//! #
//! # use lightning::routing::gossip::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
-//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
-//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
+//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
+//! # use lightning::sign::KeysManager;
//! # use lightning::util::logger::{Logger, Record};
//! # use bitcoin::secp256k1::PublicKey;
//! #
//! # let logger = FakeLogger {};
//! #
//! // Use the default channel penalties.
-//! let params = ProbabilisticScoringParameters::default();
-//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+//! 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, &logger);
+//! 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::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
-use routing::router::RouteHop;
-use util::ser::{Readable, ReadableArgs, Writeable, Writer};
-use util::logger::Logger;
-use util::time::Time;
+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`.
///
/// [`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, source: &NodeId, target: &NodeId, usage: ChannelUsage
+ &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: &[&RouteHop], short_channel_id: u64);
+ 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: &[&RouteHop]);
+ fn probe_successful(&mut self, path: &Path);
}
impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
+ type ScoreParams = S::ScoreParams;
fn channel_penalty_msat(
- &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
+ &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)
+ 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: &[&RouteHop], short_channel_id: u64) {
+ 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: &[&RouteHop]) {
+ fn probe_successful(&mut self, path: &Path) {
self.deref_mut().probe_successful(path)
}
}
#[cfg(not(c_bindings))]
impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
-
-/// (C-not exported)
+/// This is not exported to bindings users
impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
type Locked = MutexGuard<'a, T>;
pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
#[cfg(c_bindings)]
impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
- fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
- self.0.channel_penalty_msat(scid, source, target, usage)
+ type ScoreParams = <T as Score>::ScoreParams;
+ fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
+ self.0.channel_penalty_msat(scid, 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.0.payment_path_failed(path, short_channel_id)
}
- fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ fn payment_path_successful(&mut self, path: &Path) {
self.0.payment_path_successful(path)
}
- fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ 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: &[&RouteHop]) {
+ fn probe_successful(&mut self, path: &Path) {
self.0.probe_successful(path)
}
}
}
#[cfg(c_bindings)]
-/// (C-not exported)
+/// 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)]
+#[derive(Clone, Copy, Debug, PartialEq)]
pub struct ChannelUsage {
/// The amount to send through the channel, denominated in millisatoshis.
pub amount_msat: u64,
}
impl Score for FixedPenaltyScorer {
- fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> 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: &[&RouteHop]) {}
+ fn payment_path_successful(&mut self, _path: &Path) {}
- fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+ fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
- fn probe_successful(&mut self, _path: &[&RouteHop]) {}
+ fn probe_successful(&mut self, _path: &Path) {}
}
impl Writeable for FixedPenaltyScorer {
#[cfg(not(feature = "no-std"))]
type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
-use util::time::Eternity;
+use crate::util::time::Eternity;
#[cfg(feature = "no-std")]
type ConfiguredTime = Eternity;
/// behavior.
///
/// [1]: https://arxiv.org/abs/2107.05322
-/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
-/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
-/// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
-/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
-/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
+/// [`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>;
/// Probabilistic [`Score`] implementation.
///
-/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
+/// 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 {
- params: ProbabilisticScoringParameters,
+ decay_params: ProbabilisticScoringDecayParameters,
network_graph: G,
logger: L,
// TODO: Remove entries of closed channels.
/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
/// parameters here.
#[derive(Clone)]
-pub struct ProbabilisticScoringParameters {
+pub struct ProbabilisticScoringFeeParameters {
/// A fixed penalty in msats to apply to each channel.
///
/// Default value: 500 msat
///
/// Default value: 30,000 msat
///
- /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
+ /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
pub liquidity_penalty_multiplier_msat: u64,
- /// 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,
-
/// 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.
/// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
pub historical_liquidity_penalty_amount_multiplier_msat: u64,
- /// 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.
- ///
- /// Note that after 16 or more half lives all historical data will be completely gone.
- ///
- /// Default value: 14 days
- pub historical_no_updates_half_life: Duration,
-
/// 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.
