//! 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::chain::keysinterface::{KeysManager, KeysInterface};
//! # 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 random_seed_bytes = [42u8; 32];
//!
-//! let route = find_route(&payer, ¶ms, &network_graph, None, &logger, &scorer);
+//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
//! # }
//! ```
//!
//! # Note
//!
-//! If persisting [`Scorer`], it must be restored using the same [`Time`] parameterization. Using a
-//! different type results in undefined behavior. Specifically, persisting when built with feature
-//! `no-std` and restoring without it, or vice versa, uses different types and thus is undefined.
+//! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
+//! different types and thus is undefined.
//!
//! [`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, Sub};
+use core::ops::{Deref, DerefMut};
use core::time::Duration;
-use io::{self, Read}; use sync::{Mutex, MutexGuard};
+use io::{self, Read};
+use sync::{Mutex, MutexGuard};
+/// We define Score ever-so-slightly differently based on whether we are being built for C bindings
+/// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
+/// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
+/// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
+///
+/// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
+/// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
+/// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
+/// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
+/// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
+/// do here by defining `Score` differently for `cfg(c_bindings)`.
+macro_rules! define_score { ($($supertrait: path)*) => {
/// An interface used to score payment channels for path finding.
///
/// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
-pub trait Score {
+pub trait Score $(: $supertrait)* {
/// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
/// given channel in the direction from `source` to `target`.
///
- /// The channel's capacity (less any other MPP parts which are also being considered for use in
- /// the same payment) is given by `channel_capacity_msat`. It may be guessed from various
- /// sources or assumed from no data at all.
- ///
- /// For hints provided in the invoice, we assume the channel has sufficient capacity to accept
- /// the invoice's full amount, and provide a `channel_capacity_msat` of `None`. In all other
- /// cases it is set to `Some`, even if we're guessing at the channel value.
- ///
- /// Your code should be overflow-safe through a `channel_capacity_msat` of 21 million BTC.
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option<u64>, source: &NodeId, target: &NodeId) -> u64;
+ /// The channel's capacity (less any other MPP parts that are also being considered for use in
+ /// the same payment) is given by `capacity_msat`. It may be determined from various sources
+ /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
+ /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
+ /// Thus, implementations should be overflow-safe.
+ fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
/// Handles updating channel penalties after failing to route through a channel.
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
+
+ /// Handles updating channel penalties after successfully routing along a path.
+ fn payment_path_successful(&mut self, path: &[&RouteHop]);
+}
+
+impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
+ fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
+ self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
+ }
+
+ fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ self.deref_mut().payment_path_failed(path, short_channel_id)
+ }
+
+ fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ self.deref_mut().payment_path_successful(path)
+ }
}
+} }
+
+#[cfg(c_bindings)]
+define_score!(Writeable);
+#[cfg(not(c_bindings))]
+define_score!();
/// A scorer that is accessed under a lock.
///
fn lock(&'a self) -> Self::Locked;
}
+/// (C-not exported)
impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
type Locked = MutexGuard<'a, T>;
}
}
-impl<S: Score, T: DerefMut<Target=S>> Score for T {
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option<u64>, source: &NodeId, target: &NodeId) -> u64 {
- self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, channel_capacity_msat, source, target)
+#[cfg(c_bindings)]
+/// A concrete implementation of [`LockableScore`] which supports multi-threading.
+pub struct MultiThreadedLockableScore<S: Score> {
+ score: Mutex<S>,
+}
+#[cfg(c_bindings)]
+/// (C-not exported)
+impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
+ type Locked = MutexGuard<'a, T>;
+
+ fn lock(&'a self) -> MutexGuard<'a, T> {
+ Mutex::lock(&self.score).unwrap()
+ }
+}
+
+#[cfg(c_bindings)]
+impl<T: Score> MultiThreadedLockableScore<T> {
+ /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
+ pub fn new(score: T) -> Self {
+ MultiThreadedLockableScore { score: Mutex::new(score) }
}
+}
- fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
- self.deref_mut().payment_path_failed(path, short_channel_id)
+#[cfg(c_bindings)]
+/// (C-not exported)
+impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
+ fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+ T::write(&**self, writer)
+ }
+}
+
+#[cfg(c_bindings)]
+/// (C-not exported)
+impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
+ fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+ S::write(&**self, writer)
+ }
+}
+
+#[derive(Clone)]
+/// [`Score`] implementation that uses a fixed penalty.
