Merge pull request #2511 from jbesraa/add-channel-id-to-spendableoutputs-event
[rust-lightning] / lightning / src / routing / scoring.rs
index 9298a17b6c58d860dac29e6188867d70e817f884..75dae72248b13f0100a8b350459580a2957109e5 100644 (file)
@@ -157,8 +157,11 @@ define_score!();
 ///
 /// [`find_route`]: crate::routing::router::find_route
 pub trait LockableScore<'a> {
+       /// The [`Score`] type.
+       type Score: 'a + Score;
+
        /// The locked [`Score`] type.
-       type Locked: 'a + Score;
+       type Locked: DerefMut<Target = Self::Score> + Sized;
 
        /// Returns the locked scorer.
        fn lock(&'a self) -> Self::Locked;
@@ -172,62 +175,38 @@ pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
 
 #[cfg(not(c_bindings))]
 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
-/// This is not exported to bindings users
+#[cfg(not(c_bindings))]
 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
+       type Score = T;
        type Locked = MutexGuard<'a, T>;
 
-       fn lock(&'a self) -> MutexGuard<'a, T> {
+       fn lock(&'a self) -> Self::Locked {
                Mutex::lock(self).unwrap()
        }
 }
 
+#[cfg(not(c_bindings))]
 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
+       type Score = T;
        type Locked = RefMut<'a, T>;
 
-       fn lock(&'a self) -> RefMut<'a, T> {
+       fn lock(&'a self) -> Self::Locked {
                self.borrow_mut()
        }
 }
 
 #[cfg(c_bindings)]
 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
-pub struct MultiThreadedLockableScore<S: Score> {
-       score: Mutex<S>,
-}
-#[cfg(c_bindings)]
-/// A locked `MultiThreadedLockableScore`.
-pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
-#[cfg(c_bindings)]
-impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
-       type ScoreParams = <T as Score>::ScoreParams;
-       fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
-               self.0.channel_penalty_msat(scid, source, target, usage, score_params)
-       }
-       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)
-       }
-}
-#[cfg(c_bindings)]
-impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
-       fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
-               self.0.write(writer)
-       }
+pub struct MultiThreadedLockableScore<T: Score> {
+       score: Mutex<T>,
 }
 
 #[cfg(c_bindings)]
-impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
+impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
+       type Score = T;
        type Locked = MultiThreadedScoreLock<'a, T>;
 
-       fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
+       fn lock(&'a self) -> Self::Locked {
                MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
        }
 }
@@ -240,7 +219,7 @@ impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
 }
 
 #[cfg(c_bindings)]
-impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
+impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
 
 #[cfg(c_bindings)]
 impl<T: Score> MultiThreadedLockableScore<T> {
@@ -251,21 +230,34 @@ impl<T: Score> MultiThreadedLockableScore<T> {
 }
 
 #[cfg(c_bindings)]
-/// This is not exported to bindings users
-impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
        fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
-               T::write(&**self, writer)
+               self.0.write(writer)
        }
 }
 
 #[cfg(c_bindings)]
-/// This is not exported to bindings users
-impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
-       fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
-               S::write(&**self, writer)
-       }
+impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
+    fn deref_mut(&mut self) -> &mut Self::Target {
+        self.0.deref_mut()
+    }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
+       type Target = T;
+
+    fn deref(&self) -> &Self::Target {
+        self.0.deref()
+    }
 }
 
+
+
 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
 #[derive(Clone, Copy, Debug, PartialEq)]
 pub struct ChannelUsage {
@@ -325,7 +317,7 @@ impl ReadableArgs<u64> for FixedPenaltyScorer {
 }
 
 #[cfg(not(feature = "no-std"))]
-type ConfiguredTime = std::time::Instant;
+type ConfiguredTime = crate::util::time::MonotonicTime;
 #[cfg(feature = "no-std")]
 use crate::util::time::Eternity;
 #[cfg(feature = "no-std")]
@@ -491,7 +483,7 @@ pub struct ProbabilisticScoringFeeParameters {
        pub manual_node_penalties: HashMap<NodeId, u64>,
 
        /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
-       /// channel's capacity, (ie. htlc_maximum_msat  0.5 * channel_capacity) which makes us
+       /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
        /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
        /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
        /// to restrict `htlc_maximum_msat` and improve privacy.
@@ -519,6 +511,75 @@ pub struct ProbabilisticScoringFeeParameters {
        pub considered_impossible_penalty_msat: u64,
 }
 
