//! Utilities for scoring payment channels.
//!
//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
-//! finding when a custom [`Score`] implementation is not needed.
+//! finding when a custom [`ScoreLookUp`] implementation is not needed.
//!
//! # Example
//!
//! ```
-//! # extern crate secp256k1;
+//! # extern crate bitcoin;
//! #
-//! # use lightning::routing::network_graph::NetworkGraph;
+//! # use lightning::routing::gossip::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
-//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
+//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
+//! # use lightning::sign::KeysManager;
//! # use lightning::util::logger::{Logger, Record};
-//! # use secp256k1::key::PublicKey;
+//! # use bitcoin::secp256k1::PublicKey;
//! #
//! # 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) {
+//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
//! # let logger = FakeLogger {};
//! #
//! // Use the default channel penalties.
-//! let params = ProbabilisticScoringParameters::default();
-//! let scorer = ProbabilisticScorer::new(params, &network_graph);
+//! let params = ProbabilisticScoringFeeParameters::default();
+//! let decay_params = ProbabilisticScoringDecayParameters::default();
+//! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
//!
//! // Or use custom channel penalties.
-//! let params = ProbabilisticScoringParameters {
-//! liquidity_penalty_multiplier_msat: 2 * 1000,
-//! ..ProbabilisticScoringParameters::default()
+//! let params = ProbabilisticScoringFeeParameters {
+//! liquidity_penalty_multiplier_msat: 2 * 1000,
+//! ..ProbabilisticScoringFeeParameters::default()
//! };
-//! let scorer = ProbabilisticScorer::new(params, &network_graph);
+//! let decay_params = ProbabilisticScoringDecayParameters::default();
+//! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
+//! # let random_seed_bytes = [42u8; 32];
//!
-//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
+//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
//! # }
//! ```
//!
//!
//! [`find_route`]: crate::routing::router::find_route
-use ln::msgs::DecodeError;
-use routing::network_graph::{NetworkGraph, NodeId};
-use routing::router::RouteHop;
-use util::ser::{Readable, ReadableArgs, Writeable, Writer};
+use crate::ln::msgs::DecodeError;
+use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
+use crate::routing::router::{Path, CandidateRouteHop, PublicHopCandidate};
+use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
+use crate::util::logger::Logger;
-use prelude::*;
-use core::cell::{RefCell, RefMut};
+use crate::prelude::*;
+use core::{cmp, fmt};
+use core::convert::TryInto;
use core::ops::{Deref, DerefMut};
use core::time::Duration;
-use io::{self, Read};
-use sync::{Mutex, MutexGuard};
+use crate::io::{self, Read};
+use crate::sync::{RwLock, RwLockReadGuard, RwLockWriteGuard};
+#[cfg(not(c_bindings))]
+use {
+ core::cell::{RefCell, RefMut, Ref},
+ crate::sync::{Mutex, MutexGuard},
+};
/// We define Score ever-so-slightly differently based on whether we are being built for C bindings
/// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
macro_rules! define_score { ($($supertrait: path)*) => {
/// An interface used to score payment channels for path finding.
///
-/// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
-pub trait Score $(: $supertrait)* {
+/// `ScoreLookUp` is used to determine the penalty for a given channel.
+///
+/// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
+pub trait ScoreLookUp {
+ /// A configurable type which should contain various passed-in parameters for configuring the scorer,
+ /// on a per-routefinding-call basis through to the scorer methods,
+ /// which are used to determine the parameters for the suitability of channels for use.
+ type ScoreParams;
/// 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`.
///
/// 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;
+ fn channel_penalty_msat(
+ &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: &[&RouteHop], 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: &[&RouteHop]);
+ 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, duration_since_epoch: Duration);
+
+ /// Handles updating channel penalties after a probe over the given path succeeded.
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
+
+ /// Scorers may wish to reduce their certainty of channel liquidity information over time.
+ /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
+ /// of this object should call this method regularly (generally via the
+ /// `lightning-background-processor` crate).
+ fn time_passed(&mut self, duration_since_epoch: Duration);
+}
+
+/// A trait which can both lookup and update routing channel penalty scores.
+///
+/// This is used in places where both bounds are required and implemented for all types which
+/// implement [`ScoreLookUp`] and [`ScoreUpdate`].
+///
+/// Bindings users may need to manually implement this for their custom scoring implementations.
+pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
+
+#[cfg(not(c_bindings))]
+impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
+
+#[cfg(not(c_bindings))]
+impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
+ type ScoreParams = S::ScoreParams;
+ fn channel_penalty_msat(
+ &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
+ ) -> u64 {
+ self.deref().channel_penalty_msat(candidate, usage, score_params)
+ }
}
-impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
- self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
+#[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, 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 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 payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
- self.deref_mut().payment_path_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 payment_path_successful(&mut self, path: &[&RouteHop]) {
- self.deref_mut().payment_path_successful(path)
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ self.deref_mut().time_passed(duration_since_epoch)
}
}
} }
#[cfg(c_bindings)]
define_score!(Writeable);
+
#[cfg(not(c_bindings))]
define_score!();
/// A scorer that is accessed under a lock.
///
-/// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
-/// having shared ownership of a scorer but without requiring internal locking in [`Score`]
+/// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
+/// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
/// implementations. Internal locking would be detrimental to route finding performance and could
-/// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
+/// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
///
/// [`find_route`]: crate::routing::router::find_route
pub trait LockableScore<'a> {
- /// The locked [`Score`] type.
- type Locked: 'a + Score;
+ /// The [`ScoreUpdate`] type.
+ type ScoreUpdate: 'a + ScoreUpdate;
+ /// The [`ScoreLookUp`] type.
+ type ScoreLookUp: 'a + ScoreLookUp;
- /// Returns the locked scorer.
- fn lock(&'a self) -> Self::Locked;
+ /// The write locked [`ScoreUpdate`] type.
+ type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
+
+ /// The read locked [`ScoreLookUp`] type.
+ type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
+
+ /// Returns read locked scorer.
+ fn read_lock(&'a self) -> Self::ReadLocked;
+
+ /// Returns write locked scorer.
+ fn write_lock(&'a self) -> Self::WriteLocked;
}
-/// (C-not exported)
-impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
- type Locked = MutexGuard<'a, T>;
+/// Refers to a scorer that is accessible under lock and also writeable to disk
+///
+/// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
+/// use the Persister to persist it.
+pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
+
+#[cfg(not(c_bindings))]
+impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
+#[cfg(not(c_bindings))]
+impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
+ type ScoreUpdate = T;
+ type ScoreLookUp = T;
+
+ type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
+ type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
- fn lock(&'a self) -> MutexGuard<'a, T> {
+ fn read_lock(&'a self) -> Self::ReadLocked {
+ Mutex::lock(self).unwrap()
+ }
+
+ fn write_lock(&'a self) -> Self::WriteLocked {
Mutex::lock(self).unwrap()
}
}
-impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
- type Locked = RefMut<'a, T>;
+#[cfg(not(c_bindings))]
+impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
+ type ScoreUpdate = T;
+ type ScoreLookUp = T;
+
+ type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
+ type ReadLocked = Ref<'a, Self::ScoreLookUp>;
- fn lock(&'a self) -> RefMut<'a, T> {
+ fn write_lock(&'a self) -> Self::WriteLocked {
self.borrow_mut()
}
+
+ fn read_lock(&'a self) -> Self::ReadLocked {
+ self.borrow()
+ }
+}
+
+#[cfg(any(not(c_bindings), feature = "_test_utils", test))]
+impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
+ type ScoreUpdate = T;
+ type ScoreLookUp = T;
+
+ type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
+ type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
+
+ fn read_lock(&'a self) -> Self::ReadLocked {
+ RwLock::read(self).unwrap()
+ }
+
+ fn write_lock(&'a self) -> Self::WriteLocked {
+ RwLock::write(self).unwrap()
+ }
}
#[cfg(c_bindings)]
/// A concrete implementation of [`LockableScore`] which supports multi-threading.