///
- /// (C-not exported)
+ /// 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, 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.
+ /// 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,
pub considered_impossible_penalty_msat: u64,
}
+impl Default for ProbabilisticScoringFeeParameters {
+ fn default() -> Self {
+ Self {
+ 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 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());
+ }
+ }
+
+ /// 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);
+ }
+
+ /// 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);
+ }
+
+ /// 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);
+ }
+
+ /// 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();
+ }
+}
+
+#[cfg(test)]
+impl ProbabilisticScoringFeeParameters {
+ fn zero_penalty() -> Self {
+ Self {
+ base_penalty_msat: 0,
+ base_penalty_amount_multiplier_msat: 0,
+ liquidity_penalty_multiplier_msat: 0,
+ liquidity_penalty_amount_multiplier_msat: 0,
+ historical_liquidity_penalty_multiplier_msat: 0,
+ historical_liquidity_penalty_amount_multiplier_msat: 0,
+ manual_node_penalties: HashMap::new(),
+ anti_probing_penalty_msat: 0,
+ considered_impossible_penalty_msat: 0,
+ }
+ }
+}
+
+/// 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,
+
+ /// 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,
+}
+
+impl Default for ProbabilisticScoringDecayParameters {
+ fn default() -> Self {
+ Self {
+ liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
+ historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
+ }
+ }
+}
+
+#[cfg(test)]
+impl ProbabilisticScoringDecayParameters {
+ fn zero_penalty() -> Self {
+ Self {
+ liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
+ historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
+ }
+ }
+}
+
/// 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)]
impl HistoricalBucketRangeTracker {
fn new() -> Self { Self { buckets: [0; 8] } }
- fn track_datapoint(&mut self, bucket_idx: u8) {
+ 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.
//
//
// 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() {
impl HistoricalMinMaxBuckets<'_> {
#[inline]
- fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
+ 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)
+ }
+
+ #[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
// 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;
- // Rather than actually decaying the individual buckets, which would lose precision, we
- // simply track whether all buckets would be decayed to zero, in which case we treat it as
- // if we had no data.
- let mut is_fully_decayed = true;
- let mut check_track_bucket_contains_undecayed_points =
- |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
+ // 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;
+ }
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
- check_track_bucket_contains_undecayed_points(*min_bucket);
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);
- check_track_bucket_contains_undecayed_points(*max_bucket);
}
}
// 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 || is_fully_decayed {
+ if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
return None;
}
/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
/// decayed with a given half life.
-struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, 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,
- params: &'a ProbabilisticScoringParameters,
+ decay_params: ProbabilisticScoringDecayParameters,
}
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, logger: L) -> Self {
+ pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
Self {
- params,
+ decay_params,
network_graph,
logger,
channel_liquidities: HashMap::new(),
/// 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, amt, &self.params);
- log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
- source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_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);
}
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, &self.params);
+ 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
}
- /// 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.params.manual_node_penalties.insert(*node_id, u64::max_value());
- }
-
- /// 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.params.manual_node_penalties.remove(node_id);
- }
-
- /// Sets a manual penalty for the given node.
- pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
- self.params.manual_node_penalties.insert(*node_id, penalty);
- }
-
- /// 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.params.manual_node_penalties.remove(node_id);
- }
-
- /// Clears the list of manual penalties that are applied during path finding.
