/// `ScoreLookUp` is used to determine the penalty for a given channel.
///
/// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
-pub trait ScoreLookUp $(: $supertrait)* {
+pub trait ScoreLookUp {
+ #[cfg(not(c_bindings))]
/// A configurable type which should contain various passed-in parameters for configuring the scorer,
/// on a per-routefinding-call basis through to the scorer methods,
/// which are used to determine the parameters for the suitability of channels for use.
+ ///
+ /// Note that due to limitations in many other languages' generics features, language bindings
+ /// use [`ProbabilisticScoringFeeParameters`] for the parameters on all scorers.
type ScoreParams;
/// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
/// given channel in the direction from `source` to `target`.
/// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
/// Thus, implementations should be overflow-safe.
fn channel_penalty_msat(
- &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
) -> u64;
}
/// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
-pub trait ScoreUpdate $(: $supertrait)* {
+pub trait ScoreUpdate {
/// Handles updating channel penalties after failing to route through a channel.
fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
fn probe_successful(&mut self, path: &Path);
}
-impl<SP: Sized, S: ScoreLookUp<ScoreParams = SP>, T: Deref<Target=S> $(+ $supertrait)*> ScoreLookUp for T {
- type ScoreParams = SP;
+/// A trait which can both lookup and update routing channel penalty scores.
+///
+/// This is used in places where both bounds are required and implemented for all types which
+/// implement [`ScoreLookUp`] and [`ScoreUpdate`].
+///
+/// Bindings users may need to manually implement this for their custom scoring implementations.
+pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
+
+#[cfg(not(c_bindings))]
+impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
+
+#[cfg(not(c_bindings))]
+impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
+ #[cfg(not(c_bindings))]
+ type ScoreParams = S::ScoreParams;
fn channel_penalty_msat(
- &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
) -> u64 {
self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
}
}
-impl<S: ScoreUpdate, T: DerefMut<Target=S> $(+ $supertrait)*> ScoreUpdate for T {
+#[cfg(not(c_bindings))]
+impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
self.deref_mut().payment_path_failed(path, short_channel_id)
}
#[cfg(not(c_bindings))]
impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
#[cfg(not(c_bindings))]
-impl<'a, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for Mutex<T> {
+impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
type ScoreUpdate = T;
type ScoreLookUp = T;
}
#[cfg(not(c_bindings))]
-impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RefCell<T> {
+impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
type ScoreUpdate = T;
type ScoreLookUp = T;
}
#[cfg(not(c_bindings))]
-impl<'a, SP:Sized, T: 'a + ScoreUpdate + ScoreLookUp<ScoreParams = SP>> LockableScore<'a> for RwLock<T> {
+impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
type ScoreUpdate = T;
type ScoreLookUp = T;
#[cfg(c_bindings)]
/// A concrete implementation of [`LockableScore`] which supports multi-threading.
-pub struct MultiThreadedLockableScore<T: ScoreLookUp + ScoreUpdate> {
+pub struct MultiThreadedLockableScore<T: Score> {
score: RwLock<T>,
}
#[cfg(c_bindings)]
-impl<'a, SP:Sized, T: 'a + ScoreLookUp<ScoreParams = SP> + ScoreUpdate> LockableScore<'a> for MultiThreadedLockableScore<T> {
+impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
type ScoreUpdate = T;
type ScoreLookUp = T;
type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
}
#[cfg(c_bindings)]
-impl<T: ScoreUpdate + ScoreLookUp> Writeable for MultiThreadedLockableScore<T> {
+impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
self.score.read().unwrap().write(writer)
}
}
#[cfg(c_bindings)]
-impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
+impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
#[cfg(c_bindings)]
-impl<T: ScoreLookUp + ScoreUpdate> MultiThreadedLockableScore<T> {
+impl<T: Score> MultiThreadedLockableScore<T> {
/// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
pub fn new(score: T) -> Self {
MultiThreadedLockableScore { score: RwLock::new(score) }
#[cfg(c_bindings)]
/// A locked `MultiThreadedLockableScore`.
-pub struct MultiThreadedScoreLockRead<'a, T: ScoreLookUp>(RwLockReadGuard<'a, T>);
+pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
#[cfg(c_bindings)]
/// A locked `MultiThreadedLockableScore`.
