//! # 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::chain::keysinterface::{KeysManager, KeysInterface};
+//! # 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 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, &random_seed_bytes);
+//! 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;
+use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
+use crate::util::logger::Logger;
+use crate::util::time::Time;
-use prelude::*;
+use crate::prelude::*;
+use core::{cmp, fmt};
use core::cell::{RefCell, RefMut};
+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::{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
///
/// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
pub trait Score $(: $supertrait)* {
+ /// 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, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ ) -> u64;
/// 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);
/// 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);
+
+ /// Handles updating channel penalties after a probe over the given path failed.
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
+
+ /// Handles updating channel penalties after a probe over the given path succeeded.
+ fn probe_successful(&mut self, path: &Path);
}
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)
+ type ScoreParams = S::ScoreParams;
+ fn channel_penalty_msat(
+ &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
+ ) -> u64 {
+ self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
}
- fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
self.deref_mut().payment_path_failed(path, short_channel_id)
}
- fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ fn payment_path_successful(&mut self, path: &Path) {
self.deref_mut().payment_path_successful(path)
}
+
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
+ self.deref_mut().probe_failed(path, short_channel_id)
+ }
+
+ fn probe_successful(&mut self, path: &Path) {
+ self.deref_mut().probe_successful(path)
+ }
}
} }
///
/// [`find_route`]: crate::routing::router::find_route
pub trait LockableScore<'a> {
+ /// The [`Score`] type.
+ type Score: 'a + Score;
+
/// The locked [`Score`] type.
- type Locked: 'a + Score;
+ type Locked: DerefMut<Target = Self::Score> + Sized;
/// Returns the locked scorer.
fn lock(&'a self) -> Self::Locked;
}
-/// (C-not exported)
+/// 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 {}
+/// This is not exported to bindings users
impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
+ type Score = T;
type Locked = MutexGuard<'a, T>;
- fn lock(&'a self) -> MutexGuard<'a, T> {
+ fn lock(&'a self) -> Self::Locked {
Mutex::lock(self).unwrap()
}
}
impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
+ type Score = T;
type Locked = RefMut<'a, T>;
- fn lock(&'a self) -> RefMut<'a, T> {
+ fn lock(&'a self) -> Self::Locked {
self.borrow_mut()
}
}
#[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: Mutex<T>,
}
+
#[cfg(c_bindings)]
-/// (C-not exported)
-impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
- type Locked = MutexGuard<'a, T>;
+impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
+ type Score = T;
+ type Locked = MultiThreadedScoreLock<'a, T>;
- fn lock(&'a self) -> MutexGuard<'a, T> {
- Mutex::lock(&self.score).unwrap()
+ fn lock(&'a self) -> Self::Locked {
+ MultiThreadedScoreLock(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.lock().write(writer)
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
+
#[cfg(c_bindings)]
impl<T: Score> MultiThreadedLockableScore<T> {
/// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
}
#[cfg(c_bindings)]
-/// (C-not exported)
+/// A locked `MultiThreadedLockableScore`.
+pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
+ fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
+ self.0.write(writer)
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
+ fn deref_mut(&mut self) -> &mut Self::Target {
+ self.0.deref_mut()
+ }
+}
+
+#[cfg(c_bindings)]
+impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
+ type Target = T;
+
+ fn deref(&self) -> &Self::Target {
+ self.0.deref()
+ }
+}
+
+#[cfg(c_bindings)]
+/// This is not exported to bindings users
impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
T::write(&**self, writer)
}
#[cfg(c_bindings)]
-/// (C-not exported)
+/// This is not exported to bindings users
impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
S::write(&**self, writer)
}
}
+/// Proposed use of a channel passed as a parameter to [`Score::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)]
/// [`Score`] implementation that uses a fixed penalty.
pub struct FixedPenaltyScorer {
}
impl Score for FixedPenaltyScorer {
- fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
+ type ScoreParams = ();
+ fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
self.penalty_msat
}
- fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+ fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+
+ fn payment_path_successful(&mut self, _path: &Path) {}
+
+ fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
- fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+ fn probe_successful(&mut self, _path: &Path) {}
}
impl Writeable for FixedPenaltyScorer {
}
}
-/// [`Score`] implementation that provides reasonable default behavior.
+#[cfg(not(feature = "no-std"))]
+type ConfiguredTime = crate::util::time::MonotonicTime;
+#[cfg(feature = "no-std")]
+use crate::util::time::Eternity;
+#[cfg(feature = "no-std")]
+type ConfiguredTime = Eternity;
+
+/// [`Score`] implementation using channel success probability distributions.
+///
+/// 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.
+///
+/// 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)`).
+///
+/// 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.
///
-/// 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.
+/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
///
-/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
+/// 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.
///
/// # Note
///
/// Mixing the `no-std` feature between serialization and deserialization results in undefined
/// behavior.
///
-/// [module-level documentation]: crate::routing::scoring
-#[deprecated(
- since = "0.0.105",
- note = "ProbabilisticScorer should be used instead of Scorer.",
-)]
-pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
-
-#[cfg(not(feature = "no-std"))]
-type ConfiguredTime = std::time::Instant;
-#[cfg(feature = "no-std")]
-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.
