//! Utilities for scoring payment channels.
//!
-//! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a
-//! custom [`Score`] implementation is not needed.
+//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
+//! finding when a custom [`Score`] implementation is not needed.
//!
//! # Example
//!
//! #
//! # use lightning::routing::network_graph::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
-//! # use lightning::routing::scoring::{Scorer, ScoringParameters};
+//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
//! # use lightning::util::logger::{Logger, Record};
//! # use secp256k1::key::PublicKey;
//! #
//! # impl Logger for FakeLogger {
//! # fn log(&self, record: &Record) { unimplemented!() }
//! # }
-//! # fn find_scored_route(payer: PublicKey, params: RouteParameters, network_graph: NetworkGraph) {
+//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
//! # let logger = FakeLogger {};
//! #
//! // Use the default channel penalties.
-//! let scorer = Scorer::default();
+//! let params = ProbabilisticScoringParameters::default();
+//! let scorer = ProbabilisticScorer::new(params, &network_graph);
//!
//! // Or use custom channel penalties.
-//! let scorer = Scorer::new(ScoringParameters {
-//! base_penalty_msat: 1000,
-//! failure_penalty_msat: 2 * 1024 * 1000,
-//! ..ScoringParameters::default()
-//! });
+//! let params = ProbabilisticScoringParameters {
+//! liquidity_penalty_multiplier_msat: 2 * 1000,
+//! ..ProbabilisticScoringParameters::default()
+//! };
+//! let scorer = ProbabilisticScorer::new(params, &network_graph);
//!
-//! let route = find_route(&payer, ¶ms, &network_graph, None, &logger, &scorer);
+//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
//! # }
//! ```
//!
//! [`find_route`]: crate::routing::router::find_route
use ln::msgs::DecodeError;
-use routing::network_graph::NodeId;
+use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
-use util::ser::{Readable, Writeable, Writer};
+use util::ser::{Readable, ReadableArgs, Writeable, Writer};
use prelude::*;
use core::cell::{RefCell, RefMut};
-use core::ops::DerefMut;
+use core::ops::{Deref, DerefMut};
use core::time::Duration;
use io::{self, Read};
use sync::{Mutex, MutexGuard};
}
}
+/// [`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.
+///
+/// [1]: https://arxiv.org/abs/2107.05322
+pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
+ params: ProbabilisticScoringParameters,
+ network_graph: G,
+ // TODO: Remove entries of closed channels.
+ channel_liquidities: HashMap<u64, ChannelLiquidity>,
+}
+
+/// Parameters for configuring [`ProbabilisticScorer`].
+pub struct ProbabilisticScoringParameters {
+ /// A penalty applied after multiplying by the negative `log10` of the channel's success
+ /// probability for a payment.
+ ///
+ /// The success probability is determined by the effective channel capacity, the payment amount,
+ /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
+ /// the success probability is 0.01, effectively limiting the penalty to the range
+ /// `0..=2*liquidity_penalty_multiplier_msat`.
+ ///
+ /// Default value: 10,000 msat
+ pub liquidity_penalty_multiplier_msat: u64,
+}
+
+impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
+ (0, liquidity_penalty_multiplier_msat, required),
+});
+
+/// Accounting for channel liquidity balance uncertainty.
+///
+/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
+/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
+/// offset fields gives the opposite direction.
+struct ChannelLiquidity {
+ /// Lower channel liquidity bound in terms of an offset from zero.
+ min_liquidity_offset_msat: u64,
+
+ /// Upper channel liquidity bound in terms of an offset from the effective capacity.
+ max_liquidity_offset_msat: u64,
+}
+
+/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
+ min_liquidity_offset_msat: L,
+ max_liquidity_offset_msat: L,
+ capacity_msat: u64,
+}
+
+impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
+ /// Creates a new scorer using the given scoring parameters for sending payments from a node
+ /// through a network graph.
+ pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
+ Self {
+ params,
+ network_graph,
+ channel_liquidities: HashMap::new(),
+ }
+ }
+
+ #[cfg(test)]
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
+ assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
+ self
+ }
+}
+
+impl Default for ProbabilisticScoringParameters {
+ fn default() -> Self {
+ Self {
+ liquidity_penalty_multiplier_msat: 10_000,
+ }
+ }
+}
+
+impl ChannelLiquidity {
+ #[inline]
+ fn new() -> Self {
+ Self {
+ min_liquidity_offset_msat: 0,
+ max_liquidity_offset_msat: 0,
+ }
+ }
+
+ /// 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
+ ) -> DirectedChannelLiquidity<&u64> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
+ (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
+ } else {
+ (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
+ };
+
+ DirectedChannelLiquidity {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ capacity_msat,
+ }
+ }
+
+ /// 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
+ ) -> DirectedChannelLiquidity<&mut u64> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
+ (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
+ } else {
+ (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
+ };
+
+ DirectedChannelLiquidity {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ capacity_msat,
+ }
+ }
+}
+
+impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
+ /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
+ /// in this direction.
+ fn success_probability(&self, amount_msat: u64) -> f64 {
+ 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 > max_liquidity_msat {
+ 0.0
+ } else if amount_msat <= min_liquidity_msat {
+ 1.0
+ } else {
+ let numerator = max_liquidity_msat + 1 - amount_msat;
+ let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
+ numerator as f64 / denominator as f64
+ }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
+ }
+
+ /// Returns the lower bound of the channel liquidity balance in this direction.
+ fn min_liquidity_msat(&self) -> u64 {
+ *self.min_liquidity_offset_msat
+ }
+
+ /// Returns the upper bound of the channel liquidity balance in this direction.
+ fn max_liquidity_msat(&self) -> u64 {
+ self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
+ }
+}
+
+impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
+ /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
+ fn failed_at_channel(&mut self, amount_msat: u64) {
+ if amount_msat < self.max_liquidity_msat() {
+ self.set_max_liquidity_msat(amount_msat);
+ }
+ }
+
+ /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
+ fn failed_downstream(&mut self, amount_msat: u64) {
+ if amount_msat > self.min_liquidity_msat() {
+ self.set_min_liquidity_msat(amount_msat);
+ }
+ }
+
+ /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
+ fn successful(&mut self, amount_msat: u64) {
+ let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
+ self.set_max_liquidity_msat(max_liquidity_msat);
+ }
+
+ /// Adjusts the lower bound of the channel liquidity balance in this direction.
+ fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
+ *self.min_liquidity_offset_msat = amount_msat;
+
+ if amount_msat > self.max_liquidity_msat() {
+ *self.max_liquidity_offset_msat = 0;
+ }
+ }
+
+ /// Adjusts the upper bound of the channel liquidity balance in this direction.
+ fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
+ *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
+
+ if amount_msat < self.min_liquidity_msat() {
+ *self.min_liquidity_offset_msat = 0;
+ }
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
+ fn channel_penalty_msat(
+ &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
+ target: &NodeId
+ ) -> u64 {
+ let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
+ let success_probability = self.channel_liquidities
+ .get(&short_channel_id)
+ .unwrap_or(&ChannelLiquidity::new())
+ .as_directed(source, target, capacity_msat)
+ .success_probability(amount_msat);
+ // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
+ // u64::max_value instead.
+ debug_assert!(success_probability > core::f64::EPSILON);
+ (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
+ }
+
+ fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let network_graph = self.network_graph.read_only();
+ for hop in path {
+ let target = NodeId::from_pubkey(&hop.pubkey);
+ let channel_directed_from_source = network_graph.channels()
+ .get(&hop.short_channel_id)
+ .and_then(|channel| channel.as_directed_to(&target));
+
+ // Only score announced channels.
+ if let Some((channel, source)) = channel_directed_from_source {
+ let capacity_msat = channel.effective_capacity().as_msat();
+ if hop.short_channel_id == short_channel_id {
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat)
+ .failed_at_channel(amount_msat);
+ break;
+ }
+
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat)
+ .failed_downstream(amount_msat);
+ }
+ }
+ }
+
+ fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let network_graph = self.network_graph.read_only();
+ for hop in path {
+ let target = NodeId::from_pubkey(&hop.pubkey);
+ let channel_directed_from_source = network_graph.channels()
+ .get(&hop.short_channel_id)
+ .and_then(|channel| channel.as_directed_to(&target));
+
+ // Only score announced channels.
