X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;ds=sidebyside;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=9e5e3e45b27eabdb485c578c3721e1d8477cf139;hb=28f303c19376b1f9502a617a946dfd0325887f4b;hp=7504e0840d2683125cf75144fd445b070c6f08da;hpb=aa4b429eb213101f64a828dc80a6438912e8664e;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 7504e084..9e5e3e45 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -19,8 +19,8 @@ //! # //! # use lightning::routing::gossip::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; -//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters}; -//! # use lightning::chain::keysinterface::KeysManager; +//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters}; +//! # use lightning::sign::KeysManager; //! # use lightning::util::logger::{Logger, Record}; //! # use bitcoin::secp256k1::PublicKey; //! # @@ -32,18 +32,20 @@ //! # 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); //! # } //! ``` //! @@ -56,7 +58,7 @@ use crate::ln::msgs::DecodeError; use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; -use crate::routing::router::RouteHop; +use crate::routing::router::Path; use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer}; use crate::util::logger::Logger; use crate::util::time::Time; @@ -86,6 +88,10 @@ macro_rules! define_score { ($($supertrait: path)*) => { /// /// 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`. /// @@ -95,42 +101,43 @@ pub trait Score $(: $supertrait)* { /// [`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 $(+ $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) } } @@ -150,8 +157,11 @@ define_score!(); /// /// [`find_route`]: crate::routing::router::find_route pub trait LockableScore<'a> { + /// The [`Score`] type. + type Score: 'a + Score; + /// The locked [`Score`] type. - type Locked: 'a + Score; + type Locked: DerefMut + Sized; /// Returns the locked scorer. fn lock(&'a self) -> Self::Locked; @@ -165,62 +175,38 @@ pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {} #[cfg(not(c_bindings))] impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {} - -/// (C-not exported) +#[cfg(not(c_bindings))] impl<'a, T: 'a + Score> LockableScore<'a> for Mutex { + type Score = T; type Locked = MutexGuard<'a, T>; - fn lock(&'a self) -> MutexGuard<'a, T> { + fn lock(&'a self) -> Self::Locked { Mutex::lock(self).unwrap() } } +#[cfg(not(c_bindings))] impl<'a, T: 'a + Score> LockableScore<'a> for RefCell { + type Score = T; type Locked = RefMut<'a, T>; - fn lock(&'a self) -> RefMut<'a, T> { + fn lock(&'a self) -> Self::Locked { self.borrow_mut() } } #[cfg(c_bindings)] /// A concrete implementation of [`LockableScore`] which supports multi-threading. -pub struct MultiThreadedLockableScore { - score: Mutex, -} -#[cfg(c_bindings)] -/// A locked `MultiThreadedLockableScore`. -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) - } - fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { - self.0.payment_path_failed(path, short_channel_id) - } - fn payment_path_successful(&mut self, path: &[&RouteHop]) { - self.0.payment_path_successful(path) - } - fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { - self.0.probe_failed(path, short_channel_id) - } - fn probe_successful(&mut self, path: &[&RouteHop]) { - self.0.probe_successful(path) - } -} -#[cfg(c_bindings)] -impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> { - fn write(&self, writer: &mut W) -> Result<(), io::Error> { - self.0.write(writer) - } +pub struct MultiThreadedLockableScore { + score: Mutex, } #[cfg(c_bindings)] -impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { +impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore { + type Score = T; type Locked = MultiThreadedScoreLock<'a, T>; - fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> { + fn lock(&'a self) -> Self::Locked { MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap()) } } @@ -233,7 +219,7 @@ impl Writeable for MultiThreadedLockableScore { } #[cfg(c_bindings)] -impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore {} +impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore {} #[cfg(c_bindings)] impl MultiThreadedLockableScore { @@ -244,21 +230,34 @@ impl MultiThreadedLockableScore { } #[cfg(c_bindings)] -/// (C-not exported) -impl<'a, T: Writeable> Writeable for RefMut<'a, T> { +/// A locked `MultiThreadedLockableScore`. +pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>); + +#[cfg(c_bindings)] +impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> { fn write(&self, writer: &mut W) -> Result<(), io::Error> { - T::write(&**self, writer) + self.0.write(writer) } } #[cfg(c_bindings)] -/// (C-not exported) -impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { - fn write(&self, writer: &mut W) -> Result<(), io::Error> { - S::write(&**self, writer) - } +impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> { + fn deref_mut(&mut self) -> &mut Self::Target { + self.0.deref_mut() + } } +#[cfg(c_bindings)] +impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> { + type Target = T; + + fn deref(&self) -> &Self::Target { + self.0.deref() + } +} + + + /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`]. #[derive(Clone, Copy, Debug, PartialEq)] pub struct ChannelUsage { @@ -287,17 +286,18 @@ impl FixedPenaltyScorer { } 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 { @@ -317,7 +317,7 @@ impl ReadableArgs for FixedPenaltyScorer { } #[cfg(not(feature = "no-std"))] -type ConfiguredTime = std::time::Instant; +type ConfiguredTime = crate::util::time::MonotonicTime; #[cfg(feature = "no-std")] use crate::util::time::Eternity; #[cfg(feature = "no-std")] @@ -354,19 +354,19 @@ 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 = ProbabilisticScorerUsingTime::; /// 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>, L: Deref, T: Time> where L::Target: Logger { - params: ProbabilisticScoringParameters, + decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L, // TODO: Remove entries of closed channels. @@ -381,7 +381,7 @@ where L::Target: Logger { /// 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 @@ -416,30 +416,9 @@ pub struct ProbabilisticScoringParameters { /// /// 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. @@ -496,27 +475,18 @@ pub struct ProbabilisticScoringParameters { /// [`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, /// 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, @@ -541,6 +511,136 @@ pub struct ProbabilisticScoringParameters { 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) { + 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)] @@ -550,7 +650,7 @@ struct HistoricalBucketRangeTracker { 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. // @@ -571,6 +671,12 @@ impl HistoricalBucketRangeTracker { // // 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() { @@ -697,23 +803,24 @@ struct ChannelLiquidity { /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and /// decayed with a given half life. -struct DirectedChannelLiquidity<'a, L: Deref, BRT: Deref, T: Time, U: Deref> { +struct DirectedChannelLiquidity, BRT: Deref, T: Time, U: Deref> { 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>, L: Deref, T: Time> ProbabilisticScorerUsingTime 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(), @@ -739,14 +846,14 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU let log_direction = |source, target| { if let Some((directed_info, _)) = chan_debug.