f sp
[rust-lightning] / lightning / src / routing / scoring.rs
index 151ac41e990b5361379308e56af4192d0d198e61..ed290eedceac101a350d12784d7ebe4f7260ab98 100644 (file)
@@ -110,16 +110,22 @@ pub trait ScoreLookUp {
 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
 pub trait ScoreUpdate {
        /// Handles updating channel penalties after failing to route through a channel.
-       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
 
        /// Handles updating channel penalties after successfully routing along a path.
-       fn payment_path_successful(&mut self, path: &Path);
+       fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
 
        /// Handles updating channel penalties after a probe over the given path failed.
-       fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
 
        /// Handles updating channel penalties after a probe over the given path succeeded.
-       fn probe_successful(&mut self, path: &Path);
+       fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
+
+       /// Scorers may wish to reduce their certainty of channel liquidity information over time.
+       /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
+       /// of this object should call this method regularly (generally via the
+       /// `lightning-background-processor` crate).
+       fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
 }
 
 /// A trait which can both lookup and update routing channel penalty scores.
@@ -145,20 +151,24 @@ impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
 
 #[cfg(not(c_bindings))]
 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
-       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
-               self.deref_mut().payment_path_failed(path, short_channel_id)
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+               self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
+       }
+
+       fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+               self.deref_mut().payment_path_successful(path, duration_since_epoch)
        }
 
-       fn payment_path_successful(&mut self, path: &Path) {
-               self.deref_mut().payment_path_successful(path)
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+               self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
        }
 
-       fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
-               self.deref_mut().probe_failed(path, short_channel_id)
+       fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+               self.deref_mut().probe_successful(path, duration_since_epoch)
        }
 
-       fn probe_successful(&mut self, path: &Path) {
-               self.deref_mut().probe_successful(path)
+       fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
+               self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
        }
 }
 } }
@@ -346,20 +356,24 @@ impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
 
 #[cfg(c_bindings)]
 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
-       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
-               self.0.payment_path_failed(path, short_channel_id)
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+               self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
+       }
+
+       fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+               self.0.payment_path_successful(path, duration_since_epoch)
        }
 
-       fn payment_path_successful(&mut self, path: &Path) {
-               self.0.payment_path_successful(path)
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+               self.0.probe_failed(path, short_channel_id, duration_since_epoch)
        }
 
-       fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
-               self.0.probe_failed(path, short_channel_id)
+       fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+               self.0.probe_successful(path, duration_since_epoch)
        }
 
-       fn probe_successful(&mut self, path: &Path) {
-               self.0.probe_successful(path)
+       fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
+               self.0.decay_liquidity_certainty(duration_since_epoch)
        }
 }
 
@@ -399,13 +413,15 @@ impl ScoreLookUp for FixedPenaltyScorer {
 }
 
 impl ScoreUpdate for FixedPenaltyScorer {
-       fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+       fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
 
-       fn payment_path_successful(&mut self, _path: &Path) {}
+       fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
 
-       fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+       fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
 
-       fn probe_successful(&mut self, _path: &Path) {}
+       fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
+
+       fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
 }
 
 impl Writeable for FixedPenaltyScorer {
@@ -1344,13 +1360,11 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for Prob
        fn channel_penalty_msat(
                &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
        ) -> u64 {
-               let scid = match candidate.short_channel_id() {
-                       Some(scid) => scid,
-                       None => return 0,
-               };
-               let target = match candidate.target() {
-                       Some(target) => target,
-                       None => return 0,
+               let (scid, target) = match candidate {
+                       CandidateRouteHop::PublicHop { info, short_channel_id } => {
+                               (short_channel_id, info.target())
+                       },
+                       _ => return 0,
                };
                let source = candidate.source();
                if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
@@ -1393,7 +1407,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for Prob
 }
 
 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
-       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+       fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
                let amount_msat = path.final_value_msat();
                log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
                let network_graph = self.network_graph.read_only();
@@ -1432,7 +1446,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for Prob
                }
        }
 
