/// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
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 payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
/// Handles updating channel penalties after successfully routing along a path.
- fn payment_path_successful(&mut self, path: &Path);
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
/// Handles updating channel penalties after a probe over the given path failed.
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
/// Handles updating channel penalties after a probe over the given path succeeded.
- fn probe_successful(&mut self, path: &Path);
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
+
+ /// Scorers may wish to reduce their certainty of channel liquidity information over time.
+ /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
+ /// of this object should call this method regularly (generally via the
+ /// `lightning-background-processor` crate).
+ fn time_passed(&mut self, duration_since_epoch: Duration);
}
/// A trait which can both lookup and update routing channel penalty scores.
#[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)
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.deref_mut().payment_path_successful(path, duration_since_epoch)
}
- fn payment_path_successful(&mut self, path: &Path) {
- self.deref_mut().payment_path_successful(path)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.deref_mut().probe_failed(path, short_channel_id)
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.deref_mut().probe_successful(path, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.deref_mut().probe_successful(path)
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ self.deref_mut().time_passed(duration_since_epoch)
}
}
} }
#[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_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
}
- fn payment_path_successful(&mut self, path: &Path) {
- self.0.payment_path_successful(path)
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.payment_path_successful(path, duration_since_epoch)
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.0.probe_failed(path, short_channel_id)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.probe_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.0.probe_successful(path)
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.probe_successful(path, duration_since_epoch)
+ }
+
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ self.0.time_passed(duration_since_epoch)
}
}
}
impl ScoreUpdate for FixedPenaltyScorer {
- fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+ fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
+
+ fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
- fn payment_path_successful(&mut self, _path: &Path) {}
+ fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
- fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+ fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
- fn probe_successful(&mut self, _path: &Path) {}
+ fn time_passed(&mut self, _duration_since_epoch: Duration) {}
}
impl Writeable for FixedPenaltyScorer {
/// Upper channel liquidity bound in terms of an offset from the effective capacity.
max_liquidity_offset_msat: u64,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker,
+ max_liquidity_offset_history: HistoricalBucketRangeTracker,
+
/// Time when the liquidity bounds were last modified.
last_updated: T,
- min_liquidity_offset_history: HistoricalBucketRangeTracker,
- max_liquidity_offset_history: HistoricalBucketRangeTracker,
+ /// Time when the historical liquidity bounds were last modified.
+ offset_history_last_updated: T,
}
/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
liquidity_history: HistoricalMinMaxBuckets<BRT>,
capacity_msat: u64,
last_updated: U,
+ offset_history_last_updated: U,
now: T,
decay_params: ProbabilisticScoringDecayParameters,
}
let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
let (min_buckets, max_buckets) = dir_liq.liquidity_history
- .get_decayed_buckets(now, *dir_liq.last_updated,
+ .get_decayed_buckets(now, *dir_liq.offset_history_last_updated,
self.decay_params.historical_no_updates_half_life)
.unwrap_or(([0; 32], [0; 32]));
let (min_buckets, mut max_buckets) =
dir_liq.liquidity_history.get_decayed_buckets(
- dir_liq.now, *dir_liq.last_updated,
+ dir_liq.now, *dir_liq.offset_history_last_updated,
self.decay_params.historical_no_updates_half_life
)?;
let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
return dir_liq.liquidity_history.calculate_success_probability_times_billion(
- dir_liq.now, *dir_liq.last_updated,
+ dir_liq.now, *dir_liq.offset_history_last_updated,
self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
capacity_msat
).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
last_updated: T::now(),
+ offset_history_last_updated: T::now(),
}
}
},
capacity_msat,
last_updated: &self.last_updated,
+ offset_history_last_updated: &self.offset_history_last_updated,
now: T::now(),
decay_params: decay_params,
}
},
capacity_msat,
last_updated: &mut self.last_updated,
+ offset_history_last_updated: &mut self.offset_history_last_updated,
now: T::now(),
decay_params: decay_params,
}
if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
- .calculate_success_probability_times_billion(self.now, *self.last_updated,
+ .calculate_success_probability_times_billion(
+ self.now, *self.offset_history_last_updated,
self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
self.capacity_msat)
{
/// state"), we allow the caller to set an offset applied to our liquidity bounds which
/// represents the amount of the successful payment we just made.
fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
- let half_lives = self.now.duration_since(*self.last_updated).as_secs()
+ let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
.checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
.map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
self.decayed_offset_msat(*self.max_liquidity_offset_msat)
};
*self.last_updated = self.now;
+ *self.offset_history_last_updated = self.now;
}
/// Adjusts the upper bound of the channel liquidity balance in this direction.