-pub struct MultiThreadedLockableScore<S: Score> {
- score: Mutex<S>,
+pub struct MultiThreadedLockableScore<T: Score> {
+ score: RwLock<T>,
}
+
#[cfg(c_bindings)]
-/// (C-not exported)
impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
- type Locked = MutexGuard<'a, T>;
+ type ScoreUpdate = T;
+ type ScoreLookUp = T;
+ type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
+ type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
+
+ fn read_lock(&'a self) -> Self::ReadLocked {
+ MultiThreadedScoreLockRead(self.score.read().unwrap())
+ }
+
+ fn write_lock(&'a self) -> Self::WriteLocked {
+ MultiThreadedScoreLockWrite(self.score.write().unwrap())
+ }
+}
- fn lock(&'a self) -> MutexGuard<'a, T> {
- Mutex::lock(&self.score).unwrap()
+#[cfg(c_bindings)]
+impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
+ fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+ self.score.read().unwrap().write(writer)
}
}
+#[cfg(c_bindings)]
+impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
+
#[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) }
+ MultiThreadedLockableScore { score: RwLock::new(score) }
}
}
#[cfg(c_bindings)]
-/// (C-not exported)
-impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
- fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
- T::write(&**self, writer)
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
+
+#[cfg(c_bindings)]
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
+ type Target = T;
+
+ fn deref(&self) -> &Self::Target {
+ self.0.deref()
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
+ type ScoreParams = T::ScoreParams;
+ fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
+ ) -> u64 {
+ self.0.channel_penalty_msat(candidate, usage, score_params)
}
}
#[cfg(c_bindings)]
-/// (C-not exported)
-impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
+impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
- S::write(&**self, writer)
+ self.0.write(writer)
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
+ type Target = T;
+
+ fn deref(&self) -> &Self::Target {
+ self.0.deref()
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
+ fn deref_mut(&mut self) -> &mut Self::Target {
+ self.0.deref_mut()
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
+ 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 probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.probe_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.probe_successful(path, duration_since_epoch)
+ }
+
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ self.0.time_passed(duration_since_epoch)
}
}
-/// [`Score`] implementation that uses a fixed penalty.
+
+/// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
+#[derive(Clone, Copy, Debug, PartialEq)]
+pub struct ChannelUsage {
+ /// The amount to send through the channel, denominated in millisatoshis.
+ pub amount_msat: u64,
+
+ /// Total amount, denominated in millisatoshis, already allocated to send through the channel
+ /// as part of a multi-path payment.
+ pub inflight_htlc_msat: u64,
+
+ /// The effective capacity of the channel.
+ pub effective_capacity: EffectiveCapacity,
+}
+
+#[derive(Clone)]
+/// [`ScoreLookUp`] implementation that uses a fixed penalty.
pub struct FixedPenaltyScorer {
penalty_msat: u64,
}
-impl_writeable_tlv_based!(FixedPenaltyScorer, {
- (0, penalty_msat, required),
-});
-
impl FixedPenaltyScorer {
/// Creates a new scorer using `penalty_msat`.
pub fn with_penalty(penalty_msat: u64) -> Self {
}
}
-impl Score for FixedPenaltyScorer {
- fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
+impl ScoreLookUp for FixedPenaltyScorer {
+ type ScoreParams = ();
+ 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, _duration_since_epoch: Duration) {}
- fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+ fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
- fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+ fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
+
+ fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
+
+ fn time_passed(&mut self, _duration_since_epoch: Duration) {}
+}
+
+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.
+/// [`ScoreLookUp`] implementation using channel success probability distributions.
///
-/// 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.
+/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
+/// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
+/// When a payment is forwarded through a channel (but fails later in the route), we learn the
+/// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
///
-/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
+/// These bounds are then used to determine a success probability using the formula from
+/// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+/// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
///
-/// # Note
+/// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
+/// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
+/// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
+/// terms of the entire path's success probability. This allows the router to directly compare
+/// penalties for different paths. See the documentation of those parameters for the exact formulas.
///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
+/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
///
-/// [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")]
-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
-// methods at all.
-
-/// [`Score`] implementation.
+/// Further, we track the history of our upper and lower liquidity bounds for each channel,
+/// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
+/// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
+/// formula, but using the history of a channel rather than our latest estimates for the liquidity
+/// bounds.
///
-/// (C-not exported) generally all users should use the [`Scorer`] type alias.
-pub struct ScorerUsingTime<T: Time> {
- params: ScoringParameters,
- // TODO: Remove entries of closed channels.
- channel_failures: HashMap<u64, ChannelFailure<T>>,
+/// [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 struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
+where L::Target: Logger {
+ decay_params: ProbabilisticScoringDecayParameters,
+ network_graph: G,
+ logger: L,
+ channel_liquidities: HashMap<u64, ChannelLiquidity>,
}
-/// Parameters for configuring [`Scorer`].
-pub struct ScoringParameters {
+/// 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).
+///
+/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
+/// parameters here.
+#[derive(Clone)]
+pub struct ProbabilisticScoringFeeParameters {
/// A fixed penalty in msats to apply to each channel.
///
/// Default value: 500 msat
pub base_penalty_msat: u64,
- /// A penalty in msats to apply to a channel upon failing to relay a payment.
+ /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
+ /// applied to each channel, in excess of the [`base_penalty_msat`].
+ ///
+ /// 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 `2^30`ths of the total amount flowing over a channel (i.e. the payment
+ /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
///
- /// This accumulates for each failure but may be reduced over time based on
- /// [`failure_penalty_half_life`] or when successfully routing through a channel.
+ /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
///
- /// Default value: 1,024,000 msat
+ /// Default value: 8,192 msat
///
- /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
- pub failure_penalty_msat: u64,
+ /// [`base_penalty_msat`]: Self::base_penalty_msat
+ pub base_penalty_amount_multiplier_msat: u64,
- /// When the amount being sent over a channel is this many 1024ths of the total channel
- /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
+ /// A multiplier used in conjunction with the negative `log10` of the channel's success
+ /// probability for a payment, as determined by our latest estimates of the channel's
+ /// liquidity, to determine the liquidity penalty.
///
- /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
+ /// 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.
///
- /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
- pub overuse_penalty_start_1024th: u16,
-
- /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
- /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
+ /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
///
- /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
- /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
+ /// Default value: 30,000 msat
///
- /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
- pub overuse_penalty_msat_per_1024th: u64,
+ /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
+ pub liquidity_penalty_multiplier_msat: u64,
- /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
- /// cut in half.
+ /// A multiplier used in conjunction with the total amount flowing over a channel and the
+ /// negative `log10` of the channel's success probability for the payment, as determined by our
+ /// latest estimates of the channel's liquidity, to determine the amount penalty.
///
- /// Successfully routing through a channel will immediately cut the penalty in half as well.
+ /// 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 amount flowing over this channel, weighted by the negative
+ /// `log10` of the success probability.
///
- /// Default value: 1 hour
- ///
- /// # Note
+ /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
///
- /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
- /// never decay.
+ /// 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`.
///
- /// [`failure_penalty_msat`]: Self::failure_penalty_msat
- pub failure_penalty_half_life: Duration,
-}
-
-impl_writeable_tlv_based!(ScoringParameters, {
- (0, base_penalty_msat, required),
- (1, overuse_penalty_start_1024th, (default_value, 128)),
- (2, failure_penalty_msat, required),
- (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
- (4, failure_penalty_half_life, required),
-});
-
-/// Accounting for penalties against a channel for failing to relay any payments.
-///
-/// Penalties decay over time, though accumulate as more failures occur.
-struct ChannelFailure<T: Time> {
- /// Accumulated penalty in msats for the channel as of `last_updated`.
- undecayed_penalty_msat: u64,
-
- /// Last time the channel either failed to route or successfully routed a payment. Used to decay
- /// `undecayed_penalty_msat`.
- last_updated: T,
-}
-
-impl<T: Time> ScorerUsingTime<T> {
- /// Creates a new scorer using the given scoring parameters.
- pub fn new(params: ScoringParameters) -> Self {
- Self {
- params,
- channel_failures: HashMap::new(),
- }
- }
-}
-
-impl<T: Time> ChannelFailure<T> {
- fn new(failure_penalty_msat: u64) -> Self {
- Self {
- undecayed_penalty_msat: failure_penalty_msat,
- last_updated: T::now(),
- }
- }
+ /// Default value: 192 msat
+ pub liquidity_penalty_amount_multiplier_msat: u64,
- fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
- self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
- self.last_updated = T::now();
- }
+ /// A multiplier used in conjunction with the negative `log10` of the channel's success
+ /// probability for the payment, as determined based on the history of our estimates of the
+ /// channel's available liquidity, to determine a penalty.
+ ///
+ /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
+ /// only our latest estimate for the current liquidity available in the channel, it estimates
+ /// success probability based on the estimated liquidity available in the channel through
+ /// history. Specifically, every time we update our liquidity bounds on a given channel, we
+ /// track which of several buckets those bounds fall into, exponentially decaying the
+ /// probability of each bucket as new samples are added.
+ ///
+ /// Default value: 10,000 msat
+ ///
+ /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
+ pub historical_liquidity_penalty_multiplier_msat: u64,
- fn reduce_penalty(&mut self, half_life: Duration) {
- self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
- self.last_updated = T::now();
- }
+ /// A multiplier used in conjunction with the total amount flowing over a channel and the
+ /// negative `log10` of the channel's success probability for the payment, as determined based
+ /// on the history of our estimates of the channel's available liquidity, to determine a
+ /// penalty.
+ ///
+ /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
+ /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
+ /// of the amount flowing over this channel, weighted by the negative `log10` of the success
+ /// probability.
+ ///
+ /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
+ /// of using only our latest estimate for the current liquidity available in the channel, it
+ /// estimates success probability based on the estimated liquidity available in the channel
+ /// through history. Specifically, every time we update our liquidity bounds on a given
+ /// channel, we track which of several buckets those bounds fall into, exponentially decaying
+ /// the probability of each bucket as new samples are added.