+pub struct FixedPenaltyScorer {
+ penalty_msat: u64,
+}
+
+impl FixedPenaltyScorer {
+ /// Creates a new scorer using `penalty_msat`.
+ pub fn with_penalty(penalty_msat: u64) -> Self {
+ Self { penalty_msat }
+ }
+}
+
+impl Score for FixedPenaltyScorer {
+ fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
+ self.penalty_msat
+ }
+
+ fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+
+ fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+}
+
+impl Writeable for FixedPenaltyScorer {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {});
+ Ok(())
+ }
+}
+
+impl ReadableArgs<u64> for FixedPenaltyScorer {
+ #[inline]
+ fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
+ read_tlv_fields!(r, {});
+ Ok(Self { penalty_msat })
}
}
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
///
-/// See [module-level documentation] for usage.
+/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
+///
+/// # Note
+///
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
///
/// [module-level documentation]: crate::routing::scoring
-pub type Scorer = ScorerUsingTime::<DefaultTime>;
+#[deprecated(
+ since = "0.0.105",
+ note = "ProbabilisticScorer should be used instead of Scorer.",
+)]
+pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
-/// Time used by [`Scorer`].
#[cfg(not(feature = "no-std"))]
-pub type DefaultTime = std::time::Instant;
-
-/// Time used by [`Scorer`].
+type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
-pub type DefaultTime = Eternity;
+type ConfiguredTime = time::Eternity;
-/// [`Score`] implementation parameterized by [`Time`].
-///
-/// See [`Scorer`] for details.
-///
-/// # Note
+// Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
+// doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
+// methods at all.
+
+/// [`Score`] implementation.
///
-/// Mixing [`Time`] types between serialization and deserialization results in undefined behavior.
+/// (C-not exported) generally all users should use the [`Scorer`] type alias.
pub struct ScorerUsingTime<T: Time> {
params: ScoringParameters,
// TODO: Remove entries of closed channels.
channel_failures: HashMap<u64, ChannelFailure<T>>,
}
+#[derive(Clone)]
/// Parameters for configuring [`Scorer`].
pub struct ScoringParameters {
/// A fixed penalty in msats to apply to each channel.
/// A penalty in msats to apply to a channel upon failing to relay a payment.
///
/// This accumulates for each failure but may be reduced over time based on
- /// [`failure_penalty_half_life`].
+ /// [`failure_penalty_half_life`] or when successfully routing through a channel.
///
/// Default value: 1,024,000 msat
///
/// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
/// cut in half.
///
+ /// Successfully routing through a channel will immediately cut the penalty in half as well.
+ ///
+ /// Default value: 1 hour
+ ///
/// # Note
///
- /// When time is an [`Eternity`], as is default when enabling feature `no-std`, it will never
- /// elapse. Therefore, this penalty will never decay.
+ /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
+ /// never decay.
///
/// [`failure_penalty_msat`]: Self::failure_penalty_msat
pub failure_penalty_half_life: Duration,
///
/// Penalties decay over time, though accumulate as more failures occur.
struct ChannelFailure<T: Time> {
- /// Accumulated penalty in msats for the channel as of `last_failed`.
+ /// Accumulated penalty in msats for the channel as of `last_updated`.
undecayed_penalty_msat: u64,
- /// Last time the channel failed. Used to decay `undecayed_penalty_msat`.
- last_failed: T,
-}
-
-/// A measurement of time.
-pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
- /// Returns an instance corresponding to the current moment.
- fn now() -> Self;
-
- /// Returns the amount of time elapsed since `self` was created.
- fn elapsed(&self) -> Duration;
-
- /// Returns the amount of time passed since the beginning of [`Time`].
- ///
- /// Used during (de-)serialization.
- fn duration_since_epoch() -> Duration;
+ /// Last time the channel either failed to route or successfully routed a payment. Used to decay
+ /// `undecayed_penalty_msat`.
