Rename routing::router::test_utils to ::bench_utils
[rust-lightning] / lightning / src / routing / scoring.rs
index e2e0bdd18a6eddf714ce3288643a0efb1d4d8ca7..66900f2ba43bce7553bd951754c7684f3b314910 100644 (file)
@@ -162,6 +162,7 @@ pub trait LockableScore<'a> {
 /// use the Persister to persist it.
 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
 
+#[cfg(not(c_bindings))]
 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
 
 /// (C-not exported)
@@ -187,12 +188,39 @@ pub struct MultiThreadedLockableScore<S: Score> {
        score: Mutex<S>,
 }
 #[cfg(c_bindings)]
-/// (C-not exported)
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedLockableScoreLock<'a, S: Score>(MutexGuard<'a, S>);
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> Score for MultiThreadedLockableScoreLock<'a, T> {
+       fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
+               self.0.channel_penalty_msat(scid, source, target, usage)
+       }
+       fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+               self.0.payment_path_failed(path, short_channel_id)
+       }
+       fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+               self.0.payment_path_successful(path)
+       }
+       fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+               self.0.probe_failed(path, short_channel_id)
+       }
+       fn probe_successful(&mut self, path: &[&RouteHop]) {
+               self.0.probe_successful(path)
+       }
+}
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> Writeable for MultiThreadedLockableScoreLock<'a, T> {
+       fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+               self.0.write(writer)
+       }
+}
+
+#[cfg(c_bindings)]
 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
-       type Locked = MutexGuard<'a, T>;
+       type Locked = MultiThreadedLockableScoreLock<'a, T>;
 
-       fn lock(&'a self) -> MutexGuard<'a, T> {
-               Mutex::lock(&self.score).unwrap()
+       fn lock(&'a self) -> MultiThreadedLockableScoreLock<'a, T> {
+               MultiThreadedLockableScoreLock(Mutex::lock(&self.score).unwrap())
        }
 }
 
@@ -221,7 +249,7 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 }
 
 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
-#[derive(Clone, Copy)]
+#[derive(Clone, Copy, Debug)]
 pub struct ChannelUsage {
        /// The amount to send through the channel, denominated in millisatoshis.
        pub amount_msat: u64,
@@ -324,6 +352,9 @@ where L::Target: Logger {
 ///
 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
+///
+/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
+/// parameters here.
 #[derive(Clone)]
 pub struct ProbabilisticScoringParameters {
        /// A fixed penalty in msats to apply to each channel.
@@ -331,6 +362,20 @@ pub struct ProbabilisticScoringParameters {
        /// Default value: 500 msat
        pub base_penalty_msat: u64,
 
+       /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
+       /// channel, in excess of the [`base_penalty_msat`].
+       ///
+       /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
+       /// fees plus penalty) for large payments. The penalty is computed as the product of this
+       /// multiplier and `2^30`ths of the payment amount.
+       ///
+       /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
+       ///
+       /// Default value: 8,192 msat
+       ///
+       /// [`base_penalty_msat`]: Self::base_penalty_msat
+       pub base_penalty_amount_multiplier_msat: u64,
+
        /// A multiplier used in conjunction with the negative `log10` of the channel's success
        /// probability for a payment to determine the liquidity penalty.
        ///
@@ -369,7 +414,7 @@ pub struct ProbabilisticScoringParameters {
        /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
        /// success probability.
        ///
-       /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
+       /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
        ///
        /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
        /// the amount will result in a penalty of the multiplier. And, as the success probability
@@ -378,7 +423,7 @@ pub struct ProbabilisticScoringParameters {
        /// fall below `1`.
        ///
        /// Default value: 256 msat
-       pub amount_penalty_multiplier_msat: u64,
+       pub liquidity_penalty_amount_multiplier_msat: u64,
 
        /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
        /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
@@ -399,7 +444,7 @@ pub struct ProbabilisticScoringParameters {
        /// current estimate of the channel's available liquidity.
        ///
        /// Note that in this case all other penalties, including the
-       /// [`liquidity_penalty_multiplier_msat`] and [`amount_penalty_multiplier_msat`]-based
+       /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
        /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
        /// applicable, are still included in the overall penalty.
        ///
@@ -409,7 +454,7 @@ pub struct ProbabilisticScoringParameters {
        /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
        ///
        /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
-       /// [`amount_penalty_multiplier_msat`]: Self::amount_penalty_multiplier_msat
+       /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
        /// [`base_penalty_msat`]: Self::base_penalty_msat
        /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
        pub considered_impossible_penalty_msat: u64,
@@ -536,9 +581,10 @@ impl ProbabilisticScoringParameters {
        fn zero_penalty() -> Self {
                Self {
                        base_penalty_msat: 0,
+                       base_penalty_amount_multiplier_msat: 0,
                        liquidity_penalty_multiplier_msat: 0,
                        liquidity_offset_half_life: Duration::from_secs(3600),
-                       amount_penalty_multiplier_msat: 0,
+                       liquidity_penalty_amount_multiplier_msat: 0,
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 0,
                        considered_impossible_penalty_msat: 0,
@@ -558,9 +604,10 @@ impl Default for ProbabilisticScoringParameters {
        fn default() -> Self {
                Self {
                        base_penalty_msat: 500,
+                       base_penalty_amount_multiplier_msat: 8192,
                        liquidity_penalty_multiplier_msat: 40_000,
                        liquidity_offset_half_life: Duration::from_secs(3600),
-                       amount_penalty_multiplier_msat: 256,
+                       liquidity_penalty_amount_multiplier_msat: 256,
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 250,
                        considered_impossible_penalty_msat: 1_0000_0000_000,
@@ -631,10 +678,11 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
 