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, &self.params); + 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.params.historical_no_updates_half_life); + *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", @@ -781,7 +888,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, 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())); } } @@ -818,14 +925,14 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, &self.params); + 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.params.historical_no_updates_half_life); + *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(); @@ -835,77 +942,6 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU } 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) { - for id in node_ids { - self.manual_node_penalties.insert(id, u64::max_value()); - } - } -} - -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, - } - } } impl ChannelLiquidity { @@ -922,9 +958,9 @@ impl ChannelLiquidity { /// 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, @@ -939,18 +975,19 @@ impl ChannelLiquidity { 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, @@ -965,10 +1002,11 @@ impl ChannelLiquidity { 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, } } } @@ -985,10 +1023,10 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30; -impl, BRT: Deref, T: Time, U: Deref> DirectedChannelLiquidity<'_, L, BRT, T, U> { +impl, BRT: Deref, T: Time, U: Deref> 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); @@ -1000,9 +1038,9 @@ impl, BRT: Deref, // 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); @@ -1015,14 +1053,23 @@ impl, BRT: Deref, 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 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; } @@ -1032,23 +1079,24 @@ impl, BRT: Deref, }; if let Some(cumulative_success_prob_times_billion) = buckets .calculate_success_probability_times_billion(self.now, *self.last_updated, - params.historical_no_updates_half_life, payment_amt_64th_bucket as u8) + 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)); } } @@ -1080,20 +1128,24 @@ impl, BRT: Deref, /// 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, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity<'_, L, BRT, T, U> { +impl, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity { /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. fn failed_at_channel(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { let existing_max_msat = self.max_liquidity_msat(); @@ -1104,6 +1156,7 @@ impl, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime 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; @@ -1194,29 +1246,29 @@ impl>, L: Deref, T: Time> Score for Probabilis }, 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) @@ -1234,13 +1286,13 @@ impl>, L: Deref, T: Time> Score for Probabilis 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); } else { 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_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } } else { @@ -1251,12 +1303,12 @@ impl>, L: Deref, T: Time> Score for Probabilis } } - 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) @@ -1268,7 +1320,7 @@ impl>, L: Deref, T: Time> Score for Probabilis 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).", @@ -1277,11 +1329,11 @@ impl>, L: Deref, T: Time> Score for Probabilis } } - 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()) } } @@ -1607,18 +1659,18 @@ impl>, L: Deref, T: Time> Writeable for Probab } impl>, L: Deref, T: Time> -ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { +ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { #[inline] fn read( - r: &mut R, args: (ProbabilisticScoringParameters, G, L) + r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L) ) -> Result { - 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, @@ -1680,7 +1732,8 @@ impl Readable for ChannelLiquidity { #[cfg(test)] mod tests { - use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; + 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; @@ -1688,10 +1741,10 @@ mod tests { use crate::ln::channelmanager; use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; - use crate::routing::router::RouteHop; + use crate::routing::router::{BlindedTail, Path, RouteHop}; use crate::routing::scoring::{ChannelUsage, Score}; use crate::util::ser::{ReadableArgs, Writeable}; - use crate::util::test_utils::TestLogger; + use crate::util::test_utils::{self, TestLogger}; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; @@ -1759,8 +1812,7 @@ mod tests { } 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()); @@ -1796,13 +1848,13 @@ mod tests { 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(); @@ -1813,7 +1865,7 @@ mod tests { 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(), @@ -1838,12 +1890,14 @@ mod tests { } } - fn payment_path_for_amount(amount_msat: u64) -> Vec { - vec![ - path_hop(source_pubkey(), 41, 1), - path_hop(target_pubkey(), 42, 2), - path_hop(recipient_pubkey(), 43, amount_msat), - ] + 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] @@ -1851,8 +1905,8 @@ mod tests { 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, @@ -1874,52 +1928,52 @@ mod tests { // 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); } @@ -1929,8 +1983,8 @@ mod tests { 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, @@ -1943,42 +1997,42 @@ mod tests { // 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); } @@ -1988,8 +2042,8 @@ mod tests { 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, @@ -2002,42 +2056,42 @@ mod tests { // 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); } @@ -2046,11 +2100,12 @@ mod tests { 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(); @@ -2059,32 +2114,32 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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: 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] @@ -2092,12 +2147,15 @@ mod tests { 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, @@ -2112,23 +2170,23 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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 { @@ -2139,24 +2197,24 @@ mod tests { 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::>(), 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::>()); - 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); @@ -2166,32 +2224,32 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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::>(), 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); @@ -2201,20 +2259,20 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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::>(), 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] @@ -2226,8 +2284,7 @@ mod tests { // 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 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(); @@ -2252,39 +2309,39 @@ mod tests { let node_c = NodeId::from_pubkey(&pub_c); let node_d = NodeId::from_pubkey(&pub_d); - 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 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); + 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), 128); - assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128); + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128); - scorer.payment_path_failed(&path.iter().collect::>(), 43); + scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43); - assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80); + 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), 128); - assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128); + 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(); @@ -2294,30 +2351,32 @@ mod tests { inflight_htlc_msat: 0, 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::>()); + 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 mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringDecayParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -2326,77 +2385,80 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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::>(), 42); - scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::>(), 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 { @@ -2404,30 +2466,33 @@ mod tests { 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), 125); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); - scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 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 { @@ -2436,43 +2501,46 @@ mod tests { 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::>(), 42); - scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 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::>()); - 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::>(), 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 { @@ -2481,35 +2549,38 @@ mod tests { effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 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::>(), 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 = - ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300); + ::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 { @@ -2518,8 +2589,8 @@ mod tests { effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 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(); @@ -2528,14 +2599,14 @@ mod tests { let mut serialized_scorer = io::Cursor::new(&serialized_scorer); let deserialized_scorer = - ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473); + ::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::>(), 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] @@ -2544,8 +2615,8 @@ mod tests { // 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(); @@ -2554,47 +2625,47 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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: 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: 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: 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: 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: 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: 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: 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: 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: 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: 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] @@ -2609,28 +2680,28 @@ mod tests { 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] @@ -2645,21 +2716,21 @@ mod tests { 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] @@ -2674,23 +2745,24 @@ mod tests { 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(); @@ -2699,18 +2771,18 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 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(); @@ -2720,26 +2792,29 @@ mod tests { 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(); @@ -2749,12 +2824,12 @@ mod tests { 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::>(), 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), @@ -2762,8 +2837,8 @@ mod tests { // Even after we tell the scorer we definitely have enough available liquidity, it will // still remember that there was some failure in the past, and assign a non-0 penalty. - scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::>(), 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]))); @@ -2771,11 +2846,38 @@ mod tests { // 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] @@ -2784,11 +2886,11 @@ mod tests { 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 { @@ -2796,7 +2898,7 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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 { @@ -2804,7 +2906,7 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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 { @@ -2812,7 +2914,7 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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 { @@ -2820,6 +2922,56 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 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); } }