//! # 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::chain::keysinterface::KeysManager;
//! # use lightning::util::logger::{Logger, Record};
//! # use bitcoin::secp256k1::PublicKey;
//! #
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;
}
/// 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) {
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 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.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);
}
None
}
+ /// Query the historical estimated minimum and maximum liquidity available for sending a
+ /// payment over the channel with `scid` towards the given `target` node.
+ ///
+ /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
+ /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
+ /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
+ /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
+ /// Because the values are slowly decayed, more recent data points are weighted more heavily
+ /// than older datapoints.
+ ///
+ /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
+ /// relative to the channel's total capacity is calculated by dividing that bucket's value with
+ /// the total of all buckets for the given bound.
+ ///
+ /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
+ /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
+ /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
+ /// both in the top and bottom octile, and roughly with similar (recent) frequency.
+ ///
+ /// Because the datapoints are decayed slowly over time, values will eventually return to
+ /// `Some(([0; 8], [0; 8]))`.
+ pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
+ -> Option<([u16; 8], [u16; 8])> {
+ let graph = self.network_graph.read_only();
+
+ if let Some(chan) = graph.channels().get(&scid) {
+ if let Some(liq) = self.channel_liquidities.get(&scid) {
+ if let Some((directed_info, source)) = chan.as_directed_to(target) {
+ let amt = directed_info.effective_capacity().as_msat();
+ let dir_liq = liq.as_directed(source, target, amt, &self.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.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
+ }
+
/// 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) {
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;
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,
+ 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,
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;
}
.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)
.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, capacity_msat, &self.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; }
}
}
#[cfg(test)]
mod tests {
use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
+ use crate::util::config::UserConfig;
use crate::util::time::Time;
use crate::util::time::tests::SinceEpoch;
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()[..])[..]);
network_graph.update_channel(&signed_update).unwrap();
}
+ 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) -> 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,
- },
+ path_hop(source_pubkey(), 41, 1),
+ path_hop(target_pubkey(), 42, 2),
+ path_hop(recipient_pubkey(), 43, amount_msat),
]
}
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);
let usage = ChannelUsage { amount_msat: 10_240, ..usage };
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);
let usage = ChannelUsage { amount_msat: 256, ..usage };
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);
let usage = ChannelUsage { amount_msat: 50, ..usage };
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);
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);
let usage = ChannelUsage { amount_msat: 500, ..usage };
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);
let usage = ChannelUsage { amount_msat: 500, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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 genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let mut network_graph = NetworkGraph::new(genesis_hash, &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 = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &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), 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), 128);
+ assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 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), 128);
+ assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
+ }
+
#[test]
fn reduces_liquidity_upper_bound_along_path_on_success() {
let logger = TestLogger::new();
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);
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);
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
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);
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);
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);
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);
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);
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);
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);
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);
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);
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);
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);
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);
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);
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);
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);
}
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 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 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());
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.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);
+ // 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);
+ // 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);
+ // 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])));
}
#[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 },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
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);
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);
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);
}
projects / rust-lightning / blobdiff