+ ///
+ /// Default value: 64 msat
+ ///
+ /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
+ pub historical_liquidity_penalty_amount_multiplier_msat: u64,
- fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
- self.last_updated.elapsed().as_secs()
- .checked_div(half_life.as_secs())
- .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
- .unwrap_or(0)
- }
-}
+ /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
+ /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
+ /// considered during path finding.
+ ///
+ /// This is not exported to bindings users
+ pub manual_node_penalties: HashMap<NodeId, u64>,
+
+ /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
+ /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
+ /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
+ /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
+ /// to restrict `htlc_maximum_msat` and improve privacy.
+ ///
+ /// Default value: 250 msat
+ pub anti_probing_penalty_msat: u64,
-impl<T: Time> Default for ScorerUsingTime<T> {
- fn default() -> Self {
- Self::new(ScoringParameters::default())
- }
+ /// This penalty is applied when the total amount flowing over a channel exceeds our current
+ /// estimate of the channel's available liquidity. The total amount is the amount of the
+ /// current HTLC plus any HTLCs which we've sent over the same channel.
+ ///
+ /// Note that in this case all other penalties, including the
+ /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
+ /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
+ /// applicable, are still included in the overall penalty.
+ ///
+ /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
+ /// `u64::max_value()` will guarantee that.
+ ///
+ /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
+ ///
+ /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
+ /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
+ /// [`base_penalty_msat`]: Self::base_penalty_msat
+ /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
+ pub considered_impossible_penalty_msat: u64,
+
+ /// In order to calculate most of the scores above, we must first convert a lower and upper
+ /// bound on the available liquidity in a channel into the probability that we think a payment
+ /// will succeed. That probability is derived from a Probability Density Function for where we
+ /// think the liquidity in a channel likely lies, given such bounds.
+ ///
+ /// If this flag is set, that PDF is simply a constant - we assume that the actual available
+ /// liquidity in a channel is just as likely to be at any point between our lower and upper
+ /// bounds.
+ ///
+ /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
+ /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
+ /// matches experimental results - most routing nodes do not aggressively rebalance their
+ /// channels and flows in the network are often unbalanced, leaving liquidity usually
+ /// unavailable.
+ ///
+ /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
+ /// of floating-point multiplications in the hottest routing code, which may lead to routing
+ /// performance degradation on some machines.
+ ///
+ /// Default value: false
+ pub linear_success_probability: bool,
}
-impl Default for ScoringParameters {
+impl Default for ProbabilisticScoringFeeParameters {
fn default() -> Self {
Self {
base_penalty_msat: 500,
- failure_penalty_msat: 1024 * 1000,
- failure_penalty_half_life: Duration::from_secs(3600),
- overuse_penalty_start_1024th: 1024 / 8,
- overuse_penalty_msat_per_1024th: 20,
+ base_penalty_amount_multiplier_msat: 8192,
+ liquidity_penalty_multiplier_msat: 30_000,
+ liquidity_penalty_amount_multiplier_msat: 192,
+ manual_node_penalties: new_hash_map(),
+ anti_probing_penalty_msat: 250,
+ considered_impossible_penalty_msat: 1_0000_0000_000,
+ historical_liquidity_penalty_multiplier_msat: 10_000,
+ historical_liquidity_penalty_amount_multiplier_msat: 64,
+ linear_success_probability: false,
}
}
}
-impl<T: Time> Score for ScorerUsingTime<T> {
- fn channel_penalty_msat(
- &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;
- 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
+impl ProbabilisticScoringFeeParameters {
+ /// Marks the node with the given `node_id` as banned,
+ /// i.e it will be avoided during path finding.
+ pub fn add_banned(&mut self, node_id: &NodeId) {
+ self.manual_node_penalties.insert(*node_id, u64::max_value());
}
- fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
- let failure_penalty_msat = self.params.failure_penalty_msat;
- let half_life = self.params.failure_penalty_half_life;
- self.channel_failures
- .entry(short_channel_id)
- .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
- .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
- }
-
- fn payment_path_successful(&mut self, path: &[&RouteHop]) {
- let half_life = self.params.failure_penalty_half_life;
- for hop in path.iter() {
- self.channel_failures
- .entry(hop.short_channel_id)
- .and_modify(|failure| failure.reduce_penalty(half_life));
+ /// Marks all nodes in the given list as banned, i.e.,
+ /// they will be avoided during path finding.
+ pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
+ for id in node_ids {
+ self.manual_node_penalties.insert(id, u64::max_value());
}
}
-}
-impl<T: Time> Writeable for ScorerUsingTime<T> {
- #[inline]
- fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
- self.params.write(w)?;
- self.channel_failures.write(w)?;
- write_tlv_fields!(w, {});
- Ok(())
+ /// Removes the node with the given `node_id` from the list of nodes to avoid.
+ pub fn remove_banned(&mut self, node_id: &NodeId) {
+ self.manual_node_penalties.remove(node_id);
}
-}
-impl<T: Time> Readable for ScorerUsingTime<T> {
- #[inline]
- fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
- let res = Ok(Self {
- params: Readable::read(r)?,
- channel_failures: Readable::read(r)?,
- });
- read_tlv_fields!(r, {});
- res
+ /// Sets a manual penalty for the given node.
+ pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
+ self.manual_node_penalties.insert(*node_id, penalty);
}
-}
-impl<T: Time> Writeable for ChannelFailure<T> {
- #[inline]
- fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
- let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
- write_tlv_fields!(w, {
- (0, self.undecayed_penalty_msat, required),
- (2, duration_since_epoch, required),
- });
- Ok(())
+ /// Removes the node with the given `node_id` from the list of manual penalties.
+ pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
+ self.manual_node_penalties.remove(node_id);
}
-}
-impl<T: Time> Readable for ChannelFailure<T> {
- #[inline]
- fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
- let mut undecayed_penalty_msat = 0;
- let mut duration_since_epoch = Duration::from_secs(0);
- read_tlv_fields!(r, {
- (0, undecayed_penalty_msat, required),
- (2, duration_since_epoch, required),
- });
- Ok(Self {
- undecayed_penalty_msat,
- last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
- })
+ /// Clears the list of manual penalties that are applied during path finding.
+ pub fn clear_manual_penalties(&mut self) {
+ self.manual_node_penalties = new_hash_map();
}
}
-/// [`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>>,
+#[cfg(test)]
+impl ProbabilisticScoringFeeParameters {
+ fn zero_penalty() -> Self {
+ Self {
+ base_penalty_msat: 0,
+ base_penalty_amount_multiplier_msat: 0,
+ liquidity_penalty_multiplier_msat: 0,
+ liquidity_penalty_amount_multiplier_msat: 0,
+ historical_liquidity_penalty_multiplier_msat: 0,
+ historical_liquidity_penalty_amount_multiplier_msat: 0,
+ manual_node_penalties: new_hash_map(),
+ anti_probing_penalty_msat: 0,
+ considered_impossible_penalty_msat: 0,
+ linear_success_probability: true,
+ }
+ }
}
/// Parameters for configuring [`ProbabilisticScorer`].
-#[derive(Clone, Copy)]
-pub struct ProbabilisticScoringParameters {
- /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
- /// through a channel, as per multiplying by the negative `log10` of the channel's success
- /// probability for a payment.
+///
+/// Used to configure decay parameters that are static throughout the lifetime of the scorer.
+/// these decay parameters affect the score of the channel penalty and are not changed on a
+/// per-route penalty cost call.
+#[derive(Copy, Clone)]
+pub struct ProbabilisticScoringDecayParameters {
+ /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
+ /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
+ /// seen a liquidity estimate update for this amount of time, the historical datapoints are
+ /// decayed by half.
+ /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
///
- /// The success probability is determined by the effective channel capacity, the payment amount,
- /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
- /// the success probability is 0.01, effectively limiting the penalty to the range
- /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
- /// on [`liquidity_offset_half_life`].
+ /// Note that after 16 or more half lives all historical data will be completely gone.
///
- /// Default value: 10,000 msat
+ /// Default value: 14 days
///
- /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
- pub liquidity_penalty_multiplier_msat: u64,
+ /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
+ pub historical_no_updates_half_life: Duration,
- /// The time required to elapse before any knowledge learned about channel liquidity balances is
- /// cut in half.
+ /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
+ /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
+ /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
+ /// capacity.
///
- /// 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.
+ /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
+ /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
+ /// struct documentation for more info on the way the liquidity bounds are used.
