//! #
//! # struct FakeLogger {};
//! # impl Logger for FakeLogger {
-//! # fn log(&self, record: &Record) { unimplemented!() }
+//! # fn log(&self, record: Record) { unimplemented!() }
//! # }
//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
//! # let logger = FakeLogger {};
use crate::ln::msgs::DecodeError;
use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
-use crate::routing::router::Path;
+use crate::routing::router::{Path, CandidateRouteHop};
+use crate::routing::log_approx;
use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
use crate::util::logger::Logger;
-use crate::util::time::Time;
use crate::prelude::*;
use core::{cmp, fmt};
/// [`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, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
) -> u64;
}
/// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
pub trait ScoreUpdate {
/// Handles updating channel penalties after failing to route through a channel.
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
/// Handles updating channel penalties after successfully routing along a path.
- fn payment_path_successful(&mut self, path: &Path);
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
/// Handles updating channel penalties after a probe over the given path failed.
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
/// Handles updating channel penalties after a probe over the given path succeeded.
- fn probe_successful(&mut self, path: &Path);
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
+
+ /// Scorers may wish to reduce their certainty of channel liquidity information over time.
+ /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
+ /// of this object should call this method regularly (generally via the
+ /// `lightning-background-processor` crate).
+ fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
}
/// A trait which can both lookup and update routing channel penalty scores.
impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
type ScoreParams = S::ScoreParams;
fn channel_penalty_msat(
- &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
) -> u64 {
- self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
+ self.deref().channel_penalty_msat(candidate, usage, score_params)
}
}
#[cfg(not(c_bindings))]
impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.deref_mut().payment_path_failed(path, short_channel_id)
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.deref_mut().payment_path_successful(path, duration_since_epoch)
}
- fn payment_path_successful(&mut self, path: &Path) {
- self.deref_mut().payment_path_successful(path)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.deref_mut().probe_failed(path, short_channel_id)
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.deref_mut().probe_successful(path, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.deref_mut().probe_successful(path)
+ fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
+ self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
}
}
} }
#[cfg(c_bindings)]
impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
type ScoreParams = T::ScoreParams;
- fn channel_penalty_msat(&self, short_channel_id: u64, source: &NodeId,
- target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
) -> u64 {
- self.0.channel_penalty_msat(short_channel_id, source, target, usage, score_params)
+ self.0.channel_penalty_msat(candidate, usage, score_params)
}
}
#[cfg(c_bindings)]
impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.0.payment_path_failed(path, short_channel_id)
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.payment_path_successful(path, duration_since_epoch)
}
- fn payment_path_successful(&mut self, path: &Path) {
- self.0.payment_path_successful(path)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.probe_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.0.probe_failed(path, short_channel_id)
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.probe_successful(path, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.0.probe_successful(path)
+ fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
+ self.0.decay_liquidity_certainty(duration_since_epoch)
}
}
impl ScoreLookUp for FixedPenaltyScorer {
type ScoreParams = ();
- fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
+ fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
self.penalty_msat
}
}
impl ScoreUpdate for FixedPenaltyScorer {
- fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+ fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
- fn payment_path_successful(&mut self, _path: &Path) {}
+ fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
- fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+ fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
- fn probe_successful(&mut self, _path: &Path) {}
+ fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
+
+ fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
}
impl Writeable for FixedPenaltyScorer {
}
}
-#[cfg(not(feature = "no-std"))]
-type ConfiguredTime = crate::util::time::MonotonicTime;
-#[cfg(feature = "no-std")]
-use crate::util::time::Eternity;
-#[cfg(feature = "no-std")]
-type ConfiguredTime = Eternity;
-
/// [`ScoreLookUp`] implementation using channel success probability distributions.
///
/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
/// formula, but using the history of a channel rather than our latest estimates for the liquidity
/// bounds.
///
-/// # Note
-///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
-///
/// [1]: https://arxiv.org/abs/2107.05322
/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
-pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
-
-/// Probabilistic [`ScoreLookUp`] implementation.
-///
-/// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
-pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
+pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
where L::Target: Logger {
decay_params: ProbabilisticScoringDecayParameters,
network_graph: G,
logger: L,
- // TODO: Remove entries of closed channels.
- channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
+ channel_liquidities: HashMap<u64, ChannelLiquidity>,
}
/// Parameters for configuring [`ProbabilisticScorer`].
///
/// Default value: 14 days
///
- /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
+ /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
pub historical_no_updates_half_life: Duration,
/// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
/// 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> {
+#[repr(C)] // Force the fields in memory to be in the order we specify
+struct ChannelLiquidity {
/// Lower channel liquidity bound in terms of an offset from zero.
min_liquidity_offset_msat: u64,
/// Upper channel liquidity bound in terms of an offset from the effective capacity.
max_liquidity_offset_msat: u64,
- /// Time when the liquidity bounds were last modified.
- last_updated: T,
+ liquidity_history: HistoricalLiquidityTracker,
+
+ /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
+ last_updated: Duration,
- min_liquidity_offset_history: HistoricalBucketRangeTracker,
- max_liquidity_offset_history: HistoricalBucketRangeTracker,
+ /// Time when the historical liquidity bounds were last modified as an offset against the unix
+ /// epoch.
+ offset_history_last_updated: Duration,
}
+// Check that the liquidity HashMap's entries sit on round cache lines.
+//
+// Specifically, the first cache line will have the key, the liquidity offsets, and the total
+// points tracked in the historical tracker.
+//
+// The next two cache lines will have the historical points, which we only access last during
+// scoring, followed by the last_updated `Duration`s (which we do not need during scoring).
+const _LIQUIDITY_MAP_SIZING_CHECK: usize = 192 - ::core::mem::size_of::<(u64, ChannelLiquidity)>();
+const _LIQUIDITY_MAP_SIZING_CHECK_2: usize = ::core::mem::size_of::<(u64, ChannelLiquidity)>() - 192;
+
/// 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>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, HT: Deref<Target = HistoricalLiquidityTracker>, T: Deref<Target = Duration>> {
min_liquidity_offset_msat: L,
max_liquidity_offset_msat: L,
- liquidity_history: HistoricalMinMaxBuckets<BRT>,
+ liquidity_history: DirectedHistoricalLiquidityTracker<HT>,
capacity_msat: u64,
- last_updated: U,
- now: T,
- decay_params: ProbabilisticScoringDecayParameters,
+ last_updated: T,
+ offset_history_last_updated: T,
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
/// Creates a new scorer using the given scoring parameters for sending payments from a node
/// through a network graph.
pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
}
#[cfg(test)]
- fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
self
}
/// Note that this writes roughly one line per channel for which we have a liquidity estimate,
/// which may be a substantial amount of log output.
pub fn debug_log_liquidity_stats(&self) {
- let now = T::now();
-
let graph = self.network_graph.read_only();
for (scid, liq) in self.channel_liquidities.iter() {
if let Some(chan_debug) = graph.channels().get(scid) {
let log_direction = |source, target| {
if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
- let (min_buckets, max_buckets) = dir_liq.liquidity_history
- .get_decayed_buckets(now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life)
- .unwrap_or(([0; 32], [0; 32]));
+ let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history_buckets();
+ let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history_buckets();
log_debug!(self.logger, core::concat!(
"Liquidity from {} to {} via {} is in the range ({}, {}).\n",
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
}
}
/// in the top and bottom bucket, and roughly with similar (recent) frequency.
