//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
//! # let random_seed_bytes = [42u8; 32];
//!
-//! let route = find_route(&payer, &route_params, &network_graph.read_only(), None, &logger, &scorer, &random_seed_bytes);
+//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
//! # }
//! ```
//!
use prelude::*;
use core::fmt;
-use core::cell::{RefCell, RefMut};
+#[cfg(not(c_bindings))]
+use core::cell::RefCell;
+use core::cell::RefMut;
use core::ops::{Deref, DerefMut};
use core::time::Duration;
use io::{self, Read};
/// Handles updating channel penalties after successfully routing along a path.
fn payment_path_successful(&mut self, path: &[&RouteHop]);
+
+ /// Handles updating channel penalties after a probe over the given path failed.
+ fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
+
+ /// Handles updating channel penalties after a probe over the given path succeeded.
+ fn probe_successful(&mut self, path: &[&RouteHop]);
}
impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
fn payment_path_successful(&mut self, path: &[&RouteHop]) {
self.deref_mut().payment_path_successful(path)
}
+
+ fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ self.deref_mut().probe_failed(path, short_channel_id)
+ }
+
+ fn probe_successful(&mut self, path: &[&RouteHop]) {
+ self.deref_mut().probe_successful(path)
+ }
}
} }
///
/// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
/// use the Persister to persist it.
+#[cfg(not(c_bindings))] // This doesn't make sense in bindings as all `Score`s are `Writeable`.
pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
+#[cfg(not(c_bindings))] // This doesn't make sense in bindings as all `Score`s are `Writeable`.
impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
-/// (C-not exported)
+#[cfg(not(c_bindings))]
impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
type Locked = MutexGuard<'a, T>;
}
}
+#[cfg(not(c_bindings))]
impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
type Locked = RefMut<'a, T>;
}
#[cfg(c_bindings)]
/// (C-not exported)
-impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
- type Locked = MutexGuard<'a, T>;
+impl<'a, S: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<S> {
+ type Locked = MutexGuard<'a, S>;
- fn lock(&'a self) -> MutexGuard<'a, T> {
+ fn lock(&'a self) -> MutexGuard<'a, S> {
Mutex::lock(&self.score).unwrap()
}
}
+#[cfg(c_bindings)]
+impl<S: Score> Writeable for MultiThreadedLockableScore<S> {
+ fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+ S::write(&*self.lock(), writer)
+ }
+}
+
#[cfg(c_bindings)]
impl<T: Score> MultiThreadedLockableScore<T> {
/// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+
+ fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+
+ fn probe_successful(&mut self, _path: &[&RouteHop]) {}
}
impl Writeable for FixedPenaltyScorer {
}
#[cfg(not(feature = "no-std"))]
-type ConfiguredTime = std::time::Instant;
-#[cfg(feature = "no-std")]
-use util::time::Eternity;
+/// [`Score`] implementation using channel success probability distributions.
+///
+/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
+/// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
+/// Then the negative `log10` of the success probability is used to determine the cost of routing a
+/// specific HTLC amount through a channel.
+///
+/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
+/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
+/// [`ProbabilisticScoringParameters`] for details.
+///
+/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
+/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
+/// volume are more likely to experience failed payment paths, which would need to be retried.
+///
+/// # Note
+///
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
+///
+/// [1]: https://arxiv.org/abs/2107.05322
+pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, std::time::Instant>;
#[cfg(feature = "no-std")]
-type ConfiguredTime = Eternity;
-
/// [`Score`] implementation using channel success probability distributions.
///
/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
/// behavior.
///
/// [1]: https://arxiv.org/abs/2107.05322
-pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
+pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ::util::time::Eternity>;
/// Probabilistic [`Score`] implementation.
///
///
/// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
-#[derive(Clone, Copy)]
+///
+/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
+/// parameters here.
+#[derive(Clone)]
pub struct ProbabilisticScoringParameters {
/// A fixed penalty in msats to apply to each channel.
///
/// Default value: 500 msat
pub base_penalty_msat: u64,
+ /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
+ /// channel, in excess of the [`base_penalty_msat`].