+/// [1]: https://arxiv.org/abs/2107.05322
+/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
+/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
+/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
+/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
+/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
+pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
-/// [`Score`] implementation.
+/// Probabilistic [`Score`] implementation.
///
-/// (C-not exported) generally all users should use the [`Scorer`] type alias.
-pub struct ScorerUsingTime<T: Time> {
- params: ScoringParameters,
+/// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
+pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
+where L::Target: Logger {
+ decay_params: ProbabilisticScoringDecayParameters,
+ network_graph: G,
+ logger: L,
// TODO: Remove entries of closed channels.
- channel_failures: HashMap<u64, ChannelFailure<T>>,
+ channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
}
+/// Parameters for configuring [`ProbabilisticScorer`].
+///
+/// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
+/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
+///
+/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
+/// parameters here.
#[derive(Clone)]
-/// Parameters for configuring [`Scorer`].
-pub struct ScoringParameters {
+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 payment amount 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.
///
- /// 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 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.
///
- /// 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 payment amount, weighted by the negative `log10` of the
+ /// success probability.
///
- /// Default value: 1 hour
+ /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
///
- /// # Note
+ /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
+ /// the amount will result in a penalty of the multiplier. And, as the success probability
+ /// decreases, the negative `log10` weighting will increase dramatically. For higher success
+ /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
+ /// fall below `1`.
+ ///
+ /// Default value: 192 msat
+ pub liquidity_penalty_amount_multiplier_msat: u64,
+
+ /// 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.
///
- /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
- /// never decay.
+ /// 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.
///
- /// [`failure_penalty_msat`]: Self::failure_penalty_msat
- pub failure_penalty_half_life: Duration,
-}
+ /// Default value: 10,000 msat
+ ///
+ /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
+ pub historical_liquidity_penalty_multiplier_msat: u64,
-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),
-});
+ /// 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.
+ ///
+ /// 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.
+ ///
+ /// 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,
-/// 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,
+ /// 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,
- /// Last time the channel either failed to route or successfully routed a payment. Used to decay
- /// `undecayed_penalty_msat`.
- last_updated: T,
+ /// 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.
+ ///
+ /// 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,
}
-impl<T: Time> ScorerUsingTime<T> {
- /// Creates a new scorer using the given scoring parameters.
- pub fn new(params: ScoringParameters) -> Self {
+impl Default for ProbabilisticScoringFeeParameters {
+ fn default() -> Self {
Self {
- params,
- channel_failures: HashMap::new(),
+ base_penalty_msat: 500,
+ base_penalty_amount_multiplier_msat: 8192,
+ liquidity_penalty_multiplier_msat: 30_000,
+ liquidity_penalty_amount_multiplier_msat: 192,
+ manual_node_penalties: HashMap::new(),
+ 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,
}
}
}
-impl<T: Time> ChannelFailure<T> {
- fn new(failure_penalty_msat: u64) -> Self {
- Self {
- undecayed_penalty_msat: failure_penalty_msat,
- last_updated: T::now(),
+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());
+ }
+
+ /// 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());
}
}
- 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();
+ /// 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);
}
- fn reduce_penalty(&mut self, half_life: Duration) {
- self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
- self.last_updated = T::now();
+ /// 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);
}
- 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)
+ /// 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> Default for ScorerUsingTime<T> {
- fn default() -> Self {
- Self::new(ScoringParameters::default())
+ /// Clears the list of manual penalties that are applied during path finding.
+ pub fn clear_manual_penalties(&mut self) {
+ self.manual_node_penalties = HashMap::new();
}
}
-impl Default for ScoringParameters {
- fn default() -> Self {
+#[cfg(test)]
+impl ProbabilisticScoringFeeParameters {
+ fn zero_penalty() -> 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_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: HashMap::new(),
+ anti_probing_penalty_msat: 0,
+ considered_impossible_penalty_msat: 0,
}
}
}
-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());
- }
+/// Parameters for configuring [`ProbabilisticScorer`].
+///
+/// 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`]
+ ///
+ /// Note that after 16 or more half lives all historical data will be completely gone.
+ ///
+ /// Default value: 14 days
+ ///
+ /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
+ pub historical_no_updates_half_life: Duration,
- penalty_msat
- }
+ /// 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.
+ ///
+ /// 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.
+ ///
+ /// 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
+ ///
+ /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
+ /// liquidity knowledge will never decay except when the bounds cross.
+ pub liquidity_offset_half_life: Duration,
+}
- 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));
+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),
+ }
}
+}
- 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));
+#[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),
}
}
}
-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(())
- }
+/// Tracks the historical state of a distribution as a weighted average of how much time was spent
+/// in each of 8 buckets.
+#[derive(Clone, Copy)]
+struct HistoricalBucketRangeTracker {
+ buckets: [u16; 8],
}
-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
+impl HistoricalBucketRangeTracker {
+ fn new() -> Self { Self { buckets: [0; 8] } }
+ fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
+ // We have 8 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.
+
+ // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
+ // the channel's capacity, though the second should generally never happen.