self.decayed_offset_msat(*self.min_liquidity_offset_msat)
};
*self.last_updated = self.now;
+ *self.offset_history_last_updated = self.now;
}
}
fn channel_penalty_msat(
&self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
) -> u64 {
- let scid = match candidate.short_channel_id() {
- Some(scid) => scid,
- None => return 0,
- };
- let target = match candidate.target() {
- Some(target) => target,
- None => return 0,
+ let (scid, target) = match candidate {
+ CandidateRouteHop::PublicHop { info, short_channel_id } => {
+ (short_channel_id, info.target())
+ },
+ _ => return 0,
};
let source = candidate.source();
if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
}
impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
let amount_msat = path.final_value_msat();
log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
let network_graph = self.network_graph.read_only();
}
}
- fn payment_path_successful(&mut self, path: &Path) {
+ fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
let amount_msat = path.final_value_msat();
log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
}
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.payment_path_failed(path, short_channel_id)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.payment_path_failed(path, u64::max_value())
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
}
+
+ fn time_passed(&mut self, _duration_since_epoch: Duration) {}
}
#[cfg(c_bindings)]
impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
where L::Target: Logger {}
+#[cfg(feature = "std")]
+#[inline]
+fn powf64(n: f64, exp: f64) -> f64 {
+ n.powf(exp)
+}
+#[cfg(not(feature = "std"))]
+fn powf64(n: f64, exp: f64) -> f64 {
+ libm::powf(n as f32, exp as f32) as f64
+}
+
mod approx {
const BITS: u32 = 64;
const HIGHEST_BIT: u32 = BITS - 1;
}
impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
- pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
+ pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
-> Option<([u16; 32], [u16; 32])> {
- let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
+ let (_, required_decays) = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
let mut min_buckets = *self.min_liquidity_offset_history;
min_buckets.time_decay_data(required_decays);
Some((min_buckets.buckets, max_buckets.buckets))
}
#[inline]
- pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
+ pub(super) fn get_total_valid_points<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
-> Option<(u64, u32)> {
- let required_decays = now.duration_since(last_updated).as_secs()
+ let required_decays = now.duration_since(offset_history_last_updated).as_secs()
.checked_div(half_life.as_secs())
.map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
#[inline]
pub(super) fn calculate_success_probability_times_billion<T: Time>(
- &self, now: T, last_updated: T, half_life: Duration,
+ &self, now: T, offset_history_last_updated: T, half_life: Duration,
params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
) -> Option<u64> {
// If historical penalties are enabled, we try to calculate a probability of success
// Check if all our buckets are zero, once decayed and treat it as if we had no data. We
// don't actually use the decayed buckets, though, as that would lose precision.
let (total_valid_points_tracked, _)
- = self.get_total_valid_points(now, last_updated, half_life)?;
+ = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
let mut cumulative_success_prob_times_billion = 0;
// Special-case the 0th min bucket - it generally means we failed a payment, so only
impl<T: Time> Writeable for ChannelLiquidity<T> {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ let offset_history_duration_since_epoch =
+ T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
write_tlv_fields!(w, {
(0, self.min_liquidity_offset_msat, required),
(4, duration_since_epoch, required),
(5, Some(self.min_liquidity_offset_history), option),
(7, Some(self.max_liquidity_offset_history), option),
+ (9, offset_history_duration_since_epoch, required),
});
Ok(())
}
let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
let mut duration_since_epoch = Duration::from_secs(0);
+ let mut offset_history_duration_since_epoch = None;
read_tlv_fields!(r, {
(0, min_liquidity_offset_msat, required),
(1, legacy_min_liq_offset_history, option),
(4, duration_since_epoch, required),
(5, min_liquidity_offset_history, option),
(7, max_liquidity_offset_history, option),
+ (9, offset_history_duration_since_epoch, option),
});
// On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
// We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
let last_updated = if wall_clock_now > duration_since_epoch {
now - (wall_clock_now - duration_since_epoch)
} else { now };
+
+ let offset_history_duration_since_epoch =
+ offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
+ let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
+ now - (wall_clock_now - offset_history_duration_since_epoch)
+ } else { now };
+
if min_liquidity_offset_history.is_none() {
if let Some(legacy_buckets) = legacy_min_liq_offset_history {
min_liquidity_offset_history = Some(legacy_buckets.into_current());
min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
last_updated,
+ offset_history_last_updated,
})
}
}
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 liquidity_bounds_directed_from_lowest_node_id() {
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
+ let offset_history_last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
})
.with_channel(43,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
+ let offset_history_last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
+ let offset_history_last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
fn constant_penalty_outside_liquidity_bounds() {
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
+ let offset_history_last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_failed(&failed_path, 41);
+ scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_successful(&successful_path);
+ scorer.payment_path_successful(&successful_path, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
}
let usage = ChannelUsage { amount_msat: 750, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path, 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
let usage = ChannelUsage { amount_msat: 250, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 750, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path, 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
let usage = ChannelUsage { amount_msat: 250, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
- scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
let (info, _) = channel.as_directed_from(&node_a).unwrap();
assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
- scorer.payment_path_successful(&payment_path_for_amount(500));
+ scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
- let (info, target) = channel.as_directed_from(&source).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
let candidate = CandidateRouteHop::PublicHop {
info,
short_channel_id: 42,
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
- scorer.payment_path_failed(&payment_path_for_amount(768), 42);
- scorer.payment_path_failed(&payment_path_for_amount(128), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+ scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
// Initial penalties
let usage = ChannelUsage { amount_msat: 128, ..usage };
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
- let (info, target) = channel.as_directed_from(&source).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
let candidate = CandidateRouteHop::PublicHop {
info,
short_channel_id: 42,
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
- scorer.payment_path_failed(&payment_path_for_amount(512), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
// An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
// More knowledge gives higher confidence (256, 768), meaning a lower penalty.