+ last_updated: T,
}
impl<T: Time> ScorerUsingTime<T> {
channel_failures: HashMap::new(),
}
}
-
- /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
- #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
- pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
- Self::new(ScoringParameters {
- base_penalty_msat: penalty_msat,
- failure_penalty_msat: 0,
- failure_penalty_half_life: Duration::from_secs(0),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- })
- }
}
impl<T: Time> ChannelFailure<T> {
fn new(failure_penalty_msat: u64) -> Self {
Self {
undecayed_penalty_msat: failure_penalty_msat,
- last_failed: T::now(),
+ last_updated: T::now(),
}
}
fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
- self.last_failed = T::now();
+ self.last_updated = T::now();
+ }
+
+ fn reduce_penalty(&mut self, half_life: Duration) {
+ self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
+ self.last_updated = T::now();
}
fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
- let decays = self.last_failed.elapsed().as_secs().checked_div(half_life.as_secs());
- match decays {
- Some(decays) => self.undecayed_penalty_msat >> decays,
- None => 0,
- }
+ self.last_updated.elapsed().as_secs()
+ .checked_div(half_life.as_secs())
+ .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
+ .unwrap_or(0)
}
}
impl<T: Time> Score for ScorerUsingTime<T> {
fn channel_penalty_msat(
- &self, short_channel_id: u64, send_amt_msat: u64, chan_capacity_opt: Option<u64>, _source: &NodeId, _target: &NodeId
+ &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
) -> u64 {
let failure_penalty_msat = self.channel_failures
.get(&short_channel_id)
.map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
-
- if let Some(chan_capacity_msat) = chan_capacity_opt {
- let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / chan_capacity_msat;
-
- if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
- penalty_msat = penalty_msat.checked_add(
- (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
- .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
- .unwrap_or(u64::max_value());
- }
+ let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
+ if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
+ penalty_msat = penalty_msat.checked_add(
+ (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
+ .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
+ .unwrap_or(u64::max_value());
}
penalty_msat
.and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
.or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
}
-}
-
-#[cfg(not(feature = "no-std"))]
-impl Time for std::time::Instant {
- fn now() -> Self {
- std::time::Instant::now()
- }
-
- fn duration_since_epoch() -> Duration {
- use std::time::SystemTime;
- SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
- }
-
- fn elapsed(&self) -> Duration {
- std::time::Instant::elapsed(self)
- }
-}
-
-/// A state in which time has no meaning.
-#[derive(Debug, PartialEq, Eq)]
-pub struct Eternity;
-
-impl Time for Eternity {
- fn now() -> Self {
- Self
- }
-
- fn duration_since_epoch() -> Duration {
- Duration::from_secs(0)
- }
-
- fn elapsed(&self) -> Duration {
- Duration::from_secs(0)
- }
-}
-impl Sub<Duration> for Eternity {
- type Output = Self;
-
- fn sub(self, _other: Duration) -> Self {
- self
+ fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ let half_life = self.params.failure_penalty_half_life;
+ for hop in path.iter() {
+ self.channel_failures
+ .entry(hop.short_channel_id)
+ .and_modify(|failure| failure.reduce_penalty(half_life));
+ }
}
}
impl<T: Time> Writeable for ChannelFailure<T> {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
- let duration_since_epoch = T::duration_since_epoch() - self.last_failed.elapsed();
+ let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
write_tlv_fields!(w, {
(0, self.undecayed_penalty_msat, required),
(2, duration_since_epoch, required),
});
Ok(Self {
undecayed_penalty_msat,
- last_failed: T::now() - (T::duration_since_epoch() - duration_since_epoch),
+ last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
})
}
}
-#[cfg(test)]
-mod tests {
- use super::{Eternity, ScoringParameters, ScorerUsingTime, Time};
+/// [`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.
+///
+/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
+/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
+/// [`ProbabilisticScoringParameters`] for details.
+///
+/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
+/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
+/// volume are more likely to experience failed payment paths, which would need to be retried.
+///
+/// # Note
+///
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
+///
+/// [1]: https://arxiv.org/abs/2107.05322
+pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
- use routing::scoring::Score;
- use routing::network_graph::NodeId;
- use util::ser::{Readable, Writeable};
+/// Probabilistic [`Score`] implementation.
+///
+/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
+pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
+ params: ProbabilisticScoringParameters,
+ network_graph: G,
+ // TODO: Remove entries of closed channels.
+ channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
+}
- use bitcoin::secp256k1::PublicKey;
- use core::cell::Cell;
- use core::ops::Sub;
- use core::time::Duration;
- use io;
+/// Parameters for configuring [`ProbabilisticScorer`].
+///
+/// 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).
+#[derive(Clone, Copy)]
+pub struct ProbabilisticScoringParameters {
+ /// A fixed penalty in msats to apply to each channel.
