_directed_from(&source).unwrap();
2985 let candidate = CandidateRouteHop::PublicHop {
2987 short_channel_id: 42,
2989 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2991 let params = ProbabilisticScoringFeeParameters {
2992 liquidity_penalty_multiplier_msat: 1_000,
2993 liquidity_penalty_amount_multiplier_msat: 256,
2994 ..ProbabilisticScoringFeeParameters::zero_penalty()
2996 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2997 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3001 fn calculates_log10_without_overflowing_u64_max_value() {
3002 let logger = TestLogger::new();
3003 let network_graph = network_graph(&logger);
3004 let source = source_node_id();
3005 let usage = ChannelUsage {
3006 amount_msat: u64::max_value(),
3007 inflight_htlc_msat: 0,
3008 effective_capacity: EffectiveCapacity::Infinite,
3010 let params = ProbabilisticScoringFeeParameters {
3011 liquidity_penalty_multiplier_msat: 40_000,
3012 ..ProbabilisticScoringFeeParameters::zero_penalty()
3014 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3015 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3016 let (info, _) = channel.as_directed_from(&source).unwrap();
3017 let candidate = CandidateRouteHop::PublicHop {
3019 short_channel_id: 42,
3021 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3022 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3026 fn accounts_for_inflight_htlc_usage() {
3027 let logger = TestLogger::new();
3028 let network_graph = network_graph(&logger);
3029 let params = ProbabilisticScoringFeeParameters {
3030 considered_impossible_penalty_msat: u64::max_value(),
3031 ..ProbabilisticScoringFeeParameters::zero_penalty()
3033 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3034 let source = source_node_id();
3036 let usage = ChannelUsage {
3038 inflight_htlc_msat: 0,
3039 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3041 let network_graph = network_graph.read_only();
3042 let channel = network_graph.channel(42).unwrap();
3043 let (info, _) = channel.as_directed_from(&source).unwrap();
3044 let candidate = CandidateRouteHop::PublicHop {
3046 short_channel_id: 42,
3048 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3050 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3055 fn removes_uncertainity_when_exact_liquidity_known() {
3056 let logger = TestLogger::new();
3057 let network_graph = network_graph(&logger);
3058 let params = ProbabilisticScoringFeeParameters::default();
3059 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3060 let source = source_node_id();
3062 let base_penalty_msat = params.base_penalty_msat;
3063 let usage = ChannelUsage {
3065 inflight_htlc_msat: 0,
3066 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3068 let network_graph = network_graph.read_only();
3069 let channel = network_graph.channel(42).unwrap();
3070 let (info, _) = channel.as_directed_from(&source).unwrap();
3071 let candidate = CandidateRouteHop::PublicHop {
3073 short_channel_id: 42,
3075 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3077 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3078 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3080 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3081 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3085 fn remembers_historical_failures() {
3086 let logger = TestLogger::new();
3087 let network_graph = network_graph(&logger);
3088 let params = ProbabilisticScoringFeeParameters {
3089 historical_liquidity_penalty_multiplier_msat: 1024,
3090 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3091 ..ProbabilisticScoringFeeParameters::zero_penalty()
3093 let decay_params = ProbabilisticScoringDecayParameters {
3094 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3095 historical_no_updates_half_life: Duration::from_secs(10),
3097 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3098 let source = source_node_id();
3099 let target = target_node_id();
3101 let usage = ChannelUsage {
3103 inflight_htlc_msat: 0,
3104 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3106 let usage_1 = ChannelUsage {
3108 inflight_htlc_msat: 0,
3109 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3113 let network_graph = network_graph.read_only();
3114 let channel = network_graph.channel(42).unwrap();
3115 let (info, _) = channel.as_directed_from(&source).unwrap();
3116 let candidate = CandidateRouteHop::PublicHop {
3118 short_channel_id: 42,
3121 // With no historical data the normal liquidity penalty calculation is used.