+ debug_assert!(liquidity_offset_msat <= capacity_msat);
+ let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
+ .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
+ debug_assert!(bucket_idx < 8);
+ if bucket_idx < 8 {
+ for e in self.buckets.iter_mut() {
+ *e = ((*e as u32) * 2047 / 2048) as u16;
+ }
+ self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
+ }
+ }
+ /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
+ /// datapoints as we receive newer information.
+ fn time_decay_data(&mut self, half_lives: u32) {
+ for e in self.buckets.iter_mut() {
+ *e = e.checked_shr(half_lives).unwrap_or(0);
+ }
}
}
-impl<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(())
- }
+impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
+
+struct HistoricalMinMaxBuckets<'a> {
+ min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
+ max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
}
-impl<T: Time> Readable for ChannelFailure<T> {
+impl HistoricalMinMaxBuckets<'_> {
#[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),
- })
+ fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
+ -> ([u16; 8], [u16; 8], u32) {
+ let required_decays = now.duration_since(last_updated).as_secs()
+ .checked_div(half_life.as_secs())
+ .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+ let mut min_buckets = *self.min_liquidity_offset_history;
+ min_buckets.time_decay_data(required_decays);
+ let mut max_buckets = *self.max_liquidity_offset_history;
+ max_buckets.time_decay_data(required_decays);
+ (min_buckets.buckets, max_buckets.buckets, required_decays)
}
-}
-/// [`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>>,
-}
+ #[inline]
+ fn calculate_success_probability_times_billion<T: Time>(
+ &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
+ -> Option<u64> {
+ // If historical penalties are enabled, calculate the penalty by walking the set of
+ // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
+ // each, calculate the probability of success given our payment amount, then total the
+ // weighted average probability of success.
+ //
+ // We use a sliding scale to decide which point within a given bucket will be compared to
+ // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
+ // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
+ // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
+ // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
+ // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
+ // penalties to channels at the edges.
+ //
+ // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
+ // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
+ // for a 1 BTC channel!).
+ //
+ // If we used the middle of each bucket we'd never assign any penalty at all when sending
+ // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
+ let mut total_valid_points_tracked = 0;
+
+ // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
+ // don't actually use the decayed buckets, though, as that would lose precision.
+ let (decayed_min_buckets, decayed_max_buckets, required_decays) =
+ self.get_decayed_buckets(now, last_updated, half_life);
+ if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
+ return None;
+ }
-/// Parameters for configuring [`ProbabilisticScorer`].
-///
-/// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel
-/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
-#[derive(Clone, Copy)]
-pub struct ProbabilisticScoringParameters {
- /// A fixed penalty in msats to apply to each channel.
- ///
- /// Default value: 500 msat
- pub base_penalty_msat: u64,
+ 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(8 - 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.
+ if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
+ return None;
+ }
- /// A multiplier used in conjunction with the negative `log10` of the channel's success
- /// probability for a payment to determine the liquidity penalty.
- ///
- /// The penalty is based in part by 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`.
- ///
- /// Default value: 10,000 msat
- ///
- /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
- pub liquidity_penalty_multiplier_msat: u64,
+ let mut cumulative_success_prob_times_billion = 0;
+ for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
+ for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
+ let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
+ * 1024 * 1024 / total_valid_points_tracked;
+ let min_64th_bucket = min_idx as u8 * 9;
+ let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
+ if payment_amt_64th_bucket > max_64th_bucket {
+ // Success probability 0, the payment amount is above the max liquidity
+ } else if payment_amt_64th_bucket <= min_64th_bucket {
+ cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
+ } else {
+ cumulative_success_prob_times_billion += bucket_prob_times_million *
+ ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
+ ((max_64th_bucket - min_64th_bucket) as u64);
+ }
+ }
+ }
- /// The time required to elapse before any knowledge learned about channel liquidity balances is
- /// cut in half.
- ///
- /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
- /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
- /// the certainty of the channel liquidity balance.
- ///
- /// Default value: 1 hour
- ///
- /// # Note
- ///
- /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
- /// liquidity knowledge will never decay except when the bounds cross.
- pub liquidity_offset_half_life: Duration,
+ Some(cumulative_success_prob_times_billion)
+ }
}
/// Accounting for channel liquidity balance uncertainty.
/// Time when the liquidity bounds were last modified.