- scorer.payment_path_failed(&payment_path_for_amount(768), 42);
- scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
// Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
// is closer to the upper bound, meaning a higher penalty.
- scorer.payment_path_successful(&payment_path_for_amount(64));
+ scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
// Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
// is closer to the lower bound, meaning a lower penalty.
- scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
// Further decaying affects the lower bound more than the upper bound (128, 928).
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- scorer.payment_path_failed(&payment_path_for_amount(500), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
let (info, _) = channel.as_directed_from(&source).unwrap();
let candidate = CandidateRouteHop::PublicHop {
SinceEpoch::advance(Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let mut serialized_scorer = Vec::new();
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- scorer.payment_path_failed(&payment_path_for_amount(500), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
let (info, _) = channel.as_directed_from(&source).unwrap();
let candidate = CandidateRouteHop::PublicHop {
<ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
SinceEpoch::advance(Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
+ #[test]
fn remembers_historical_failures() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
};
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
+ let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 100,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- let network_graph = network_graph.read_only();
- let channel = network_graph.channel(42).unwrap();
- let (info, target) = channel.as_directed_from(&source).unwrap();
- let candidate = CandidateRouteHop::PublicHop {
- info,
- short_channel_id: 42,
- };
- // With no historical data the normal liquidity penalty calculation is used.
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ // With no historical data the normal liquidity penalty calculation is used.
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ }
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
None);
- scorer.payment_path_failed(&payment_path_for_amount(1), 42);
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
+ }
// The "it failed" increment is 32, where the probability should lie several buckets into
// the first octile.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
// Even after we tell the scorer we definitely have enough available liquidity, it will
// still remember that there was some failure in the past, and assign a non-0 penalty.
- scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
+ scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
+ }
// The first points should be decayed just slightly and the last bucket has a new point.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
// Advance the time forward 16 half-lives (which the docs claim will ensure all data is
// gone), and check that we're back to where we started.
SinceEpoch::advance(Duration::from_secs(10 * 16));
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ }
// Once fully decayed we still have data, but its all-0s. In the future we may remove the
// data entirely instead.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
inflight_htlc_msat: 1024,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- scorer.payment_path_failed(&payment_path_for_amount(1), 42);
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
- usage.inflight_htlc_msat = 0;
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
- let usage = ChannelUsage {
- amount_msat: 1,
- inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
- };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
+ usage.inflight_htlc_msat = 0;
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
+
+ let usage = ChannelUsage {
+ amount_msat: 1,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
+ }
// Advance to decay all liquidity offsets to zero.
SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
path_hop(source_pubkey(), 42, 1),
path_hop(sender_pubkey(), 41, 0),
];
- scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
}
#[test]
// final value is taken into account.
assert!(scorer.channel_liquidities.get(&42).is_none());
- scorer.payment_path_failed(&path, 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
- scorer.payment_path_failed(&path, 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
.as_directed(&source, &target, 1_000, decay_params);
None);
// Fail to pay once, and then check the buckets and penalty.
- scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
// The penalty should be the maximum penalty, as the payment we're scoring is now in the
// same bucket which is the only maximum datapoint.
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
// ...but once we see a failure, we consider the payment to be substantially less likely,
// even though not a probability of zero as we still look at the second max bucket which
// now shows 31.
- scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
projects / rust-lightning / blobdiff