+ if let Some((channel, source)) = channel_directed_from_source {
+ let capacity_msat = channel.effective_capacity().as_msat();
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat)
+ .successful(amount_msat);
+ }
+ }
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {
+ (0, self.channel_liquidities, required)
+ });
+ Ok(())
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, G)>
+for ProbabilisticScorer<G> {
+ #[inline]
+ fn read<R: Read>(
+ r: &mut R, args: (ProbabilisticScoringParameters, G)
+ ) -> Result<Self, DecodeError> {
+ let (params, network_graph) = args;
+ let mut channel_liquidities = HashMap::new();
+ read_tlv_fields!(r, {
+ (0, channel_liquidities, required)
+ });
+ Ok(Self {
+ params,
+ network_graph,
+ channel_liquidities,
+ })
+ }
+}
+
+impl Writeable for ChannelLiquidity {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {
+ (0, self.min_liquidity_offset_msat, required),
+ (2, self.max_liquidity_offset_msat, required),
+ });
+ Ok(())
+ }
+}
+
+impl Readable for ChannelLiquidity {
+ #[inline]
+ fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
+ let mut min_liquidity_offset_msat = 0;
+ let mut max_liquidity_offset_msat = 0;
+ read_tlv_fields!(r, {
+ (0, min_liquidity_offset_msat, required),
+ (2, max_liquidity_offset_msat, required),
+ });
+ Ok(Self {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat
+ })
+ }
+}
+
pub(crate) mod time {
use core::ops::Sub;
use core::time::Duration;
#[cfg(test)]
mod tests {
- use super::{ScoringParameters, ScorerUsingTime, Time};
+ use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
use super::time::Eternity;
use ln::features::{ChannelFeatures, NodeFeatures};
+ use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
use routing::scoring::Score;
- use routing::network_graph::NodeId;
+ use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
use util::ser::{Readable, Writeable};
- use bitcoin::secp256k1::PublicKey;
+ use bitcoin::blockdata::constants::genesis_block;
+ use bitcoin::hashes::Hash;
+ use bitcoin::hashes::sha256d::Hash as Sha256dHash;
+ use bitcoin::network::constants::Network;
+ use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
use core::cell::Cell;
use core::ops::Sub;
use core::time::Duration;
use io;
+ // `Time` tests
+
/// Time that can be advanced manually in tests.
#[derive(Debug, PartialEq, Eq)]
struct SinceEpoch(Duration);
assert_eq!(later - elapsed, now);
}
+ // `Scorer` tests
+
/// A scorer for testing with time that can be manually advanced.
type Scorer = ScorerUsingTime::<SinceEpoch>;
+ fn source_privkey() -> SecretKey {
+ SecretKey::from_slice(&[42; 32]).unwrap()
+ }
+
+ fn target_privkey() -> SecretKey {
+ SecretKey::from_slice(&[43; 32]).unwrap()
+ }
+
+ fn source_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &source_privkey())
+ }
+
+ fn target_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &target_privkey())
+ }
+
fn source_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("02eec7245d6b7d2ccb30380bfbe2a3648cd7a942653f5aa340edcea1f283686619").unwrap()[..]).unwrap())
+ NodeId::from_pubkey(&source_pubkey())
}
fn target_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("0324653eac434488002cc06bbfb7f10fe18991e35f9fe4302dbea6d2353dc0ab1c").unwrap()[..]).unwrap())
+ NodeId::from_pubkey(&target_pubkey())
}
#[test]
assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
}
+
+ // `ProbabilisticScorer` tests
+
+ fn sender_privkey() -> SecretKey {
+ SecretKey::from_slice(&[41; 32]).unwrap()
+ }
+
+ fn recipient_privkey() -> SecretKey {
+ SecretKey::from_slice(&[45; 32]).unwrap()
+ }
+
+ fn sender_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
+ }
+
+ fn recipient_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
+ }
+
+ fn sender_node_id() -> NodeId {
+ NodeId::from_pubkey(&sender_pubkey())
+ }
+
+ fn recipient_node_id() -> NodeId {
+ NodeId::from_pubkey(&recipient_pubkey())
+ }
+
+ fn network_graph() -> NetworkGraph {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let mut network_graph = NetworkGraph::new(genesis_hash);
+ add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
+ add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
+
+ network_graph
+ }
+
+ fn add_channel(
+ network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
+ node_2_key: SecretKey
+ ) {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ 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();
+ let unsigned_announcement = UnsignedChannelAnnouncement {
+ features: ChannelFeatures::known(),
+ 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),
+ excess_data: Vec::new(),
+ };
+ let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
+ let signed_announcement = ChannelAnnouncement {
+ node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
+ node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
+ bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
+ bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
+ contents: unsigned_announcement,
+ };
+ let chain_source: Option<&::util::test_utils::TestChainSource> = None;
+ network_graph.update_channel_from_announcement(
+ &signed_announcement, &chain_source, &secp_ctx).unwrap();
+ update_channel(network_graph, short_channel_id, node_1_key, 0);