///
- /// Default value: 1 hour
+ /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
+ /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
+ /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
+ ///
+ /// Default value: 6 hours
///
/// # Note
///
pub liquidity_offset_half_life: Duration,
}
-impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
- (0, liquidity_penalty_multiplier_msat, required),
- (2, liquidity_offset_half_life, required),
-});
+impl Default for ProbabilisticScoringDecayParameters {
+ fn default() -> Self {
+ Self {
+ liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
+ historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
+ }
+ }
+}
+
+#[cfg(test)]
+impl ProbabilisticScoringDecayParameters {
+ fn zero_penalty() -> Self {
+ Self {
+ liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
+ historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
+ }
+ }
+}
/// 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> {
+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,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker,
+ max_liquidity_offset_history: HistoricalBucketRangeTracker,
+
+ /// Time when either liquidity bound was last modified as an offset since the unix epoch.
+ last_updated: Duration,
+
+ /// Time when the historical liquidity bounds were last modified as an offset against the unix
+ /// epoch.
+ offset_history_last_updated: Duration,
}
-/// 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>> {
+/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
min_liquidity_offset_msat: L,
max_liquidity_offset_msat: L,
+ liquidity_history: HistoricalMinMaxBuckets<BRT>,
capacity_msat: u64,
- last_updated: U,
- now: T,
- half_life: Duration,
+ last_updated: T,
+ offset_history_last_updated: T,
}
-impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
+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(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
+ pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
Self {
- params,
+ decay_params,
network_graph,
- channel_liquidities: HashMap::new(),
+ logger,
+ channel_liquidities: new_hash_map(),
}
}
#[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
}
-}
-impl Default for ProbabilisticScoringParameters {
- fn default() -> Self {
- Self {
- liquidity_penalty_multiplier_msat: 10_000,
- liquidity_offset_half_life: Duration::from_secs(3600),
+ /// Dump the contents of this scorer into the configured logger.
+ ///
+ /// 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 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);
+
+ 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",
+ "\tHistorical min liquidity bucket relative probabilities:\n",
+ "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
+ "\tHistorical max liquidity bucket relative probabilities:\n",
+ "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
+ source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
+ min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
+ min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
+ min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
+ min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
+ min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
+ min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
+ min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
+ min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
+ // Note that the liquidity buckets are an offset from the edge, so we
+ // inverse the max order to get the probabilities from zero.
+ max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
+ max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
+ max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
+ max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
+ max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
+ max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
+ max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
+ max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
+ } else {
+ log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
+ }
+ };
+
+ log_direction(&chan_debug.node_one, &chan_debug.node_two);
+ log_direction(&chan_debug.node_two, &chan_debug.node_one);
+ } else {
+ log_debug!(self.logger, "No network graph entry for SCID {}", scid);
+ }
+ }
+ }
+
+ /// Query the estimated minimum and maximum liquidity available for sending a payment over the
+ /// channel with `scid` towards the given `target` node.
+ pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
+ let graph = self.network_graph.read_only();
+
+ if let Some(chan) = graph.channels().get(&scid) {
+ 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);
+ return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
+ }
+ }
+ }
+ None
+ }
+
+ /// Query the historical estimated minimum and maximum liquidity available for sending a
+ /// payment over the channel with `scid` towards the given `target` node.
+ ///
+ /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
+ /// the second set describes the upper-bound liquidity history. Each bucket describes the
+ /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
+ /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
+ /// more recent data points are weighted more heavily than older datapoints.
+ ///
+ /// Note that the range of each bucket varies by its location to provide more granular results
+ /// at the edges of a channel's capacity, where it is more likely to sit.
+ ///
+ /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
+ /// is calculated by dividing that bucket's value with the total value of all buckets.
+ ///
+ /// For example, using a lower bucket count for illustrative purposes, a value of
+ /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
+ /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
+ /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
+ /// 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(([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`].
+ pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
+ -> Option<([u16; 32], [u16; 32])> {
+ let graph = self.network_graph.read_only();
+
+ if let Some(chan) = graph.channels().get(&scid) {
+ 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);
+
+ 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.
+ max_buckets.reverse();
+ return Some((min_buckets, max_buckets));
+ }
+ }
+ }
+ None
+ }
+
+ /// Query the probability of payment success sending the given `amount_msat` over the channel
+ /// with `scid` towards the given `target` node, based on the historical estimated liquidity
+ /// bounds.
+ ///
+ /// These are the same bounds as returned by
+ /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
+ /// [`Self::estimated_channel_liquidity_range`]).
+ pub fn historical_estimated_payment_success_probability(
+ &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
+ -> Option<f64> {
+ let graph = self.network_graph.read_only();
+
+ if let Some(chan) = graph.channels().get(&scid) {
+ 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);
+
+ return dir_liq.liquidity_history.calculate_success_probability_times_billion(
+ ¶ms, amount_msat, capacity_msat
+ ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
+ }
+ }
}
+ None
}
}
-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,
- last_updated: T::now(),
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::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, 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)
- };
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
+ ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
+ 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)
+ } else {
+ (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
+ &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
+ };
DirectedChannelLiquidity {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
+ liquidity_history: HistoricalMinMaxBuckets {
+ min_liquidity_offset_history,
+ max_liquidity_offset_history,
+ },
capacity_msat,
last_updated: &self.last_updated,
- now: T::now(),
- half_life,
+ 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, 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)
- };
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
+ ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
+ 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)
+ } 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)
+ };
DirectedChannelLiquidity {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
+ liquidity_history: HistoricalMinMaxBuckets {
+ min_liquidity_offset_history,
+ max_liquidity_offset_history,
+ },
capacity_msat,
last_updated: &mut self.last_updated,
- now: T::now(),
- half_life,
+ 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
}
}
}
-impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
- /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
- /// in this direction.
- fn success_probability(&self, amount_msat: u64) -> f64 {
+/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
+/// probabilities.
+const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
+
+/// 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;
+
+/// The divisor used when computing the amount penalty.
+const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
+const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
+
+/// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
+#[inline(always)]
+fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
+ (a * a * a, b * b * b, c * c * c)
+}
+
+/// 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)]
+fn success_probability(
+ amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
+ params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
+) -> (u64, u64) {
+ debug_assert!(min_liquidity_msat <= amount_msat);
+ 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 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)
+}
+
+impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
+DirectedChannelLiquidity< L, BRT, 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 {
+ let available_capacity = self.capacity_msat;
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 > max_liquidity_msat {
- 0.0
- } else if amount_msat <= min_liquidity_msat {
- 1.0
+
+ let mut res = if amount_msat <= min_liquidity_msat {
+ 0
+ } else if amount_msat >= max_liquidity_msat {
+ // Equivalent to hitting the else clause below with the amount equal to the effective
+ // capacity and without any certainty on the liquidity upper bound, plus the
+ // impossibility penalty.
+ let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
+ Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
+ score_params.liquidity_penalty_multiplier_msat,
+ score_params.liquidity_penalty_amount_multiplier_msat)
+ .saturating_add(score_params.considered_impossible_penalty_msat)
} else {
- let numerator = max_liquidity_msat + 1 - amount_msat;
- let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
- numerator as f64 / denominator as f64
- }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
+ let (numerator, denominator) = success_probability(amount_msat,
+ min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
+ if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
+ // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
+ // don't bother trying to use the log approximation as it gets too noisy to be
+ // particularly helpful, instead just round down to 0.
+ 0
+ } else {
+ let negative_log10_times_2048 =
+ 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 amount_msat >= available_capacity {
+ // We're trying to send more than the capacity, use a max penalty.
+ res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
+ NEGATIVE_LOG10_UPPER_BOUND * 2048,
+ score_params.historical_liquidity_penalty_multiplier_msat,
+ score_params.historical_liquidity_penalty_amount_multiplier_msat));
+ return res;
+ }
+
+ 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(
+ 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);
+ 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));
+ } else {
+ // If we don't have any valid points (or, once decayed, we have less than a full
+ // point), redo the non-historical calculation with no liquidity bounds tracked and
+ // the historical penalty multipliers.
+ 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);
+ 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));
+ }
+ }
+
+ res
+ }
+
+ /// Computes the liquidity penalty from the penalty multipliers.
+ #[inline(always)]
+ fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
+ liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
+ ) -> u64 {
+ negative_log10_times_2048 =
+ negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
+
+ // Upper bound the liquidity penalty to ensure some channel is selected.
+ let liquidity_penalty_msat = negative_log10_times_2048
+ .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
+ let amount_penalty_msat = negative_log10_times_2048
+ .saturating_mul(liquidity_penalty_amount_multiplier_msat)
+ .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
+
+ liquidity_penalty_msat.saturating_add(amount_penalty_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
- .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)
+ .saturating_sub(*self.max_liquidity_offset_msat)
}
}
-impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
+impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
+DirectedChannelLiquidity<L, BRT, T> {
/// 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);
+ 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, 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, duration_since_epoch);
}
/// 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);
+ 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, 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, duration_since_epoch);
}
/// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
- fn successful(&mut self, amount_msat: u64) {
+ 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);
- self.set_max_liquidity_msat(max_liquidity_msat);
+ 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, 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, duration_since_epoch: Duration) {
+ self.liquidity_history.min_liquidity_offset_history.track_datapoint(
+ *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
+ );
+ self.liquidity_history.max_liquidity_offset_history.track_datapoint(
+ 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>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
+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, amount_msat: u64, capacity_msat: u64, source: &NodeId,
- target: &NodeId
+ &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
) -> u64 {
- let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
- let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
- let success_probability = self.channel_liquidities
- .get(&short_channel_id)
- .unwrap_or(&ChannelLiquidity::new())
- .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
- .success_probability(amount_msat);
- // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
- // u64::max_value instead.