+ ///
+ /// Default value: 500 msat
+ pub base_penalty_msat: u64,
- /// Time that can be advanced manually in tests.
- #[derive(Debug, PartialEq, Eq)]
- struct SinceEpoch(Duration);
+ /// A multiplier used in conjunction with the negative `log10` of the channel's success
+ /// probability for a payment to determine the liquidity penalty.
+ ///
+ /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
+ /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
+ /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
+ /// lower bounding the success probability to `0.01`) when the amount falls within the
+ /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
+ /// result in a `u64::max_value` penalty, however.
+ ///
+ /// Default value: 40,000 msat
+ ///
+ /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
+ pub liquidity_penalty_multiplier_msat: u64,
- impl SinceEpoch {
- thread_local! {
- static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
+ /// The time required to elapse before any knowledge learned about channel liquidity balances is
+ /// cut in half.
+ ///
+ /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
+ /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
+ /// the certainty of the channel liquidity balance.
+ ///
+ /// Default value: 1 hour
+ ///
+ /// # Note
+ ///
+ /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
+ /// liquidity knowledge will never decay except when the bounds cross.
+ pub liquidity_offset_half_life: Duration,
+
+ /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
+ /// channel's success probability for the payment to determine the amount penalty.
+ ///
+ /// 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 `2^20`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`
+ ///
+ /// 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
+ /// decreases, the negative `log10` weighting will increase dramatically. For higher success
+ /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
+ /// fall below `1`.
+ ///
+ /// Default value: 256 msat
+ pub amount_penalty_multiplier_msat: u64,
+}
+
+/// 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<T: Time> {
+ /// 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,
+
+ /// Time when the liquidity bounds were last modified.
+ last_updated: T,
+}
+
+/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
+/// decayed with a given half life.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
+ min_liquidity_offset_msat: L,
+ max_liquidity_offset_msat: L,
+ capacity_msat: u64,
+ last_updated: U,
+ now: T,
+ half_life: Duration,
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
+ /// 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(),
}
+ }
- fn advance(duration: Duration) {
- Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
+ #[cfg(test)]
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
+ assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
+ self
+ }
+}
+
+impl ProbabilisticScoringParameters {
+ #[cfg(test)]
+ fn zero_penalty() -> Self {
+ Self {
+ base_penalty_msat: 0,
+ liquidity_penalty_multiplier_msat: 0,
+ liquidity_offset_half_life: Duration::from_secs(3600),
+ amount_penalty_multiplier_msat: 0,
}
}
+}
- impl Time for SinceEpoch {
- fn now() -> Self {
- Self(Self::duration_since_epoch())
+impl Default for ProbabilisticScoringParameters {
+ fn default() -> Self {
+ Self {
+ base_penalty_msat: 500,
+ liquidity_penalty_multiplier_msat: 40_000,
+ liquidity_offset_half_life: Duration::from_secs(3600),
+ amount_penalty_multiplier_msat: 256,
}
+ }
+}
- fn duration_since_epoch() -> Duration {
- Self::ELAPSED.with(|elapsed| elapsed.get())
+impl<T: Time> ChannelLiquidity<T> {
+ #[inline]
+ fn new() -> Self {
+ Self {
+ min_liquidity_offset_msat: 0,
+ max_liquidity_offset_msat: 0,
+ last_updated: T::now(),
}
+ }
- fn elapsed(&self) -> Duration {
- Self::duration_since_epoch() - self.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, half_life: Duration
+ ) -> DirectedChannelLiquidity<&u64, T, &T> {
+ 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,
+ last_updated: &self.last_updated,
+ now: T::now(),
+ half_life,
}
}
- impl Sub<Duration> for SinceEpoch {
- type Output = Self;
+ /// 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, half_life: Duration
+ ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
+ 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,
+ last_updated: &mut self.last_updated,
+ now: T::now(),
+ half_life,
+ }
+ }
+}
- fn sub(self, other: Duration) -> Self {
- Self(self.0 - other)
+/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
+/// probabilities.
+const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
+
+/// The divisor used when computing the amount penalty.
+const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
+
+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.
+ 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);
+ if amount_msat <= min_liquidity_msat {
+ 0
+ } else if amount_msat >= max_liquidity_msat {
+ if amount_msat > max_liquidity_msat {
+ u64::max_value()
+ } else if max_liquidity_msat != self.capacity_msat {
+ // Avoid using the failed channel on retry.
