//! # use lightning::routing::gossip::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
-//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
+//! # use lightning::chain::keysinterface::KeysManager;
//! # use lightning::util::logger::{Logger, Record};
//! # use bitcoin::secp256k1::PublicKey;
//! #
}
/// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
-#[derive(Clone, Copy, Debug)]
+#[derive(Clone, Copy, Debug, PartialEq)]
pub struct ChannelUsage {
/// The amount to send through the channel, denominated in millisatoshis.
pub amount_msat: u64,
impl HistoricalBucketRangeTracker {
fn new() -> Self { Self { buckets: [0; 8] } }
- fn track_datapoint(&mut self, bucket_idx: u8) {
+ fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
// We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
// we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
//
//
// The constants were picked experimentally, selecting a decay amount that restricts us
// from overflowing buckets without having to cap them manually.
+
+ // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
+ // the channel's capacity, though the second should generally never happen.
+ debug_assert!(liquidity_offset_msat <= capacity_msat);
+ let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
+ .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
debug_assert!(bucket_idx < 8);
if bucket_idx < 8 {
for e in self.buckets.iter_mut() {
impl HistoricalMinMaxBuckets<'_> {
#[inline]
- fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
+ fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
+ -> ([u16; 8], [u16; 8], u32) {
+ let required_decays = now.duration_since(last_updated).as_secs()
+ .checked_div(half_life.as_secs())
+ .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+ let mut min_buckets = *self.min_liquidity_offset_history;
+ min_buckets.time_decay_data(required_decays);
+ let mut max_buckets = *self.max_liquidity_offset_history;
+ max_buckets.time_decay_data(required_decays);
+ (min_buckets.buckets, max_buckets.buckets, required_decays)
+ }
+
+ #[inline]
+ fn calculate_success_probability_times_billion<T: Time>(
+ &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
+ -> Option<u64> {
// If historical penalties are enabled, calculate the penalty by walking the set of
// historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
// each, calculate the probability of success given our payment amount, then total the
// less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
let mut total_valid_points_tracked = 0;
- // Rather than actually decaying the individual buckets, which would lose precision, we
- // simply track whether all buckets would be decayed to zero, in which case we treat it as
- // if we had no data.
- let mut is_fully_decayed = true;
- let mut check_track_bucket_contains_undecayed_points =
- |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
+ // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
+ // don't actually use the decayed buckets, though, as that would lose precision.
+ let (decayed_min_buckets, decayed_max_buckets, required_decays) =
+ self.get_decayed_buckets(now, last_updated, half_life);
+ if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
+ return None;
+ }
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
- check_track_bucket_contains_undecayed_points(*min_bucket);
for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
- check_track_bucket_contains_undecayed_points(*max_bucket);
}
}
// If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
// it as if we were fully decayed.
- if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
+ if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
return None;
}
max_liquidity_offset_msat: L,
min_liquidity_offset_history: BRT,
max_liquidity_offset_history: BRT,
+ inflight_htlc_msat: u64,
capacity_msat: u64,
last_updated: U,
now: T,
/// Note that this writes roughly one line per channel for which we have a liquidity estimate,
/// which may be a substantial amount of log output.
pub fn debug_log_liquidity_stats(&self) {
+ let now = T::now();
+
let graph = self.network_graph.read_only();
for (scid, liq) in self.channel_liquidities.iter() {
if let Some(chan_debug) = graph.channels().get(scid) {
let log_direction = |source, target| {
if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, &self.params);
- log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
- source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
+ let dir_liq = liq.as_directed(source, target, 0, amt, &self.params);
+
+ let buckets = HistoricalMinMaxBuckets {
+ min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
+ max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
+ };
+ let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
+ *dir_liq.last_updated, self.params.historical_no_updates_half_life);
+
+ log_debug!(self.logger, core::concat!(
+ "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
+ "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
+ "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
+ source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
+ min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
+ min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
+ // Note that the liquidity buckets are an offset from the edge, so we
+ // inverse the max order to get the probabilities from zero.
+ max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
+ max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
} else {
log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
}
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, &self.params);
+ let dir_liq = liq.as_directed(source, target, 0, amt, &self.params);
return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
}
}
None
}
+ /// Query the historical estimated minimum and maximum liquidity available for sending a
+ /// payment over the channel with `scid` towards the given `target` node.