- pub fn clear_manual_penalties(&mut self) {
- self.params.manual_node_penalties = HashMap::new();
- }
-}
-
-impl ProbabilisticScoringParameters {
- #[cfg(test)]
- fn zero_penalty() -> Self {
- Self {
- base_penalty_msat: 0,
- base_penalty_amount_multiplier_msat: 0,
- liquidity_penalty_multiplier_msat: 0,
- liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
- liquidity_penalty_amount_multiplier_msat: 0,
- historical_liquidity_penalty_multiplier_msat: 0,
- historical_liquidity_penalty_amount_multiplier_msat: 0,
- historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
- manual_node_penalties: HashMap::new(),
- anti_probing_penalty_msat: 0,
- considered_impossible_penalty_msat: 0,
- }
- }
-
- /// 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());
- }
- }
-}
+ /// 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();
-impl Default for ProbabilisticScoringParameters {
- fn default() -> Self {
- Self {
- base_penalty_msat: 500,
- base_penalty_amount_multiplier_msat: 8192,
- liquidity_penalty_multiplier_msat: 30_000,
- liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
- liquidity_penalty_amount_multiplier_msat: 192,
- historical_liquidity_penalty_multiplier_msat: 10_000,
- historical_liquidity_penalty_amount_multiplier_msat: 64,
- historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
- manual_node_penalties: HashMap::new(),
- anti_probing_penalty_msat: 250,
- considered_impossible_penalty_msat: 1_0000_0000_000,
+ 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
}
}
/// Returns a view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
- fn as_directed<'a>(
- &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
- ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
+ fn as_directed(
+ &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,
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(),
- params,
+ decay_params: decay_params,
}
}
/// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
/// `capacity_msat`.
- fn as_directed_mut<'a>(
- &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
- ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
+ fn as_directed_mut(
+ &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,
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(),
- params,
+ decay_params: decay_params,
}
}
}
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> {
+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, params: &ProbabilisticScoringParameters) -> u64 {
+ 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);
// impossibility penalty.
let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
- params.liquidity_penalty_multiplier_msat,
- params.liquidity_penalty_amount_multiplier_msat)
- .saturating_add(params.considered_impossible_penalty_msat)
+ 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 negative_log10_times_2048 =
approx::negative_log10_times_2048(numerator, denominator);
Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
- params.liquidity_penalty_multiplier_msat,
- params.liquidity_penalty_amount_multiplier_msat)
+ score_params.liquidity_penalty_multiplier_msat,
+ score_params.liquidity_penalty_amount_multiplier_msat)
}
};
- if params.historical_liquidity_penalty_multiplier_msat != 0 ||
- params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
- let required_decays = self.now.duration_since(*self.last_updated).as_secs()
- .checked_div(params.historical_no_updates_half_life.as_secs())
- .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
- let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_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; }
max_liquidity_offset_history: &self.max_liquidity_offset_history,
};
if let Some(cumulative_success_prob_times_billion) = buckets
- .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
+ .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, params.historical_liquidity_penalty_multiplier_msat,
- params.historical_liquidity_penalty_amount_multiplier_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 max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
+ 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(max_capacity, self.capacity_msat.saturating_add(1));
+ approx::negative_log10_times_2048(numerator, denominator);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
- params.historical_liquidity_penalty_multiplier_msat,
- params.historical_liquidity_penalty_amount_multiplier_msat));
- return res;
+ score_params.historical_liquidity_penalty_multiplier_msat,
+ score_params.historical_liquidity_penalty_amount_multiplier_msat));
}
}
/// Returns the upper bound of the channel liquidity balance in this direction.
fn max_liquidity_msat(&self) -> u64 {
- self.capacity_msat
- .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
- .unwrap_or(0)
+ 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.params.liquidity_offset_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>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, 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<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();
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.
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`.
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.params.historical_no_updates_half_life.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);
- debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
+ let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
self.min_liquidity_offset_history.track_datapoint(
- // Ensure the bucket index we pass 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.
- (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
- .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
- debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
+ 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(
- // Ensure the bucket index we pass 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.
- (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
- .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
+ max_liquidity_offset_msat, self.capacity_msat
+ );
}
/// Adjusts the lower bound of the channel liquidity balance in this direction.
