//! Utilities for scoring payment channels.
//!
-//! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a
-//! custom [`Score`] implementation is not needed.
+//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
+//! finding when a custom [`Score`] implementation is not needed.
//!
//! # Example
//!
//! #
//! # use lightning::routing::network_graph::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
-//! # use lightning::routing::scoring::{Scorer, ScoringParameters};
+//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
+//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
//! # use lightning::util::logger::{Logger, Record};
//! # use secp256k1::key::PublicKey;
//! #
//! # impl Logger for FakeLogger {
//! # fn log(&self, record: &Record) { unimplemented!() }
//! # }
-//! # fn find_scored_route(payer: PublicKey, params: RouteParameters, network_graph: NetworkGraph) {
+//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
//! # let logger = FakeLogger {};
//! #
//! // Use the default channel penalties.
-//! let scorer = Scorer::default();
+//! let params = ProbabilisticScoringParameters::default();
+//! let scorer = ProbabilisticScorer::new(params, &network_graph);
//!
//! // Or use custom channel penalties.
-//! let scorer = Scorer::new(ScoringParameters {
-//! base_penalty_msat: 1000,
-//! failure_penalty_msat: 2 * 1024 * 1000,
-//! ..ScoringParameters::default()
-//! });
+//! let params = ProbabilisticScoringParameters {
+//! liquidity_penalty_multiplier_msat: 2 * 1000,
+//! ..ProbabilisticScoringParameters::default()
+//! };
+//! let scorer = ProbabilisticScorer::new(params, &network_graph);
+//! # let random_seed_bytes = [42u8; 32];
//!
-//! let route = find_route(&payer, ¶ms, &network_graph, None, &logger, &scorer);
+//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
//! # }
//! ```
//!
//! [`find_route`]: crate::routing::router::find_route
use ln::msgs::DecodeError;
-use routing::network_graph::NodeId;
+use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
-use util::ser::{Readable, Writeable, Writer};
+use util::ser::{Readable, ReadableArgs, Writeable, Writer};
use prelude::*;
use core::cell::{RefCell, RefMut};
-use core::ops::DerefMut;
+use core::ops::{Deref, DerefMut};
use core::time::Duration;
use io::{self, Read};
use sync::{Mutex, MutexGuard};
/// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
/// given channel in the direction from `source` to `target`.
///
- /// The channel's capacity (less any other MPP parts which are also being considered for use in
- /// the same payment) is given by `channel_capacity_msat`. It may be guessed from various
- /// sources or assumed from no data at all.
- ///
- /// For hints provided in the invoice, we assume the channel has sufficient capacity to accept
- /// the invoice's full amount, and provide a `channel_capacity_msat` of `None`. In all other
- /// cases it is set to `Some`, even if we're guessing at the channel value.
- ///
- /// Your code should be overflow-safe through a `channel_capacity_msat` of 21 million BTC.
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option<u64>, source: &NodeId, target: &NodeId) -> u64;
+ /// The channel's capacity (less any other MPP parts that are also being considered for use in
+ /// the same payment) is given by `capacity_msat`. It may be determined from various sources
+ /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
+ /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
+ /// Thus, implementations should be overflow-safe.
+ fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
/// Handles updating channel penalties after failing to route through a channel.
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
}
impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option<u64>, source: &NodeId, target: &NodeId) -> u64 {
- self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, channel_capacity_msat, source, target)
+ fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
+ self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
}
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
}
}
+#[cfg(c_bindings)]
+impl<T: Score> MultiThreadedLockableScore<T> {
+ /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
+ pub fn new(score: T) -> Self {
+ MultiThreadedLockableScore { score: Mutex::new(score) }
+ }
+}
+
#[cfg(c_bindings)]
/// (C-not exported)
impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
}
}
+#[derive(Clone)]
+/// [`Score`] implementation that uses a fixed penalty.