///
/// Because the datapoints are decayed slowly over time, values will eventually return to
- /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
+ /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
///
/// In order to fetch a single success probability from the buckets provided here, as used in
/// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
- let (min_buckets, mut max_buckets) =
- dir_liq.liquidity_history.get_decayed_buckets(
- dir_liq.now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life
- )?;
+ let min_buckets = *dir_liq.liquidity_history.min_liquidity_offset_history_buckets();
+ let mut max_buckets = *dir_liq.liquidity_history.max_liquidity_offset_history_buckets();
// Note that the liquidity buckets are an offset from the edge, so we inverse
// the max order to get the probabilities from zero.
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let capacity_msat = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, capacity_msat);
return dir_liq.liquidity_history.calculate_success_probability_times_billion(
- dir_liq.now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
- capacity_msat
+ ¶ms, amount_msat, capacity_msat
).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
}
}
}
}
-impl<T: Time> ChannelLiquidity<T> {
- #[inline]
- fn new() -> Self {
+impl ChannelLiquidity {
+ fn new(last_updated: Duration) -> Self {
Self {
min_liquidity_offset_msat: 0,
max_liquidity_offset_msat: 0,
- min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- last_updated: T::now(),
+ liquidity_history: HistoricalLiquidityTracker::new(),
+ last_updated,
+ offset_history_last_updated: last_updated,
}
}
/// 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, decay_params: ProbabilisticScoringDecayParameters
- ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
- let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
- if source < target {
- (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
- &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
+ ) -> DirectedChannelLiquidity<&u64, &HistoricalLiquidityTracker, &Duration> {
+ let source_less_than_target = source < target;
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
+ if source_less_than_target {
+ (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
} else {
- (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
- &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
+ (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
};
DirectedChannelLiquidity {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
- liquidity_history: HistoricalMinMaxBuckets {
- min_liquidity_offset_history,
- max_liquidity_offset_history,
- },
+ liquidity_history: self.liquidity_history.as_directed(source_less_than_target),
capacity_msat,
last_updated: &self.last_updated,
- now: T::now(),
- decay_params: decay_params,
+ offset_history_last_updated: &self.offset_history_last_updated,
}
}
/// 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, decay_params: ProbabilisticScoringDecayParameters
- ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
- let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
- if source < target {
- (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
- &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
+ ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalLiquidityTracker, &mut Duration> {
+ let source_less_than_target = source < target;
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) =
+ if source_less_than_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,
- &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
+ (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
};
DirectedChannelLiquidity {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
- liquidity_history: HistoricalMinMaxBuckets {
- min_liquidity_offset_history,
- max_liquidity_offset_history,
- },
+ liquidity_history: self.liquidity_history.as_directed_mut(source_less_than_target),
capacity_msat,
last_updated: &mut self.last_updated,
- now: T::now(),
- decay_params: decay_params,
+ offset_history_last_updated: &mut self.offset_history_last_updated,
+ }
+ }
+
+ fn decayed_offset(&self, offset: u64, duration_since_epoch: Duration,
+ decay_params: ProbabilisticScoringDecayParameters
+ ) -> u64 {
+ let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
+ if half_life != 0.0 {
+ let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
+ ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
+ } else {
+ 0
}
}
}
/// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
/// ratio, as X in 1/X.
-const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
+const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = log_approx::LOWER_BITS_BOUND;
/// The divisor used when computing the amount penalty.
const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
(a * a * a, b * b * b, c * c * c)
}
+#[inline(always)]
+fn linear_success_probability(
+ amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64,
+ min_zero_implies_no_successes: bool,
+) -> (u64, u64) {
+ let (numerator, mut denominator) =
+ (max_liquidity_msat - amount_msat,
+ (max_liquidity_msat - min_liquidity_msat).saturating_add(1));
+
+ if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
+ denominator < u64::max_value() / 21
+ {
+ // If we have no knowledge of the channel, scale probability down by ~75%
+ // Note that we prefer to increase the denominator rather than decrease the numerator as
+ // the denominator is more likely to be larger and thus provide greater precision. This is
+ // mostly an overoptimization but makes a large difference in tests.
+ denominator = denominator * 21 / 16
+ }
+
+ (numerator, denominator)
+}
+
+#[inline(always)]
+fn nonlinear_success_probability(
+ amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
+) -> (f64, f64) {
+ let capacity = capacity_msat as f64;
+ let min = (min_liquidity_msat as f64) / capacity;
+ let max = (max_liquidity_msat as f64) / capacity;
+ let amount = (amount_msat as f64) / capacity;
+
+ // Assume the channel has a probability density function of (x - 0.5)^2 for values from
+ // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
+ // liquidity bounds is thus the integral under the curve from the amount to maximum
+ // estimated liquidity, divided by the same integral from the minimum to the maximum
+ // estimated liquidity bounds.
+ //
+ // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
+ // calculate the cumulative density function between the min/max bounds trivially. Note
+ // that we don't bother to normalize the CDF to total to 1, as it will come out in the
+ // division of num / den.
+ let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
+ (max_pow - amt_pow, max_pow - min_pow)
+}
+
+
/// Given liquidity bounds, calculates the success probability (in the form of a numerator and
/// denominator) of an HTLC. This is a key assumption in our scoring models.
///
-/// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
-///
/// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
/// (recently) seen an HTLC successfully complete over this channel.
#[inline(always)]
debug_assert!(amount_msat < max_liquidity_msat);
debug_assert!(max_liquidity_msat <= capacity_msat);
- let (numerator, mut denominator) =
- if params.linear_success_probability {
- (max_liquidity_msat - amount_msat,
- (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
- } else {
- let capacity = capacity_msat as f64;
- let min = (min_liquidity_msat as f64) / capacity;
- let max = (max_liquidity_msat as f64) / capacity;
- let amount = (amount_msat as f64) / capacity;
-
- // Assume the channel has a probability density function of (x - 0.5)^2 for values from
- // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
- // liquidity bounds is thus the integral under the curve from the amount to maximum
- // estimated liquidity, divided by the same integral from the minimum to the maximum
- // estimated liquidity bounds.
- //
- // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
- // calculate the cumulative density function between the min/max bounds trivially. Note
- // that we don't bother to normalize the CDF to total to 1, as it will come out in the
- // division of num / den.
- let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
- let num = max_pow - amt_pow;
- let den = max_pow - min_pow;
-
- // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
- // quite a large factor to get something useful (ideally in the 2^30 range).