- debug_assert!(success_probability > core::f64::EPSILON);
- (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
- }
-
- 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 (scid, target) = match candidate {
+ CandidateRouteHop::PublicHop(PublicHopCandidate { 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 base_penalty_msat = score_params.base_penalty_msat.saturating_add(
+ score_params.base_penalty_amount_multiplier_msat
+ .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
+
+ let mut anti_probing_penalty_msat = 0;
+ match usage.effective_capacity {
+ EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
+ EffectiveCapacity::HintMaxHTLC { amount_msat } =>
+ {
+ if usage.amount_msat > amount_msat {
+ return u64::max_value();
+ } else {
+ return base_penalty_msat;
+ }
+ },
+ EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
+ if htlc_maximum_msat >= capacity_msat/2 {
+ anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
+ }
+ },
+ _ => {},
+ }
+
+ let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
+ let capacity_msat = usage.effective_capacity.as_msat();
+ self.channel_liquidities
+ .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> 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();
- for hop in path {
+ for (hop_idx, hop) in path.hops.iter().enumerate() {
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));
+ let at_failed_channel = hop.short_channel_id == short_channel_id;
+ if at_failed_channel && hop_idx == 0 {
+ log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
+ }
+
// 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 {
+ if at_failed_channel {
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .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, liquidity_offset_half_life)
- .failed_at_channel(amount_msat);
- break;
+ .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);
}
-
- 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);
+ } 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).",
+ hop.short_channel_id);
}
+ if at_failed_channel { break; }
}
}
- 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;
+ 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 network_graph = self.network_graph.read_only();
- for hop in path {
+ for hop in &path.hops {
let target = NodeId::from_pubkey(&hop.pubkey);
let channel_directed_from_source = network_graph.channels()
.get(&hop.short_channel_id)
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);
+ .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, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
+ }
+
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ 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;
+
+ 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 {
+ let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
+ for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
+ *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
+ }
+ for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
+ *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
+ }
+ liquidity.offset_history_last_updated = duration_since_epoch;
+ }
+ }
+ liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
+ liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
+ liquidity.max_liquidity_offset_history.buckets != [0; 32]
+ });
+ }
+}
+
+#[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 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,
+ 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
+ [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
+ 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
+ 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
+ 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
+ [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
+ 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
+ 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
+ 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
+ [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
+ 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
+ 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
+ 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
+ [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
+ 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
+ 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
+ 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
+ [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
+ 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
+ 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
+ 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
+ [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
+ 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
+ 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
+ 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
+ [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
+ 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
+ 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
+ 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
+ [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
+ 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
+ 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
+ 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
+ [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
+ 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
+ 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
+ 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
+ [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
+ 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
+ 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
+ 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
+ [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
+ 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
+ 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
+ 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
+ [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
+ 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
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+ 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);
+ }
+ }
+ }
+ }
+ }
+}
+
+mod bucketed_history {
+ use super::*;
+
+ // Because liquidity is often skewed heavily in one direction, we store historical state
+ // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
+ // must fit evenly into the buckets here.
+ //
+ // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
+ // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
+ // a full 16th of the channel's capacity, which is reapeated a few times for backwards
+ // compatibility. The four middle buckets represent full octiles of the channel's capacity.
+ //
+ // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
+ // 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,
+ ];
+
+ const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
+ (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
+ ];
+
+ const POSITION_TICKS: u16 = 1 << 14;
+
+ fn pos_to_bucket(pos: u16) -> usize {
+ for bucket in 0..32 {
+ if pos < BUCKET_START_POS[bucket + 1] {
+ return bucket;
+ }
+ }
+ debug_assert!(false);
+ return 32;
+ }
+
+ #[cfg(test)]
+ #[test]
+ fn check_bucket_maps() {
+ const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
+ 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
+ 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
+
+ let mut min_size_iter = 0;
+ let mut legacy_bucket_iter = 0;
+ for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
+ assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
+ for i in 0..*width {
+ assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
+ }
+ min_size_iter += *width;
+ if min_size_iter % (POSITION_TICKS / 8) == 0 {
+ assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
+ if legacy_bucket_iter + 1 < 8 {
+ assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
+ }
+ legacy_bucket_iter += 1;
+ }
+ }
+ assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
+ assert_eq!(min_size_iter, POSITION_TICKS);
+ }
+
+ #[inline]
+ fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
+ let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
+ (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
+ .try_into().unwrap_or(POSITION_TICKS)
+ } else {
+ // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
+ // division. This branch should only be hit in fuzz testing since the amount would
+ // need to be over 2.88 million BTC in practice.
+ ((amount_msat as u128) * (POSITION_TICKS as u128)
+ / (capacity_msat as u128).saturating_add(1))
+ .try_into().unwrap_or(POSITION_TICKS)
+ };
+ // If we are running in a client that doesn't validate gossip, its possible for a channel's
+ // capacity to change due to a `channel_update` message which, if received while a payment
+ // is in-flight, could cause this to fail. Thus, we only assert in test.
+ #[cfg(test)]
+ debug_assert!(pos < POSITION_TICKS);
+ pos
+ }
+
+ /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
+ /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
+ /// support reading the legacy values here for backwards compatibility.
+ pub(super) struct LegacyHistoricalBucketRangeTracker {
+ buckets: [u16; 8],
+ }
+
+ impl LegacyHistoricalBucketRangeTracker {
+ pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
+ let mut buckets = [0; 32];
+ for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
+ let mut new_val = *legacy_bucket;
+ let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
+ new_val /= (end - start) as u16;
+ for i in start..end {
+ buckets[i as usize] = new_val;
+ }
+ }
+ HistoricalBucketRangeTracker { buckets }
+ }
+ }
+
+ /// Tracks the historical state of a distribution as a weighted average of how much time was spent
+ /// in each of 32 buckets.
+ #[derive(Clone, Copy)]
+ pub(super) struct HistoricalBucketRangeTracker {
+ pub(super) buckets: [u16; 32],
+ }
+
+ /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
+ /// "one" is 32, or this constant.
+ pub const BUCKET_FIXED_POINT_ONE: u16 = 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) {
+ // 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.
+ //
+ // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
+ // the buckets for the current min and max liquidity offset positions.
+ //
+ // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
+ // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
+ // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
+ //
+ // In total, this allows us to track data for the last 8,000 or so payments across a given
+ // channel.
+ //
+ // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
+ // and need to balance having more bits in the decimal part (to ensure decay isn't too
+ // non-linear) with having too few bits in the mantissa, causing us to not store very many
+ // datapoints.
+ //
+ // The constants were picked experimentally, selecting a decay amount that restricts us
+ // from overflowing buckets without having to cap them manually.
+
+ let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
+ if pos < POSITION_TICKS {
+ for e in self.buckets.iter_mut() {
+ *e = ((*e as u32) * 2047 / 2048) as u16;
+ }
+ let bucket = pos_to_bucket(pos);
+ self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
+ }
+ }
+ }
+
+ 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> {
+ #[inline]
+ 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.
+ // To do so, we walk the set of historical liquidity bucket (min, max) combinations
+ // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
+ // state). For each pair, we calculate the probability as if the bucket's corresponding
+ // min- and max- liquidity bounds were our current liquidity bounds and then multiply
+ // that probability by the weight of the selected buckets.