+pub struct FixedPenaltyScorer {
+ penalty_msat: u64,
+}
+
+impl FixedPenaltyScorer {
+ /// Creates a new scorer using `penalty_msat`.
+ pub fn with_penalty(penalty_msat: u64) -> Self {
+ Self { penalty_msat }
+ }
+}
+
+impl Score for FixedPenaltyScorer {
+ fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
+ self.penalty_msat
+ }
+
+ fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+
+ fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+}
+
+impl Writeable for FixedPenaltyScorer {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {});
+ Ok(())
+ }
+}
+
+impl ReadableArgs<u64> for FixedPenaltyScorer {
+ #[inline]
+ fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
+ read_tlv_fields!(r, {});
+ Ok(Self { penalty_msat })
+ }
+}
+
/// [`Score`] implementation that provides reasonable default behavior.
///
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
///
-/// See [module-level documentation] for usage.
-///
-/// [module-level documentation]: crate::routing::scoring
-#[cfg(not(feature = "no-std"))]
-pub type Scorer = ScorerUsingTime::<std::time::Instant>;
-/// [`Score`] implementation that provides reasonable default behavior.
+/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
///
-/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
-/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
+/// # Note
///
-/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
///
/// [module-level documentation]: crate::routing::scoring
+#[deprecated(
+ since = "0.0.105",
+ note = "ProbabilisticScorer should be used instead of Scorer.",
+)]
+pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
+
+#[cfg(not(feature = "no-std"))]
+type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
-pub type Scorer = ScorerUsingTime::<time::Eternity>;
+type ConfiguredTime = time::Eternity;
// Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
// doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
/// [`Score`] implementation.
///
-/// See [`Scorer`] for details.
-///
-/// # Note
-///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
-///
/// (C-not exported) generally all users should use the [`Scorer`] type alias.
pub struct ScorerUsingTime<T: Time> {
params: ScoringParameters,
channel_failures: HashMap<u64, ChannelFailure<T>>,
}
+#[derive(Clone)]
/// Parameters for configuring [`Scorer`].
pub struct ScoringParameters {
/// A fixed penalty in msats to apply to each channel.
///
/// Successfully routing through a channel will immediately cut the penalty in half as well.
///
+ /// Default value: 1 hour
+ ///
/// # Note
///
/// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
channel_failures: HashMap::new(),
}
}
-
- /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
- #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
- pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
- Self::new(ScoringParameters {
- base_penalty_msat: penalty_msat,
- failure_penalty_msat: 0,
- failure_penalty_half_life: Duration::from_secs(0),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- })
- }
}
impl<T: Time> ChannelFailure<T> {
impl<T: Time> Score for ScorerUsingTime<T> {
fn channel_penalty_msat(
- &self, short_channel_id: u64, send_amt_msat: u64, chan_capacity_opt: Option<u64>, _source: &NodeId, _target: &NodeId
+ &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
) -> u64 {
let failure_penalty_msat = self.channel_failures
.get(&short_channel_id)
.map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
-
- if let Some(chan_capacity_msat) = chan_capacity_opt {
- let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / chan_capacity_msat;
-
- if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
- penalty_msat = penalty_msat.checked_add(
- (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
- .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
- .unwrap_or(u64::max_value());
- }
+ let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
+ if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
+ penalty_msat = penalty_msat.checked_add(
+ (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
+ .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
+ .unwrap_or(u64::max_value());
}
penalty_msat
}
}
+/// [`Score`] implementation using channel success probability distributions.
+///
+/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
+/// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
+/// Then the negative `log10` of the success probability is used to determine the cost of routing a
+/// specific HTLC amount through a channel.
+///
+/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
+/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
+/// [`ProbabilisticScoringParameters`] for details.
+///
+/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
+/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
+/// volume are more likely to experience failed payment paths, which would need to be retried.
+///
+/// # Note
+///
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
+///
+/// [1]: https://arxiv.org/abs/2107.05322
+pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
+
+/// Probabilistic [`Score`] implementation.
