Test we consider route hints if we are the src of the first hop
[rust-lightning] / lightning / src / routing / scoring.rs
index 34a91aa12613c5d58d24f776df068be35b0d4392..c790f5df5c360b8873198703a4493d55ff664443 100644 (file)
@@ -454,12 +454,13 @@ pub struct ProbabilisticScoringFeeParameters {
        /// Default value: 500 msat
        pub base_penalty_msat: u64,
 
-       /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
-       /// channel, in excess of the [`base_penalty_msat`].
+       /// 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 payment amount.
+       /// 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).
        ///
        /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
        ///
@@ -486,14 +487,14 @@ pub struct ProbabilisticScoringFeeParameters {
        /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
        pub liquidity_penalty_multiplier_msat: u64,
 
-       /// A multiplier used in conjunction with a payment amount 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.
+       /// 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.
        ///
        /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
        /// fees plus penalty) for large payments. The penalty is computed as the product of this
-       /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
-       /// success probability.
+       /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
+       /// `log10` of the success probability.
        ///
        /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
        ///
@@ -522,13 +523,15 @@ pub struct ProbabilisticScoringFeeParameters {
        /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
        pub historical_liquidity_penalty_multiplier_msat: u64,
 
-       /// A multiplier used in conjunction with the payment amount 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.
+       /// 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 the `2^20`ths
-       /// of the payment amount, weighted by the negative `log10` of the success probability.
+       /// 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
@@ -558,8 +561,9 @@ pub struct ProbabilisticScoringFeeParameters {
        /// Default value: 250 msat
        pub anti_probing_penalty_msat: u64,
 
-       /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
-       /// current estimate of the channel's available liquidity.
+       /// 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
@@ -576,6 +580,28 @@ pub struct ProbabilisticScoringFeeParameters {
        /// [`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 ProbabilisticScoringFeeParameters {
@@ -590,6 +616,7 @@ impl Default for ProbabilisticScoringFeeParameters {
                        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,
                }
        }
 }
@@ -643,6 +670,7 @@ impl ProbabilisticScoringFeeParameters {
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 0,
                        considered_impossible_penalty_msat: 0,
+                       linear_success_probability: true,
                }
        }
 }
@@ -733,7 +761,6 @@ struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = Hist
        min_liquidity_offset_msat: L,
        max_liquidity_offset_msat: L,
        liquidity_history: HistoricalMinMaxBuckets<BRT>,
-       inflight_htlc_msat: u64,
        capacity_msat: u64,
        last_updated: U,
        now: T,
@@ -771,7 +798,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                                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, 0, amt, self.decay_params);
+                                               let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
 
                                                let (min_buckets, max_buckets) = dir_liq.liquidity_history
                                                        .get_decayed_buckets(now, *dir_liq.last_updated,
@@ -825,7 +852,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                        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, 0, amt, self.decay_params);
+                                       let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
                                        return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
                                }
                        }
@@ -867,7 +894,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                        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, 0, amt, self.decay_params);
+                                       let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
 
                                        let (min_buckets, mut max_buckets) =
                                                dir_liq.liquidity_history.get_decayed_buckets(
@@ -901,7 +928,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
                        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, 0, capacity_msat, self.decay_params);
+                                       let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
 
                                        return dir_liq.liquidity_history.calculate_success_probability_times_billion(
                                                dir_liq.now, *dir_liq.last_updated,
@@ -930,7 +957,7 @@ impl<T: Time> ChannelLiquidity<T> {
        /// Returns a view of the channel liquidity directed from `source` to `target` assuming
        /// `capacity_msat`.
        fn as_directed(
-               &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
+               &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
        ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
                let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
                        if source < target {
@@ -948,7 +975,6 @@ impl<T: Time> ChannelLiquidity<T> {
                                min_liquidity_offset_history,
                                max_liquidity_offset_history,
                        },
-                       inflight_htlc_msat,
                        capacity_msat,
                        last_updated: &self.last_updated,
                        now: T::now(),
@@ -959,7 +985,7 @@ impl<T: Time> ChannelLiquidity<T> {
        /// 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, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
+               &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
        ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
                let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
                        if source < target {
@@ -977,7 +1003,6 @@ impl<T: Time> ChannelLiquidity<T> {
                                min_liquidity_offset_history,
                                max_liquidity_offset_history,
                        },
-                       inflight_htlc_msat,
                        capacity_msat,
                        last_updated: &mut self.last_updated,
                        now: T::now(),
@@ -998,6 +1023,12 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
 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.
 ///
@@ -1008,14 +1039,46 @@ const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
 #[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,
+       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 = max_liquidity_msat - amount_msat;
-       let mut denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
+       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
        {
@@ -1033,7 +1096,7 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
        /// 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.available_capacity();
+               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);
 