last_updated: T,
+
+ min_liquidity_offset_history: HistoricalBucketRangeTracker,
+ max_liquidity_offset_history: HistoricalBucketRangeTracker,
}
/// 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>> {
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
min_liquidity_offset_msat: L,
max_liquidity_offset_msat: L,
+ min_liquidity_offset_history: BRT,
+ max_liquidity_offset_history: BRT,
+ inflight_htlc_msat: u64,
capacity_msat: u64,
last_updated: U,
now: T,
- half_life: Duration,
+ decay_params: ProbabilisticScoringDecayParameters,
}
-impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> 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,
+ logger,
channel_liquidities: HashMap::new(),
}
}
assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
self
}
-}
-impl Default for ProbabilisticScoringParameters {
- fn default() -> Self {
- Self {
- base_penalty_msat: 500,
- 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 now = T::now();
+
+ let graph = self.network_graph.read_only();
+ for (scid, liq) in self.channel_liquidities.iter() {
+ if let Some(chan_debug) = graph.channels().get(scid) {
+ let log_direction = |source, target| {
+ if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
+ let amt = directed_info.effective_capacity().as_msat();
+ let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
+
+ let buckets = HistoricalMinMaxBuckets {
+ min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
+ max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
+ };
+ let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
+ *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
+
+ log_debug!(self.logger, core::concat!(
+ "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
+ "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
+ "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
+ 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],
+ // 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[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, 0, amt, self.decay_params);
+ 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 8 buckets. The first set describes the octiles for lower-bound
+ /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
+ /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
+ /// bound in the octile 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.
+ ///
+ /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
+ /// relative to the channel's total capacity is calculated by dividing that bucket's value with
+ /// the total of all buckets for the given bound.
+ ///
+ /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
+ /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
+ /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
+ /// both in the top and bottom octile, and roughly with similar (recent) frequency.
+ ///
+ /// Because the datapoints are decayed slowly over time, values will eventually return to
+ /// `Some(([0; 8], [0; 8]))`.
+ pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
+ -> Option<([u16; 8], [u16; 8])> {
+ 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, 0, amt, self.decay_params);
+
+ let buckets = HistoricalMinMaxBuckets {
+ min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
+ max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
+ };
+ let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
+ *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
+ // 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
+ }
}
impl<T: Time> ChannelLiquidity<T> {
Self {
min_liquidity_offset_msat: 0,
max_liquidity_offset_msat: 0,
+ min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
+ max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
last_updated: T::now(),
}
}
/// 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, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
+ ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
+ if source < target {
+ (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
+ &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
+ } 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,
+ min_liquidity_offset_history,
+ max_liquidity_offset_history,
+ inflight_htlc_msat,
capacity_msat,
last_updated: &self.last_updated,
now: T::now(),
- half_life,
+ decay_params: decay_params,
}
}
/// 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, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
+ ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
+ if source < target {
+ (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
+ &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
+ } 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,
+ min_liquidity_offset_history,
+ max_liquidity_offset_history,
+ inflight_htlc_msat,
capacity_msat,
last_updated: &mut self.last_updated,
now: T::now(),
- half_life,
+ decay_params: decay_params,
}
}
}
-impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
- /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
- /// direction.
- fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
- let max_penalty_msat = liquidity_penalty_multiplier_msat.saturating_mul(2);
+/// 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;
+
+impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
+ /// 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 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 {
- max_penalty_msat
- } else if amount_msat <= min_liquidity_msat {
+
+ 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 - amount_msat).saturating_add(1);
let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
- let penalty_msat = approx::negative_log10_times_1024(numerator, denominator)
- .saturating_mul(liquidity_penalty_multiplier_msat) / 1024;
- // Upper bound the penalty to ensure some channel is selected.
- penalty_msat.min(max_penalty_msat)
+ if amount_msat - min_liquidity_msat < 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 score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
+ score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
+ let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
+ amount_msat * 64 / self.capacity_msat.saturating_add(1)
+ } 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) * 64 / (self.capacity_msat as u128).saturating_add(1))
+ .try_into().unwrap_or(65)
+ };
+ #[cfg(not(fuzzing))]
+ debug_assert!(payment_amt_64th_bucket <= 64);
+ if payment_amt_64th_bucket > 64 { return res; }
+
+ let buckets = HistoricalMinMaxBuckets {
+ min_liquidity_offset_history: &self.min_liquidity_offset_history,
+ max_liquidity_offset_history: &self.max_liquidity_offset_history,
+ };
+ if let Some(cumulative_success_prob_times_billion) = buckets
+ .calculate_success_probability_times_billion(self.now, *self.last_updated,
+ self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
+ {
+ 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 available_capacity = self.available_capacity();
+ let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
+ let denominator = available_capacity.saturating_add(1);
+ 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, negative_log10_times_2048: u64,
+ liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
+ ) -> u64 {
+ let liquidity_penalty_msat = {
+ // Upper bound the liquidity penalty to ensure some channel is selected.
+ let multiplier_msat = liquidity_penalty_multiplier_msat;
+ let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
+ (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
+ };
+ let amount_penalty_msat = negative_log10_times_2048
+ .saturating_mul(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.
/// Returns the upper bound of the channel liquidity balance in this direction.
fn max_liquidity_msat(&self) -> u64 {
- self.capacity_msat
- .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
- .unwrap_or(0)
+ self.available_capacity()
+ .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
+ }
+
+ /// Returns the capacity minus the in-flight HTLCs in this direction.
