/// formula, but using the history of a channel rather than our latest estimates for the liquidity
/// bounds.
///
-/// # Note
-///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
-///
/// [1]: https://arxiv.org/abs/2107.05322
/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
min_liquidity_offset_history: HistoricalBucketRangeTracker,
max_liquidity_offset_history: HistoricalBucketRangeTracker,
- /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
+ /// Time when either liquidity bound was last modified as an offset since the unix epoch.
last_updated: Duration,
/// Time when the historical liquidity bounds were last modified as an offset against the unix
capacity_msat: u64,
last_updated: T,
offset_history_last_updated: T,
- decay_params: ProbabilisticScoringDecayParameters,
}
impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
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.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
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.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
}
}
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.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let capacity_msat = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, capacity_msat);
return dir_liq.liquidity_history.calculate_success_probability_times_billion(
¶ms, amount_msat, capacity_msat
/// Returns a view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
fn as_directed(
- &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
if source < target {
capacity_msat,
last_updated: &self.last_updated,
offset_history_last_updated: &self.offset_history_last_updated,
- decay_params: decay_params,
}
}
/// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
fn as_directed_mut(
- &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
if source < target {
capacity_msat,
last_updated: &mut self.last_updated,
offset_history_last_updated: &mut self.offset_history_last_updated,
- decay_params: decay_params,
}
}
/// state"), we allow the caller to set an offset applied to our liquidity bounds which
/// represents the amount of the successful payment we just made.
fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
- let half_lives =
- duration_since_epoch.checked_sub(*self.offset_history_last_updated)
- .unwrap_or(Duration::ZERO).as_secs()
- .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
- .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
- self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
- self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
-
self.liquidity_history.min_liquidity_offset_history.track_datapoint(
*self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
);
self.channel_liquidities
.get(&scid)
.unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
- .as_directed(&source, &target, capacity_msat, self.decay_params)
+ .as_directed(&source, &target, capacity_msat)
.penalty_msat(amount_msat, score_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(duration_since_epoch))
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
+ .as_directed_mut(source, &target, capacity_msat)
.failed_at_channel(amount_msat, duration_since_epoch,
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(duration_since_epoch))
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
+ .as_directed_mut(source, &target, capacity_msat)
.failed_downstream(amount_msat, duration_since_epoch,
format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
}
self.channel_liquidities
.entry(hop.short_channel_id)
.or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
+ .as_directed_mut(source, &target, capacity_msat)
.successful(amount_msat, duration_since_epoch,
format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
}
}
- /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
- /// datapoints as we receive newer information.
- #[inline]
- pub(super) fn time_decay_data(&mut self, half_lives: u32) {
- for e in self.buckets.iter_mut() {
- *e = e.checked_shr(half_lives).unwrap_or(0);
- }
- }
}
impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
use crate::blinded_path::{BlindedHop, BlindedPath};
use crate::util::config::UserConfig;
- use crate::util::time::tests::SinceEpoch;
use crate::ln::channelmanager;
use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
// Update minimum liquidity.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
+ .as_directed_mut(&source, &target, 1_000)
.set_min_liquidity_msat(200, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params);
+ .as_directed(&target, &recipient, 1_000);
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, decay_params);
+ .as_directed(&recipient, &target, 1_000);
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, decay_params)
+ .as_directed_mut(&target, &recipient, 1_000)
.set_max_liquidity_msat(200, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&target, &recipient, 1_000, decay_params);
+ .as_directed(&target, &recipient, 1_000);
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, decay_params);
+ .as_directed(&recipient, &target, 1_000);
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, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
+ .as_directed_mut(&source, &target, 1_000)
.set_min_liquidity_msat(900, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
+ .as_directed_mut(&target, &source, 1_000)
.set_min_liquidity_msat(400, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
+ .as_directed_mut(&source, &target, 1_000)
.set_max_liquidity_msat(300, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
+ .as_directed_mut(&target, &source, 1_000)
.set_max_liquidity_msat(600, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
}
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Half decay (i.e., three-quarter life)
- SinceEpoch::advance(Duration::from_secs(5));
scorer.time_passed(Duration::from_secs(5));
let usage = ChannelUsage { amount_msat: 128, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// One decay (i.e., half life)
- SinceEpoch::advance(Duration::from_secs(5));
scorer.time_passed(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 64, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Fully decay liquidity lower bound.
- SinceEpoch::advance(Duration::from_secs(10 * 7));
scorer.time_passed(Duration::from_secs(10 * 8));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Fully decay liquidity upper bound.
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(10 * 9));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(10 * 10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
- #[test]
- fn decays_liquidity_bounds_without_shift_overflow() {
- let logger = TestLogger::new();
- let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringFeeParameters {
- liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringFeeParameters::zero_penalty()
- };
- let decay_params = ProbabilisticScoringDecayParameters {
- liquidity_offset_half_life: Duration::from_secs(10),
- ..ProbabilisticScoringDecayParameters::default()
- };
- let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
- let source = source_node_id();
- let usage = ChannelUsage {
- amount_msat: 256,
- inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
- };
- let channel = network_graph.read_only().channel(42).unwrap().to_owned();
- let (info, _) = channel.as_directed_from(&source).unwrap();
- let candidate = CandidateRouteHop::PublicHop {
- info,
- short_channel_id: 42,
- };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
-
- scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
-
- // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
- // would cause an overflow.
- SinceEpoch::advance(Duration::from_secs(10 * 64));
- scorer.time_passed(Duration::from_secs(10 * 64));
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
-
- SinceEpoch::advance(Duration::from_secs(10));
- scorer.time_passed(Duration::from_secs(10 * 65));
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
- }
-
#[test]
fn restricts_liquidity_bounds_after_decay() {
let logger = TestLogger::new();
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
// Further decaying affects the lower bound more than the upper bound (128, 928).
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(20));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
}
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
if decay_before_reload {
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(10));
}
let mut deserialized_scorer =
<ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
if !decay_before_reload {
- SinceEpoch::advance(Duration::from_secs(10));
scorer.time_passed(Duration::from_secs(10));
deserialized_scorer.time_passed(Duration::from_secs(10));
}
scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
- SinceEpoch::advance(Duration::from_secs(10));
deserialized_scorer.time_passed(Duration::from_secs(20));
assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
}
// 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));
scorer.time_passed(Duration::from_secs(10 * 16));
{
let network_graph = network_graph.read_only();
}
// Advance to decay all liquidity offsets to zero.
- SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
// Once even the bounds have decayed information about the channel should be removed
scorer.payment_path_failed(&path, 43, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 256);
assert_eq!(liquidity.max_liquidity_msat(), 768);
}
}
let mut cur_time = Duration::ZERO;
cur_time += Duration::from_millis(1);
- scorer.decay_liquidity_certainty(cur_time);
+ scorer.time_passed(cur_time);
bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
cur_time += Duration::from_millis(1);
- scorer.decay_liquidity_certainty(cur_time);
+ scorer.time_passed(cur_time);
}));
}
}
projects / rust-lightning / blobdiff