3122 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3124 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3126 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3129 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3131 let network_graph = network_graph.read_only();
3132 let channel = network_graph.channel(42).unwrap();
3133 let (info, _) = channel.as_directed_from(&source).unwrap();
3134 let candidate = CandidateRouteHop::PublicHop {
3136 short_channel_id: 42,
3139 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3140 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3142 // The "it failed" increment is 32, where the probability should lie several buckets into
3143 // the first octile.
3144 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3145 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3146 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3147 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3149 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3152 // Even after we tell the scorer we definitely have enough available liquidity, it will
3153 // still remember that there was some failure in the past, and assign a non-0 penalty.
3154 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3156 let network_graph = network_graph.read_only();
3157 let channel = network_graph.channel(42).unwrap();
3158 let (info, _) = channel.as_directed_from(&source).unwrap();
3159 let candidate = CandidateRouteHop::PublicHop {
3161 short_channel_id: 42,
3164 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3166 // The first points should be decayed just slightly and the last bucket has a new point.
3167 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3168 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3169 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3171 // The exact success probability is a bit complicated and involves integer rounding, so we
3172 // simply check bounds here.
3173 let five_hundred_prob =
3174 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3175 assert!(five_hundred_prob > 0.59);
3176 assert!(five_hundred_prob < 0.60);
3178 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3179 assert!(one_prob < 0.85);
3180 assert!(one_prob > 0.84);
3182 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3183 // gone), and check that we're back to where we started.
3184 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
3186 let network_graph = network_graph.read_only();
3187 let channel = network_graph.channel(42).unwrap();
3188 let (info, _) = channel.as_directed_from(&source).unwrap();
3189 let candidate = CandidateRouteHop::PublicHop {
3191 short_channel_id: 42,
3194 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3196 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3197 // data entirely instead.
3198 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3199 Some(([0; 32], [0; 32])));
3200 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3202 let mut usage = ChannelUsage {
3204 inflight_htlc_msat: 1024,
3205 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3207 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3209 let network_graph = network_graph.read_only();
3210 let channel = network_graph.channel(42).unwrap();
3211 let (info, _) = channel.as_directed_from(&source).unwrap();
3212 let candidate = CandidateRouteHop::PublicHop {
3214 short_channel_id: 42,
3217 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3219 let usage = ChannelUsage {
3221 inflight_htlc_msat: 0,
3222 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3224 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3227 // Advance to decay all liquidity offsets to zero.
3228 scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
3230 // Once even the bounds have decayed information about the channel should be removed
3232 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3235 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3236 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3238 path_hop(target_pubkey(), 43, 2),
3239 path_hop(source_pubkey(), 42, 1),
3240 path_hop(sender_pubkey(), 41, 0),
3242 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3246 fn adds_anti_probing_penalty() {
3247 let logger = TestLogger::new();
3248 let network_graph = network_graph(&logger);
3249 let source = source_node_id();
3250 let params = ProbabilisticScoringFeeParameters {
3251 anti_probing_penalty_msat: 500,
3252 ..ProbabilisticScoringFeeParameters::zero_penalty()
3254 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3256 // Check we receive no penalty for a low htlc_maximum_msat.