+ u64::max_value()
+ } else {
+ // Equivalent to hitting the else clause below with the amount equal to the
+ // effective capacity and without any certainty on the liquidity upper bound.
+ let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
+ self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
+ }
+ } else {
+ let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
+ let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
+ let negative_log10_times_2048 =
+ approx::negative_log10_times_2048(numerator, denominator);
+ self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
}
}
- #[test]
- fn time_passes_when_advanced() {
- let now = SinceEpoch::now();
- assert_eq!(now.elapsed(), Duration::from_secs(0));
+ /// Computes the liquidity and amount penalties and adds them to the base penalty.
+ #[inline(always)]
+ fn combined_penalty_msat(
+ &self, amount_msat: u64, negative_log10_times_2048: u64,
+ params: ProbabilisticScoringParameters
+ ) -> u64 {
+ let liquidity_penalty_msat = {
+ // Upper bound the liquidity penalty to ensure some channel is selected.
+ let multiplier_msat = params.liquidity_penalty_multiplier_msat;
+ let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
+ (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(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
+
+ params.base_penalty_msat
+ .saturating_add(liquidity_penalty_msat)
+ .saturating_add(amount_penalty_msat)
+ }
- SinceEpoch::advance(Duration::from_secs(1));
- SinceEpoch::advance(Duration::from_secs(1));
+ /// Returns the lower bound of the channel liquidity balance in this direction.
+ fn min_liquidity_msat(&self) -> u64 {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ }
- let elapsed = now.elapsed();
- let later = SinceEpoch::now();
+ /// Returns the upper bound of the channel liquidity balance in this direction.
+ fn max_liquidity_msat(&self) -> u64 {
+ self.capacity_msat
+ .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
+ .unwrap_or(0)
+ }
- assert_eq!(elapsed, Duration::from_secs(2));
- assert_eq!(later - elapsed, now);
+ fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
+ self.now.duration_since(*self.last_updated).as_secs()
+ .checked_div(self.half_life.as_secs())
+ .and_then(|decays| offset_msat.checked_shr(decays as u32))
+ .unwrap_or(0)
}
+}
- #[test]
- fn time_never_passes_in_an_eternity() {
- let now = Eternity::now();
- let elapsed = now.elapsed();
- let later = Eternity::now();
+impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
+ /// 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);
+ }
+ }
- assert_eq!(now.elapsed(), Duration::from_secs(0));
- assert_eq!(later - elapsed, now);
+ /// 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);
+ }
}
- /// A scorer for testing with time that can be manually advanced.
- type Scorer = ScorerUsingTime::<SinceEpoch>;
+ /// 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);
+ }
- fn source_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("02eec7245d6b7d2ccb30380bfbe2a3648cd7a942653f5aa340edcea1f283686619").unwrap()[..]).unwrap())
+ /// 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;
+ *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.max_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
}
- fn target_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("0324653eac434488002cc06bbfb7f10fe18991e35f9fe4302dbea6d2353dc0ab1c").unwrap()[..]).unwrap())
+ /// 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);
+ *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
}
+}
- #[test]
- fn penalizes_without_channel_failures() {
- let scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(1),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
+ fn channel_penalty_msat(
+ &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
+ target: &NodeId
+ ) -> u64 {
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ self.channel_liquidities
+ .get(&short_channel_id)
+ .unwrap_or(&ChannelLiquidity::new())
+ .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
+ .penalty_msat(amount_msat, self.params)
+ }
- SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ 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 liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ 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, liquidity_offset_half_life)
+ .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, liquidity_offset_half_life)
+ .failed_downstream(amount_msat);
+ }
+ }
}
- #[test]
- fn accumulates_channel_failure_penalties() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 64,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ 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, liquidity_offset_half_life)
+ .successful(amount_msat);
+ }
+ }
+ }
+}
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064);
+mod approx {
+ const BITS: u32 = 64;
+ const HIGHEST_BIT: u32 = BITS - 1;
+ const LOWER_BITS: u32 = 6;
+ const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
+ const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
+
+ /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
+ /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
+ const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
+ [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, 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, 0, 0],
+ [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
+ 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
+ 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
+ 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
+ [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
+ 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
+ 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
+ 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
+ [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
+ 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
+ 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
+ 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
+ [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
+ 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
+ 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
+ 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
+ [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
+ 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
+ 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
+ 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
+ [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
+ 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
+ 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
+ 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
+ [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
+ 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
+ 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
+ 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
+ [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
+ 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
+ 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
+ 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
+ [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
+ 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
+ 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
+ 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
+ [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
+ 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
+ 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
+ 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
+ [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
+ 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
+ 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
+ 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
+ [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
+ 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
+ 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
+ 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
+ [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
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+ 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
+ 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
+ [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
+ 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
+ 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
+ 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
+ [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
+ 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
+ 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
+ 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
+ [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
+ 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
+ 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
+ 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
+ [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
+ 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
+ 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
+ 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
+ [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
+ 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
+ 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
+ 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
+ [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
+ 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
+ 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
+ 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
+ [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
+ 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
+ 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
+ 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
+ [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
+ 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
+ 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
+ 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
+ [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
+ 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
+ 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
+ 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
+ [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
+ 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
+ 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
+ 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
+ [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
+ 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
+ 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
+ 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
+ ];
+
+ /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
+ #[inline]
+ pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
+ // Multiply the -1 through to avoid needing to use signed numbers.