+ let payment_pos = amount_to_pos(amount_msat, capacity_msat);
+ if payment_pos >= POSITION_TICKS { return None; }
+
+ let mut 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);
+ }
+ }
+
+ // 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
+ // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
+ // points against the 0th min bucket. This avoids the case where we fail to route
+ // increasingly lower values over a channel, but treat each failure as a separate
+ // 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 {
+ 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() {
+ if *max_bucket >= BUCKET_FIXED_POINT_ONE {
+ highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
+ }
+ total_max_points += *max_bucket as u64;
+ }
+ 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
+ * 1024 * 1024 * 1024 / total_valid_points_tracked;
+ cumulative_success_prob_times_billion += bucket_prob_times_billion *
+ numerator / denominator;
+ }
}
+
+ for (min_idx, min_bucket) in self.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) {
+ let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
+ // 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 {
+ 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;
+ }
+ }
+ }
+
+ Some(cumulative_success_prob_times_billion)
}
}
}
+use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
-impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
+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, {
- (0, self.channel_liquidities, required)
+ (0, self.channel_liquidities, required),
});
Ok(())
}
}
-impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
-where
- G: Deref<Target = NetworkGraph>,
- T: Time,
-{
+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: (ProbabilisticScoringParameters, G)
+ r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
) -> Result<Self, DecodeError> {
- let (params, network_graph) = args;
- let mut channel_liquidities = HashMap::new();
+ let (decay_params, network_graph, logger) = args;
+ let mut channel_liquidities = new_hash_map();
read_tlv_fields!(r, {
- (0, channel_liquidities, required)
+ (0, channel_liquidities, required),
});
Ok(Self {
- params,
+ decay_params,
network_graph,
+ logger,
channel_liquidities,
})
}
}
-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),
- (4, duration_since_epoch, required),
+ // 3 was the max_liquidity_offset_history in octile form
+ (4, self.last_updated, required),
+ (5, Some(self.min_liquidity_offset_history), option),
+ (7, Some(self.max_liquidity_offset_history), option),
+ (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 max_liquidity_offset_msat = 0;
- let mut duration_since_epoch = Duration::from_secs(0);
+ let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
+ 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 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),
- (4, duration_since_epoch, required),
+ (3, legacy_max_liq_offset_history, option),
+ (4, last_updated, required),
+ (5, min_liquidity_offset_history, option),
+ (7, max_liquidity_offset_history, option),
+ (9, offset_history_last_updated, option),
});
+
+ 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());
+ } else {
+ min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
+ }
+ }
+ if max_liquidity_offset_history.is_none() {
+ if let Some(legacy_buckets) = legacy_max_liq_offset_history {
+ max_liquidity_offset_history = Some(legacy_buckets.into_current());
+ } else {
+ max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
+ }
+ }
Ok(Self {
min_liquidity_offset_msat,
max_liquidity_offset_msat,
- last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
+ min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
+ max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
+ last_updated,
+ offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
})
}
}
-pub(crate) mod time {
- use core::ops::Sub;
- use core::time::Duration;
- /// A measurement of time.
- pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
- /// Returns an instance corresponding to the current moment.
- fn now() -> Self;
-
- /// Returns the amount of time elapsed since `self` was created.
- fn elapsed(&self) -> Duration;
-
- /// Returns the amount of time passed between `earlier` and `self`.
- fn duration_since(&self, earlier: Self) -> Duration;
-
- /// Returns the amount of time passed since the beginning of [`Time`].
- ///
- /// Used during (de-)serialization.
- fn duration_since_epoch() -> Duration;
- }
-
- /// A state in which time has no meaning.
- #[derive(Clone, Copy, Debug, PartialEq, Eq)]
- pub struct Eternity;
-
- #[cfg(not(feature = "no-std"))]
- impl Time for std::time::Instant {
- fn now() -> Self {
- std::time::Instant::now()
- }
-
- fn duration_since(&self, earlier: Self) -> Duration {
- self.duration_since(earlier)
- }
-
- fn duration_since_epoch() -> Duration {
- use std::time::SystemTime;
- SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
- }
-
- fn elapsed(&self) -> Duration {
- std::time::Instant::elapsed(self)
- }
- }
-
- impl Time for Eternity {
- fn now() -> Self {
- Self
- }
-
- fn duration_since(&self, _earlier: Self) -> Duration {
- Duration::from_secs(0)
- }
-
- fn duration_since_epoch() -> Duration {
- Duration::from_secs(0)
- }
-
- fn elapsed(&self) -> Duration {
- Duration::from_secs(0)
- }
- }
-
- impl Sub<Duration> for Eternity {
- type Output = Self;
-
- fn sub(self, _other: Duration) -> Self {
- self
- }
- }
-}
-
-pub(crate) use self::time::Time;
-
#[cfg(test)]
mod tests {
- use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
- use super::time::Eternity;
-
- use ln::features::{ChannelFeatures, NodeFeatures};
- use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
- use routing::scoring::Score;
- use routing::network_graph::{NetworkGraph, NodeId};
- use routing::router::RouteHop;
- use util::ser::{Readable, ReadableArgs, Writeable};
-
- use bitcoin::blockdata::constants::genesis_block;
+ use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
+ use crate::blinded_path::{BlindedHop, BlindedPath};
+ use crate::util::config::UserConfig;
+
+ 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, CandidateRouteHop, PublicHopCandidate};
+ use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
+ use crate::util::ser::{ReadableArgs, Writeable};
+ use crate::util::test_utils::{self, TestLogger};
+
+ use bitcoin::blockdata::constants::ChainHash;
use bitcoin::hashes::Hash;
use bitcoin::hashes::sha256d::Hash as Sha256dHash;
use bitcoin::network::constants::Network;
use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
- use core::cell::Cell;
- use core::ops::Sub;
use core::time::Duration;
- use io;
-
- // `Time` tests
-
- /// Time that can be advanced manually in tests.
- #[derive(Clone, Copy, Debug, PartialEq, Eq)]
- struct SinceEpoch(Duration);
-
- impl SinceEpoch {
- thread_local! {
- static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
- }
-
- fn advance(duration: Duration) {
- Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
- }
- }
-
- impl Time for SinceEpoch {
- fn now() -> Self {
- Self(Self::duration_since_epoch())
- }
-
- fn duration_since(&self, earlier: Self) -> Duration {
- self.0 - earlier.0
- }
-
- fn duration_since_epoch() -> Duration {
- Self::ELAPSED.with(|elapsed| elapsed.get())
- }
-
- fn elapsed(&self) -> Duration {
- Self::duration_since_epoch() - self.0
- }
- }
-
- impl Sub<Duration> for SinceEpoch {
- type Output = Self;
-
- fn sub(self, other: Duration) -> Self {
- Self(self.0 - other)
- }
- }
-
- #[test]
- fn time_passes_when_advanced() {
- let now = SinceEpoch::now();
- assert_eq!(now.elapsed(), Duration::from_secs(0));
-
- SinceEpoch::advance(Duration::from_secs(1));
- SinceEpoch::advance(Duration::from_secs(1));
-
- let elapsed = now.elapsed();
- let later = SinceEpoch::now();
-
- assert_eq!(elapsed, Duration::from_secs(2));
- assert_eq!(later - elapsed, now);
- }
-
- #[test]
- fn time_never_passes_in_an_eternity() {
- let now = Eternity::now();
- let elapsed = now.elapsed();
- let later = Eternity::now();
-
- assert_eq!(now.elapsed(), Duration::from_secs(0));
- assert_eq!(later - elapsed, now);
- }
-
- // `Scorer` tests
-
- /// A scorer for testing with time that can be manually advanced.
- type Scorer = ScorerUsingTime::<SinceEpoch>;
+ use crate::io;
fn source_privkey() -> SecretKey {
SecretKey::from_slice(&[42; 32]).unwrap()
NodeId::from_pubkey(&target_pubkey())
}
- #[test]
- fn penalizes_without_channel_failures() {
- let scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(1),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
- }
-
- #[test]
- fn accumulates_channel_failure_penalties() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 64,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
- }
-
- #[test]
- fn decays_channel_failure_penalties_over_time() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
-
- SinceEpoch::advance(Duration::from_secs(9));
- 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, 1, &source, &target), 1_256);
-
- SinceEpoch::advance(Duration::from_secs(10 * 8));
- 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, 1, &source, &target), 1_000);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
- }
-
- #[test]
- fn decays_channel_failure_penalties_without_shift_overflow() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
-
- // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
- // cause an overflow.