+///
+/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
+pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
+ params: ProbabilisticScoringParameters,
+ network_graph: G,
+ // TODO: Remove entries of closed channels.
+ channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
+}
+
+/// Parameters for configuring [`ProbabilisticScorer`].
+///
+/// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
+/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
+#[derive(Clone, Copy)]
+pub struct ProbabilisticScoringParameters {
+ /// A fixed penalty in msats to apply to each channel.
+ ///
+ /// Default value: 500 msat
+ pub base_penalty_msat: u64,
+
+ /// A multiplier used in conjunction with the negative `log10` of the channel's success
+ /// probability for a payment to determine the liquidity penalty.
+ ///
+ /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
+ /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
+ /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
+ /// lower bounding the success probability to `0.01`) when the amount falls within the
+ /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
+ /// result in a `u64::max_value` penalty, however.
+ ///
+ /// Default value: 40,000 msat
+ ///
+ /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
+ pub liquidity_penalty_multiplier_msat: u64,
+
+ /// The time required to elapse before any knowledge learned about channel liquidity balances is
+ /// cut in half.
+ ///
+ /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
+ /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
+ /// the certainty of the channel liquidity balance.
+ ///
+ /// Default value: 1 hour
+ ///
+ /// # Note
+ ///
+ /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
+ /// liquidity knowledge will never decay except when the bounds cross.
+ pub liquidity_offset_half_life: Duration,
+
+ /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
+ /// channel's success probability for the payment to determine the amount penalty.
+ ///
+ /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
+ /// fees plus penalty) for large payments. The penalty is computed as the product of this
+ /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
+ /// success probability.
+ ///
+ /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
+ ///
+ /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
+ /// the amount will result in a penalty of the multiplier. And, as the success probability
+ /// decreases, the negative `log10` weighting will increase dramatically. For higher success
+ /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
+ /// fall below `1`.
+ ///
+ /// Default value: 256 msat
+ pub amount_penalty_multiplier_msat: u64,
+}
+
+/// Accounting for channel liquidity balance uncertainty.
+///
+/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
+/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
+/// offset fields gives the opposite direction.
+struct ChannelLiquidity<T: Time> {
+ /// Lower channel liquidity bound in terms of an offset from zero.
+ min_liquidity_offset_msat: u64,
+
+ /// Upper channel liquidity bound in terms of an offset from the effective capacity.
+ max_liquidity_offset_msat: u64,
+
+ /// Time when the liquidity bounds were last modified.
+ last_updated: T,
+}
+
+/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
+/// decayed with a given half life.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
+ min_liquidity_offset_msat: L,
+ max_liquidity_offset_msat: L,
+ capacity_msat: u64,
+ last_updated: U,
+ now: T,
+ half_life: Duration,
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
+ /// Creates a new scorer using the given scoring parameters for sending payments from a node
+ /// through a network graph.
+ pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
+ Self {
+ params,
+ network_graph,
+ channel_liquidities: HashMap::new(),
+ }
+ }
+
+ #[cfg(test)]
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
+ assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
+ self
+ }
+}
+
+impl ProbabilisticScoringParameters {
+ #[cfg(test)]
+ fn zero_penalty() -> Self {
+ Self {
+ base_penalty_msat: 0,
+ liquidity_penalty_multiplier_msat: 0,
+ liquidity_offset_half_life: Duration::from_secs(3600),
+ amount_penalty_multiplier_msat: 0,
+ }
+ }
+}
+
+impl Default for ProbabilisticScoringParameters {
+ fn default() -> Self {
+ Self {
+ base_penalty_msat: 500,
+ liquidity_penalty_multiplier_msat: 40_000,
+ liquidity_offset_half_life: Duration::from_secs(3600),
+ amount_penalty_multiplier_msat: 256,
+ }
+ }
+}
+
+impl<T: Time> ChannelLiquidity<T> {
+ #[inline]
+ fn new() -> Self {
+ Self {
+ min_liquidity_offset_msat: 0,
+ max_liquidity_offset_msat: 0,
+ last_updated: T::now(),
+ }
+ }
+
+ /// Returns a view of the channel liquidity directed from `source` to `target` assuming
+ /// `capacity_msat`.