- const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
- let numerator = (num * BILLIONISH) as u64 + 1;
- let denominator = (den * BILLIONISH) as u64 + 1;
- debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
- debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
- (numerator, denominator)
- };
+ if params.linear_success_probability {
+ return linear_success_probability(
+ amount_msat, min_liquidity_msat, max_liquidity_msat, min_zero_implies_no_successes
+ );
+ }
+
+ let (num, den) = nonlinear_success_probability(
+ amount_msat, min_liquidity_msat, max_liquidity_msat, capacity_msat
+ );
+
+ // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
+ // quite a large factor to get something useful (ideally in the 2^30 range).
+ const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
+ let numerator = (num * BILLIONISH) as u64 + 1;
+ let mut denominator = (den * BILLIONISH) as u64 + 1;
+ debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
+ debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
denominator < u64::max_value() / 21
(numerator, denominator)
}
-impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
+/// Given liquidity bounds, calculates the success probability (times some value) of an HTLC. This
+/// is a key assumption in our scoring models.
+///
+/// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
+/// (recently) seen an HTLC successfully complete over this channel.
+#[inline(always)]
+fn success_probability_times_value(
+ amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
+ params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
+ value: u32,
+) -> u64 {
+ debug_assert!(min_liquidity_msat <= amount_msat);
+ debug_assert!(amount_msat < max_liquidity_msat);
+ debug_assert!(max_liquidity_msat <= capacity_msat);
+
+ if params.linear_success_probability {
+ let (numerator, denominator) = linear_success_probability(
+ amount_msat, min_liquidity_msat, max_liquidity_msat, min_zero_implies_no_successes
+ );
+ return (value as u64) * numerator / denominator;
+ }
+
+ let (num, mut den) = nonlinear_success_probability(
+ amount_msat, min_liquidity_msat, max_liquidity_msat, capacity_msat
+ );
+
+ if min_zero_implies_no_successes && min_liquidity_msat == 0 {
+ // If we have no knowledge of the channel, scale probability down by ~75%
+ // Note that we prefer to increase the denominator rather than decrease the numerator as
+ // the denominator is more likely to be larger and thus provide greater precision. This is
+ // mostly an overoptimization but makes a large difference in tests.
+ den = den * 21.0 / 16.0
+ }
+
+ let res = (value as f64) * num / den;
+
+ res as u64
+}
+
+impl<L: Deref<Target = u64>, HT: Deref<Target = HistoricalLiquidityTracker>, T: Deref<Target = Duration>>
+DirectedChannelLiquidity< L, HT, T> {
/// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
/// this direction.
fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
0
} else {
let negative_log10_times_2048 =
- approx::negative_log10_times_2048(numerator, denominator);
+ log_approx::negative_log10_times_2048(numerator, denominator);
Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
score_params.liquidity_penalty_multiplier_msat,
score_params.liquidity_penalty_amount_multiplier_msat)
if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
- .calculate_success_probability_times_billion(self.now, *self.last_updated,
- self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
- self.capacity_msat)
+ .calculate_success_probability_times_billion(
+ score_params, amount_msat, self.capacity_msat)
{
- let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
+ let historical_negative_log10_times_2048 =
+ log_approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
score_params.historical_liquidity_penalty_amount_multiplier_msat));
let (numerator, denominator) = success_probability(amount_msat, 0,
available_capacity, available_capacity, score_params, true);
let negative_log10_times_2048 =
- approx::negative_log10_times_2048(numerator, denominator);
+ log_approx::negative_log10_times_2048(numerator, denominator);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
score_params.historical_liquidity_penalty_multiplier_msat,
score_params.historical_liquidity_penalty_amount_multiplier_msat));
/// Returns the lower bound of the channel liquidity balance in this direction.
#[inline(always)]
fn min_liquidity_msat(&self) -> u64 {
- self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ *self.min_liquidity_offset_msat
}
/// Returns the upper bound of the channel liquidity balance in this direction.
#[inline(always)]
fn max_liquidity_msat(&self) -> u64 {
self.capacity_msat
- .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
- }
-
- fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
- let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
- if half_life != 0 {
- // Decay the offset by the appropriate number of half lives. If half of the next half
- // life has passed, approximate an additional three-quarter life to help smooth out the
- // decay.
- let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
- let half_decays = elapsed_time / (half_life / 2);
- let decays = half_decays / 2;
- let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
- if half_decays % 2 == 0 {
- decayed_offset_msat
- } else {
- // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
- // 16_384 == 2^14
- (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
- }
- } else {
- 0
- }
+ .saturating_sub(*self.max_liquidity_offset_msat)
}
}
-impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
+impl<L: DerefMut<Target = u64>, HT: DerefMut<Target = HistoricalLiquidityTracker>, T: DerefMut<Target = Duration>>
+DirectedChannelLiquidity<L, HT, T> {
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
- fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
+ fn failed_at_channel<Log: Deref>(
+ &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
+ ) where Log::Target: Logger {
let existing_max_msat = self.max_liquidity_msat();
if amount_msat < existing_max_msat {
log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
- self.set_max_liquidity_msat(amount_msat);
+ self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
} else {
log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
chan_descr, existing_max_msat, amount_msat);
}
- self.update_history_buckets(0);
+ self.update_history_buckets(0, duration_since_epoch);
}
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
- fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
+ fn failed_downstream<Log: Deref>(
+ &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
+ ) where Log::Target: Logger {
let existing_min_msat = self.min_liquidity_msat();
if amount_msat > existing_min_msat {
log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
- self.set_min_liquidity_msat(amount_msat);
+ self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
} else {
log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
chan_descr, existing_min_msat, amount_msat);
}
- self.update_history_buckets(0);
+ self.update_history_buckets(0, duration_since_epoch);
}
/// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
- fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
+ fn successful<Log: Deref>(&mut self,
+ amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
+ ) where Log::Target: Logger {
let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
- self.set_max_liquidity_msat(max_liquidity_msat);
- self.update_history_buckets(amount_msat);
+ self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
+ self.update_history_buckets(amount_msat, duration_since_epoch);
}
/// Updates the history buckets for this channel. Because the history buckets track what we now
/// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
/// state"), we allow the caller to set an offset applied to our liquidity bounds which
/// represents the amount of the successful payment we just made.
- fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
- let half_lives = self.now.duration_since(*self.last_updated).as_secs()
- .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
- .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
- self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
- self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
-
- let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
- self.liquidity_history.min_liquidity_offset_history.track_datapoint(
- min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
- );
- let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
- self.liquidity_history.max_liquidity_offset_history.track_datapoint(
- max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
+ fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
+ self.liquidity_history.track_datapoint(
+ *self.min_liquidity_offset_msat + bucket_offset_msat,
+ self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat),
+ self.capacity_msat,
);
+ *self.offset_history_last_updated = duration_since_epoch;
}
/// Adjusts the lower bound of the channel liquidity balance in this direction.
- fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
+ fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
*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;
+ if amount_msat > self.max_liquidity_msat() {
+ *self.max_liquidity_offset_msat = 0;
+ }
+ *self.last_updated = duration_since_epoch;
}
/// Adjusts the upper bound of the channel liquidity balance in this direction.
- fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
+ fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
*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;
+ if amount_msat < *self.min_liquidity_offset_msat {
+ *self.min_liquidity_offset_msat = 0;
+ }
+ *self.last_updated = duration_since_epoch;
}
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
type ScoreParams = ProbabilisticScoringFeeParameters;
fn channel_penalty_msat(
- &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
+ &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
) -> u64 {
- if let Some(penalty) = score_params.manual_node_penalties.get(target) {
+ let (scid, target) = match candidate {
+ CandidateRouteHop::PublicHop { info, short_channel_id } => {
+ (short_channel_id, info.target())
+ },
+ _ => return 0,
+ };
+ let source = candidate.source();
+ if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
return *penalty;
}
let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
let capacity_msat = usage.effective_capacity.as_msat();
self.channel_liquidities
- .get(&short_channel_id)
- .unwrap_or(&ChannelLiquidity::new())
- .as_directed(source, target, capacity_msat, self.decay_params)
+ .get(&scid)
+ .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
+ .as_directed(&source, &target, capacity_msat)
.penalty_msat(amount_msat, score_params)
.saturating_add(anti_probing_penalty_msat)
.saturating_add(base_penalty_msat)
}
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
let amount_msat = path.final_value_msat();
log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
let network_graph = self.network_graph.read_only();
if at_failed_channel {
self.channel_liquidities
.entry(hop.short_channel_id)
- .or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
- .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
+ .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
+ .as_directed_mut(source, &target, capacity_msat)
+ .failed_at_channel(amount_msat, duration_since_epoch,
+ format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
self.channel_liquidities
.entry(hop.short_channel_id)
- .or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
- .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
+ .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
+ .as_directed_mut(source, &target, capacity_msat)
+ .failed_downstream(amount_msat, duration_since_epoch,
+ format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
}
} else {
log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
}
}
- fn payment_path_successful(&mut self, path: &Path) {
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
let amount_msat = path.final_value_msat();
log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
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, self.decay_params)
- .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
+ .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
+ .as_directed_mut(source, &target, capacity_msat)
+ .successful(amount_msat, duration_since_epoch,
+ format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
hop.short_channel_id);
}
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.payment_path_failed(path, short_channel_id)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.payment_path_failed(path, u64::max_value())
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
}
-}
-#[cfg(c_bindings)]
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
-where L::Target: Logger {}
+ fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
+ let decay_params = self.decay_params;
+ self.channel_liquidities.retain(|_scid, liquidity| {
+ liquidity.min_liquidity_offset_msat =
+ liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
+ liquidity.max_liquidity_offset_msat =
+ liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
+ liquidity.last_updated = duration_since_epoch;
-mod approx {
- const BITS: u32 = 64;
- const HIGHEST_BIT: u32 = BITS - 1;
- const LOWER_BITS: u32 = 6;
- pub(super) 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,
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- 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
- [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
- 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
- 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
- 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
- [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
- 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
- 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
- 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
- [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
- 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
- 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
- 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
- [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
- 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
- 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
- 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
- [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
- 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
- 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
- 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
- [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
- 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
- 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
- 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
- [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
- 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
- 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
- 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
- [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
- 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
- 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
- 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
- [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
- 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
- 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
- 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
- [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
- 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
- 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
- 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
- [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
- 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
- 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
- }
-
- #[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]
- }
-
- #[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);
- }
+ let elapsed_time =
+ duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
+ if elapsed_time > decay_params.historical_no_updates_half_life {
+ let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
+ if half_life != 0.0 {
+ liquidity.liquidity_history.decay_buckets(elapsed_time.as_secs_f64() / half_life);
+ liquidity.offset_history_last_updated = duration_since_epoch;
}
}
- }
+ liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
+ liquidity.liquidity_history.has_datapoints()
+ });
}
}
+#[cfg(c_bindings)]
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
+where L::Target: Logger {}
+
+#[cfg(feature = "std")]
+#[inline]
+fn powf64(n: f64, exp: f64) -> f64 {
+ n.powf(exp)
+}
+#[cfg(not(feature = "std"))]
+fn powf64(n: f64, exp: f64) -> f64 {
+ libm::powf(n as f32, exp as f32) as f64
+}
+
mod bucketed_history {
use super::*;
// between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
// buckets in total.
- const BUCKET_START_POS: [u16; 33] = [
- 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
- 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
- ];
+ // By default u16s may not be cache-aligned, but we'd rather not have to read a third cache
+ // line just to access it
+ #[repr(align(128))]
+ struct BucketStartPos([u16; 33]);
+ impl BucketStartPos {
+ const fn new() -> Self {
+ Self([
+ 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
+ 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
+ ])
+ }
+ }
+ impl core::ops::Index<usize> for BucketStartPos {
+ type Output = u16;
+ #[inline(always)]
+ fn index(&self, index: usize) -> &u16 { &self.0[index] }
+ }
+ const BUCKET_START_POS: BucketStartPos = BucketStartPos::new();
const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
(0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
impl HistoricalBucketRangeTracker {
pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
- pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
+ fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
// We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
// we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
//
self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
}
}
- /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
- /// datapoints as we receive newer information.
- #[inline]
- pub(super) fn time_decay_data(&mut self, half_lives: u32) {
- for e in self.buckets.iter_mut() {
- *e = e.checked_shr(half_lives).unwrap_or(0);
- }
- }
}
impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
- /// A set of buckets representing the history of where we've seen the minimum- and maximum-
- /// liquidity bounds for a given channel.
- pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
- /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
- /// channel.
- pub(super) min_liquidity_offset_history: D,
- /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
- /// channel.
- pub(super) max_liquidity_offset_history: D,
- }
-
- impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
- pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
- -> Option<([u16; 32], [u16; 32])> {
- let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
-
- let mut min_buckets = *self.min_liquidity_offset_history;
- min_buckets.time_decay_data(required_decays);
- let mut max_buckets = *self.max_liquidity_offset_history;
- max_buckets.time_decay_data(required_decays);
- Some((min_buckets.buckets, max_buckets.buckets))
+ #[derive(Clone, Copy)]
+ #[repr(C)] // Force the fields in memory to be in the order we specify.