- SinceEpoch::advance(Duration::from_secs(10 * 64));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
- }
-
- #[test]
- fn accumulates_channel_failure_penalties_after_decay() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
-
- scorer.payment_path_failed(&[], 42);
- 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, 1, &source, &target), 1_384);
- }
-
- #[test]
- fn reduces_channel_failure_penalties_after_success() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
-
- let hop = RouteHop {
- pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
- node_features: NodeFeatures::known(),
- short_channel_id: 42,
- channel_features: ChannelFeatures::known(),
- fee_msat: 1,
- cltv_expiry_delta: 18,
- };
- scorer.payment_path_successful(&[&hop]);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
- }
-
- #[test]
- fn restores_persisted_channel_failure_penalties() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
-
- scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
-
- scorer.payment_path_failed(&[], 43);
- 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, 1, &source, &target), 1_256);
- assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
- }
-
- #[test]
- fn decays_persisted_channel_failure_penalties() {
- let mut scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 1_000,
- failure_penalty_msat: 512,
- failure_penalty_half_life: Duration::from_secs(10),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- });
- let source = source_node_id();
- let target = target_node_id();
-
- scorer.payment_path_failed(&[], 42);
- 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, 1, &source, &target), 1_256);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
- }
-
- #[test]
- fn charges_per_1024th_penalty() {
- let scorer = Scorer::new(ScoringParameters {
- base_penalty_msat: 0,
- failure_penalty_msat: 0,
- failure_penalty_half_life: Duration::from_secs(0),
- overuse_penalty_start_1024th: 256,
- overuse_penalty_msat_per_1024th: 100,
- });
- let source = source_node_id();
- let target = target_node_id();
-
- 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()
}
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);
+ fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
+ let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
}
fn add_channel(
- network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
+ 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();
let unsigned_announcement = UnsignedChannelAnnouncement {
- features: ChannelFeatures::known(),
+ features: channelmanager::provided_channel_features(&UserConfig::default()),
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),
+ node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
+ node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
+ bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
+ bitcoin_key_2: NodeId::from_pubkey(&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),
+ node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
+ node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
+ bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
+ bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
contents: unsigned_announcement,
};
- let chain_source: Option<&::util::test_utils::TestChainSource> = None;
+ let chain_source: Option<&crate::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);
+ &signed_announcement, &chain_source).unwrap();
+ update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
+ update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
}
fn update_channel(
- network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
+ 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,
short_channel_id,
- timestamp: 100,
+ timestamp,
flags,
cltv_expiry_delta: 18,
htlc_minimum_msat: 0,
- htlc_maximum_msat: OptionalField::Present(1_000),
+ htlc_maximum_msat,
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),
+ signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
contents: unsigned_update,
};
- network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
+ network_graph.update_channel(&signed_update).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,
- },
- ]
+ fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
+ let config = UserConfig::default();
+ RouteHop {
+ pubkey,
+ node_features: channelmanager::provided_node_features(&config),
+ short_channel_id,
+ channel_features: channelmanager::provided_channel_features(&config),
+ fee_msat,
+ cltv_expiry_delta: 18,
+ maybe_announced_channel: true,
+ }
+ }
+
+ fn payment_path_for_amount(amount_msat: u64) -> Path {
+ Path {
+ hops: vec![
+ path_hop(source_pubkey(), 41, 1),
+ path_hop(target_pubkey(), 42, 2),
+ path_hop(recipient_pubkey(), 43, amount_msat),
+ ], blinded_tail: None,
+ }
}
#[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)
+ let logger = TestLogger::new();
+ 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_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
})
.with_channel(43,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
let source = source_node_id();
let target = target_node_id();
// 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);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life)
- .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life)
- .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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 last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ let logger = TestLogger::new();
+ 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_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
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);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life)
- .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life)
- .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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 last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ let logger = TestLogger::new();
+ 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_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
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);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life)
- .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life)
- .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, liquidity_offset_half_life);
+ .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, liquidity_offset_half_life);
+ .as_directed(&target, &source, 1_000);
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, ..Default::default()
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph);
+ let decay_params = ProbabilisticScoringDecayParameters::default();
+ let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
- assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
- assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
-
- assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
- assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
- assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
+ 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 },
+ };
+ 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(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 102_400, ..usage };
+ 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(&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(&candidate, usage, ¶ms), 58);
+ let usage = ChannelUsage { amount_msat: 256, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
+ let usage = ChannelUsage { amount_msat: 374, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
+ let usage = ChannelUsage { amount_msat: 512, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
+ let usage = ChannelUsage { amount_msat: 640, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
+ let usage = ChannelUsage { amount_msat: 768, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
}
#[test]
fn constant_penalty_outside_liquidity_bounds() {
- let last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ let logger = TestLogger::new();
+ 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,
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph)
+ let decay_params = ProbabilisticScoringDecayParameters {
+ ..ProbabilisticScoringDecayParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
+ last_updated, offset_history_last_updated,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
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), 2_000);
- assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
+ let usage = ChannelUsage {
+ amount_msat: 39,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, 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(PublicHopCandidate {
+ 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(&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(&candidate, usage, ¶ms), 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, ..Default::default()
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
- let sender = sender_node_id();
+ let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
let source = source_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 },
+ };
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(PublicHopCandidate {
+ info,
+ short_channel_id: 41,
+ });
- assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- 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_failed(&failed_path, 41, Duration::ZERO);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
- assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ scorer.payment_path_successful(&successful_path, Duration::ZERO);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
}
#[test]
fn sets_liquidity_lower_bound_on_downstream_failure() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ 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);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
- 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), 600);
+ let usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, 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(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), 301);
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
- 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);
+ let usage = ChannelUsage { amount_msat: 250, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 500, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
}
#[test]
fn sets_liquidity_upper_bound_on_failure() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ 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);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
- 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), 600);
+ let usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, 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(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), 301);
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
- 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), 2_000);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
+ let usage = ChannelUsage { amount_msat: 250, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
+ let usage = ChannelUsage { amount_msat: 500, ..usage };
+ 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(&candidate, usage, ¶ms), 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, ..Default::default()
+ fn ignores_channels_after_removed_failed_channel() {
+ // Previously, if we'd tried to send over a channel which was removed from the network
+ // graph before we call `payment_path_failed` (which is the default if the we get a "no
+ // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
+ // channels in the route, even ones which they payment never reached. This tests to ensure
+ // we do not score such channels.
+ let secp_ctx = Secp256k1::new();
+ let logger = TestLogger::new();
+ let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
+ let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
+ let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
+ let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
+ let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
+ add_channel(&mut network_graph, 42, secret_a, secret_b);
+ // Don't add the channel from B -> C.
+ add_channel(&mut network_graph, 44, secret_c, secret_d);
+
+ let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
+ let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
+ let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
+ let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
+
+ let path = vec![
+ path_hop(pub_b, 42, 1),
+ path_hop(pub_c, 43, 2),
+ path_hop(pub_d, 44, 100),
+ ];
+
+ 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 params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::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);
+ let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
- assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
+ let usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
+ };
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_a).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_b).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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(PublicHopCandidate {
+ info,
+ short_channel_id: 44,
+ });
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
- scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
- assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
- 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);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_a).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&node_b).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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(PublicHopCandidate {
+ info,
+ short_channel_id: 44,
+ });
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
}
#[test]
- fn decays_liquidity_bounds_over_time() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
+ fn reduces_liquidity_upper_bound_along_path_on_success() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
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), 92);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
-
- 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), 92);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
-
- 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_812);
- assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
-
- // 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);
+ 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(PublicHopCandidate {
+ info,
+ short_channel_id: 41,
+ });
+ let (info, target) = channel_42.as_directed_from(&source).unwrap();
+ let candidate_42 = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
+ let (info, _) = channel_43.as_directed_from(&target).unwrap();
+ let candidate_43 = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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);
- // 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);
+ scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
- 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);
+ 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]
- fn decays_liquidity_bounds_without_shift_overflow() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
+ fn decays_liquidity_bounds_over_time() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringDecayParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
- let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
- scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
+ let usage = ChannelUsage {
+ amount_msat: 0,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
+ };
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), 2_000);
+
+ 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(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 256, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
+ let usage = ChannelUsage { amount_msat: 768, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
+
+ // Half decay (i.e., three-quarter life)
+ scorer.time_passed(Duration::from_secs(5));
+ let usage = ChannelUsage { amount_msat: 128, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
+ let usage = ChannelUsage { amount_msat: 256, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
+ let usage = ChannelUsage { amount_msat: 768, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
+
+ // One decay (i.e., half life)
+ scorer.time_passed(Duration::from_secs(10));
+ let usage = ChannelUsage { amount_msat: 64, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 128, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
+ let usage = ChannelUsage { amount_msat: 960, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
+
+ // Fully decay liquidity lower bound.
+ scorer.time_passed(Duration::from_secs(10 * 8));
+ let usage = ChannelUsage { amount_msat: 0, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_023, ..usage };
+ 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(&candidate, usage, ¶ms), u64::max_value());
- // 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), 124);
+ // Fully decay liquidity upper bound.
+ scorer.time_passed(Duration::from_secs(10 * 9));
+ let usage = ChannelUsage { amount_msat: 0, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_024, ..usage };
+ 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, 256, 1_024, &source, &target), 124);
+ scorer.time_passed(Duration::from_secs(10 * 10));
+ let usage = ChannelUsage { amount_msat: 0, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_024, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
#[test]
fn restricts_liquidity_bounds_after_decay() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
+ 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(params, &network_graph);
+ 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(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 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).iter().collect::<Vec<_>>(), 42);
- scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
+ 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, 512, 1_024, &source, &target), 293);
+ scorer.time_passed(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).iter().collect::<Vec<_>>());
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
+ 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).iter().collect::<Vec<_>>(), 43);
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
+ 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, 512, 1_024, &source, &target), 280);
+ scorer.time_passed(Duration::from_secs(20));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
}
#[test]
fn restores_persisted_liquidity_bounds() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringDecayParameters::default()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ 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).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+ 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(PublicHopCandidate {
+ 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, 500, 1_000, &source, &target), 475);
+ scorer.time_passed(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ 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, (params, &network_graph)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 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() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
+ fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringDecayParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ 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, 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(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- 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), 2_000);
+ if decay_before_reload {
+ scorer.time_passed(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, (params, &network_graph)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+ let mut deserialized_scorer =
+ <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
+ if !decay_before_reload {
+ scorer.time_passed(Duration::from_secs(10));
+ deserialized_scorer.time_passed(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, Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
+
+ deserialized_scorer.time_passed(Duration::from_secs(20));
+ assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
+ }
+
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ do_decays_persisted_liquidity_bounds(false);
+ do_decays_persisted_liquidity_bounds(true);
+ }
+
+ #[test]
+ fn scores_realistic_payments() {
+ // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
+ // 50k sat reserve).