+ fn as_directed(
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
+ ) -> DirectedChannelLiquidity<&u64, T, &T> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
+ (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
+ } else {
+ (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
+ };
+
+ DirectedChannelLiquidity {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ capacity_msat,
+ last_updated: &self.last_updated,
+ now: T::now(),
+ half_life,
+ }
+ }
+
+ /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
+ /// `capacity_msat`.
+ fn as_directed_mut(
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
+ ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
+ (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
+ } else {
+ (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
+ };
+
+ DirectedChannelLiquidity {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ capacity_msat,
+ last_updated: &mut self.last_updated,
+ now: T::now(),
+ half_life,
+ }
+ }
+}
+
+/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
+/// probabilities.
+const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
+
+/// The divisor used when computing the amount penalty.
+const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
+
+impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
+ /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
+ /// direction.
+ fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
+ let max_liquidity_msat = self.max_liquidity_msat();
+ let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
+ if amount_msat <= min_liquidity_msat {
+ 0
+ } else if amount_msat >= max_liquidity_msat {
+ if amount_msat > max_liquidity_msat {
+ u64::max_value()
+ } else if max_liquidity_msat != self.capacity_msat {
+ // Avoid using the failed channel on retry.
+ u64::max_value()
+ } else {
+ // Equivalent to hitting the else clause below with the amount equal to the
+ // effective capacity and without any certainty on the liquidity upper bound.
+ let negative_log10_times_1024 = NEGATIVE_LOG10_UPPER_BOUND * 1024;
+ self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
+ }
+ } else {
+ let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
+ let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
+ let negative_log10_times_1024 =
+ approx::negative_log10_times_1024(numerator, denominator);
+ self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
+ }
+ }
+
+ /// Computes the liquidity and amount penalties and adds them to the base penalty.
+ #[inline(always)]
+ fn combined_penalty_msat(
+ &self, amount_msat: u64, negative_log10_times_1024: u64,
+ params: ProbabilisticScoringParameters
+ ) -> u64 {
+ let liquidity_penalty_msat = {
+ // Upper bound the liquidity penalty to ensure some channel is selected.
+ let multiplier_msat = params.liquidity_penalty_multiplier_msat;
+ let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
+ (negative_log10_times_1024.saturating_mul(multiplier_msat) / 1024).min(max_penalty_msat)
+ };
+ let amount_penalty_msat = negative_log10_times_1024
+ .saturating_mul(params.amount_penalty_multiplier_msat)
+ .saturating_mul(amount_msat) / 1024 / AMOUNT_PENALTY_DIVISOR;
+
+ params.base_penalty_msat
+ .saturating_add(liquidity_penalty_msat)
+ .saturating_add(amount_penalty_msat)
+ }
+
+ /// Returns the lower bound of the channel liquidity balance in this direction.
+ fn min_liquidity_msat(&self) -> u64 {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ }
+
+ /// Returns the upper bound of the channel liquidity balance in this direction.
+ fn max_liquidity_msat(&self) -> u64 {
+ self.capacity_msat
+ .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
+ .unwrap_or(0)
+ }
+
+ fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
+ self.now.duration_since(*self.last_updated).as_secs()
+ .checked_div(self.half_life.as_secs())
+ .and_then(|decays| offset_msat.checked_shr(decays as u32))
+ .unwrap_or(0)
+ }
+}
+
+impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
+ /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
+ fn failed_at_channel(&mut self, amount_msat: u64) {
+ if amount_msat < self.max_liquidity_msat() {
+ self.set_max_liquidity_msat(amount_msat);
+ }
+ }
+
+ /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
+ fn failed_downstream(&mut self, amount_msat: u64) {
+ if amount_msat > self.min_liquidity_msat() {
+ self.set_min_liquidity_msat(amount_msat);
+ }
+ }
+
+ /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
+ fn successful(&mut self, amount_msat: u64) {
+ let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
+ self.set_max_liquidity_msat(max_liquidity_msat);
+ }
+
+ /// Adjusts the lower bound of the channel liquidity balance in this direction.
+ fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
+ *self.min_liquidity_offset_msat = amount_msat;
+ *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.max_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
+ }
+
+ /// Adjusts the upper bound of the channel liquidity balance in this direction.
+ fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
+ *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
+ *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
+ fn channel_penalty_msat(
+ &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
+ target: &NodeId
+ ) -> u64 {
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ self.channel_liquidities
+ .get(&short_channel_id)
+ .unwrap_or(&ChannelLiquidity::new())
+ .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
+ .penalty_msat(amount_msat, self.params)
+ }
+
+ fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ let network_graph = self.network_graph.read_only();
+ for hop in path {
+ let target = NodeId::from_pubkey(&hop.pubkey);
+ let channel_directed_from_source = network_graph.channels()
+ .get(&hop.short_channel_id)
+ .and_then(|channel| channel.as_directed_to(&target));
+
+ // Only score announced channels.
+ if let Some((channel, source)) = channel_directed_from_source {
+ let capacity_msat = channel.effective_capacity().as_msat();
+ if hop.short_channel_id == short_channel_id {
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+ .failed_at_channel(amount_msat);
+ break;
+ }
+
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+ .failed_downstream(amount_msat);
+ }
+ }
+ }
+
+ fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ let network_graph = self.network_graph.read_only();
+ for hop in path {
+ let target = NodeId::from_pubkey(&hop.pubkey);
+ let channel_directed_from_source = network_graph.channels()
+ .get(&hop.short_channel_id)
+ .and_then(|channel| channel.as_directed_to(&target));
+
+ // Only score announced channels.
+ if let Some((channel, source)) = channel_directed_from_source {
+ let capacity_msat = channel.effective_capacity().as_msat();
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+ .successful(amount_msat);
+ }
+ }
+ }
+}
+
+mod approx {
+ const BITS: u32 = 64;
+ const HIGHEST_BIT: u32 = BITS - 1;
+ const LOWER_BITS: u32 = 4;
+ const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
+ const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
+
+ /// Look-up table for `log10(x) * 1024` 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_1024: [[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],
+ [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
+ [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
+ [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
+ [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
+ [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
+ [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
+ [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
+ [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
+ [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
+ [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
+ [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
+ [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
+ [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
+ [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
+ [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
+ [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
+ [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
+ [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
+ [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
+ [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
+ [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
+ [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
+ [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
+ [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
+ [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
+ [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
+ [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
+ [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
+ [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
+ [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
+ [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
+ [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
+ [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
+ [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
+ [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
+ [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
+ [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
+ [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
+ [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
+ [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
+ [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
+ [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
+ [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
+ [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
+ [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
+ [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
+ [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
+ [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
+ [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
+ [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
+ [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
+ [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
+ [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
+ [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
+ [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
+ [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
+ [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
+ [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
+ [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
+ [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
+ [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
+ [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
+ [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
+ ];
+
+ /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
+ #[inline]
+ pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
+ // Multiply the -1 through to avoid needing to use signed numbers.