+ fn available_capacity(&self) -> u64 {
+ self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
}
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())
+ .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
.and_then(|decays| offset_msat.checked_shr(decays as u32))
.unwrap_or(0)
}
}
-impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
+impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
- fn failed_at_channel(&mut self, amount_msat: u64) {
- if amount_msat < self.max_liquidity_msat() {
+ fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, 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);
+ } 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();
}
/// 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() {
+ fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, 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);
+ } 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();
}
/// 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, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
+ log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
self.set_max_liquidity_msat(max_liquidity_msat);
+ self.update_history_buckets();
+ }
+
+ fn update_history_buckets(&mut self) {
+ let half_lives = self.now.duration_since(*self.last_updated).as_secs()
+ .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
+ .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
+ self.min_liquidity_offset_history.time_decay_data(half_lives);
+ self.max_liquidity_offset_history.time_decay_data(half_lives);
+
+ let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
+ self.min_liquidity_offset_history.track_datapoint(
+ min_liquidity_offset_msat, self.capacity_msat
+ );
+ let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
+ self.max_liquidity_offset_history.track_datapoint(
+ max_liquidity_offset_msat, self.capacity_msat
+ );
}
/// Adjusts the lower bound of the channel liquidity balance in this direction.
}
}
-impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> 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, short_channel_id: u64, source: &NodeId, target: &NodeId, 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;
+ 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;
+ 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, capacity_msat, liquidity_offset_half_life)
- .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
- .saturating_add(self.params.base_penalty_msat)
+ .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
+ .penalty_msat(amount_msat, score_params)
+ .saturating_add(anti_probing_penalty_msat)
+ .saturating_add(base_penalty_msat)
}
- 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;
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+ 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)
+ .as_directed_mut(source, &target, 0, 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, capacity_msat, liquidity_offset_half_life)
- .failed_at_channel(amount_msat);
- break;
+ .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
+ .failed_downstream(amount_msat, 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) {
+ 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)
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);
+ .as_directed_mut(source, &target, 0, 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).",
+ hop.short_channel_id);
}
}
}
+
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
+ self.payment_path_failed(path, short_channel_id)
+ }
+
+ fn probe_successful(&mut self, path: &Path) {
+ self.payment_path_failed(path, u64::max_value())
+ }
}
mod approx {
const BITS: u32 = 64;
const HIGHEST_BIT: u32 = BITS - 1;
- const LOWER_BITS: u32 = 4;
- const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
+ const LOWER_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) * 1024` where row `i` is used for each `x` having `i` as the
+ /// 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_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
- [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
- [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
- [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
- [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
- [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
- [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
- [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
- [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
- [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
- [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
- [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
- [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
- [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
- [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
- [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
- [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
- [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
- [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
- [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
- [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
- [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
- [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
- [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
- [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
- [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
- [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
- [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
- [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
- [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
- [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
- [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
- [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
- [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
- [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
- [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
- [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
- [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
- [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
- [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
- [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
- [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
- [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
- [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
- [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
- [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
- [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
- [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
- [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
- [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
- [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
- [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
- [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
- [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
- [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
- [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
- [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
- [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
- [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
- [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
- [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
- [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
- [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
- [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
- [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
+ 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,
+ 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
+ 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
+ [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
+ 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
+ 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
+ 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
+ [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
+ 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
+ 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
+ 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
+ [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
+ 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
+ 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
+ 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
+ [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
+ 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
+ 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
+ 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
+ [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
+ 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
+ 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
+ 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
+ [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
+ 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
+ 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
+ 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
+ [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
+ 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
+ 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
+ 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
+ [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
+ 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
+ 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
+ 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
+ [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
+ 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
+ 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
+ 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
+ [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
+ 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
+ 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
+ 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
+ [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
+ 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
+ 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
+ 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
+ [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
+ 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
+ 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
+ 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
+ [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
+ 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
+ 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
+ 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
+ [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
+ 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
+ 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
+ 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
+ [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
+ 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
+ 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
+ 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
+ [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
+ 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
+ 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
+ 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
+ [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
+ 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
+ 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
+ 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
+ [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
+ 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
+ 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
+ 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
+ [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
+ 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
+ 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
+ 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
+ [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
+ 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
+ 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
+ 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
+ [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
+ 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
+ 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
+ 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
+ [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
+ 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
+ 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
+ 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
+ [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
+ 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
+ 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
+ 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
+ [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
+ 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
+ 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
+ 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
+ [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
+ 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
+ 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
+ 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
+ [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
+ 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
+ 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
+ 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
+ [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
+ 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
+ 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
+ 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
+ [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
+ 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
+ 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
+ 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
+ [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
+ 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
+ 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
+ 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
+ [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
+ 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
+ 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
+ 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
+ [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
+ 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
+ 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
+ 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
+ [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
+ 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
+ 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
+ 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
+ [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
+ 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
+ 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
+ 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
+ [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
+ 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
+ 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
+ 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
+ [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
+ 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
+ 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
+ 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
+ [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
+ 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
+ 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
+ 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
+ [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
+ 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
+ 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
+ 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
+ [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
+ 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
+ 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
+ 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
+ [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
+ 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
+ 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
+ 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
+ [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
+ 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
+ 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
+ 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
+ [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
+ 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
+ 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
+ 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
+ [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
+ 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
+ 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
+ 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
+ [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
+ 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
+ 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
+ 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
+ [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
+ 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
+ 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
+ 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
+ [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
+ 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
+ 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
+ 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
+ [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
+ 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
+ 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
+ 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
+ [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
+ 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
+ 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
+ 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
+ [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
+ 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
+ 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
+ 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
+ [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
+ 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
+ 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
+ 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
];
- /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
+ /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
#[inline]
- pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
+ pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
// Multiply the -1 through to avoid needing to use signed numbers.