+ (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
+ }
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ #[inline]
+ fn log10_times_2048(x: u64) -> u16 {
+ debug_assert_ne!(x, 0);
+ let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
+ let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
+ LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
+ }
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_192);
+ #[cfg(test)]
+ mod tests {
+ use super::*;
+
+ #[test]
+ fn prints_negative_log10_times_2048_lookup_table() {
+ for msb in 0..BITS {
+ for i in 0..LOWER_BITS_BOUND {
+ let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
+ let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
+ assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
+
+ if i % LOWER_BITS_BOUND == 0 {
+ print!("\t\t[{}, ", log10_times_2048);
+ } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
+ println!("{}],", log10_times_2048);
+ } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
+ print!("{},\n\t\t\t", log10_times_2048);
+ } else {
+ print!("{}, ", log10_times_2048);
+ }
+ }
+ }
+ }
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
+ #[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>, T: Time>
+ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
+ #[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<T: Time> Writeable for ChannelLiquidity<T> {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
+ write_tlv_fields!(w, {
+ (0, self.min_liquidity_offset_msat, required),
+ (2, self.max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
+ });
+ Ok(())
+ }
+}
+
+impl<T: Time> Readable for ChannelLiquidity<T> {
+ #[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;
+ let mut duration_since_epoch = Duration::from_secs(0);
+ read_tlv_fields!(r, {
+ (0, min_liquidity_offset_msat, required),
+ (2, max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
+ });
+ Ok(Self {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
+ })
+ }
+}
+
+pub(crate) mod time {
+ use core::ops::Sub;
+ use core::time::Duration;
+ /// A measurement of time.
+ pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
+ /// Returns an instance corresponding to the current moment.
+ fn now() -> Self;
+
+ /// Returns the amount of time elapsed since `self` was created.
+ fn elapsed(&self) -> Duration;
+
+ /// Returns the amount of time passed between `earlier` and `self`.
+ fn duration_since(&self, earlier: Self) -> Duration;
+
+ /// Returns the amount of time passed since the beginning of [`Time`].
+ ///
+ /// Used during (de-)serialization.
+ fn duration_since_epoch() -> Duration;
+ }
+
+ /// A state in which time has no meaning.