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters::default();
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ let source = source_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 },
+ };
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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(&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(&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(&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(&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(&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(&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(&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(&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(&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(&candidate, usage, ¶ms), 4044);
+ }
+
+ #[test]
+ fn adds_base_penalty_to_liquidity_penalty() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_node_id();
+ let usage = ChannelUsage {
+ amount_msat: 128,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
+ };
+
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), 558);
+
+ let params = ProbabilisticScoringFeeParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
+ base_penalty_amount_multiplier_msat: (1 << 30),
+ anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
+ }
+
+ #[test]
+ fn adds_amount_penalty_to_liquidity_penalty() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_node_id();
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
+ };
+
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_penalty_amount_multiplier_msat: 0,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ let channel = network_graph.read_only().channel(42).unwrap().to_owned();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
+
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_penalty_amount_multiplier_msat: 256,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
+ }
+
+ #[test]
+ fn calculates_log10_without_overflowing_u64_max_value() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_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(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
+ let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
+ }
+
+ #[test]
+ fn accounts_for_inflight_htlc_usage() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ considered_impossible_penalty_msat: u64::max_value(),
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ let source = source_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 },
+ };
+ 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(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), u64::max_value());
+ }
+
+ #[test]
+ fn removes_uncertainity_when_exact_liquidity_known() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters::default();
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ let source = source_node_id();
+
+ let base_penalty_msat = params.base_penalty_msat;
+ let usage = ChannelUsage {
+ amount_msat: 750,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
+ };
+ 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(PublicHopCandidate {
+ 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(&candidate, usage, ¶ms), base_penalty_msat);
+
+ let usage = ChannelUsage { amount_msat: 1_001, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
+ }
+
+ #[test]
+ fn remembers_historical_failures() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ historical_liquidity_penalty_multiplier_msat: 1024,
+ historical_liquidity_penalty_amount_multiplier_msat: 1024,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
+ liquidity_offset_half_life: Duration::from_secs(60 * 60),
+ historical_no_updates_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let usage = ChannelUsage {
+ amount_msat: 100,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
+ };
+ let usage_1 = ChannelUsage {
+ amount_msat: 1,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
+ };
+
+ {
+ let network_graph = network_graph.read_only();
+ let channel = network_graph.channel(42).unwrap();
+ let (info, _) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
- 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);
+ // With no historical data the normal liquidity penalty calculation is used.
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
+ }
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ None);
+ assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
+ None);
+
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, 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(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
+
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
+ }
+ // The "it failed" increment is 32, where the probability should lie several buckets into
+ // the first octile.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([32, 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, 32, 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])));
+ assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
+ .unwrap() > 0.35);
+ assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
+ Some(0.0));
+
+ // 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, 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(PublicHopCandidate {
+ 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],
+ [0, 0, 0, 0, 0, 0, 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, 32])));
+
+ // The exact success probability is a bit complicated and involves integer rounding, so we
+ // simply check bounds here.
+ let five_hundred_prob =
+ scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
+ assert!(five_hundred_prob > 0.59);
+ assert!(five_hundred_prob < 0.60);
+ let one_prob =
+ scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
+ assert!(one_prob < 0.85);
+ assert!(one_prob > 0.84);
+
+ // 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.
+ scorer.time_passed(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(PublicHopCandidate {
+ 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),
+ Some(([0; 32], [0; 32])));
+ assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
+
+ let usage = ChannelUsage {
+ amount_msat: 100,
+ 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, 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(PublicHopCandidate {
+ info,
+ short_channel_id: 42,
+ });
+
+ 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.
+ scorer.time_passed(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.
+ let path = vec![
+ path_hop(target_pubkey(), 43, 2),
+ path_hop(source_pubkey(), 42, 1),
+ path_hop(sender_pubkey(), 41, 0),
+ ];
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
+ }
+
+ #[test]
+ fn adds_anti_probing_penalty() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_node_id();
+ let params = ProbabilisticScoringFeeParameters {
+ anti_probing_penalty_msat: 500,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+
+ // Check we receive no penalty for a low htlc_maximum_msat.
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
+ };
+ 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(PublicHopCandidate {
+ 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 {
+ amount_msat: 512_000,
+ 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(&candidate, usage, ¶ms), 500);
+
+ // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
+ let usage = ChannelUsage {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
+ };
+ 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 {
+ amount_msat: 512_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
+ }
+
+ #[test]
+ fn scores_with_blinded_path() {
+ // Make sure we'll account for a blinded path's final_value_msat in scoring
+ 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::default();
+ let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
+ let source = source_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, target) = channel.as_directed_from(&source).unwrap();
+ let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
+ 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();
+ let blinded_path = BlindedPath {
+ introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
+ blinding_point: test_utils::pubkey(42),
+ blinded_hops: vec![
+ BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
+ ],
+ };
+ path.blinded_tail = Some(BlindedTail {
+ hops: blinded_path.blinded_hops,
+ blinding_point: blinded_path.blinding_point,
+ excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
+ final_value_msat: recipient_hop.fee_msat,
+ });
+
+ // Check the liquidity before and after scoring payment failures to ensure the blinded path's
+ // final value is taken into account.
+ assert!(scorer.channel_liquidities.get(&42).is_none());
+
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
+ path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000);
+ assert_eq!(liquidity.min_liquidity_msat(), 256);
+ assert_eq!(liquidity.max_liquidity_msat(), 768);
+ }
+
+ #[test]
+ fn realistic_historical_failures() {
+ // The motivation for the unequal sized buckets came largely from attempting to pay 10k
+ // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
+ // properly.
+ let logger = TestLogger::new();
+ let mut network_graph = network_graph(&logger);
+ let params = ProbabilisticScoringFeeParameters {
+ historical_liquidity_penalty_multiplier_msat: 1024,
+ historical_liquidity_penalty_amount_multiplier_msat: 1024,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
+ liquidity_offset_half_life: Duration::from_secs(60 * 60),
+ historical_no_updates_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringDecayParameters::default()
+ };
+
+ let capacity_msat = 100_000_000_000;
+ update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
+ update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
+
+ let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
+ let source = source_node_id();
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
+ let mut amount_msat = 10_000_000;
+ let usage = ChannelUsage {
+ amount_msat,
+ 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(PublicHopCandidate {
+ 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(&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, Duration::ZERO);
+ // The penalty should be the maximum penalty, as the payment we're scoring is now in the
+ // same bucket which is the only maximum datapoint.
+ assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
+ 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).
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([32, 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, 32, 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])));
+ // The success probability estimate itself should be zero.
+ assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
+ Some(0.0));
+
+ // Now test again with the amount in the bottom bucket.
+ amount_msat /= 2;
+ // The new amount is entirely within the only minimum bucket with score, so the probability
+ // we assign is 1/2.
+ assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
+ Some(0.5));
+
+ // ...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, 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])));
+ assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
+ 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 = bench_utils::read_network_graph(&logger).unwrap();
+ let mut scorer = ProbabilisticScorer::new(Default::default(), &network_graph, &logger);
+ // Score a number of random channels
+ let mut seed: u64 = 0xdeadbeef;
+ for _ in 0..100_000 {
+ seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
+ let (victim, victim_dst, amt) = {
+ let rong = network_graph.read_only();
+ let channels = rong.channels();
+ let chan = channels.unordered_iter()
+ .skip((seed as usize) % channels.len())
+ .next().unwrap();
+ seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
+ let amt = seed % chan.1.capacity_sats.map(|c| c * 1000)
+ .or(chan.1.one_to_two.as_ref().map(|info| info.htlc_maximum_msat))
+ .or(chan.1.two_to_one.as_ref().map(|info| info.htlc_maximum_msat))
+ .unwrap_or(1_000_000_000).saturating_add(1);
+ (*chan.0, chan.1.node_two, amt)
+ };
+ let path = Path {
+ hops: vec![RouteHop {
+ pubkey: victim_dst.as_pubkey().unwrap(),
+ node_features: NodeFeatures::empty(),
+ short_channel_id: victim,
+ channel_features: ChannelFeatures::empty(),
+ fee_msat: amt,
+ cltv_expiry_delta: 42,
+ maybe_announced_channel: true,
+ }],
+ blinded_tail: None
+ };
+ seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
+ if seed % 1 == 0 {
+ scorer.probe_failed(&path, victim, Duration::ZERO);
+ } else {
+ scorer.probe_successful(&path, Duration::ZERO);
+ }
+ }
+ let mut cur_time = Duration::ZERO;
+ cur_time += Duration::from_millis(1);
+ scorer.time_passed(cur_time);
+ bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
+ cur_time += Duration::from_millis(1);
+ scorer.time_passed(cur_time);
+ }));
}
}