+ ///
+ /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
+ /// fees plus penalty) for large payments. The penalty is computed as the product of this
+ /// multiplier and `2^30`ths of the payment amount.
+ ///
+ /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
+ ///
+ /// Default value: 8,192 msat
+ ///
+ /// [`base_penalty_msat`]: Self::base_penalty_msat
+ pub base_penalty_amount_multiplier_msat: u64,
+
/// A multiplier used in conjunction with the negative `log10` of the channel's success
/// probability for a payment to determine the liquidity penalty.
///
/// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
/// success probability.
///
- /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
+ /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
///
/// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
/// the amount will result in a penalty of the multiplier. And, as the success probability
/// fall below `1`.
///
/// Default value: 256 msat
- pub amount_penalty_multiplier_msat: u64,
+ pub liquidity_penalty_amount_multiplier_msat: u64,
+
+ /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
+ /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
+ /// considered during path finding.
+ ///
+ /// (C-not exported)
+ pub manual_node_penalties: HashMap<NodeId, u64>,
+
+ /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
+ /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
+ /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
+ /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
+ ///
+ /// Default value: 250 msat
+ pub anti_probing_penalty_msat: u64,
+
+ /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
+ /// current estimate of the channel's available liquidity.
+ ///
+ /// Note that in this case all other penalties, including the
+ /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
+ /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
+ /// applicable, are still included in the overall penalty.
+ ///
+ /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
+ /// `u64::max_value()` will guarantee that.
+ ///
+ /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
+ ///
+ /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
+ /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
+ /// [`base_penalty_msat`]: Self::base_penalty_msat
+ /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
+ pub considered_impossible_penalty_msat: u64,
}
/// Accounting for channel liquidity balance uncertainty.
}
None
}
+
+ /// Marks the node with the given `node_id` as banned, i.e.,
+ /// it will be avoided during path finding.
+ pub fn add_banned(&mut self, node_id: &NodeId) {
+ self.params.manual_node_penalties.insert(*node_id, u64::max_value());
+ }
+
+ /// Removes the node with the given `node_id` from the list of nodes to avoid.
+ pub fn remove_banned(&mut self, node_id: &NodeId) {
+ self.params.manual_node_penalties.remove(node_id);
+ }
+
+ /// Sets a manual penalty for the given node.
+ pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
+ self.params.manual_node_penalties.insert(*node_id, penalty);
+ }
+
+ /// Removes the node with the given `node_id` from the list of manual penalties.
+ pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
+ self.params.manual_node_penalties.remove(node_id);
+ }
+
+ /// Clears the list of manual penalties that are applied during path finding.
+ pub fn clear_manual_penalties(&mut self) {
+ self.params.manual_node_penalties = HashMap::new();
+ }
}
impl ProbabilisticScoringParameters {
fn zero_penalty() -> Self {
Self {
base_penalty_msat: 0,
+ base_penalty_amount_multiplier_msat: 0,
liquidity_penalty_multiplier_msat: 0,
liquidity_offset_half_life: Duration::from_secs(3600),
- amount_penalty_multiplier_msat: 0,
+ liquidity_penalty_amount_multiplier_msat: 0,
+ manual_node_penalties: HashMap::new(),
+ anti_probing_penalty_msat: 0,
+ considered_impossible_penalty_msat: 0,
+ }
+ }
+
+ /// Marks all nodes in the given list as banned, i.e.,
+ /// they will be avoided during path finding.
+ pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
+ for id in node_ids {
+ self.manual_node_penalties.insert(id, u64::max_value());
}
}
}
fn default() -> Self {
Self {
base_penalty_msat: 500,
+ base_penalty_amount_multiplier_msat: 8192,
liquidity_penalty_multiplier_msat: 40_000,
liquidity_offset_half_life: Duration::from_secs(3600),
- amount_penalty_multiplier_msat: 256,
+ liquidity_penalty_amount_multiplier_msat: 256,
+ manual_node_penalties: HashMap::new(),
+ anti_probing_penalty_msat: 250,
+ considered_impossible_penalty_msat: 1_0000_0000_000,
}
}
}
/// The divisor used when computing the amount penalty.
const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
+const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
- /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
- /// direction.
- fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
+ /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
+ /// this direction.
+ fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
let max_liquidity_msat = self.max_liquidity_msat();
let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
if amount_msat <= min_liquidity_msat {
0
} else if amount_msat >= max_liquidity_msat {
- if amount_msat > max_liquidity_msat {
- u64::max_value()
- } else if max_liquidity_msat != self.capacity_msat {
- // Avoid using the failed channel on retry.
- u64::max_value()
- } else {
- // Equivalent to hitting the else clause below with the amount equal to the
- // effective capacity and without any certainty on the liquidity upper bound.
- let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
- self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
- }
+ // Equivalent to hitting the else clause below with the amount equal to the effective
+ // capacity and without any certainty on the liquidity upper bound, plus the
+ // impossibility penalty.
+ let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
+ self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
+ .saturating_add(params.considered_impossible_penalty_msat)
} else {
let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
// If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
// don't bother trying to use the log approximation as it gets too noisy to be
- // particularly helpful, instead just round down to 0 and return the base penalty.
- params.base_penalty_msat
+ // particularly helpful, instead just round down to 0.
+ 0
} else {
let negative_log10_times_2048 =
approx::negative_log10_times_2048(numerator, denominator);
}
}
- /// Computes the liquidity and amount penalties and adds them to the base penalty.
+ /// Computes the liquidity penalty from the penalty multipliers.
#[inline(always)]
fn combined_penalty_msat(
&self, amount_msat: u64, negative_log10_times_2048: u64,
- params: ProbabilisticScoringParameters
+ params: &ProbabilisticScoringParameters
) -> u64 {
let liquidity_penalty_msat = {
// Upper bound the liquidity penalty to ensure some channel is selected.
(negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
};
let amount_penalty_msat = negative_log10_times_2048
- .saturating_mul(params.amount_penalty_multiplier_msat)
+ .saturating_mul(params.liquidity_penalty_amount_multiplier_msat)
.saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
- params.base_penalty_msat
- .saturating_add(liquidity_penalty_msat)
- .saturating_add(amount_penalty_msat)
+ liquidity_penalty_msat.saturating_add(amount_penalty_msat)
}
/// Returns the lower bound of the channel liquidity balance in this direction.
fn channel_penalty_msat(
&self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
) -> u64 {
- if let EffectiveCapacity::ExactLiquidity { liquidity_msat } = usage.effective_capacity {
- if usage.amount_msat > liquidity_msat {
- return u64::max_value();
- } else {
- return self.params.base_penalty_msat;
- };
+ if let Some(penalty) = self.params.manual_node_penalties.get(target) {
+ return *penalty;
+ }
+
+ let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
+ self.params.base_penalty_amount_multiplier_msat
+ .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
+
+ let mut anti_probing_penalty_msat = 0;
+ match usage.effective_capacity {
+ EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
+ if usage.amount_msat > liquidity_msat {
+ return u64::max_value();
+ } else {
+ return base_penalty_msat;
+ }
+ },
+ EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => {
+ if htlc_maximum_msat >= capacity_msat/2 {
+ anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
+ }
+ },
+ _ => {},
}
let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
.get(&short_channel_id)
.unwrap_or(&ChannelLiquidity::new())
.as_directed(source, target, capacity_msat, liquidity_offset_half_life)
- .penalty_msat(amount_msat, self.params)
+ .penalty_msat(amount_msat, &self.params)
+ .saturating_add(anti_probing_penalty_msat)
+ .saturating_add(base_penalty_msat)
}
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
}
}
}
+
+ fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ self.payment_path_failed(path, short_channel_id)
+ }
+
+ fn probe_successful(&mut self, path: &[&RouteHop]) {
+ self.payment_path_failed(path, u64::max_value())
+ }
}
mod approx {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
write_tlv_fields!(w, {
- (0, self.channel_liquidities, required)
+ (0, self.channel_liquidities, required),
});
Ok(())
}
let (params, network_graph, logger) = args;
let mut channel_liquidities = HashMap::new();
read_tlv_fields!(r, {
- (0, channel_liquidities, required)
+ (0, channel_liquidities, required),
});
Ok(Self {
params,
(2, max_liquidity_offset_msat, required),
(4, duration_since_epoch, required),
});
+ // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
+ // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
+ // is a time from a monotonic clock usually represented as an offset against boot time).
+ // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
+ // from the one that was written. However, because `Instant` can panic if we construct one
+ // in the future, we must handle wallclock time jumping backwards, which we do by simply
+ // using `Instant::now()` in that case.
+ let wall_clock_now = T::duration_since_epoch();
+ let now = T::now();
+ let last_updated = if wall_clock_now > duration_since_epoch {
+ now - (wall_clock_now - duration_since_epoch)
+ } else { now };
Ok(Self {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
- last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
+ last_updated,
})
}
}
use util::time::tests::SinceEpoch;
use ln::features::{ChannelFeatures, NodeFeatures};
- use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
+ use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
use routing::router::RouteHop;
use routing::scoring::{ChannelUsage, Score};
flags,
cltv_expiry_delta: 18,
htlc_minimum_msat: 0,
- htlc_maximum_msat: OptionalField::Present(1_000),
+ htlc_maximum_msat: 1_000,
fee_base_msat: 1,
fee_proportional_millionths: 0,
excess_data: Vec::new(),
let usage = ChannelUsage {
amount_msat: 1_024,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 10_240, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 102_400, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
- let usage = ChannelUsage { amount_msat: 1_024_000, ..usage };
+ let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
let usage = ChannelUsage {
amount_msat: 128,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
let usage = ChannelUsage { amount_msat: 256, ..usage };
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
let usage = ChannelUsage {
amount_msat: 39,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 100 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 50, ..usage };
let usage = ChannelUsage {
amount_msat: 500,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
let failed_path = payment_path_for_amount(500);
let successful_path = payment_path_for_amount(200);
let usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
let usage = ChannelUsage { amount_msat: 500, ..usage };
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
let usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
let usage = ChannelUsage { amount_msat: 500, ..usage };
let usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
let path = payment_path_for_amount(500);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
let usage = ChannelUsage {
amount_msat: 0,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
- let usage = ChannelUsage { amount_msat: 1_024, ..usage };
+ let usage = ChannelUsage { amount_msat: 1_023, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
// Fully decay liquidity upper bound.
SinceEpoch::advance(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
SinceEpoch::advance(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
}
#[test]
let usage = ChannelUsage {
amount_msat: 256,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
let usage = ChannelUsage {
amount_msat: 512,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
let source = source_node_id();
let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 500,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
let source = source_node_id();
let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 500,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
let usage = ChannelUsage {
amount_msat: 100_000_000,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 3613);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1977);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1474);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1223);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1985);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 877);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1639);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 845);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1607);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
let usage = ChannelUsage {
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000 }, ..usage
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
}
#[test]
let usage = ChannelUsage {
amount_msat: 128,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
};
let params = ProbabilisticScoringParameters {
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
let params = ProbabilisticScoringParameters {
- base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
+ anti_probing_penalty_msat: 0, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
+ base_penalty_amount_multiplier_msat: (1 << 30),
+ anti_probing_penalty_msat: 0, ..Default::default()
+ };
+
+ let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
}
#[test]
let usage = ChannelUsage {
amount_msat: 512_000,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
};
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
- amount_penalty_multiplier_msat: 0,
+ liquidity_penalty_amount_multiplier_msat: 0,
..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
- amount_penalty_multiplier_msat: 256,
+ liquidity_penalty_amount_multiplier_msat: 256,
..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
fn accounts_for_inflight_htlc_usage() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters::default();
+ let params = ProbabilisticScoringParameters {
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
let source = source_node_id();
let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 750,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
};
assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringParameters::default();
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
let source = source_node_id();
let target = target_node_id();
let usage = ChannelUsage { amount_msat: 1_001, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
}
+
+ #[test]
+ fn adds_anti_probing_penalty() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_node_id();
+ let target = target_node_id();
+ let params = ProbabilisticScoringParameters {
+ anti_probing_penalty_msat: 500,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+
+ // Check we receive no penalty for a low htlc_maximum_msat.
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+
+ // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_024_000) },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+
+ // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(512_000) },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+
+ // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(511_999) },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ }
}