+ pub(super) struct HistoricalLiquidityTracker {
+ total_valid_points_tracked: u64,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker,
+ max_liquidity_offset_history: HistoricalBucketRangeTracker,
+ }
+
+ impl HistoricalLiquidityTracker {
+ pub(super) fn new() -> HistoricalLiquidityTracker {
+ HistoricalLiquidityTracker {
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ total_valid_points_tracked: 0,
+ }
+ }
+
+ pub(super) fn from_min_max(
+ min_liquidity_offset_history: HistoricalBucketRangeTracker,
+ max_liquidity_offset_history: HistoricalBucketRangeTracker,
+ ) -> HistoricalLiquidityTracker {
+ let mut res = HistoricalLiquidityTracker {
+ min_liquidity_offset_history,
+ max_liquidity_offset_history,
+ total_valid_points_tracked: 0,
+ };
+ res.recalculate_valid_points();
+ res
+ }
+
+ pub(super) fn has_datapoints(&self) -> bool {
+ self.min_liquidity_offset_history.buckets != [0; 32] ||
+ self.max_liquidity_offset_history.buckets != [0; 32]
}
- #[inline]
- pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
- -> Option<(u64, u32)> {
- let required_decays = now.duration_since(last_updated).as_secs()
- .checked_div(half_life.as_secs())
- .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
- let mut total_valid_points_tracked = 0;
+ pub(super) fn decay_buckets(&mut self, half_lives: f64) {
+ let divisor = powf64(2048.0, half_lives) as u64;
+ for bucket in self.min_liquidity_offset_history.buckets.iter_mut() {
+ *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
+ }
+ for bucket in self.max_liquidity_offset_history.buckets.iter_mut() {
+ *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
+ }
+ self.recalculate_valid_points();
+ }
+
+ fn recalculate_valid_points(&mut self) {
+ self.total_valid_points_tracked = 0;
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
- total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+ self.total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
}
}
+ }
- // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
- // treat it as if we were fully decayed.
- const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
- if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
- return None;
+ pub(super) fn writeable_min_offset_history(&self) -> &HistoricalBucketRangeTracker {
+ &self.min_liquidity_offset_history
+ }
+
+ pub(super) fn writeable_max_offset_history(&self) -> &HistoricalBucketRangeTracker {
+ &self.max_liquidity_offset_history
+ }
+
+ pub(super) fn as_directed<'a>(&'a self, source_less_than_target: bool)
+ -> DirectedHistoricalLiquidityTracker<&'a HistoricalLiquidityTracker> {
+ DirectedHistoricalLiquidityTracker { source_less_than_target, tracker: self }
+ }
+
+ pub(super) fn as_directed_mut<'a>(&'a mut self, source_less_than_target: bool)
+ -> DirectedHistoricalLiquidityTracker<&'a mut HistoricalLiquidityTracker> {
+ DirectedHistoricalLiquidityTracker { source_less_than_target, tracker: self }
+ }
+ }
+
+ /// A set of buckets representing the history of where we've seen the minimum- and maximum-
+ /// liquidity bounds for a given channel.
+ pub(super) struct DirectedHistoricalLiquidityTracker<D: Deref<Target = HistoricalLiquidityTracker>> {
+ source_less_than_target: bool,
+ tracker: D,
+ }
+
+ impl<D: DerefMut<Target = HistoricalLiquidityTracker>> DirectedHistoricalLiquidityTracker<D> {
+ pub(super) fn track_datapoint(
+ &mut self, min_offset_msat: u64, max_offset_msat: u64, capacity_msat: u64,
+ ) {
+ if self.source_less_than_target {
+ self.tracker.min_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat);
+ self.tracker.max_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat);
+ } else {
+ self.tracker.max_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat);
+ self.tracker.min_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat);
}
+ self.tracker.recalculate_valid_points();
+ }
+ }
+
+ impl<D: Deref<Target = HistoricalLiquidityTracker>> DirectedHistoricalLiquidityTracker<D> {
+ pub(super) fn min_liquidity_offset_history_buckets(&self) -> &[u16; 32] {
+ if self.source_less_than_target {
+ &self.tracker.min_liquidity_offset_history.buckets
+ } else {
+ &self.tracker.max_liquidity_offset_history.buckets
+ }
+ }
- Some((total_valid_points_tracked, required_decays))
+ pub(super) fn max_liquidity_offset_history_buckets(&self) -> &[u16; 32] {
+ if self.source_less_than_target {
+ &self.tracker.max_liquidity_offset_history.buckets
+ } else {
+ &self.tracker.min_liquidity_offset_history.buckets
+ }
}
#[inline]
- pub(super) fn calculate_success_probability_times_billion<T: Time>(
- &self, now: T, last_updated: T, half_life: Duration,
- params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
+ pub(super) fn calculate_success_probability_times_billion(
+ &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
+ capacity_msat: u64
) -> Option<u64> {
// If historical penalties are enabled, we try to calculate a probability of success
// given our historical distribution of min- and max-liquidity bounds in a channel.
let payment_pos = amount_to_pos(amount_msat, capacity_msat);
if payment_pos >= POSITION_TICKS { return None; }
- // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
- // don't actually use the decayed buckets, though, as that would lose precision.
- let (total_valid_points_tracked, _)
- = self.get_total_valid_points(now, last_updated, half_life)?;
+ let min_liquidity_offset_history_buckets =
+ self.min_liquidity_offset_history_buckets();
+ let max_liquidity_offset_history_buckets =
+ self.max_liquidity_offset_history_buckets();
+
+ let total_valid_points_tracked = self.tracker.total_valid_points_tracked;
+ #[cfg(debug_assertions)] {
+ let mut actual_valid_points_tracked = 0;
+ for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate() {
+ for max_bucket in max_liquidity_offset_history_buckets.iter().take(32 - min_idx) {
+ actual_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
+ }
+ }
+ assert_eq!(total_valid_points_tracked, actual_valid_points_tracked);
+ }
+
+ // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
+ // treat it as if we were fully decayed.
+ const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
+ if total_valid_points_tracked < FULLY_DECAYED.into() {
+ return None;
+ }
let mut cumulative_success_prob_times_billion = 0;
// Special-case the 0th min bucket - it generally means we failed a payment, so only
// datapoint, many of which may have relatively high maximum-available-liquidity
// values, which will result in us thinking we have some nontrivial probability of
// routing up to that amount.