- (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
+ (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
}
#[inline]
- fn log10_times_1024(x: u64) -> u16 {
+ 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_1024[most_significant_bit as usize][lower_bits as usize]
+ LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
}
#[cfg(test)]
use super::*;
#[test]
- fn prints_negative_log10_times_1024_lookup_table() {
+ 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_1024 = ((x as f64).log10() * 1024.0).round() as u16;
- assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
+ 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_1024);
+ print!("\t\t[{}, ", log10_times_2048);
} else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
- println!("{}],", log10_times_1024);
+ 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_1024);
+ print!("{}, ", log10_times_2048);
}
}
}
}
}
-impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> 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: Deref<Target = NetworkGraph>, T: Time>
-ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
+ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> 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 (decay_params, network_graph, logger) = args;
let mut channel_liquidities = HashMap::new();
read_tlv_fields!(r, {
- (0, channel_liquidities, required)
+ (0, channel_liquidities, required),
});
Ok(Self {
- params,
+ decay_params,
network_graph,
+ logger,
channel_liquidities,
})
}
let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
write_tlv_fields!(w, {
(0, self.min_liquidity_offset_msat, required),
+ (1, Some(self.min_liquidity_offset_history), option),
(2, self.max_liquidity_offset_msat, required),
+ (3, Some(self.max_liquidity_offset_history), option),
(4, duration_since_epoch, required),
});
Ok(())
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 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
+ let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
let mut duration_since_epoch = Duration::from_secs(0);
read_tlv_fields!(r, {
(0, min_liquidity_offset_msat, required),
+ (1, min_liquidity_offset_history, option),
(2, max_liquidity_offset_msat, required),
+ (3, max_liquidity_offset_history, option),
(4, duration_since_epoch, required),
});
+ // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
+ // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
+ // is a time from a monotonic clock usually represented as an offset against boot time).
+ // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
+ // from the one that was written. However, because `Instant` can panic if we construct one
+ // in the future, we must handle wallclock time jumping backwards, which we do by simply
+ // using `Instant::now()` in that case.
+ let wall_clock_now = T::duration_since_epoch();
+ let now = T::now();
+ let last_updated = if wall_clock_now > duration_since_epoch {
+ now - (wall_clock_now - duration_since_epoch)
+ } else { now };
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,
})
}
}
-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 super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
+ use crate::blinded_path::{BlindedHop, BlindedPath};
+ use crate::util::config::UserConfig;
+ use crate::util::time::Time;
+ use crate::util::time::tests::SinceEpoch;
+
+ use crate::ln::channelmanager;
+ use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
+ use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
+ use crate::routing::router::{BlindedTail, Path, RouteHop};
+ use crate::routing::scoring::{ChannelUsage, Score};
+ use crate::util::ser::{ReadableArgs, Writeable};
+ use crate::util::test_utils::{self, TestLogger};
use bitcoin::blockdata::constants::genesis_block;
use bitcoin::hashes::Hash;
use bitcoin::hashes::sha256d::Hash as Sha256dHash;
use bitcoin::network::constants::Network;
use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
- use core::cell::Cell;
- use core::ops::Sub;
- use core::time::Duration;
- use io;
-
- // `Time` tests
-
- /// Time that can be advanced manually in tests.
- #[derive(Clone, Copy, Debug, PartialEq, Eq)]
- struct SinceEpoch(Duration);
-
- impl SinceEpoch {
- thread_local! {
- static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
- }
-
- fn advance(duration: Duration) {
- Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
- }
- }
-
- impl Time for SinceEpoch {
- fn now() -> Self {
- Self(Self::duration_since_epoch())
- }
-
- fn duration_since(&self, earlier: Self) -> Duration {
- self.0 - earlier.0
- }
-
- fn duration_since_epoch() -> Duration {
- Self::ELAPSED.with(|elapsed| elapsed.get())
- }
-
- fn elapsed(&self) -> Duration {
- Self::duration_since_epoch() - self.0
- }
- }
-
- impl Sub<Duration> for SinceEpoch {
- type Output = Self;
-
- fn sub(self, other: Duration) -> Self {
- Self(self.0 - other)
- }
- }
-
- #[test]
- fn time_passes_when_advanced() {
- let now = SinceEpoch::now();
- assert_eq!(now.elapsed(), Duration::from_secs(0));
-
- SinceEpoch::advance(Duration::from_secs(1));
- SinceEpoch::advance(Duration::from_secs(1));
-
- let elapsed = now.elapsed();
- let later = SinceEpoch::now();
-
- assert_eq!(elapsed, Duration::from_secs(2));
- assert_eq!(later - elapsed, now);
- }
-
- #[test]
- fn time_never_passes_in_an_eternity() {
- let now = Eternity::now();
- let elapsed = now.elapsed();
- let later = Eternity::now();
-
- assert_eq!(now.elapsed(), Duration::from_secs(0));
- assert_eq!(later - elapsed, now);
- }
-
- // `Scorer` tests
-
- /// A scorer for testing with time that can be manually advanced.