+ (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
+ }
+
+ #[inline]
+ fn log10_times_1024(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_1024[most_significant_bit as usize][lower_bits as usize]
+ }
+
+ #[cfg(test)]
+ mod tests {
+ use super::*;
+
+ #[test]
+ fn prints_negative_log10_times_1024_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_1024 = ((x as f64).log10() * 1024.0).round() as u16;
+ assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
+
+ if i % LOWER_BITS_BOUND == 0 {
+ print!("\t\t[{}, ", log10_times_1024);
+ } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
+ println!("{}],", log10_times_1024);
+ } else {
+ print!("{}, ", log10_times_1024);
+ }
+ }
+ }
+ }
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {
+ (0, self.channel_liquidities, required)
+ });
+ Ok(())
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time>
+ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
+ #[inline]
+ fn read<R: Read>(
+ r: &mut R, args: (ProbabilisticScoringParameters, G)
+ ) -> Result<Self, DecodeError> {
+ let (params, network_graph) = args;
+ let mut channel_liquidities = HashMap::new();
+ read_tlv_fields!(r, {
+ (0, channel_liquidities, required)
+ });
+ Ok(Self {
+ params,
+ network_graph,
+ channel_liquidities,
+ })
+ }
+}
+
+impl<T: Time> Writeable for ChannelLiquidity<T> {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
+ write_tlv_fields!(w, {
+ (0, self.min_liquidity_offset_msat, required),
+ (2, self.max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
+ });
+ Ok(())
+ }
+}
+
+impl<T: Time> Readable for ChannelLiquidity<T> {
+ #[inline]
+ fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
+ let mut min_liquidity_offset_msat = 0;
+ let mut max_liquidity_offset_msat = 0;
+ let mut duration_since_epoch = Duration::from_secs(0);
+ read_tlv_fields!(r, {
+ (0, min_liquidity_offset_msat, required),
+ (2, max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
+ });
+ Ok(Self {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
+ })
+ }
+}
+
pub(crate) mod time {
use core::ops::Sub;
use core::time::Duration;
/// A measurement of time.
- pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
+ pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
/// Returns an instance corresponding to the current moment.
fn now() -> Self;
/// Returns the amount of time elapsed since `self` was created.
fn elapsed(&self) -> Duration;
+ /// Returns the amount of time passed between `earlier` and `self`.
+ fn duration_since(&self, earlier: Self) -> Duration;
+
/// Returns the amount of time passed since the beginning of [`Time`].
///
/// Used during (de-)serialization.
}
/// A state in which time has no meaning.
- #[derive(Debug, PartialEq, Eq)]
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub struct Eternity;
#[cfg(not(feature = "no-std"))]
std::time::Instant::now()
}
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.duration_since(earlier)
+ }
+
fn duration_since_epoch() -> Duration {
use std::time::SystemTime;
SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
Self
}
+ fn duration_since(&self, _earlier: Self) -> Duration {
+ Duration::from_secs(0)
+ }
+
fn duration_since_epoch() -> Duration {
Duration::from_secs(0)
}
#[cfg(test)]
mod tests {
- use super::{ScoringParameters, ScorerUsingTime, Time};
+ use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
use super::time::Eternity;
use ln::features::{ChannelFeatures, NodeFeatures};
+ use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
use routing::scoring::Score;
- use routing::network_graph::NodeId;
+ use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
- use util::ser::{Readable, Writeable};
+ use util::ser::{Readable, ReadableArgs, Writeable};
- use bitcoin::secp256k1::PublicKey;
+ use bitcoin::blockdata::constants::genesis_block;
+ use bitcoin::hashes::Hash;
+ use bitcoin::hashes::sha256d::Hash as Sha256dHash;
+ use bitcoin::network::constants::Network;
+ use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
use core::cell::Cell;
use core::ops::Sub;
use core::time::Duration;
use io;
+ // `Time` tests
+
/// Time that can be advanced manually in tests.
- #[derive(Debug, PartialEq, Eq)]
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
struct SinceEpoch(Duration);
impl SinceEpoch {
Self(Self::duration_since_epoch())
}
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.0 - earlier.0
+ }
+
fn duration_since_epoch() -> Duration {
Self::ELAPSED.with(|elapsed| elapsed.get())
}
assert_eq!(later - elapsed, now);
}
+ // `Scorer` tests
+
/// A scorer for testing with time that can be manually advanced.