@@ -1129,16 +1192,10 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>,
        /// Returns the upper bound of the channel liquidity balance in this direction.
        #[inline(always)]
        fn max_liquidity_msat(&self) -> u64 {
-               self.available_capacity()
+               self.capacity_msat
                        .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
        }
 
-       /// Returns the capacity minus the in-flight HTLCs in this direction.
-       #[inline(always)]
-       fn available_capacity(&self) -> u64 {
-               self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
-       }
-
        fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
                let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
                if half_life != 0 {
@@ -1273,13 +1330,12 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for Prob
                        _ => {},
                }
 
-               let amount_msat = usage.amount_msat;
+               let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
                let capacity_msat = usage.effective_capacity.as_msat();
-               let inflight_htlc_msat = usage.inflight_htlc_msat;
                self.channel_liquidities
                        .get(&short_channel_id)
                        .unwrap_or(&ChannelLiquidity::new())
-                       .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
+                       .as_directed(source, target, capacity_msat, self.decay_params)
                        .penalty_msat(amount_msat, score_params)
                        .saturating_add(anti_probing_penalty_msat)
                        .saturating_add(base_penalty_msat)
@@ -1309,13 +1365,13 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for Prob
                                        self.channel_liquidities
                                                .entry(hop.short_channel_id)
                                                .or_insert_with(ChannelLiquidity::new)
-                                               .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
+                                               .as_directed_mut(source, &target, capacity_msat, self.decay_params)
                                                .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                                } else {
                                        self.channel_liquidities
                                                .entry(hop.short_channel_id)
                                                .or_insert_with(ChannelLiquidity::new)
-                                               .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
+                                               .as_directed_mut(source, &target, capacity_msat, self.decay_params)
                                                .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                                }
                        } else {
@@ -1343,7 +1399,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for Prob
                                self.channel_liquidities
                                        .entry(hop.short_channel_id)
                                        .or_insert_with(ChannelLiquidity::new)
-                                       .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
+                                       .as_directed_mut(source, &target, capacity_msat, self.decay_params)
                                        .successful(amount_msat, 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).",
@@ -2218,6 +2274,7 @@ mod tests {
                        channel_features: channelmanager::provided_channel_features(&config),
                        fee_msat,
                        cltv_expiry_delta: 18,
+                       maybe_announced_channel: true,
                }
        }
 
@@ -2259,52 +2316,52 @@ mod tests {
                // Update minimum liquidity.
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                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, 0, 1_000, decay_params)
+                       .as_directed_mut(&source, &target, 1_000, decay_params)
                        .set_min_liquidity_msat(200);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &recipient, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&recipient, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params)
+                       .as_directed_mut(&target, &recipient, 1_000, decay_params)
                        .set_max_liquidity_msat(200);
 
                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
-                       .as_directed(&target, &recipient, 0, 1_000, decay_params);
+                       .as_directed(&target, &recipient, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&recipient, &target, 1_000, decay_params);
                assert_eq!(liquidity.min_liquidity_msat(), 800);
                assert_eq!(liquidity.max_liquidity_msat(), 1000);
        }
@@ -2328,42 +2385,42 @@ mod tests {
 
                // Check initial bounds.
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                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, 0, 1_000, decay_params)
+                       .as_directed_mut(&source, &target, 1_000, decay_params)
                        .set_min_liquidity_msat(900);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                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, 0, 1_000, decay_params)
+                       .as_directed_mut(&target, &source, 1_000, decay_params)
                        .set_min_liquidity_msat(400);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);
        }
@@ -2387,42 +2444,42 @@ mod tests {
 
                // Check initial bounds.
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                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, 0, 1_000, decay_params)
+                       .as_directed_mut(&source, &target, 1_000, decay_params)
                        .set_max_liquidity_msat(300);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                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, 0, 1_000, decay_params)
+                       .as_directed_mut(&target, &source, 1_000, decay_params)
                        .set_max_liquidity_msat(600);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                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, 0, 1_000, decay_params);
+                       .as_directed(&target, &source, 1_000, decay_params);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 600);
        }
@@ -2970,47 +3027,47 @@ mod tests {
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 6262);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 11497);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4634);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 7408);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4186);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 6151);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3909);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 5427);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3556);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4955);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3533);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4736);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3172);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4484);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3211);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4484);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3243);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4263);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3297);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4263);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
                };
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 3250);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4044);
        }
 
        #[test]
@@ -3230,7 +3287,7 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
                };
                scorer.payment_path_failed(&payment_path_for_amount(1), 42);
-               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
+               assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2050);
                usage.inflight_htlc_msat = 0;
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 866);
 
@@ -3344,7 +3401,7 @@ mod tests {
                scorer.payment_path_failed(&path, 43);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
-                       .as_directed(&source, &target, 0, 1_000, decay_params);
+                       .as_directed(&source, &target, 1_000, decay_params);
                assert_eq!(liquidity.min_liquidity_msat(), 256);
                assert_eq!(liquidity.max_liquidity_msat(), 768);
        }