 /// The divisor used when computing the amount penalty.
 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
+const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
 
 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
-       /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
-       /// direction.
+       /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
+       /// this direction.
        fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
                let max_liquidity_msat = self.max_liquidity_msat();
                let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
@@ -653,8 +701,8 @@ impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiqui
                        if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
                                // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
                                // don't bother trying to use the log approximation as it gets too noisy to be
-                               // particularly helpful, instead just round down to 0 and return the base penalty.
-                               params.base_penalty_msat
+                               // particularly helpful, instead just round down to 0.
+                               0
                        } else {
                                let negative_log10_times_2048 =
                                        approx::negative_log10_times_2048(numerator, denominator);
@@ -663,7 +711,7 @@ impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiqui
                }
        }
 
-       /// Computes the liquidity and amount penalties and adds them to the base penalty.
+       /// Computes the liquidity penalty from the penalty multipliers.
        #[inline(always)]
        fn combined_penalty_msat(
                &self, amount_msat: u64, negative_log10_times_2048: u64,
@@ -676,12 +724,10 @@ impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiqui
                        (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
                };
                let amount_penalty_msat = negative_log10_times_2048
-                       .saturating_mul(params.amount_penalty_multiplier_msat)
+                       .saturating_mul(params.liquidity_penalty_amount_multiplier_msat)
                        .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
 
-               params.base_penalty_msat
-                       .saturating_add(liquidity_penalty_msat)
-                       .saturating_add(amount_penalty_msat)
+               liquidity_penalty_msat.saturating_add(amount_penalty_msat)
        }
 
        /// Returns the lower bound of the channel liquidity balance in this direction.
@@ -763,13 +809,17 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                        return *penalty;
                }
 
+               let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
+                       self.params.base_penalty_amount_multiplier_msat
+                               .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
+
                let mut anti_probing_penalty_msat = 0;
                match usage.effective_capacity {
                        EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
                                if usage.amount_msat > liquidity_msat {
                                        return u64::max_value();
                                } else {
-                                       return self.params.base_penalty_msat;
+                                       return base_penalty_msat;
                                }
                        },
                        EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => {
@@ -790,6 +840,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
                        .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
                        .penalty_msat(amount_msat, &self.params)
                        .saturating_add(anti_probing_penalty_msat)
+                       .saturating_add(base_penalty_msat)
        }
 
        fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
@@ -1257,8 +1308,8 @@ mod tests {
        use util::time::Time;
        use util::time::tests::SinceEpoch;
 
-       use ln::features::{ChannelFeatures, NodeFeatures};
-       use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
+       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};
@@ -1348,7 +1399,7 @@ mod tests {
                let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
                let secp_ctx = Secp256k1::new();
                let unsigned_announcement = UnsignedChannelAnnouncement {
-                       features: ChannelFeatures::known(),
+                       features: channelmanager::provided_channel_features(),
                        chain_hash: genesis_hash,
                        short_channel_id,
                        node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
@@ -1385,7 +1436,7 @@ mod tests {
                        flags,
                        cltv_expiry_delta: 18,
                        htlc_minimum_msat: 0,
-                       htlc_maximum_msat: OptionalField::Present(1_000),
+                       htlc_maximum_msat: 1_000,
                        fee_base_msat: 1,
                        fee_proportional_millionths: 0,
                        excess_data: Vec::new(),
@@ -1402,25 +1453,25 @@ mod tests {
                vec![
                        RouteHop {
                                pubkey: source_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 41,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: 1,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: target_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 42,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: 2,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: recipient_pubkey(),
-                               node_features: NodeFeatures::known(),
+                               node_features: channelmanager::provided_node_features(),
                                short_channel_id: 43,
-                               channel_features: ChannelFeatures::known(),
+                               channel_features: channelmanager::provided_channel_features(),
                                fee_msat: amount_msat,
                                cltv_expiry_delta: 18,
                        },
@@ -2069,47 +2120,47 @@ mod tests {
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) },
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 3613);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1977);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1474);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1223);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1985);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 877);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1639);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 845);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1607);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
        }
 
        #[test]
@@ -2137,6 +2188,15 @@ mod tests {
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
+
+               let params = ProbabilisticScoringParameters {
+                       base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
+                       base_penalty_amount_multiplier_msat: (1 << 30),
+                       anti_probing_penalty_msat: 0, ..Default::default()
+               };
+
+               let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
        }
 
        #[test]
@@ -2153,7 +2213,7 @@ mod tests {
 
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
-                       amount_penalty_multiplier_msat: 0,
+                       liquidity_penalty_amount_multiplier_msat: 0,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
@@ -2161,7 +2221,7 @@ mod tests {
 
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
-                       amount_penalty_multiplier_msat: 256,
+                       liquidity_penalty_amount_multiplier_msat: 256,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);