} else {
self.decayed_offset_msat(*self.max_liquidity_offset_msat)
};
- self.update_history_buckets();
*self.last_updated = self.now;
}
} else {
self.decayed_offset_msat(*self.min_liquidity_offset_msat)
};
- self.update_history_buckets();
*self.last_updated = self.now;
}
}
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, source: &NodeId, target: &NodeId, usage: ChannelUsage
+ &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
) -> u64 {
- if let Some(penalty) = self.params.manual_node_penalties.get(target) {
+ if let Some(penalty) = score_params.manual_node_penalties.get(target) {
return *penalty;
}
- let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
- self.params.base_penalty_amount_multiplier_msat
+ 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 } => {
- if usage.amount_msat > liquidity_msat {
+ 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: Some(htlc_maximum_msat) } => {
+ EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
if htlc_maximum_msat >= capacity_msat/2 {
- anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
+ anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
}
},
_ => {},
}
let amount_msat = usage.amount_msat;
- let capacity_msat = usage.effective_capacity.as_msat()
- .saturating_sub(usage.inflight_htlc_msat);
+ let capacity_msat = usage.effective_capacity.as_msat();
+ let inflight_htlc_msat = usage.inflight_htlc_msat;
self.channel_liquidities
.get(&short_channel_id)
.unwrap_or(&ChannelLiquidity::new())
- .as_directed(source, target, capacity_msat, &self.params)
- .penalty_msat(amount_msat, &self.params)
+ .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);
+ 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_idx, hop) in path.iter().enumerate() {
+ 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));
- if hop.short_channel_id == short_channel_id && hop_idx == 0 {
+ 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, capacity_msat, &self.params)
+ .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);
- break;
+ } else {
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
+ .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, &self.params)
- .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} 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);
+ 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.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_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, &self.params)
+ .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).",
}
}
- fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ 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: &[&RouteHop]) {
+ fn probe_successful(&mut self, path: &Path) {
self.payment_path_failed(path, u64::max_value())
}
}
}
impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
-ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
#[inline]
fn read<R: Read>(
- r: &mut R, args: (ProbabilisticScoringParameters, G, L)
+ r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
) -> Result<Self, DecodeError> {
- let (params, network_graph, logger) = args;
+ let (decay_params, network_graph, logger) = args;
let mut channel_liquidities = HashMap::new();
read_tlv_fields!(r, {
(0, channel_liquidities, required),
});
Ok(Self {
- params,
+ decay_params,
network_graph,
logger,
channel_liquidities,
#[cfg(test)]
mod tests {
- use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
- use util::time::Time;
- use util::time::tests::SinceEpoch;
-
- use ln::channelmanager;
- use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
- use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
- use routing::router::RouteHop;
- use routing::scoring::{ChannelUsage, Score};
- use util::ser::{ReadableArgs, Writeable};
- use util::test_utils::TestLogger;
+ 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::network::constants::Network;
use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
use core::time::Duration;
- use io;
+ use crate::io;
fn source_privkey() -> SecretKey {
SecretKey::from_slice(&[42; 32]).unwrap()
}
fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
- let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
- let mut network_graph = NetworkGraph::new(genesis_hash, logger);
+ 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());
let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
let secp_ctx = Secp256k1::new();
let unsigned_announcement = UnsignedChannelAnnouncement {
- features: channelmanager::provided_channel_features(),
+ 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()[..])[..]);
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).unwrap();
- update_channel(network_graph, short_channel_id, node_1_key, 0);
- update_channel(network_graph, short_channel_id, node_2_key, 1);
+ 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<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
- flags: u8
+ 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: 1_000,
+ htlc_maximum_msat,
fee_base_msat: 1,
fee_proportional_millionths: 0,
excess_data: Vec::new(),
network_graph.update_channel(&signed_update).unwrap();
}
- fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
- vec![
- RouteHop {
- pubkey: source_pubkey(),
- node_features: channelmanager::provided_node_features(),
- short_channel_id: 41,
- channel_features: channelmanager::provided_channel_features(),
- fee_msat: 1,
- cltv_expiry_delta: 18,
- },
- RouteHop {
- pubkey: target_pubkey(),
- node_features: channelmanager::provided_node_features(),
- short_channel_id: 42,
- channel_features: channelmanager::provided_channel_features(),
- fee_msat: 2,
- cltv_expiry_delta: 18,
- },
- RouteHop {
- pubkey: recipient_pubkey(),
- node_features: channelmanager::provided_node_features(),
- short_channel_id: 43,
- channel_features: channelmanager::provided_channel_features(),
- 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]
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &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,
// Update minimum liquidity.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params)
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params)
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .as_directed(&recipient, &target, 0, 1_000, decay_params);
assert_eq!(liquidity.min_liquidity_msat(), 800);
assert_eq!(liquidity.max_liquidity_msat(), 1000);
}
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &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,
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params)
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params)
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, decay_params);
assert_eq!(liquidity.min_liquidity_msat(), 400);
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
}
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters::default();
- let mut scorer = ProbabilisticScorer::new(params, &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,
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params)
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .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, &scorer.params)
+ .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, &scorer.params);
+ .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, &scorer.params);
+ .as_directed(&target, &source, 0, 1_000, decay_params);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
}