+ ///
+ /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
+ /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
+ /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
+ /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
+ /// Because the values are slowly decayed, more recent data points are weighted more heavily
+ /// than older datapoints.
+ ///
+ /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
+ /// relative to the channel's total capacity is calculated by dividing that bucket's value with
+ /// the total of all buckets for the given bound.
+ ///
+ /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
+ /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
+ /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
+ /// both in the top and bottom octile, and roughly with similar (recent) frequency.
+ ///
+ /// Because the datapoints are decayed slowly over time, values will eventually return to
+ /// `Some(([0; 8], [0; 8]))`.
+ pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
+ -> Option<([u16; 8], [u16; 8])> {
+ let graph = self.network_graph.read_only();
+
+ if let Some(chan) = graph.channels().get(&scid) {
+ if let Some(liq) = self.channel_liquidities.get(&scid) {
+ if let Some((directed_info, source)) = chan.as_directed_to(target) {
+ let amt = directed_info.effective_capacity().as_msat();
+ let dir_liq = liq.as_directed(source, target, 0, amt, &self.params);
+
+ let buckets = HistoricalMinMaxBuckets {
+ min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
+ max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
+ };
+ let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
+ *dir_liq.last_updated, self.params.historical_no_updates_half_life);
+ // Note that the liquidity buckets are an offset from the edge, so we inverse
+ // the max order to get the probabilities from zero.
+ max_buckets.reverse();
+ return Some((min_buckets, max_buckets));
+ }
+ }
+ }
+ 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) {
/// Returns a view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
fn as_directed<'a>(
- &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
+ &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64,
+ params: &'a ProbabilisticScoringParameters
) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
if source < target {
max_liquidity_offset_msat,
min_liquidity_offset_history,
max_liquidity_offset_history,
+ inflight_htlc_msat,
capacity_msat,
last_updated: &self.last_updated,
now: T::now(),
/// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
fn as_directed_mut<'a>(
- &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
+ &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64,
+ params: &'a ProbabilisticScoringParameters
) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
if source < target {
max_liquidity_offset_msat,
min_liquidity_offset_history,
max_liquidity_offset_history,
+ inflight_htlc_msat,
capacity_msat,
last_updated: &mut self.last_updated,
now: T::now(),
if params.historical_liquidity_penalty_multiplier_msat != 0 ||
params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
- let required_decays = self.now.duration_since(*self.last_updated).as_secs()
- .checked_div(params.historical_no_updates_half_life.as_secs())
- .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
- let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
+ let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
+ amount_msat * 64 / self.capacity_msat.saturating_add(1)
+ } else {
+ // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
+ // division. This branch should only be hit in fuzz testing since the amount would
+ // need to be over 2.88 million BTC in practice.
+ ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
+ .try_into().unwrap_or(65)
+ };
+ #[cfg(not(fuzzing))]
debug_assert!(payment_amt_64th_bucket <= 64);
if payment_amt_64th_bucket > 64 { return res; }
max_liquidity_offset_history: &self.max_liquidity_offset_history,
};
if let Some(cumulative_success_prob_times_billion) = buckets
- .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
+ .calculate_success_probability_times_billion(self.now, *self.last_updated,
+ params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
+ {
let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
// If we don't have any valid points (or, once decayed, we have less than a full
// point), redo the non-historical calculation with no liquidity bounds tracked and
// the historical penalty multipliers.
- let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
+ let available_capacity = self.available_capacity();
+ let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
+ let denominator = available_capacity.saturating_add(1);
let negative_log10_times_2048 =
- approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
+ approx::negative_log10_times_2048(numerator, denominator);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
params.historical_liquidity_penalty_multiplier_msat,
params.historical_liquidity_penalty_amount_multiplier_msat));
- return res;
}
}
/// Returns the upper bound of the channel liquidity balance in this direction.
fn max_liquidity_msat(&self) -> u64 {
- self.capacity_msat
- .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
- .unwrap_or(0)
+ self.available_capacity()
+ .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
+ }
+
+ /// Returns the capacity minus the in-flight HTLCs in this direction.