3257 let usage = ChannelUsage {
3258 amount_msat: 512_000,
3259 inflight_htlc_msat: 0,
3260 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3262 let network_graph = network_graph.read_only();
3263 let channel = network_graph.channel(42).unwrap();
3264 let (info, _) = channel.as_directed_from(&source).unwrap();
3265 let candidate = CandidateRouteHop::PublicHop {
3267 short_channel_id: 42,
3269 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3271 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3272 let usage = ChannelUsage {
3273 amount_msat: 512_000,
3274 inflight_htlc_msat: 0,
3275 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3277 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3279 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3280 let usage = ChannelUsage {
3281 amount_msat: 512_000,
3282 inflight_htlc_msat: 0,
3283 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3285 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3287 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3288 let usage = ChannelUsage {
3289 amount_msat: 512_000,
3290 inflight_htlc_msat: 0,
3291 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3293 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3297 fn scores_with_blinded_path() {
3298 // Make sure we'll account for a blinded path's final_value_msat in scoring
3299 let logger = TestLogger::new();
3300 let network_graph = network_graph(&logger);
3301 let params = ProbabilisticScoringFeeParameters {
3302 liquidity_penalty_multiplier_msat: 1_000,
3303 ..ProbabilisticScoringFeeParameters::zero_penalty()
3305 let decay_params = ProbabilisticScoringDecayParameters::default();
3306 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3307 let source = source_node_id();
3308 let usage = ChannelUsage {
3310 inflight_htlc_msat: 0,
3311 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3313 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3314 let (info, target) = channel.as_directed_from(&source).unwrap();
3315 let candidate = CandidateRouteHop::PublicHop {
3317 short_channel_id: 42,
3319 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3321 let mut path = payment_path_for_amount(768);
3322 let recipient_hop = path.hops.pop().unwrap();
3323 let blinded_path = BlindedPath {
3324 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3325 blinding_point: test_utils::pubkey(42),
3327 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3330 path.blinded_tail = Some(BlindedTail {
3331 hops: blinded_path.blinded_hops,
3332 blinding_point: blinded_path.blinding_point,
3333 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3334 final_value_msat: recipient_hop.fee_msat,
3337 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3338 // final value is taken into account.
3339 assert!(scorer.channel_liquidities.get(&42).is_none());
3341 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3342 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3343 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3345 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3346 .as_directed(&source, &target, 1_000);
3347 assert_eq!(liquidity.min_liquidity_msat(), 256);
3348 assert_eq!(liquidity.max_liquidity_msat(), 768);
3352 fn realistic_historical_failures() {
3353 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3354 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3356 let logger = TestLogger::new();
3357 let mut network_graph = network_graph(&logger);
3358 let params = ProbabilisticScoringFeeParameters {
3359 historical_liquidity_penalty_multiplier_msat: 1024,
3360 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3361 ..ProbabilisticScoringFeeParameters::zero_penalty()
3363 let decay_params = ProbabilisticScoringDecayParameters {
3364 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3365 historical_no_updates_half_life: Duration::from_secs(10),
3366 ..ProbabilisticScoringDecayParameters::default()
3369 let capacity_msat = 100_000_000_000;
3370 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3371 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3373 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3374 let source = source_node_id();
3376 let mut amount_msat = 10_000_000;
3377 let usage = ChannelUsage {
3379 inflight_htlc_msat: 0,
3380 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3382 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3383 let (info, target) = channel.as_directed_from(&source).unwrap();
3384 let candidate = CandidateRouteHop::PublicHop {
3386 short_channel_id: 42,
3388 // With no historical data the normal liquidity penalty calculation is used, which results
3389 // in a success probability of ~75%.
3390 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3391 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3393 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3396 // Fail to pay once, and then check the buckets and penalty.
3397 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3398 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3399 // same bucket which is the only maximum datapoint.
3400 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3401 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3402 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3403 // 6k sats and 12k sats).
3404 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3405 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3406 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3407 // The success probability estimate itself should be zero.
3408 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3411 // Now test again with the amount in the bottom bucket.
3413 // The new amount is entirely within the only minimum bucket with score, so the probability
3414 // we assign is 1/2.
3415 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3418 // ...but once we see a failure, we consider the payment to be substantially less likely,
3419 // even though not a probability of zero as we still look at the second max bucket which
3421 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3422 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3423 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3424 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3425 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3433 use criterion::Criterion;
3434 use crate::routing::router::{bench_utils, RouteHop};
3435 use crate::util::test_utils::TestLogger;
3436 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3438 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3439 let logger = TestLogger::new();
3440 let (network_graph, mut scorer) = bench_utils::read_graph_scorer(&logger).unwrap();
3441 let mut cur_time = Duration::ZERO;
3442 cur_time += Duration::from_millis(1);
3443 scorer.decay_liquidity_certainty(cur_time);
3444 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3445 cur_time += Duration::from_millis(1);
3446 scorer.decay_liquidity_certainty(cur_time);