-pub struct MultiThreadedScoreLockWrite<'a, T: ScoreUpdate>(RwLockWriteGuard<'a, T>);
+pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
#[cfg(c_bindings)]
-impl<'a, T: 'a + ScoreLookUp> Deref for MultiThreadedScoreLockRead<'a, T> {
+impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
type Target = T;
fn deref(&self) -> &Self::Target {
}
#[cfg(c_bindings)]
-impl<'a, T: 'a + ScoreUpdate> Writeable for MultiThreadedScoreLockWrite<'a, T> {
+impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
+ #[cfg(not(c_bindings))]
+ type ScoreParams = T::ScoreParams;
+ fn channel_penalty_msat(&self, short_channel_id: u64, source: &NodeId,
+ target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
+ ) -> u64 {
+ self.0.channel_penalty_msat(short_channel_id, source, target, usage, score_params)
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
self.0.write(writer)
}
}
#[cfg(c_bindings)]
-impl<'a, T: 'a + ScoreUpdate> Deref for MultiThreadedScoreLockWrite<'a, T> {
+impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
type Target = T;
fn deref(&self) -> &Self::Target {
}
#[cfg(c_bindings)]
-impl<'a, T: 'a + ScoreUpdate> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
+impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
fn deref_mut(&mut self) -> &mut Self::Target {
self.0.deref_mut()
}
}
+#[cfg(c_bindings)]
+impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+ self.0.payment_path_failed(path, short_channel_id)
+ }
+
+ fn payment_path_successful(&mut self, path: &Path) {
+ self.0.payment_path_successful(path)
+ }
+
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
+ self.0.probe_failed(path, short_channel_id)
+ }
+
+ fn probe_successful(&mut self, path: &Path) {
+ self.0.probe_successful(path)
+ }
+}
+
/// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
#[derive(Clone, Copy, Debug, PartialEq)]
}
impl ScoreLookUp for FixedPenaltyScorer {
+ #[cfg(not(c_bindings))]
type ScoreParams = ();
- fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
+ fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &ProbabilisticScoringFeeParameters) -> u64 {
self.penalty_msat
}
}
}
#[cfg(not(feature = "no-std"))]
-type ConfiguredTime = crate::util::time::MonotonicTime;
-#[cfg(feature = "no-std")]
-use crate::util::time::Eternity;
-#[cfg(feature = "no-std")]
-type ConfiguredTime = Eternity;
+/// [`ScoreLookUp`] implementation using channel success probability distributions.
+///
+/// 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)`).
+///6762, 1070
+/// 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.
+///
+/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
+///
+/// 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
+///
+/// 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
+/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
+/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
+/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
+pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::MonotonicTime>;
+#[cfg(feature = "no-std")]
/// [`ScoreLookUp`] implementation using channel success probability distributions.
///
/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
-pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
+pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::Eternity>;
/// Probabilistic [`ScoreLookUp`] implementation.
///
}
impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+ #[cfg(not(c_bindings))]
type ScoreParams = ProbabilisticScoringFeeParameters;
fn channel_penalty_msat(
&self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
}
}
+#[cfg(c_bindings)]
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
+where L::Target: Logger {}
+
mod approx {
const BITS: u32 = 64;
const HIGHEST_BIT: u32 = BITS - 1;
use crate::util::ser::{ReadableArgs, Writeable};
use crate::util::test_utils::{self, TestLogger};
- use bitcoin::blockdata::constants::genesis_block;
+ use bitcoin::blockdata::constants::ChainHash;
use bitcoin::hashes::Hash;
use bitcoin::hashes::sha256d::Hash as Sha256dHash;
use bitcoin::network::constants::Network;
network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
node_2_key: SecretKey
) {
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
let secp_ctx = Secp256k1::new();
network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
flags: u8, htlc_maximum_msat: u64, timestamp: u32,
) {
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
let secp_ctx = Secp256k1::new();
let unsigned_update = UnsignedChannelUpdate {
chain_hash: genesis_hash,
channel_features: channelmanager::provided_channel_features(&config),
fee_msat,
cltv_expiry_delta: 18,
+ maybe_announced_channel: true,
}
}