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
+ pub struct Eternity;
+
+ #[cfg(not(feature = "no-std"))]
+ impl Time for std::time::Instant {
+ fn now() -> Self {
+ std::time::Instant::now()
+ }
+
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.duration_since(earlier)
+ }
+
+ fn duration_since_epoch() -> Duration {
+ use std::time::SystemTime;
+ SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
+ }
+
+ fn elapsed(&self) -> Duration {
+ std::time::Instant::elapsed(self)
+ }
+ }
+
+ impl Time for Eternity {
+ fn now() -> Self {
+ Self
+ }
+
+ fn duration_since(&self, _earlier: Self) -> Duration {
+ Duration::from_secs(0)
+ }
+
+ fn duration_since_epoch() -> Duration {
+ Duration::from_secs(0)
+ }
+
+ fn elapsed(&self) -> Duration {
+ Duration::from_secs(0)
+ }
+ }
+
+ impl Sub<Duration> for Eternity {
+ type Output = Self;
+
+ fn sub(self, _other: Duration) -> Self {
+ self
+ }
+ }
+}
+
+pub(crate) use self::time::Time;
+
+#[cfg(test)]
+mod tests {
+ use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, 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::{NetworkGraph, NodeId};
+ use routing::router::RouteHop;
+ use util::ser::{Readable, ReadableArgs, Writeable};
+
+ 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(Clone, Copy, Debug, PartialEq, Eq)]
+ struct SinceEpoch(Duration);
+
+ impl SinceEpoch {
+ thread_local! {
+ static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
+ }
+
+ fn advance(duration: Duration) {
+ Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
+ }
+ }
+
+ impl Time for SinceEpoch {
+ fn now() -> Self {
+ Self(Self::duration_since_epoch())
+ }
+
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.0 - earlier.0
+ }
+
+ fn duration_since_epoch() -> Duration {
+ Self::ELAPSED.with(|elapsed| elapsed.get())
+ }
+
+ fn elapsed(&self) -> Duration {
+ Self::duration_since_epoch() - self.0
+ }
+ }
+
+ impl Sub<Duration> for SinceEpoch {
+ type Output = Self;
+
+ fn sub(self, other: Duration) -> Self {
+ Self(self.0 - other)
+ }
+ }
+
+ #[test]
+ fn time_passes_when_advanced() {
+ let now = SinceEpoch::now();
+ assert_eq!(now.elapsed(), Duration::from_secs(0));
+
+ SinceEpoch::advance(Duration::from_secs(1));
+ SinceEpoch::advance(Duration::from_secs(1));
+
+ let elapsed = now.elapsed();
+ let later = SinceEpoch::now();
+
+ assert_eq!(elapsed, Duration::from_secs(2));
+ assert_eq!(later - elapsed, now);
+ }
+
+ #[test]
+ fn time_never_passes_in_an_eternity() {
+ let now = Eternity::now();
+ let elapsed = now.elapsed();
+ let later = Eternity::now();
+
+ assert_eq!(now.elapsed(), Duration::from_secs(0));
+ 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(&source_pubkey())
+ }
+
+ fn target_node_id() -> NodeId {
+ NodeId::from_pubkey(&target_pubkey())
+ }
+
+ #[test]
+ fn penalizes_without_channel_failures() {
+ let scorer = Scorer::new(ScoringParameters {
+ base_penalty_msat: 1_000,
+ failure_penalty_msat: 512,
+ failure_penalty_half_life: Duration::from_secs(1),
+ overuse_penalty_start_1024th: 1024,
+ overuse_penalty_msat_per_1024th: 0,
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+
+ SinceEpoch::advance(Duration::from_secs(1));
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+ }
+
+ #[test]
+ fn accumulates_channel_failure_penalties() {
+ let mut scorer = Scorer::new(ScoringParameters {
+ base_penalty_msat: 1_000,
+ failure_penalty_msat: 64,
+ failure_penalty_half_life: Duration::from_secs(10),
+ overuse_penalty_start_1024th: 1024,
+ overuse_penalty_msat_per_1024th: 0,
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+
+ scorer.payment_path_failed(&[], 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
+
+ scorer.payment_path_failed(&[], 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
+
+ scorer.payment_path_failed(&[], 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(9));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
SinceEpoch::advance(Duration::from_secs(10 * 8));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_001);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+ }
+
+ #[test]
+ fn decays_channel_failure_penalties_without_shift_overflow() {
+ let mut scorer = Scorer::new(ScoringParameters {
+ base_penalty_msat: 1_000,
+ failure_penalty_msat: 512,
+ failure_penalty_half_life: Duration::from_secs(10),
+ overuse_penalty_start_1024th: 1024,
+ overuse_penalty_msat_per_1024th: 0,
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+
+ scorer.payment_path_failed(&[], 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
+
+ // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
+ // cause an overflow.
+ SinceEpoch::advance(Duration::from_secs(10 * 64));
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_768);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_384);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
+ }
+
+ #[test]
+ fn reduces_channel_failure_penalties_after_success() {
+ let mut scorer = Scorer::new(ScoringParameters {
+ base_penalty_msat: 1_000,
+ failure_penalty_msat: 512,
+ failure_penalty_half_life: Duration::from_secs(10),
+ overuse_penalty_start_1024th: 1024,
+ overuse_penalty_msat_per_1024th: 0,
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
+
+ scorer.payment_path_failed(&[], 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
+
+ let hop = RouteHop {
+ pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 42,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 1,
+ cltv_expiry_delta: 18,
+ };
+ scorer.payment_path_successful(&[&hop]);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
}
#[test]
let target = target_node_id();
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
scorer.payment_path_failed(&[], 43);
- assert_eq!(scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
- assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
}
#[test]
let target = target_node_id();
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
SinceEpoch::advance(Duration::from_secs(10));
let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
}
#[test]
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, None, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, Some(1_024_000), &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256_999, Some(1_024_000), &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 257_000, Some(1_024_000), &source, &target), 100);
- assert_eq!(scorer.channel_penalty_msat(42, 258_000, Some(1_024_000), &source, &target), 200);
- assert_eq!(scorer.channel_penalty_msat(42, 512_000, Some(1_024_000), &source, &target), 256 * 100);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
+ 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
+
+ /// A probabilistic scorer for testing with time that can be manually advanced.