-       fn payment_path_successful(&mut self, path: &Path) {
+       fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
                let amount_msat = path.final_value_msat();
                log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
                        path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
@@ -1458,19 +1472,31 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for Prob
                }
        }
 
-       fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
-               self.payment_path_failed(path, short_channel_id)
+       fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+               self.payment_path_failed(path, short_channel_id, duration_since_epoch)
        }
 
-       fn probe_successful(&mut self, path: &Path) {
-               self.payment_path_failed(path, u64::max_value())
+       fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+               self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
        }
+
+       fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
 }
 
 #[cfg(c_bindings)]
 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
 where L::Target: Logger {}
 
+#[cfg(feature = "std")]
+#[inline]
+fn powf64(n: f64, exp: f64) -> f64 {
+       n.powf(exp)
+}
+#[cfg(not(feature = "std"))]
+fn powf64(n: f64, exp: f64) -> f64 {
+       libm::powf(n as f32, exp as f32) as f64
+}
+
 mod approx {
        const BITS: u32 = 64;
        const HIGHEST_BIT: u32 = BITS - 1;
@@ -2244,10 +2270,6 @@ mod tests {
                PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
        }
 
-       fn sender_node_id() -> NodeId {
-               NodeId::from_pubkey(&sender_pubkey())
-       }
-
        fn recipient_node_id() -> NodeId {
                NodeId::from_pubkey(&recipient_pubkey())
        }
@@ -2657,10 +2679,10 @@ mod tests {
 
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 301);
 
-               scorer.payment_path_failed(&failed_path, 41);
+               scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 301);
 
-               scorer.payment_path_successful(&successful_path);
+               scorer.payment_path_successful(&successful_path, Duration::ZERO);
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 301);
        }
 
@@ -2693,7 +2715,7 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 602);
 
-               scorer.payment_path_failed(&path, 43);
+               scorer.payment_path_failed(&path, 43, Duration::ZERO);
 
                let usage = ChannelUsage { amount_msat: 250, ..usage };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 0);
@@ -2733,7 +2755,7 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 602);
 
-               scorer.payment_path_failed(&path, 42);
+               scorer.payment_path_failed(&path, 42, Duration::ZERO);
 
                let usage = ChannelUsage { amount_msat: 250, ..usage };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 300);
@@ -2810,7 +2832,7 @@ mod tests {
                };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 128);
 
-               scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
+               scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
 
                let channel = network_graph.read_only().channel(42).unwrap().to_owned();
                let (info, _) = channel.as_directed_from(&node_a).unwrap();
@@ -2873,7 +2895,7 @@ mod tests {
                assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, &params), 128);
                assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, &params), 128);
 
-               scorer.payment_path_successful(&payment_path_for_amount(500));
+               scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
 
                assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, &params), 128);
                assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, &params), 300);
@@ -2902,7 +2924,7 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
                };
                let channel = network_graph.read_only().channel(42).unwrap().to_owned();
-               let (info, target) = channel.as_directed_from(&source).unwrap();
+               let (info, _) = channel.as_directed_from(&source).unwrap();
                let candidate = CandidateRouteHop::PublicHop {
                        info,
                        short_channel_id: 42,
@@ -2911,8 +2933,8 @@ mod tests {
                let usage = ChannelUsage { amount_msat: 1_023, ..usage };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 2_000);
 
-               scorer.payment_path_failed(&payment_path_for_amount(768), 42);
-               scorer.payment_path_failed(&payment_path_for_amount(128), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+               scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
 
                // Initial penalties
                let usage = ChannelUsage { amount_msat: 128, ..usage };
@@ -3002,14 +3024,14 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
                };
                let channel = network_graph.read_only().channel(42).unwrap().to_owned();
-               let (info, target) = channel.as_directed_from(&source).unwrap();
+               let (info, _) = channel.as_directed_from(&source).unwrap();
                let candidate = CandidateRouteHop::PublicHop {
                        info,
                        short_channel_id: 42,
                };
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 125);
 