+ update_channel(network_graph, short_channel_id, node_2_key, 1);
+ }
+
+ fn update_channel(
+ network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
+ ) {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let secp_ctx = Secp256k1::new();
+ let unsigned_update = UnsignedChannelUpdate {
+ chain_hash: genesis_hash,
+ short_channel_id,
+ timestamp: 100,
+ flags,
+ cltv_expiry_delta: 18,
+ htlc_minimum_msat: 0,
+ htlc_maximum_msat: OptionalField::Present(1_000),
+ fee_base_msat: 1,
+ fee_proportional_millionths: 0,
+ excess_data: Vec::new(),
+ };
+ let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
+ let signed_update = ChannelUpdate {
+ signature: secp_ctx.sign(&msghash, &node_key),
+ contents: unsigned_update,
+ };
+ network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
+ }
+
+ fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
+ vec![
+ RouteHop {
+ pubkey: source_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 41,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 1,
+ cltv_expiry_delta: 18,
+ },
+ RouteHop {
+ pubkey: target_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 42,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 2,
+ cltv_expiry_delta: 18,
+ },
+ RouteHop {
+ pubkey: recipient_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 43,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: amount_msat,
+ cltv_expiry_delta: 18,
+ },
+ ]
+ }
+
+ #[test]
+ fn liquidity_bounds_directed_from_lowest_node_id() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
+ })
+ .with_channel(43,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+
+ let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
+ assert!(source > target);
+ assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
+ assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
+ assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
+ assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
+
+ liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
+ assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
+ assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
+ assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
+ assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
+
+ let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
+ assert!(target < recipient);
+ assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
+ assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
+ assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
+ assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
+
+ liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
+ assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
+ assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
+ assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
+ assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
+ }
+
+ #[test]
+ fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .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);
+ 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)
+ .set_min_liquidity_msat(900);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .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);
+ 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)
+ .set_min_liquidity_msat(400);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .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);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+ }
+
+ #[test]
+ fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .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);
+ 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)
+ .set_max_liquidity_msat(300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .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);
+ 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)
+ .set_max_liquidity_msat(600);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .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);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+ }
+
+ #[test]
+ fn increased_penalty_nearing_liquidity_upper_bound() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
+ assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+ assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
+ }
+
+ #[test]
+ fn constant_penalty_outside_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn does_not_further_penalize_own_channel() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let sender = sender_node_id();
+ let source = source_node_id();
+ let failed_path = payment_path_for_amount(500);
+ let successful_path = payment_path_for_amount(200);
+
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+
+ scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+
+ scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ }
+
+ #[test]
+ fn sets_liquidity_lower_bound_on_downstream_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn sets_liquidity_upper_bound_on_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn reduces_liquidity_upper_bound_along_path_on_success() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let sender = sender_node_id();
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
+
+ scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
+ }
}
projects / rust-lightning / blobdiff