+ type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
+
+ 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 last_updated = SinceEpoch::now();
+ 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, last_updated
+ })
+ .with_channel(43,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+ assert!(source > target);
+ assert!(target < recipient);
+
+ // Update minimum liquidity.
+
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ // Update maximum liquidity.
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ scorer.channel_liquidities.get_mut(&43).unwrap()
+ .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 800);
+ assert_eq!(liquidity.max_liquidity_msat(), 1000);
+ }
+
+ #[test]
+ fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
+ let last_updated = SinceEpoch::now();
+ 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, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life)
+ .set_min_liquidity_msat(900);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life)
+ .set_min_liquidity_msat(400);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life);
+ 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 last_updated = SinceEpoch::now();
+ 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, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life)
+ .set_max_liquidity_msat(300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life)
+ .set_max_liquidity_msat(600);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ 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, liquidity_offset_half_life);
+ 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,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 3);
+ assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 6);
+ assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 47);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 198);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 425);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 902);
+ }
+
+ #[test]
+ fn constant_penalty_outside_liquidity_bounds() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
+ });
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
+ }
+
+ #[test]
+ fn does_not_further_penalize_own_channel() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ 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), 301);
+
+ scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
+
+ scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
+ }
+
+ #[test]
+ fn sets_liquidity_lower_bound_on_downstream_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ 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), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602);
+
+ 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,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ 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), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602);
+
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
+ }
+
+ #[test]
+ fn reduces_liquidity_upper_bound_along_path_on_success() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ 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), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
+
+ scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
+ 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);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_over_time() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 93);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_479);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
+
+ SinceEpoch::advance(Duration::from_secs(9));
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 93);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_479);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
+
+ SinceEpoch::advance(Duration::from_secs(1));
+ assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_970);
+ assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
+
+ // Fully decay liquidity lower bound.
+ SinceEpoch::advance(Duration::from_secs(10 * 7));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ // Fully decay liquidity upper bound.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_without_shift_overflow() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+
+ scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
+
+ // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
+ // would cause an overflow.
+ SinceEpoch::advance(Duration::from_secs(10 * 64));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ }
+
+ #[test]
+ fn restricts_liquidity_bounds_after_decay() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
+
+ // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
+ scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
+
+ // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 291);
+
+ // 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).iter().collect::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 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).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 245);
+
+ // Further decaying affects the lower bound more than the upper bound (128, 928).
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
+ }
+
+ #[test]
+ fn restores_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 473);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ SinceEpoch::advance(Duration::from_secs(10));
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 473);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 365);
+ }
+
+ #[test]
+ fn scores_realistic_payments() {
+ // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
+ // 50k sat reserve).
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::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_000_000, 950_000_000, &source, &target), 3613);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 1_950_000_000, &source, &target), 1977);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 2_950_000_000, &source, &target), 1474);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 3_950_000_000, &source, &target), 1223);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 4_950_000_000, &source, &target), 877);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 5_950_000_000, &source, &target), 845);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 6_950_000_000, &source, &target), 782);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_450_000_000, &source, &target), 1002);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_950_000_000, &source, &target), 970);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 8_950_000_000, &source, &target), 907);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 9_950_000_000, &source, &target), 877);
+ }
+
+ #[test]
+ fn adds_base_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
+ }
+
+ #[test]
+ fn adds_amount_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ amount_penalty_multiplier_msat: 0,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ amount_penalty_multiplier_msat: 256,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
+ }
+
+ #[test]
+ fn calculates_log10_without_overflowing_u64_max_value() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 40_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(
+ scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
+ 80_000,
+ );
}
}
projects / rust-lightning / blobdiff