-               scorer.payment_path_failed(&payment_path_for_amount(512), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 281);
 
                // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
@@ -3050,8 +3072,8 @@ mod tests {
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 300);
 
                // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
-               scorer.payment_path_failed(&payment_path_for_amount(768), 42);
-               scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+               scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 281);
 
                // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
@@ -3060,12 +3082,12 @@ mod tests {
 
                // 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));
+               scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 331);
 
                // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
                // is closer to the lower bound, meaning a lower penalty.
-               scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 245);
 
                // Further decaying affects the lower bound more than the upper bound (128, 928).
@@ -3094,7 +3116,7 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
                };
 
-               scorer.payment_path_failed(&payment_path_for_amount(500), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
                let channel = network_graph.read_only().channel(42).unwrap().to_owned();
                let (info, _) = channel.as_directed_from(&source).unwrap();
                let candidate = CandidateRouteHop::PublicHop {
@@ -3106,7 +3128,7 @@ mod tests {
                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 473);
 
-               scorer.payment_path_failed(&payment_path_for_amount(250), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 300);
 
                let mut serialized_scorer = Vec::new();
@@ -3139,7 +3161,7 @@ mod tests {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
                };
 
-               scorer.payment_path_failed(&payment_path_for_amount(500), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
                let channel = network_graph.read_only().channel(42).unwrap().to_owned();
                let (info, _) = channel.as_directed_from(&source).unwrap();
                let candidate = CandidateRouteHop::PublicHop {
@@ -3158,7 +3180,7 @@ mod tests {
                        <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
                assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, &params), 473);
 
-               scorer.payment_path_failed(&payment_path_for_amount(250), 43);
+               scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params), 300);
 
                SinceEpoch::advance(Duration::from_secs(10));
@@ -3433,7 +3455,7 @@ mod tests {
                assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, &params),
                None);
 
-               scorer.payment_path_failed(&payment_path_for_amount(1), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
                {
                        let network_graph = network_graph.read_only();
                        let channel = network_graph.channel(42).unwrap();
@@ -3458,7 +3480,7 @@ mod tests {
 
                // 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);
+               scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
                {
                        let network_graph = network_graph.read_only();
                        let channel = network_graph.channel(42).unwrap();
@@ -3511,7 +3533,7 @@ mod tests {
                        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);
+               scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
                {
                        let network_graph = network_graph.read_only();
                        let channel = network_graph.channel(42).unwrap();
@@ -3543,7 +3565,7 @@ mod tests {
                        path_hop(source_pubkey(), 42, 1),
                        path_hop(sender_pubkey(), 41, 0),
                ];
-               scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
+               scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
        }
 
        #[test]
@@ -3642,9 +3664,9 @@ mod tests {
                // final value is taken into account.
                assert!(scorer.channel_liquidities.get(&42).is_none());
 
-               scorer.payment_path_failed(&path, 42);
+               scorer.payment_path_failed(&path, 42, Duration::ZERO);
                path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
-               scorer.payment_path_failed(&path, 43);
+               scorer.payment_path_failed(&path, 43, Duration::ZERO);
 
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, decay_params);
@@ -3698,7 +3720,7 @@ mod tests {
                        None);
 
                // Fail to pay once, and then check the buckets and penalty.
-               scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
                // The penalty should be the maximum penalty, as the payment we're scoring is now in the
                // same bucket which is the only maximum datapoint.
                assert_eq!(scorer.channel_penalty_msat(&candidate, usage, &params),
@@ -3722,7 +3744,7 @@ mod tests {
                // ...but once we see a failure, we consider the payment to be substantially less likely,
                // even though not a probability of zero as we still look at the second max bucket which
                // now shows 31.
-               scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+               scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
                assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
                        Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
                                [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));