fn increased_penalty_nearing_liquidity_upper_bound() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ let decay_params = ProbabilisticScoringDecayParameters::default();
+ let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
let source = source_node_id();
let target = target_node_id();
let usage = ChannelUsage {
amount_msat: 1_024,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 0);
+ 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), 47);
+ 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), 2_000);
+ 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: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
+ 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), 125);
+ 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), 198);
+ 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), 300);
+ 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), 425);
+ 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), 602);
+ 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), 902);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
}
#[test]
let logger = TestLogger::new();
let last_updated = SinceEpoch::now();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
considered_impossible_penalty_msat: u64::max_value(),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
+ 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,
let usage = ChannelUsage {
amount_msat: 39,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 0);
- assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
}
#[test]
fn does_not_further_penalize_own_channel() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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: Some(1_000) },
+ 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, &sender, &source, usage), 301);
+ 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, &sender, &source, usage), 301);
+ 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, &sender, &source, usage), 301);
+ 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 logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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);
let usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
+ 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), 301);
+ 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), 602);
+ 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);
let usage = ChannelUsage { amount_msat: 250, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 0);
+ 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), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
}
#[test]
fn sets_liquidity_upper_bound_on_failure() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
considered_impossible_penalty_msat: u64::max_value(),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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);
let usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
+ 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), 301);
+ 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), 602);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
- scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&path, 42);
let usage = ChannelUsage { amount_msat: 250, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
+ 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), u64::max_value());
+ 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), u64::max_value());
+ 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 { hops: path, blinded_tail: None }, 43);
+
+ 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 logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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 usage = ChannelUsage {
amount_msat: 250,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- let path = payment_path_for_amount(500);
- assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
- assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 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, &sender, &source, usage), 128);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
- assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 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 logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- liquidity_offset_half_life: Duration::from_secs(10),
considered_impossible_penalty_msat: u64::max_value(),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..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, &logger);
+ 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: 0,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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);
+ 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), 0);
+ 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), 93);
+ 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), 1_479);
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
SinceEpoch::advance(Duration::from_secs(9));
let usage = ChannelUsage { amount_msat: 128, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 93);
+ 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), 1_479);
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
SinceEpoch::advance(Duration::from_secs(1));
let usage = ChannelUsage { amount_msat: 64, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 34);
+ 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), 1_970);
+ 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), u64::max_value());
+ 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));
let usage = ChannelUsage { amount_msat: 0, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), 0);
+ 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), 2_000);
+ 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), u64::max_value());
+ 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));
let usage = ChannelUsage { amount_msat: 0, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
SinceEpoch::advance(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
}
#[test]
fn decays_liquidity_bounds_without_shift_overflow() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
liquidity_offset_half_life: Duration::from_secs(10),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringDecayParameters::default()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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: 256,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
+ 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, &source, &target, usage), 281);
+ 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, &source, &target, usage), 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, &source, &target, usage), 125);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
}
#[test]
fn restricts_liquidity_bounds_after_decay() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
liquidity_offset_half_life: Duration::from_secs(10),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringDecayParameters::default()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
+ 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, &source, &target, usage), 281);
+ 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, &source, &target, usage), 291);
+ 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, &source, &target, usage), 331);
+ 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, &source, &target, usage), 245);