+impl Default for ProbabilisticScoringFeeParameters {
+       fn default() -> Self {
+               Self {
+                       base_penalty_msat: 500,
+                       base_penalty_amount_multiplier_msat: 8192,
+                       liquidity_penalty_multiplier_msat: 30_000,
+                       liquidity_penalty_amount_multiplier_msat: 192,
+                       manual_node_penalties: HashMap::new(),
+                       anti_probing_penalty_msat: 250,
+                       considered_impossible_penalty_msat: 1_0000_0000_000,
+                       historical_liquidity_penalty_multiplier_msat: 10_000,
+                       historical_liquidity_penalty_amount_multiplier_msat: 64,
+               }
+       }
+}
+
+impl ProbabilisticScoringFeeParameters {
+       /// Marks the node with the given `node_id` as banned,
+       /// i.e it will be avoided during path finding.
+       pub fn add_banned(&mut self, node_id: &NodeId) {
+               self.manual_node_penalties.insert(*node_id, u64::max_value());
+       }
+
+       /// Marks all nodes in the given list as banned, i.e.,
+       /// they will be avoided during path finding.
+       pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
+               for id in node_ids {
+                       self.manual_node_penalties.insert(id, u64::max_value());
+               }
+       }
+
+       /// Removes the node with the given `node_id` from the list of nodes to avoid.
+       pub fn remove_banned(&mut self, node_id: &NodeId) {
+               self.manual_node_penalties.remove(node_id);
+       }
+
+       /// Sets a manual penalty for the given node.
+       pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
+               self.manual_node_penalties.insert(*node_id, penalty);
+       }
+
+       /// Removes the node with the given `node_id` from the list of manual penalties.
+       pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
+               self.manual_node_penalties.remove(node_id);
+       }
+
+       /// Clears the list of manual penalties that are applied during path finding.
+       pub fn clear_manual_penalties(&mut self) {
+               self.manual_node_penalties = HashMap::new();
+       }
+}
+
+#[cfg(test)]
+impl ProbabilisticScoringFeeParameters {
+       fn zero_penalty() -> Self {
+               Self {
+                       base_penalty_msat: 0,
+                       base_penalty_amount_multiplier_msat: 0,
+                       liquidity_penalty_multiplier_msat: 0,
+                       liquidity_penalty_amount_multiplier_msat: 0,
+                       historical_liquidity_penalty_multiplier_msat: 0,
+                       historical_liquidity_penalty_amount_multiplier_msat: 0,
+                       manual_node_penalties: HashMap::new(),
+                       anti_probing_penalty_msat: 0,
+                       considered_impossible_penalty_msat: 0,
+               }
+       }
+}
+
 /// Parameters for configuring [`ProbabilisticScorer`].
 ///
 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
@@ -561,9 +622,8 @@ pub struct ProbabilisticScoringDecayParameters {
        pub liquidity_offset_half_life: Duration,
 }
 
-#[cfg(test)]
-impl ProbabilisticScoringDecayParameters {
-       fn zero_penalty() -> Self {
+impl Default for ProbabilisticScoringDecayParameters {
+       fn default() -> Self {
                Self {
                        liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
                        historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
@@ -571,14 +631,16 @@ impl ProbabilisticScoringDecayParameters {
        }
 }
 
-impl Default for ProbabilisticScoringDecayParameters {
-       fn default() -> Self {
+#[cfg(test)]
+impl ProbabilisticScoringDecayParameters {
+       fn zero_penalty() -> Self {
                Self {
                        liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
                        historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
                }
        }
 }
+
 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
 /// in each of 8 buckets.
 #[derive(Clone, Copy)]
@@ -882,73 +944,6 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
        }
 }
 