- type Scorer = ScorerUsingTime::<SinceEpoch>;
+ use core::time::Duration;
+ 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>;
+ type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
fn sender_privkey() -> SecretKey {
SecretKey::from_slice(&[41; 32]).unwrap()
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 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);
+ update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
}
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
) {
let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
let secp_ctx = Secp256k1::new();
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,
+ }
+ }
+
+ 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 logger = TestLogger::new();
let last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ 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,
+ 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,
+ 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, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 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, 1_000, liquidity_offset_half_life)
+ .as_directed_mut(&source, &target, 0, 1_000, decay_params)
.set_min_liquidity_msat(200);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ .as_directed(&source, &target, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &recipient, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&recipient, &target, 0, 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, 1_000, liquidity_offset_half_life)
+ .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
.set_max_liquidity_msat(200);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &recipient, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&recipient, &target, 0, 1_000, decay_params);
assert_eq!(liquidity.min_liquidity_msat(), 800);
assert_eq!(liquidity.max_liquidity_msat(), 1000);
}
#[test]
fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
+ let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ 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,
+ 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, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 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, 1_000, liquidity_offset_half_life)
+ .as_directed_mut(&source, &target, 0, 1_000, decay_params)
.set_min_liquidity_msat(900);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ .as_directed(&source, &target, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 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, 1_000, liquidity_offset_half_life)
+ .as_directed_mut(&target, &source, 0, 1_000, decay_params)
.set_min_liquidity_msat(400);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ .as_directed(&source, &target, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 1_000, decay_params);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
}
#[test]
fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
+ let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ 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,
+ 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, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 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, 1_000, liquidity_offset_half_life)
+ .as_directed_mut(&source, &target, 0, 1_000, decay_params)
.set_max_liquidity_msat(300);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ .as_directed(&source, &target, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 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, 1_000, liquidity_offset_half_life)
+ .as_directed_mut(&target, &source, 0, 1_000, decay_params)
.set_max_liquidity_msat(600);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ .as_directed(&source, &target, 0, 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, 1_000, liquidity_offset_half_life);
+ .as_directed(&target, &source, 0, 1_000, decay_params);
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 {
- base_penalty_msat: 0, 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, 1_024, 1_024_000, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
- assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
- assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
-
- assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
- assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
- assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
+ let usage = ChannelUsage {
+ amount_msat: 1_024,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 10_240, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 102_400, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
+ let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
+
+ let usage = ChannelUsage {
+ amount_msat: 128,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
+ let usage = ChannelUsage { amount_msat: 256, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
+ let usage = ChannelUsage { amount_msat: 374, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
+ let usage = ChannelUsage { amount_msat: 512, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ let usage = ChannelUsage { amount_msat: 640, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
+ let usage = ChannelUsage { amount_msat: 768, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
}
#[test]
fn constant_penalty_outside_liquidity_bounds() {
+ let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ 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,
+ 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 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 50, ..usage };
+ assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ let usage = ChannelUsage { amount_msat: 61, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
}
#[test]
fn does_not_further_penalize_own_channel() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0, 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 sender = sender_node_id();
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);
- assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, 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);
+ assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, 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);
+ assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
}
#[test]
fn sets_liquidity_lower_bound_on_downstream_failure() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0, 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), 128);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
+ let usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
+ let usage = ChannelUsage { amount_msat: 500, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
- scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+ scorer.payment_path_failed(&path, 43);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
+ let usage = ChannelUsage { amount_msat: 250, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 500, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
}
#[test]
fn sets_liquidity_upper_bound_on_failure() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0, 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), 128);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
+ let usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
+ let usage = ChannelUsage { amount_msat: 500, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
+
+ scorer.payment_path_failed(&path, 42);
+
+ let usage = ChannelUsage { amount_msat: 250, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ let usage = ChannelUsage { amount_msat: 500, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ let usage = ChannelUsage { amount_msat: 750, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+ }
+
+ #[test]
+ 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 node_d = NodeId::from_pubkey(&pub_d);
+
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+
+ let usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
+ // Note that a default liquidity bound is used for B -> C as no channel exists
+ assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
- scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
- 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
+ // Note that a default liquidity bound is used for B -> C as no channel exists
+ assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
}
#[test]
fn reduces_liquidity_upper_bound_along_path_on_success() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0, 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 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 usage = ChannelUsage {
+ amount_msat: 250,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
+ };
- assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
- assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
+ assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
- scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+ scorer.payment_path_successful(&payment_path_for_amount(500));
- assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
- assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
+ assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+ assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
}
#[test]
fn decays_liquidity_bounds_over_time() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0,
+ 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, 0, 1_024, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
-
- scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
- scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
-
- assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+ let usage = ChannelUsage {
+ amount_msat: 0,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_023, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
+
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(128), 43);
+
+ let usage = ChannelUsage { amount_msat: 128, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 256, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
+ let usage = ChannelUsage { amount_msat: 768, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
SinceEpoch::advance(Duration::from_secs(9));
- assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+ let usage = ChannelUsage { amount_msat: 128, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 256, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
+ let usage = ChannelUsage { amount_msat: 768, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
- assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
+ let usage = ChannelUsage { amount_msat: 64, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 128, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
+ let usage = ChannelUsage { amount_msat: 896, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
+ let usage = ChannelUsage { amount_msat: 960, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
// 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: 0, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_023, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
+ let usage = ChannelUsage { amount_msat: 1_024, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
// 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);
+ let usage = ChannelUsage { amount_msat: 0, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_024, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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);
+ let usage = ChannelUsage { amount_msat: 0, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
+ let usage = ChannelUsage { amount_msat: 1_024, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
}
#[test]
fn decays_liquidity_bounds_without_shift_overflow() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0,
+ 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();
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ let usage = ChannelUsage {
+ amount_msat: 256,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
- scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
+ scorer.payment_path_failed(&payment_path_for_amount(512), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
// An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
// would cause an overflow.