+ 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, &source, &target, usage), 280);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
}
#[test]
fn restores_persisted_liquidity_bounds() {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- liquidity_offset_half_life: Duration::from_secs(10),
considered_impossible_penalty_msat: u64::max_value(),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringDecayParameters::default()
};
- let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
+ 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: Some(1_000) },
+ 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, &source, &target, usage), u64::max_value());
+ 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, &source, &target, usage), 473);
+ 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, &source, &target, usage), 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, &logger)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 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 logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- liquidity_offset_half_life: Duration::from_secs(10),
considered_impossible_penalty_msat: u64::max_value(),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
+ };
+ let decay_params = ProbabilisticScoringDecayParameters {
+ liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringDecayParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
+ 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: Some(1_000) },
+ 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, &source, &target, usage), u64::max_value());
+ 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, &logger)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
+ <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, &source, &target, usage), 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, &source, &target, usage), 365);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
}
#[test]
// 50k sat reserve).
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringParameters::default();
- let scorer = ProbabilisticScorer::new(params, &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: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
+ 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: Some(1_000) }, ..usage
+ 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), 2739);
+ 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: Some(1_000) }, ..usage
+ 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), 2236);
+ 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: Some(1_000) }, ..usage
+ 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), 1983);
+ 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: Some(1_000) }, ..usage
+ 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), 1637);
+ 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: Some(1_000) }, ..usage
+ 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), 1606);
+ 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: Some(1_000) }, ..usage
+ 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), 1331);
+ 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: Some(1_000) }, ..usage
+ 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), 1387);
+ 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: Some(1_000) }, ..usage
+ 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), 1379);
+ 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: Some(1_000) }, ..usage
+ 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), 1363);
+ 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: Some(1_000) }, ..usage
+ 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), 1355);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
}
#[test]
let usage = ChannelUsage {
amount_msat: 128,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
};
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
- anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
+ anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
- let params = ProbabilisticScoringParameters {
+ 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, ..ProbabilisticScoringParameters::zero_penalty()
+ anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
}
#[test]
let usage = ChannelUsage {
amount_msat: 512_000,
inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
};
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_penalty_amount_multiplier_msat: 0,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_penalty_amount_multiplier_msat: 256,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
+ let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
+ assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
}
#[test]
effective_capacity: EffectiveCapacity::Infinite,
};
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 40_000,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_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 = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
considered_impossible_penalty_msat: u64::max_value(),
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
+ 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), u64::max_value());
+ 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 = ProbabilisticScoringParameters::default();
- let scorer = ProbabilisticScorer::new(params.clone(), &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();
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
+ 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), base_penalty_msat);
+ 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), u64::max_value());
+ 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 = ProbabilisticScoringParameters {
+ 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),
- ..ProbabilisticScoringParameters::zero_penalty()
};
- let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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: Some(1_024) },
+ 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), 47);
+ 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).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
+ 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).iter().collect::<Vec<_>>(), 43);
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
+ 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), 47);
+ 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]
let network_graph = network_graph(&logger);
let source = source_node_id();
let target = target_node_id();
- let params = ProbabilisticScoringParameters {
+ let params = ProbabilisticScoringFeeParameters {
anti_probing_penalty_msat: 500,
- ..ProbabilisticScoringParameters::zero_penalty()
+ ..ProbabilisticScoringFeeParameters::zero_penalty()
};
- let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
+ 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: Some(1_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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: Some(1_024_000) },
+ 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), 500);
+ 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: Some(512_000) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
+ 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: Some(511_999) },
+ effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
};
- assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
+ 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);
}
}
projects / rust-lightning / blobdiff