+ fn available_capacity(&self) -> u64 {
+ self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
}
fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
chan_descr, existing_max_msat, amount_msat);
}
+ self.update_history_buckets();
}
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
chan_descr, existing_min_msat, amount_msat);
}
+ self.update_history_buckets();
}
/// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
self.set_max_liquidity_msat(max_liquidity_msat);
+ self.update_history_buckets();
}
fn update_history_buckets(&mut self) {
self.min_liquidity_offset_history.time_decay_data(half_lives);
self.max_liquidity_offset_history.time_decay_data(half_lives);
- debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
+ let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
self.min_liquidity_offset_history.track_datapoint(
- // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
- // is zero or the channel's capacity, though the second should generally never happen.
- (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
- .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
- debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
+ min_liquidity_offset_msat, self.capacity_msat
+ );
+ let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
self.max_liquidity_offset_history.track_datapoint(
- // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
- // is zero or the channel's capacity, though the second should generally never happen.
- (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
- .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
+ max_liquidity_offset_msat, self.capacity_msat
+ );
}
/// Adjusts the lower bound of the channel liquidity balance in this direction.
} else {
self.decayed_offset_msat(*self.max_liquidity_offset_msat)
};
- self.update_history_buckets();
*self.last_updated = self.now;
}
} else {
self.decayed_offset_msat(*self.min_liquidity_offset_msat)
};
- self.update_history_buckets();
*self.last_updated = self.now;
}
}
}
let amount_msat = usage.amount_msat;
- let capacity_msat = usage.effective_capacity.as_msat()
- .saturating_sub(usage.inflight_htlc_msat);
+ let capacity_msat = usage.effective_capacity.as_msat();
+ let inflight_htlc_msat = usage.inflight_htlc_msat;
self.channel_liquidities
.get(&short_channel_id)
.unwrap_or(&ChannelLiquidity::new())
- .as_directed(source, target, capacity_msat, &self.params)
+ .as_directed(source, target, inflight_htlc_msat, capacity_msat, &self.params)
.penalty_msat(amount_msat, &self.params)
.saturating_add(anti_probing_penalty_msat)
.saturating_add(base_penalty_msat)
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, &self.params)
+ .as_directed_mut(source, &target, 0, capacity_msat, &self.params)
.failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, &self.params)
+ .as_directed_mut(source, &target, 0, capacity_msat, &self.params)
.failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
}
} else {
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, &self.params)
+ .as_directed_mut(source, &target, 0, capacity_msat, &self.params)
.successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
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).",
#[cfg(test)]
mod tests {
use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
+ use crate::util::config::UserConfig;
use crate::util::time::Time;
use crate::util::time::tests::SinceEpoch;
}
fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
- let mut network_graph = NetworkGraph::new(genesis_hash, logger);
+ let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
let secp_ctx = Secp256k1::new();
let unsigned_announcement = UnsignedChannelAnnouncement {
- features: channelmanager::provided_channel_features(),
+ features: channelmanager::provided_channel_features(&UserConfig::default()),
chain_hash: genesis_hash,
short_channel_id,
- node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
- node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
- bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
- bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
+ node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
+ node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
+ bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
+ bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
excess_data: Vec::new(),
};
let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
network_graph.update_channel_from_announcement(
&signed_announcement, &chain_source).unwrap();
- update_channel(network_graph, short_channel_id, node_1_key, 0);
- update_channel(network_graph, short_channel_id, node_2_key, 1);
+ update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
+ update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
}
fn update_channel(
network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
- flags: u8
+ flags: u8, htlc_maximum_msat: u64
) {
let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
let secp_ctx = Secp256k1::new();
flags,
cltv_expiry_delta: 18,
htlc_minimum_msat: 0,
- htlc_maximum_msat: 1_000,
+ htlc_maximum_msat,
fee_base_msat: 1,
fee_proportional_millionths: 0,
excess_data: Vec::new(),
}
fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
+ let config = UserConfig::default();
RouteHop {
pubkey,
- node_features: channelmanager::provided_node_features(),
+ node_features: channelmanager::provided_node_features(&config),
short_channel_id,
- channel_features: channelmanager::provided_channel_features(),
+ channel_features: channelmanager::provided_channel_features(&config),
fee_msat,
cltv_expiry_delta: 18,
}
// Update minimum liquidity.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 100);
assert_eq!(liquidity.max_liquidity_msat(), 300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 700);
assert_eq!(liquidity.max_liquidity_msat(), 900);
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000, &scorer.params)
+ .as_directed_mut(&source, &target, 0, 1_000, &scorer.params)
.set_min_liquidity_msat(200);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 700);
assert_eq!(liquidity.max_liquidity_msat(), 800);
// Update maximum liquidity.