type Scorer = ScorerUsingTime::<SinceEpoch>;
+ fn source_privkey() -> SecretKey {
+ SecretKey::from_slice(&[42; 32]).unwrap()
+ }
+
+ fn target_privkey() -> SecretKey {
+ SecretKey::from_slice(&[43; 32]).unwrap()
+ }
+
+ fn source_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &source_privkey())
+ }
+
+ fn target_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &target_privkey())
+ }
+
fn source_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("02eec7245d6b7d2ccb30380bfbe2a3648cd7a942653f5aa340edcea1f283686619").unwrap()[..]).unwrap())
+ NodeId::from_pubkey(&source_pubkey())
}
fn target_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("0324653eac434488002cc06bbfb7f10fe18991e35f9fe4302dbea6d2353dc0ab1c").unwrap()[..]).unwrap())
+ NodeId::from_pubkey(&target_pubkey())
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_192);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(9));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
SinceEpoch::advance(Duration::from_secs(10 * 8));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_001);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
// An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
// cause an overflow.
SinceEpoch::advance(Duration::from_secs(10 * 64));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_768);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_384);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
let hop = RouteHop {
pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
cltv_expiry_delta: 18,
};
scorer.payment_path_successful(&[&hop]);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
}
#[test]
let target = target_node_id();
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
scorer.payment_path_failed(&[], 43);
- assert_eq!(scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
- assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
}
#[test]
let target = target_node_id();
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
SinceEpoch::advance(Duration::from_secs(10));
let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
}
#[test]
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, None, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, Some(1_024_000), &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256_999, Some(1_024_000), &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 257_000, Some(1_024_000), &source, &target), 100);
- assert_eq!(scorer.channel_penalty_msat(42, 258_000, Some(1_024_000), &source, &target), 200);
- assert_eq!(scorer.channel_penalty_msat(42, 512_000, Some(1_024_000), &source, &target), 256 * 100);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
+ assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
+ }
+
+ // `ProbabilisticScorer` tests
+
+ /// A probabilistic scorer for testing with time that can be manually advanced.
+ type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
+
+ fn sender_privkey() -> SecretKey {
+ SecretKey::from_slice(&[41; 32]).unwrap()
+ }
+
+ fn recipient_privkey() -> SecretKey {
+ SecretKey::from_slice(&[45; 32]).unwrap()
+ }
+
+ fn sender_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
+ }
+
+ fn recipient_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
+ }
+
+ fn sender_node_id() -> NodeId {
+ NodeId::from_pubkey(&sender_pubkey())
+ }
+
+ fn recipient_node_id() -> NodeId {
+ NodeId::from_pubkey(&recipient_pubkey())
+ }
+
+ fn network_graph() -> NetworkGraph {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let mut network_graph = NetworkGraph::new(genesis_hash);
+ add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
+ add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
+
+ network_graph
+ }
+
+ fn add_channel(
+ network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
+ node_2_key: SecretKey
+ ) {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
+ let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
+ let secp_ctx = Secp256k1::new();
+ let unsigned_announcement = UnsignedChannelAnnouncement {
+ features: ChannelFeatures::known(),
+ chain_hash: genesis_hash,
+ short_channel_id,
+ node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
+ node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
+ bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
+ bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
+ excess_data: Vec::new(),
+ };
+ let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
+ let signed_announcement = ChannelAnnouncement {
+ node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
+ node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
+ bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
+ bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
+ contents: unsigned_announcement,
+ };
+ let chain_source: Option<&::util::test_utils::TestChainSource> = None;
+ network_graph.update_channel_from_announcement(
+ &signed_announcement, &chain_source, &secp_ctx).unwrap();
+ update_channel(network_graph, short_channel_id, node_1_key, 0);
+ update_channel(network_graph, short_channel_id, node_2_key, 1);
+ }
+
+ fn update_channel(
+ network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
+ ) {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let secp_ctx = Secp256k1::new();
+ let unsigned_update = UnsignedChannelUpdate {
+ chain_hash: genesis_hash,
+ short_channel_id,
+ timestamp: 100,
+ flags,
+ cltv_expiry_delta: 18,
+ htlc_minimum_msat: 0,
+ htlc_maximum_msat: OptionalField::Present(1_000),
+ fee_base_msat: 1,
+ fee_proportional_millionths: 0,
+ excess_data: Vec::new(),
+ };
+ let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
+ let signed_update = ChannelUpdate {
+ signature: secp_ctx.sign(&msghash, &node_key),
+ contents: unsigned_update,
+ };
+ network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
+ }
+
+ fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
+ vec![
+ RouteHop {
+ pubkey: source_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 41,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 1,
+ cltv_expiry_delta: 18,
+ },
+ RouteHop {
+ pubkey: target_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 42,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 2,
+ cltv_expiry_delta: 18,
+ },
+ RouteHop {
+ pubkey: recipient_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 43,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: amount_msat,
+ cltv_expiry_delta: 18,
+ },
+ ]
+ }
+
+ #[test]
+ fn liquidity_bounds_directed_from_lowest_node_id() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
+ })
+ .with_channel(43,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+ assert!(source > target);
+ assert!(target < recipient);
+
+ // Update minimum liquidity.