SinceEpoch::advance(Duration::from_secs(10 * 64));
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
}
#[test]
fn restricts_liquidity_bounds_after_decay() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0,
+ 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 },
+ };
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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), 274);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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), 342);
+ scorer.payment_path_successful(&payment_path_for_amount(64));
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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), 255);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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), 284);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
}
#[test]
fn restores_persisted_liquidity_bounds() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0,
+ 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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(42, &source, &target, usage, ¶ms), 300);
}
#[test]
fn decays_persisted_liquidity_bounds() {
- let network_graph = network_graph();
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0,
+ 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).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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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), 472);
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
+ }
+
+ #[test]
+ fn scores_realistic_payments() {
+ // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
+ // 50k sat reserve).
+ let 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 target = target_node_id();
+
+ let usage = ChannelUsage {
+ amount_msat: 100_000_000,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
+ let usage = ChannelUsage {
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
}
#[test]
fn adds_base_penalty_to_liquidity_penalty() {
- let network_graph = network_graph();
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_node_id();
+ let target = target_node_id();
+ let usage = ChannelUsage {
+ amount_msat: 128,
+ inflight_htlc_msat: 0,
+ 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
+
+ let params = ProbabilisticScoringFeeParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
+ anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
+
+ 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(42, &source, &target, 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 target = target_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 = ProbabilisticScoringParameters {
- base_penalty_msat: 0, ..Default::default()
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_penalty_amount_multiplier_msat: 0,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph);
- assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 585);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 500, ..Default::default()
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_penalty_amount_multiplier_msat: 256,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph);
- assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
}
#[test]
fn calculates_log10_without_overflowing_u64_max_value() {
- let network_graph = network_graph();
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
let source = source_node_id();
let target = target_node_id();
+ let usage = ChannelUsage {
+ amount_msat: u64::max_value(),
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Infinite,
+ };
- let params = ProbabilisticScoringParameters {
- base_penalty_msat: 0, ..Default::default()
+ let params = ProbabilisticScoringFeeParameters {
+ liquidity_penalty_multiplier_msat: 40_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph);
- assert_eq!(
- scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
- 20_000,
- );
+ let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
+ let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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 target = target_node_id();
+
+ let usage = ChannelUsage {
+ amount_msat: 750,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
+ };
+ assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
+
+ let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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 target = target_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 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
+
+ let usage = ChannelUsage { amount_msat: 1_000, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
+
+ let usage = ChannelUsage { amount_msat: 1_001, ..usage };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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 },
+ };
+ // With no historical data the normal liquidity penalty calculation is used.
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ None);
+
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
+ // The "it failed" increment is 32, where the probability should lie fully in the first
+ // octile.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
+ // The first octile should be decayed just slightly and the last octile has a new point.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
+
+ // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
+ // gone), and check that we're back to where we started.
+ SinceEpoch::advance(Duration::from_secs(10 * 16));
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
+ // 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; 8], [0; 8])));
+
+ 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);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
+
+ let usage = ChannelUsage {
+ amount_msat: 1,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
+
+ // Advance to decay all liquidity offsets to zero.
+ SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
+
+ // 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);
+ }
+
+ #[test]
+ fn adds_anti_probing_penalty() {
+ let logger = TestLogger::new();
+ let network_graph = network_graph(&logger);
+ let source = source_node_id();
+ let target = target_node_id();
+ let params = ProbabilisticScoringFeeParameters {
+ anti_probing_penalty_msat: 500,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ 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 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, 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(42, &source, &target, 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(42, &source, &target, 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(42, &source, &target, 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 target = target_node_id();
+ let usage = ChannelUsage {
+ amount_msat: 512,
+ inflight_htlc_msat: 0,
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
+ };
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
+
+ let 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);
+ path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
+ scorer.payment_path_failed(&path, 43);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 0, 1_000, decay_params);
+ assert_eq!(liquidity.min_liquidity_msat(), 256);
+ assert_eq!(liquidity.max_liquidity_msat(), 768);
}
}