- if self.min_liquidity_offset_history.buckets[0] != 0 {
+ if min_liquidity_offset_history_buckets[0] != 0 {
let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
let mut total_max_points = 0; // Total points in max-buckets to consider
- for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
+ for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate() {
if *max_bucket >= BUCKET_FIXED_POINT_ONE {
highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
}
}
let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
if payment_pos < max_bucket_end_pos {
- let (numerator, denominator) = success_probability(payment_pos as u64, 0,
- max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
let bucket_prob_times_billion =
- (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
+ (min_liquidity_offset_history_buckets[0] as u64) * total_max_points
* 1024 * 1024 * 1024 / total_valid_points_tracked;
- cumulative_success_prob_times_billion += bucket_prob_times_billion *
- numerator / denominator;
+ debug_assert!(bucket_prob_times_billion < u32::max_value() as u64);
+ cumulative_success_prob_times_billion += success_probability_times_value(
+ payment_pos as u64, 0, max_bucket_end_pos as u64,
+ POSITION_TICKS as u64 - 1, params, true, bucket_prob_times_billion as u32
+ );
}
}
- for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
+ for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate().skip(1) {
let min_bucket_start_pos = BUCKET_START_POS[min_idx];
- for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
+ for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate().take(32 - min_idx) {
let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
+ if payment_pos >= max_bucket_end_pos {
+ // Success probability 0, the payment amount may be above the max liquidity
+ break;
+ }
// Note that this multiply can only barely not overflow - two 16 bit ints plus
// 30 bits is 62 bits.
let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
* 1024 * 1024 * 1024 / total_valid_points_tracked;
- if payment_pos >= max_bucket_end_pos {
- // Success probability 0, the payment amount may be above the max liquidity
- break;
- } else if payment_pos < min_bucket_start_pos {
+ debug_assert!(bucket_prob_times_billion < u32::max_value() as u64);
+ if payment_pos < min_bucket_start_pos {
cumulative_success_prob_times_billion += bucket_prob_times_billion;
} else {
- let (numerator, denominator) = success_probability(payment_pos as u64,
- min_bucket_start_pos as u64, max_bucket_end_pos as u64,
- POSITION_TICKS as u64 - 1, params, true);
- cumulative_success_prob_times_billion += bucket_prob_times_billion *
- numerator / denominator;
+ cumulative_success_prob_times_billion += success_probability_times_value(
+ payment_pos as u64, min_bucket_start_pos as u64,
+ max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true,
+ bucket_prob_times_billion as u32);
}
}
}
}
}
}
-use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
+use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, DirectedHistoricalLiquidityTracker, HistoricalLiquidityTracker};
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
write_tlv_fields!(w, {
}
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
-ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
+ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
#[inline]
fn read<R: Read>(
r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
}
}
-impl<T: Time> Writeable for ChannelLiquidity<T> {
+impl Writeable for ChannelLiquidity {
#[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),
// 1 was the min_liquidity_offset_history in octile form
(2, self.max_liquidity_offset_msat, required),
// 3 was the max_liquidity_offset_history in octile form
- (4, duration_since_epoch, required),
- (5, Some(self.min_liquidity_offset_history), option),
- (7, Some(self.max_liquidity_offset_history), option),
+ (4, self.last_updated, required),
+ (5, self.liquidity_history.writeable_min_offset_history(), required),
+ (7, self.liquidity_history.writeable_max_offset_history(), required),
+ (9, self.offset_history_last_updated, required),
});
Ok(())
}
}
-impl<T: Time> Readable for ChannelLiquidity<T> {
+impl Readable for ChannelLiquidity {
#[inline]
fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
let mut min_liquidity_offset_msat = 0;
let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
- let mut duration_since_epoch = Duration::from_secs(0);
+ let mut last_updated = Duration::from_secs(0);
+ let mut offset_history_last_updated = None;
read_tlv_fields!(r, {
(0, min_liquidity_offset_msat, required),
(1, legacy_min_liq_offset_history, option),
(2, max_liquidity_offset_msat, required),
(3, legacy_max_liq_offset_history, option),
- (4, duration_since_epoch, required),
+ (4, last_updated, required),
(5, min_liquidity_offset_history, option),
(7, max_liquidity_offset_history, option),
+ (9, offset_history_last_updated, option),
});
- // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
- // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
- // is a time from a monotonic clock usually represented as an offset against boot time).
- // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
- // from the one that was written. However, because `Instant` can panic if we construct one
- // in the future, we must handle wallclock time jumping backwards, which we do by simply
- // using `Instant::now()` in that case.
- let wall_clock_now = T::duration_since_epoch();
- let now = T::now();
- let last_updated = if wall_clock_now > duration_since_epoch {
- now - (wall_clock_now - duration_since_epoch)
- } else { now };
+
if min_liquidity_offset_history.is_none() {
if let Some(legacy_buckets) = legacy_min_liq_offset_history {
min_liquidity_offset_history = Some(legacy_buckets.into_current());
Ok(Self {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
- min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
- max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
+ liquidity_history: HistoricalLiquidityTracker::from_min_max(
+ min_liquidity_offset_history.unwrap(), max_liquidity_offset_history.unwrap()
+ ),
last_updated,
+ offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
})
}
}
#[cfg(test)]
mod tests {
- use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
+ use super::{ChannelLiquidity, HistoricalLiquidityTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
use crate::blinded_path::{BlindedHop, BlindedPath};
use crate::util::config::UserConfig;
- use crate::util::time::Time;
- use crate::util::time::tests::SinceEpoch;
use crate::ln::channelmanager;
use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
- use crate::routing::router::{BlindedTail, Path, RouteHop};
+ use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
use crate::util::ser::{ReadableArgs, Writeable};
use crate::util::test_utils::{self, TestLogger};
- use bitcoin::blockdata::constants::genesis_block;
+ use bitcoin::blockdata::constants::ChainHash;
use bitcoin::hashes::Hash;
use bitcoin::hashes::sha256d::Hash as Sha256dHash;
use bitcoin::network::constants::Network;
// `ProbabilisticScorer` tests
- /// A probabilistic scorer for testing with time that can be manually advanced.
- type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
-
fn sender_privkey() -> SecretKey {
SecretKey::from_slice(&[41; 32]).unwrap()
}
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())
}
network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
node_2_key: SecretKey
) {
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
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();
network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
flags: u8, htlc_maximum_msat: u64, timestamp: u32,
) {
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
let secp_ctx = Secp256k1::new();
let unsigned_update = UnsignedChannelUpdate {
chain_hash: genesis_hash,
#[test]
fn liquidity_bounds_directed_from_lowest_node_id() {
let logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
- min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
+ liquidity_history: HistoricalLiquidityTracker::new(),
})
.with_channel(43,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
- min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
+ liquidity_history: HistoricalLiquidityTracker::new(),
});
let source = source_node_id();
let target = target_node_id();
// Update minimum liquidity.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
- .set_min_liquidity_msat(200);
+ .as_directed_mut(&source, &target, 1_000)
+ .set_min_liquidity_msat(200, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params);
+ .as_directed(&target, &recipient, 1_000);
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, decay_params);
+ .as_directed(&recipient, &target, 1_000);
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, decay_params)
- .set_max_liquidity_msat(200);
+ .as_directed_mut(&target, &recipient, 1_000)
+ .set_max_liquidity_msat(200, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&target, &recipient, 1_000, decay_params);
+ .as_directed(&target, &recipient, 1_000);
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, decay_params);
+ .as_directed(&recipient, &target, 1_000);
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 logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
- min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
+ liquidity_history: HistoricalLiquidityTracker::new(),
});
let source = source_node_id();
let target = target_node_id();
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 800);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 600);
// Reset from source to target.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000, decay_params)
- .set_min_liquidity_msat(900);
+ .as_directed_mut(&source, &target, 1_000)
+ .set_min_liquidity_msat(900, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 900);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 100);
// Reset from target to source.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&target, &source, 1_000, decay_params)
- .set_min_liquidity_msat(400);
+ .as_directed_mut(&target, &source, 1_000)
+ .set_min_liquidity_msat(400, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
}
#[test]
fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
let logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
- min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
+ liquidity_history: HistoricalLiquidityTracker::new(),
});
let source = source_node_id();
let target = target_node_id();
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 800);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 200);
assert_eq!(liquidity.max_liquidity_msat(), 600);
// Reset from source to target.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&source, &target, 1_000, decay_params)
- .set_max_liquidity_msat(300);
+ .as_directed_mut(&source, &target, 1_000)
+ .set_max_liquidity_msat(300, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 700);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
// Reset from target to source.