+
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ // Update maximum liquidity.
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ scorer.channel_liquidities.get_mut(&43).unwrap()
+ .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 800);
+ assert_eq!(liquidity.max_liquidity_msat(), 1000);
+ }
+
+ #[test]
+ fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+
+ // Reset from source to target.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(900);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 900);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 100);
+
+ // Reset from target to source.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(400);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+ }
+
+ #[test]
+ fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+
+ // Reset from source to target.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+
+ // Reset from target to source.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(600);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+ }
+
+ #[test]
+ fn increased_penalty_nearing_liquidity_upper_bound() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
+ assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
+ }
+
+ #[test]
+ fn constant_penalty_outside_liquidity_bounds() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
+ }
+
+ #[test]
+ fn does_not_further_penalize_own_channel() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let sender = sender_node_id();
+ let source = source_node_id();
+ let failed_path = payment_path_for_amount(500);
+ let successful_path = payment_path_for_amount(200);
+
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+
+ scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+
+ scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ }
+
+ #[test]
+ fn sets_liquidity_lower_bound_on_downstream_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn sets_liquidity_upper_bound_on_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
+ }
+
+ #[test]
+ fn reduces_liquidity_upper_bound_along_path_on_success() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let sender = sender_node_id();
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
+
+ scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_over_time() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
+
+ SinceEpoch::advance(Duration::from_secs(9));
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
+
+ SinceEpoch::advance(Duration::from_secs(1));
+ assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
+ assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
+
+ // Fully decay liquidity lower bound.
+ SinceEpoch::advance(Duration::from_secs(10 * 7));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ // Fully decay liquidity upper bound.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_without_shift_overflow() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+
+ scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
+
+ // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
+ // would cause an overflow.
+ SinceEpoch::advance(Duration::from_secs(10 * 64));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ }
+
+ #[test]
+ fn restricts_liquidity_bounds_after_decay() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+
+ // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
+ scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
+
+ // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+
+ // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
+ // is closer to the upper bound, meaning a higher penalty.
+ scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
+
+ // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
+ // is closer to the lower bound, meaning a lower penalty.
+ scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
+
+ // Further decaying affects the lower bound more than the upper bound (128, 928).
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
+ }
+
+ #[test]
+ fn restores_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ SinceEpoch::advance(Duration::from_secs(10));
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
+ }
+
+ #[test]
+ fn adds_base_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
+ }
+
+ #[test]
+ fn adds_amount_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ amount_penalty_multiplier_msat: 0,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ amount_penalty_multiplier_msat: 256,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
+ }
+
+ #[test]
+ fn calculates_log10_without_overflowing_u64_max_value() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 40_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(
+ scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
+ 80_000,
+ );
}
}
projects / rust-lightning / blobdiff