-impl ProbabilisticScoringFeeParameters {
-       #[cfg(test)]
-       fn zero_penalty() -> Self {
-               Self {
-                       base_penalty_msat: 0,
-                       base_penalty_amount_multiplier_msat: 0,
-                       liquidity_penalty_multiplier_msat: 0,
-                       liquidity_penalty_amount_multiplier_msat: 0,
-                       historical_liquidity_penalty_multiplier_msat: 0,
-                       historical_liquidity_penalty_amount_multiplier_msat: 0,
-                       manual_node_penalties: HashMap::new(),
-                       anti_probing_penalty_msat: 0,
-                       considered_impossible_penalty_msat: 0,
-               }
-       }
-
-       /// Marks the node with the given `node_id` as banned, i.e.,
-       /// it will be avoided during path finding.
-       pub fn add_banned(&mut self, node_id: &NodeId) {
-               self.manual_node_penalties.insert(*node_id, u64::max_value());
-       }
-
-       /// Marks all nodes in the given list as banned, i.e.,
-       /// they will be avoided during path finding.
-       pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
-               for id in node_ids {
-                       self.manual_node_penalties.insert(id, u64::max_value());
-               }
-       }
-
-       /// Removes the node with the given `node_id` from the list of nodes to avoid.
-       pub fn remove_banned(&mut self, node_id: &NodeId) {
-               self.manual_node_penalties.remove(node_id);
-       }
-
-       /// Sets a manual penalty for the given node.
-       pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
-               self.manual_node_penalties.insert(*node_id, penalty);
-       }
-
-       /// Removes the node with the given `node_id` from the list of manual penalties.
-       pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
-               self.manual_node_penalties.remove(node_id);
-       }
-
-       /// Clears the list of manual penalties that are applied during path finding.
-       pub fn clear_manual_penalties(&mut self) {
-               self.manual_node_penalties = HashMap::new();
-       }
-}
-
-impl Default for ProbabilisticScoringFeeParameters {
-       fn default() -> Self {
-               Self {
-                       base_penalty_msat: 500,
-                       base_penalty_amount_multiplier_msat: 8192,
-                       liquidity_penalty_multiplier_msat: 30_000,
-                       liquidity_penalty_amount_multiplier_msat: 192,
-                       manual_node_penalties: HashMap::new(),
-                       anti_probing_penalty_msat: 250,
-                       considered_impossible_penalty_msat: 1_0000_0000_000,
-                       historical_liquidity_penalty_multiplier_msat: 10_000,
-                       historical_liquidity_penalty_amount_multiplier_msat: 64,
-               }
-       }
-}
-
 impl<T: Time> ChannelLiquidity<T> {
        #[inline]
        fn new() -> Self {
@@ -1143,10 +1138,25 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
        }
 
        fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
-               self.now.duration_since(*self.last_updated).as_secs()
-                       .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
-                       .and_then(|decays| offset_msat.checked_shr(decays as u32))
-                       .unwrap_or(0)
+               let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
+               if half_life != 0 {
+                       // Decay the offset by the appropriate number of half lives. If half of the next half
+                       // life has passed, approximate an additional three-quarter life to help smooth out the
+                       // decay.
+                       let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
+                       let half_decays = elapsed_time / (half_life / 2);
+                       let decays = half_decays / 2;
+                       let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
+                       if half_decays % 2 == 0 {
+                               decayed_offset_msat
+                       } else {
+                               // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
+                               // 16_384 == 2^14
+                               (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
+                       }
+               } else {
+                       0
+               }
        }
 }
 
@@ -1240,8 +1250,10 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis
 
                let mut anti_probing_penalty_msat = 0;
                match usage.effective_capacity {
-                       EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
-                               if usage.amount_msat > liquidity_msat {
+                       EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
+                               EffectiveCapacity::HintMaxHTLC { amount_msat } =>
+                       {
+                               if usage.amount_msat > amount_msat {
                                        return u64::max_value();
                                } else {
                                        return base_penalty_msat;
@@ -2395,6 +2407,7 @@ mod tests {
                scorer.payment_path_failed(&payment_path_for_amount(768), 42);
                scorer.payment_path_failed(&payment_path_for_amount(128), 43);
 
+               // Initial penalties
                let usage = ChannelUsage { amount_msat: 128, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
                let usage = ChannelUsage { amount_msat: 256, ..usage };
@@ -2404,7 +2417,8 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 896, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
 
-               SinceEpoch::advance(Duration::from_secs(9));
+               // No decay
+               SinceEpoch::advance(Duration::from_secs(4));
                let usage = ChannelUsage { amount_msat: 128, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
                let usage = ChannelUsage { amount_msat: 256, ..usage };
@@ -2414,7 +2428,19 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 896, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
 
+               // Half decay (i.e., three-quarter life)
                SinceEpoch::advance(Duration::from_secs(1));
+               let usage = ChannelUsage { amount_msat: 128, ..usage };
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 22);
+               let usage = ChannelUsage { amount_msat: 256, ..usage };
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 106);
+               let usage = ChannelUsage { amount_msat: 768, ..usage };
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 916);
+               let usage = ChannelUsage { amount_msat: 896, ..usage };
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
+
+               // One decay (i.e., half life)
+               SinceEpoch::advance(Duration::from_secs(5));
                let usage = ChannelUsage { amount_msat: 64, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
                let usage = ChannelUsage { amount_msat: 128, ..usage };
@@ -2866,7 +2892,7 @@ mod tests {
                let usage = ChannelUsage {
                        amount_msat: 1,
                        inflight_htlc_msat: 0,
-                       effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 },
+                       effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, &params), 2048);