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&target, &recipient, 1_000, &scorer.params);
+ .as_directed(&target, &recipient, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 700);
assert_eq!(liquidity.max_liquidity_msat(), 900);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&recipient, &target, 1_000, &scorer.params);
+ .as_directed(&recipient, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 100);
assert_eq!(liquidity.max_liquidity_msat(), 300);
scorer.channel_liquidities.get_mut(&43).unwrap()
- .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
+ .as_directed_mut(&target, &recipient, 0, 1_000, &scorer.params)
.set_max_liquidity_msat(200);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&target, &recipient, 1_000, &scorer.params);
+ .as_directed(&target, &recipient, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 200);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&recipient, &target, 1_000, &scorer.params);
+ .as_directed(&recipient, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 800);
assert_eq!(liquidity.max_liquidity_msat(), 1000);
}
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 800);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 600);
// Reset from source to target.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000, &scorer.params)
+ .as_directed_mut(&source, &target, 0, 1_000, &scorer.params)
.set_min_liquidity_msat(900);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 900);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 100);
// Reset from target to source.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&target, &source, 1_000, &scorer.params)
+ .as_directed_mut(&target, &source, 0, 1_000, &scorer.params)
.set_min_liquidity_msat(400);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
}
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 800);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 600);
// Reset from source to target.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000, &scorer.params)
+ .as_directed_mut(&source, &target, 0, 1_000, &scorer.params)
.set_max_liquidity_msat(300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 700);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
// Reset from target to source.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&target, &source, 1_000, &scorer.params)
+ .as_directed_mut(&target, &source, 0, 1_000, &scorer.params)
.set_max_liquidity_msat(600);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .as_directed(&source, &target, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, &scorer.params);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
}
// we do not score such channels.
let secp_ctx = Secp256k1::new();
let logger = TestLogger::new();
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
- let mut network_graph = NetworkGraph::new(genesis_hash, &logger);
+ let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringParameters {
+ liquidity_offset_half_life: Duration::from_secs(60 * 60),
historical_liquidity_penalty_multiplier_msat: 1024,
historical_liquidity_penalty_amount_multiplier_msat: 1024,
historical_no_updates_half_life: Duration::from_secs(10),
};
// With no historical data the normal liquidity penalty calculation is used.
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ None);
scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
+ // The "it failed" increment is 32, where the probability should lie fully in the first
+ // octile.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
// Even after we tell the scorer we definitely have enough available liquidity, it will
// still remember that there was some failure in the past, and assign a non-0 penalty.
scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
+ // The first octile should be decayed just slightly and the last octile has a new point.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
// Advance the time forward 16 half-lives (which the docs claim will ensure all data is
// gone), and check that we're back to where we started.
SinceEpoch::advance(Duration::from_secs(10 * 16));
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
+ // Once fully decayed we still have data, but its all-0s. In the future we may remove the
+ // data entirely instead.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([0; 8], [0; 8])));
+
+ let usage = ChannelUsage {
+ amount_msat: 100,
+ inflight_htlc_msat: 1024,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
+ };
+ scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 409);
+
+ let usage = ChannelUsage {
+ amount_msat: 1,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage), 2048);
+
+ // Advance to decay all liquidity offsets to zero.
+ SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
+
+ // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
+ // ensure that the effective capacity is zero to test division-by-zero edge cases.
+ let path = vec![
+ path_hop(target_pubkey(), 43, 2),
+ path_hop(source_pubkey(), 42, 1),
+ path_hop(sender_pubkey(), 41, 0),
+ ];
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
}
#[test]