scorer.channel_liquidities.get_mut(&42).unwrap()
- .as_directed_mut(&target, &source, 1_000, decay_params)
- .set_max_liquidity_msat(600);
+ .as_directed_mut(&target, &source, 1_000)
+ .set_max_liquidity_msat(600, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&target, &source, 1_000, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
}
let decay_params = ProbabilisticScoringDecayParameters::default();
let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 1_024,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 10_240, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 102_400, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
let usage = ChannelUsage {
amount_msat: 128,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
let usage = ChannelUsage { amount_msat: 256, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
let usage = ChannelUsage { amount_msat: 374, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
let usage = ChannelUsage { amount_msat: 512, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let usage = ChannelUsage { amount_msat: 640, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
let usage = ChannelUsage { amount_msat: 768, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
let usage = ChannelUsage { amount_msat: 896, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
}
#[test]
fn constant_penalty_outside_liquidity_bounds() {
let logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
- min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
+ last_updated, offset_history_last_updated,
+ liquidity_history: HistoricalLiquidityTracker::new(),
});
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 39,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 50, ..usage };
- assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
- assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
let usage = ChannelUsage { amount_msat: 61, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
#[test]
..ProbabilisticScoringFeeParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- let sender = sender_node_id();
let source = source_node_id();
let usage = ChannelUsage {
amount_msat: 500,
};
let failed_path = payment_path_for_amount(500);
let successful_path = payment_path_for_amount(200);
+ let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 41,
+ };
- assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_failed(&failed_path, 41);
- assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
+ scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_successful(&successful_path);
- assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
+ scorer.payment_path_successful(&successful_path, Duration::ZERO);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
}
#[test]
};
let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let path = payment_path_for_amount(500);
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
let usage = ChannelUsage { amount_msat: 500, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
let usage = ChannelUsage { amount_msat: 750, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path, 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
let usage = ChannelUsage { amount_msat: 250, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 500, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 750, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
}
#[test]
};
let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let path = payment_path_for_amount(500);
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
let usage = ChannelUsage { amount_msat: 500, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
let usage = ChannelUsage { amount_msat: 750, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path, 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
let usage = ChannelUsage { amount_msat: 250, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let usage = ChannelUsage { amount_msat: 500, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
let usage = ChannelUsage { amount_msat: 750, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
#[test]
let node_a = NodeId::from_pubkey(&pub_a);
let node_b = NodeId::from_pubkey(&pub_b);
let node_c = NodeId::from_pubkey(&pub_c);
- let node_d = NodeId::from_pubkey(&pub_d);
let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_a).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
// Note that a default liquidity bound is used for B -> C as no channel exists
- assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
- assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
-
- scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
-
- assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_b).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 43,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
+ let channel = network_graph.read_only().channel(44).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_c).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 44,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
+
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
+
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_a).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
// Note that a default liquidity bound is used for B -> C as no channel exists
- assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
- assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_b).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 43,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
+ let channel = network_graph.read_only().channel(44).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_c).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 44,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
}
#[test]
..ProbabilisticScoringFeeParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- let sender = sender_node_id();
let source = source_node_id();
- let target = target_node_id();
- let recipient = recipient_node_id();
let usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
+ let network_graph = network_graph.read_only().channels().clone();
+ let channel_42 = network_graph.get(&42).unwrap();
+ let channel_43 = network_graph.get(&43).unwrap();
+ let (info, _) = channel_42.as_directed_from(&source).unwrap();
+ let candidate_41 = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 41,
+ };
+ let (info, target) = channel_42.as_directed_from(&source).unwrap();
+ let candidate_42 = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ let (info, _) = channel_43.as_directed_from(&target).unwrap();
+ let candidate_43 = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 43,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
- assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
- assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
-
- scorer.payment_path_successful(&payment_path_for_amount(500));
+ scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
- assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
- assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
}
#[test]
};
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 0,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
- scorer.payment_path_failed(&payment_path_for_amount(768), 42);
- scorer.payment_path_failed(&payment_path_for_amount(128), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+ scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
// Initial penalties
let usage = ChannelUsage { amount_msat: 128, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
- let usage = ChannelUsage { amount_msat: 256, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
- let usage = ChannelUsage { amount_msat: 768, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
- let usage = ChannelUsage { amount_msat: 896, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
-
- // No decay
- SinceEpoch::advance(Duration::from_secs(4));
- let usage = ChannelUsage { amount_msat: 128, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 256, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
let usage = ChannelUsage { amount_msat: 768, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
let usage = ChannelUsage { amount_msat: 896, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Half decay (i.e., three-quarter life)
- SinceEpoch::advance(Duration::from_secs(1));
+ scorer.decay_liquidity_certainty(Duration::from_secs(5));
let usage = ChannelUsage { amount_msat: 128, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
let usage = ChannelUsage { amount_msat: 256, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
let usage = ChannelUsage { amount_msat: 768, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 921);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
let usage = ChannelUsage { amount_msat: 896, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// One decay (i.e., half life)
- SinceEpoch::advance(Duration::from_secs(5));
+ scorer.decay_liquidity_certainty(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 64, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 128, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
let usage = ChannelUsage { amount_msat: 896, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
let usage = ChannelUsage { amount_msat: 960, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Fully decay liquidity lower bound.
- SinceEpoch::advance(Duration::from_secs(10 * 7));
+ scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
let usage = ChannelUsage { amount_msat: 0, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Fully decay liquidity upper bound.
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
let usage = ChannelUsage { amount_msat: 0, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
- }
-
- #[test]
- fn decays_liquidity_bounds_without_shift_overflow() {
- let logger = TestLogger::new();
- let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringFeeParameters {
- liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringFeeParameters::zero_penalty()
- };
- let decay_params = ProbabilisticScoringDecayParameters {
- liquidity_offset_half_life: Duration::from_secs(10),
- ..ProbabilisticScoringDecayParameters::default()
- };
- let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
- let source = source_node_id();
- let target = target_node_id();
- let usage = ChannelUsage {
- amount_msat: 256,
- inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
- };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
-
- scorer.payment_path_failed(&payment_path_for_amount(512), 42);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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, &source, &target, usage, ¶ms), 125);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
#[test]
};
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 512,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
// More knowledge gives higher confidence (256, 768), meaning a lower penalty.
