//!
//! [`find_route`]: crate::routing::router::find_route
-use ln::msgs::DecodeError;
-use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
-use routing::router::RouteHop;
-use util::ser::{Readable, ReadableArgs, Writeable, Writer};
-use util::logger::Logger;
-use util::time::Time;
-
-use prelude::*;
+use crate::ln::msgs::DecodeError;
+use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
+use crate::routing::router::RouteHop;
+use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
+use crate::util::logger::Logger;
+use crate::util::time::Time;
+
+use crate::prelude::*;
use core::{cmp, fmt};
use core::cell::{RefCell, RefMut};
use core::convert::TryInto;
use core::ops::{Deref, DerefMut};
use core::time::Duration;
-use io::{self, Read};
-use sync::{Mutex, MutexGuard};
+use crate::io::{self, Read};
+use crate::sync::{Mutex, MutexGuard};
/// We define Score ever-so-slightly differently based on whether we are being built for C bindings
/// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
}
}
+#[cfg(c_bindings)]
+impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
+ fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+ self.lock().write(writer)
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
+
#[cfg(c_bindings)]
impl<T: Score> MultiThreadedLockableScore<T> {
/// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
#[cfg(not(feature = "no-std"))]
type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
-use util::time::Eternity;
+use crate::util::time::Eternity;
#[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
-/// 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.
+/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
+/// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
+/// When a payment is forwarded through a channel (but fails later in the route), we learn the
+/// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
+///
+/// These bounds are then used to determine a success probability using the formula from
+/// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+/// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
+///
+/// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
+/// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
+/// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
+/// terms of the entire path's success probability. This allows the router to directly compare
+/// penalties for different paths. See the documentation of those parameters for the exact formulas.
///
-/// 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.
+/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
///
-/// 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.
+/// Further, we track the history of our upper and lower liquidity bounds for each channel,
+/// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
+/// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
+/// formula, but using the history of a channel rather than our latest estimates for the liquidity
+/// bounds.
///
/// # Note
///
/// behavior.
///
/// [1]: https://arxiv.org/abs/2107.05322
+/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
+/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
+/// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
+/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
+/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
/// Probabilistic [`Score`] implementation.
/// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
/// result in a `u64::max_value` penalty, however.
///
+ /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
+ ///
/// Default value: 30,000 msat
///
/// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
pub liquidity_penalty_multiplier_msat: u64,
- /// The time required to elapse before any knowledge learned about channel liquidity balances is
- /// cut in half.
+ /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
+ /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
+ /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
+ /// capacity.
+ ///
+ /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
+ /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
+ /// struct documentation for more info on the way the liquidity bounds are used.
///
- /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
- /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
- /// the certainty of the channel liquidity balance.
+ /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
+ /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
+ /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
///
- /// Default value: 1 hour
+ /// Default value: 6 hours
///
/// # Note
///
base_penalty_msat: 0,
base_penalty_amount_multiplier_msat: 0,
liquidity_penalty_multiplier_msat: 0,
- liquidity_offset_half_life: Duration::from_secs(3600),
+ liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
liquidity_penalty_amount_multiplier_msat: 0,
historical_liquidity_penalty_multiplier_msat: 0,
historical_liquidity_penalty_amount_multiplier_msat: 0,
base_penalty_msat: 500,
base_penalty_amount_multiplier_msat: 8192,
liquidity_penalty_multiplier_msat: 30_000,
- liquidity_offset_half_life: Duration::from_secs(3600),
+ liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
liquidity_penalty_amount_multiplier_msat: 192,
historical_liquidity_penalty_multiplier_msat: 10_000,
historical_liquidity_penalty_amount_multiplier_msat: 64,
#[cfg(test)]
mod tests {
use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
- use util::time::Time;
- use util::time::tests::SinceEpoch;
+ use crate::util::time::Time;
+ use crate::util::time::tests::SinceEpoch;
- use ln::channelmanager;
- use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
- use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
- use routing::router::RouteHop;
- use routing::scoring::{ChannelUsage, Score};
- use util::ser::{ReadableArgs, Writeable};
- use util::test_utils::TestLogger;
+ use crate::ln::channelmanager;
+ use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
+ use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
+ use crate::routing::router::RouteHop;
+ use crate::routing::scoring::{ChannelUsage, Score};
+ use crate::util::ser::{ReadableArgs, Writeable};
+ use crate::util::test_utils::TestLogger;
use bitcoin::blockdata::constants::genesis_block;
use bitcoin::hashes::Hash;
use bitcoin::network::constants::Network;
use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
use core::time::Duration;
- use io;
+ use crate::io;
fn source_privkey() -> SecretKey {
SecretKey::from_slice(&[42; 32]).unwrap()
bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
contents: unsigned_announcement,
};
- let chain_source: Option<&::util::test_utils::TestChainSource> = None;
+ 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);
projects / rust-lightning / blobdiff