- scorer.payment_path_failed(&payment_path_for_amount(768), 42);
- scorer.payment_path_failed(&payment_path_for_amount(256), 43);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
+ scorer.decay_liquidity_certainty(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 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));
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
+ scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
// Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
// is closer to the lower bound, meaning a lower penalty.
- scorer.payment_path_failed(&payment_path_for_amount(256), 43);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
// Further decaying affects the lower bound more than the upper bound (128, 928).
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
+ scorer.decay_liquidity_certainty(Duration::from_secs(20));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
}
#[test]
};
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 500,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- scorer.payment_path_failed(&payment_path_for_amount(500), 42);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
+ scorer.decay_liquidity_certainty(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250), 43);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
let deserialized_scorer =
- <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
}
- #[test]
- fn decays_persisted_liquidity_bounds() {
+ fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringFeeParameters {
};
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 500,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- scorer.payment_path_failed(&payment_path_for_amount(500), 42);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
+
+ if decay_before_reload {
+ scorer.decay_liquidity_certainty(Duration::from_secs(10));
+ }
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, (decay_params, &network_graph, &logger)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
+ let mut deserialized_scorer =
+ <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
+ if !decay_before_reload {
+ scorer.decay_liquidity_certainty(Duration::from_secs(10));
+ deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
+ }
+ assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250), 43);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
+
+ deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
+ assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
+ }
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 370);
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ do_decays_persisted_liquidity_bounds(false);
+ do_decays_persisted_liquidity_bounds(true);
}
#[test]
let params = ProbabilisticScoringFeeParameters::default();
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 100_000_000,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 11497);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 7408);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 6151);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 5427);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4955);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4736);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4484);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4484);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4263);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4263);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
let usage = ChannelUsage {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4044);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
}
#[test]
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 128,
inflight_htlc_msat: 0,
..ProbabilisticScoringFeeParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
let params = ProbabilisticScoringFeeParameters {
base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
let params = ProbabilisticScoringFeeParameters {
base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
};
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
}
#[test]
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 512_000,
inflight_htlc_msat: 0,
..ProbabilisticScoringFeeParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
..ProbabilisticScoringFeeParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
}
#[test]
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: u64::max_value(),
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Infinite,
};
-
let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 40_000,
..ProbabilisticScoringFeeParameters::zero_penalty()
};
let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
}
#[test]
};
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 750,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
#[test]
let params = ProbabilisticScoringFeeParameters::default();
let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let base_penalty_msat = params.base_penalty_msat;
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
let usage = ChannelUsage { amount_msat: 1_000, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
let usage = ChannelUsage { amount_msat: 1_001, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
#[test]
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- // With no historical data the normal liquidity penalty calculation is used.
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ // With no historical data the normal liquidity penalty calculation is used.
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ }
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
- None);
+ None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
- None);
+ None);
+
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
- scorer.payment_path_failed(&payment_path_for_amount(1), 42);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 249);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
+ }
// The "it failed" increment is 32, where the probability should lie several buckets into
// the first octile.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
// Even after we tell the scorer we definitely have enough available liquidity, it will
// still remember that there was some failure in the past, and assign a non-0 penalty.
- scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 105);
+ scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
+ }
// The first points should be decayed just slightly and the last bucket has a new point.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
// Advance the time forward 16 half-lives (which the docs claim will ensure all data is
// gone), and check that we're back to where we started.
- SinceEpoch::advance(Duration::from_secs(10 * 16));
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
+ scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ }
// Once fully decayed we still have data, but its all-0s. In the future we may remove the
// data entirely instead.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
- None);
+ Some(([0; 32], [0; 32])));
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
let mut usage = ChannelUsage {
inflight_htlc_msat: 1024,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- scorer.payment_path_failed(&payment_path_for_amount(1), 42);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2050);
- usage.inflight_htlc_msat = 0;
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
- let usage = ChannelUsage {
- amount_msat: 1,
- inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
- };
- assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
+
+ let usage = ChannelUsage {
+ amount_msat: 1,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
+ }
// Advance to decay all liquidity offsets to zero.
- SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
+ scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
+
+ // Once even the bounds have decayed information about the channel should be removed
+ // entirely.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ None);
// Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
// ensure that the effective capacity is zero to test division-by-zero edge cases.
path_hop(source_pubkey(), 42, 1),
path_hop(sender_pubkey(), 41, 0),
];
- scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
}
#[test]
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let source = source_node_id();
- let target = target_node_id();
let params = ProbabilisticScoringFeeParameters {
anti_probing_penalty_msat: 500,
..ProbabilisticScoringFeeParameters::zero_penalty()
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
// Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
// Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
// Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
}
#[test]
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 512,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, target) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let mut path = payment_path_for_amount(768);
let recipient_hop = path.hops.pop().unwrap();
// final value is taken into account.
assert!(scorer.channel_liquidities.get(&42).is_none());
- scorer.payment_path_failed(&path, 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
- scorer.payment_path_failed(&path, 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 256);
assert_eq!(liquidity.max_liquidity_msat(), 768);
}
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
let mut amount_msat = 10_000_000;
let usage = ChannelUsage {
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
};
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, target) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: 42,
+ };
// With no historical data the normal liquidity penalty calculation is used, which results
// in a success probability of ~75%.
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1269);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
None);
// Fail to pay once, and then check the buckets and penalty.
- scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
// The penalty should be the maximum penalty, as the payment we're scoring is now in the
// same bucket which is the only maximum datapoint.
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
// The "it failed" increment is 32, which we should apply to the first upper-bound (between
// 6k sats and 12k sats).
// ...but once we see a failure, we consider the payment to be substantially less likely,
// even though not a probability of zero as we still look at the second max bucket which
// now shows 31.
- scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
Some(0.0));
}
}
+
+#[cfg(ldk_bench)]
+pub mod benches {
+ use super::*;
+ use criterion::Criterion;
+ use crate::routing::router::{bench_utils, RouteHop};
+ use crate::util::test_utils::TestLogger;
+ use crate::ln::features::{ChannelFeatures, NodeFeatures};
+
+ pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
+ let logger = TestLogger::new();
+ let (network_graph, mut scorer) = bench_utils::read_graph_scorer(&logger).unwrap();
+ let mut cur_time = Duration::ZERO;
+ cur_time += Duration::from_millis(1);
+ scorer.decay_liquidity_certainty(cur_time);
+ bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
+ cur_time += Duration::from_millis(1);
+ scorer.decay_liquidity_certainty(cur_time);
+ }));
+ }
+}
projects / rust-lightning / blobdiff