X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=0e04c63903392b8ccfc36d72c3fa87109b86c17b;hb=f53d13bcb8220b3ce39e51a4d20beb23b3930d1f;hp=dfda3d2f867d189c7f36de9b45072c01bed98816;hpb=797a648b6caa105e4c6edd9dba337eebb15bc97c;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index dfda3d2f..0e04c639 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -20,6 +20,7 @@ //! # use lightning::routing::network_graph::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters}; +//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface}; //! # use lightning::util::logger::{Logger, Record}; //! # use secp256k1::key::PublicKey; //! # @@ -32,16 +33,17 @@ //! # //! // Use the default channel penalties. //! let params = ProbabilisticScoringParameters::default(); -//! let scorer = ProbabilisticScorer::new(params, &network_graph); +//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); //! //! // Or use custom channel penalties. //! let params = ProbabilisticScoringParameters { //! liquidity_penalty_multiplier_msat: 2 * 1000, //! ..ProbabilisticScoringParameters::default() //! }; -//! let scorer = ProbabilisticScorer::new(params, &network_graph); +//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); +//! # let random_seed_bytes = [42u8; 32]; //! -//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer); +//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes); //! # } //! ``` //! @@ -56,8 +58,10 @@ use ln::msgs::DecodeError; use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; use util::ser::{Readable, ReadableArgs, Writeable, Writer}; +use util::logger::Logger; use prelude::*; +use core::fmt; use core::cell::{RefCell, RefMut}; use core::ops::{Deref, DerefMut}; use core::time::Duration; @@ -189,15 +193,12 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { } } +#[derive(Clone)] /// [`Score`] implementation that uses a fixed penalty. pub struct FixedPenaltyScorer { penalty_msat: u64, } -impl_writeable_tlv_based!(FixedPenaltyScorer, { - (0, penalty_msat, required), -}); - impl FixedPenaltyScorer { /// Creates a new scorer using `penalty_msat`. pub fn with_penalty(penalty_msat: u64) -> Self { @@ -215,6 +216,22 @@ impl Score for FixedPenaltyScorer { fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} } +impl Writeable for FixedPenaltyScorer { + #[inline] + fn write(&self, w: &mut W) -> Result<(), io::Error> { + write_tlv_fields!(w, {}); + Ok(()) + } +} + +impl ReadableArgs for FixedPenaltyScorer { + #[inline] + fn read(r: &mut R, penalty_msat: u64) -> Result { + read_tlv_fields!(r, {}); + Ok(Self { penalty_msat }) + } +} + /// [`Score`] implementation that provides reasonable default behavior. /// /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with @@ -252,6 +269,7 @@ pub struct ScorerUsingTime { channel_failures: HashMap>, } +#[derive(Clone)] /// Parameters for configuring [`Scorer`]. pub struct ScoringParameters { /// A fixed penalty in msats to apply to each channel. @@ -487,32 +505,41 @@ impl Readable for ChannelFailure { /// behavior. /// /// [1]: https://arxiv.org/abs/2107.05322 -pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; /// Probabilistic [`Score`] implementation. /// /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias. -pub struct ProbabilisticScorerUsingTime, T: Time> { +pub struct ProbabilisticScorerUsingTime, L: Deref, T: Time> where L::Target: Logger { params: ProbabilisticScoringParameters, network_graph: G, + logger: L, // TODO: Remove entries of closed channels. channel_liquidities: HashMap>, } /// Parameters for configuring [`ProbabilisticScorer`]. +/// +/// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel +/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel). #[derive(Clone, Copy)] pub struct ProbabilisticScoringParameters { - /// A multiplier used to determine the amount in msats willing to be paid to avoid routing - /// through a channel, as per multiplying by the negative `log10` of the channel's success - /// probability for a payment. + /// A fixed penalty in msats to apply to each channel. + /// + /// Default value: 500 msat + pub base_penalty_msat: u64, + + /// A multiplier used in conjunction with the negative `log10` of the channel's success + /// probability for a payment to determine the liquidity penalty. /// - /// The success probability is determined by the effective channel capacity, the payment amount, - /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of - /// the success probability is 0.01, effectively limiting the penalty to the range - /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based - /// on [`liquidity_offset_half_life`]. + /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful + /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The + /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to + /// lower bounding the success probability to `0.01`) when the amount falls within the + /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will + /// result in a `u64::max_value` penalty, however. /// - /// Default value: 10,000 msat + /// Default value: 40,000 msat /// /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, @@ -531,12 +558,26 @@ pub struct ProbabilisticScoringParameters { /// 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_writeable_tlv_based!(ProbabilisticScoringParameters, { - (0, liquidity_penalty_multiplier_msat, required), - (2, liquidity_offset_half_life, required), -}); + /// A multiplier used in conjunction with a payment amount and the negative `log10` of the + /// channel's success probability for the payment to determine the amount penalty. + /// + /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e., + /// fees plus penalty) for large payments. The penalty is computed as the product of this + /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the + /// success probability. + /// + /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20` + /// + /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of + /// the amount will result in a penalty of the multiplier. And, as the success probability + /// decreases, the negative `log10` weighting will increase dramatically. For higher success + /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will + /// fall below `1`. + /// + /// Default value: 256 msat + pub amount_penalty_multiplier_msat: u64, +} /// Accounting for channel liquidity balance uncertainty. /// @@ -565,13 +606,14 @@ struct DirectedChannelLiquidity, T: Time, U: Deref, T: Time> ProbabilisticScorerUsingTime { +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) -> Self { + pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self { Self { params, network_graph, + logger, channel_liquidities: HashMap::new(), } } @@ -583,11 +625,25 @@ impl, T: Time> ProbabilisticScorerUsingTime Self { + Self { + base_penalty_msat: 0, + liquidity_penalty_multiplier_msat: 0, + liquidity_offset_half_life: Duration::from_secs(3600), + amount_penalty_multiplier_msat: 0, + } + } +} + impl Default for ProbabilisticScoringParameters { fn default() -> Self { Self { - liquidity_penalty_multiplier_msat: 10_000, + base_penalty_msat: 500, + liquidity_penalty_multiplier_msat: 40_000, liquidity_offset_half_life: Duration::from_secs(3600), + amount_penalty_multiplier_msat: 256, } } } @@ -645,21 +701,72 @@ impl ChannelLiquidity { } } +/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success +/// probabilities. +const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2; + +/// The rough cutoff at which our precision falls off and we should stop bothering to try to log a +/// ratio, as X in 1/X. +const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; + +/// The divisor used when computing the amount penalty. +const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; + impl, T: Time, U: Deref> DirectedChannelLiquidity { - /// Returns the success probability of routing the given HTLC `amount_msat` through the channel - /// in this direction. - fn success_probability(&self, amount_msat: u64) -> f64 { + /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this + /// direction. + fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 { let max_liquidity_msat = self.max_liquidity_msat(); let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); - if amount_msat > max_liquidity_msat { - 0.0 - } else if amount_msat <= min_liquidity_msat { - 1.0 + if amount_msat <= min_liquidity_msat { + 0 + } else if amount_msat >= max_liquidity_msat { + if amount_msat > max_liquidity_msat { + u64::max_value() + } else if max_liquidity_msat != self.capacity_msat { + // Avoid using the failed channel on retry. + u64::max_value() + } else { + // Equivalent to hitting the else clause below with the amount equal to the + // effective capacity and without any certainty on the liquidity upper bound. + let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048; + self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params) + } } else { - let numerator = max_liquidity_msat + 1 - amount_msat; - let denominator = max_liquidity_msat + 1 - min_liquidity_msat; - numerator as f64 / denominator as f64 - }.max(0.01) // Lower bound the success probability to ensure some channel is selected. + let numerator = (max_liquidity_msat - amount_msat).saturating_add(1); + let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1); + if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR { + // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64), + // don't bother trying to use the log approximation as it gets too noisy to be + // particularly helpful, instead just round down to 0 and return the base penalty. + params.base_penalty_msat + } else { + let negative_log10_times_2048 = + approx::negative_log10_times_2048(numerator, denominator); + self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params) + } + } + } + + /// Computes the liquidity and amount penalties and adds them to the base penalty. + #[inline(always)] + fn combined_penalty_msat( + &self, amount_msat: u64, negative_log10_times_2048: u64, + params: ProbabilisticScoringParameters + ) -> u64 { + let liquidity_penalty_msat = { + // Upper bound the liquidity penalty to ensure some channel is selected. + let multiplier_msat = params.liquidity_penalty_multiplier_msat; + let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND); + (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat) + }; + let amount_penalty_msat = negative_log10_times_2048 + .saturating_mul(params.amount_penalty_multiplier_msat) + .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR; + + params.base_penalty_msat + .saturating_add(liquidity_penalty_msat) + .saturating_add(amount_penalty_msat) } /// Returns the lower bound of the channel liquidity balance in this direction. @@ -684,22 +791,29 @@ impl, T: Time, U: Deref> DirectedChannelLiqui impl, 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) { + fn failed_at_channel(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { if amount_msat < self.max_liquidity_msat() { + log_debug!(logger, "Setting max liquidity of {} to {}", chan_descr, amount_msat); self.set_max_liquidity_msat(amount_msat); + } else { + log_trace!(logger, "Max liquidity of {} already more than {}", chan_descr, amount_msat); } } /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream. - fn failed_downstream(&mut self, amount_msat: u64) { + fn failed_downstream(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { if amount_msat > self.min_liquidity_msat() { + log_debug!(logger, "Setting min liquidity of {} to {}", chan_descr, amount_msat); self.set_min_liquidity_msat(amount_msat); + } else { + log_trace!(logger, "Min liquidity of {} already less than {}", chan_descr, amount_msat); } } /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`. - fn successful(&mut self, amount_msat: u64) { + fn successful(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0); + log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat); self.set_max_liquidity_msat(max_liquidity_msat); } @@ -726,34 +840,34 @@ impl, T: Time, U: DerefMut> DirectedChanne } } -impl, T: Time> Score for ProbabilisticScorerUsingTime { +impl, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime where L::Target: Logger { fn channel_penalty_msat( &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId ) -> u64 { - let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat; let liquidity_offset_half_life = self.params.liquidity_offset_half_life; - let success_probability = self.channel_liquidities + self.channel_liquidities .get(&short_channel_id) .unwrap_or(&ChannelLiquidity::new()) .as_directed(source, target, capacity_msat, liquidity_offset_half_life) - .success_probability(amount_msat); - // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return - // u64::max_value instead. - debug_assert!(success_probability > core::f64::EPSILON); - (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64 + .penalty_msat(amount_msat, self.params) } fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); let liquidity_offset_half_life = self.params.liquidity_offset_half_life; + log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat); let network_graph = self.network_graph.read_only(); - for hop in path { + for (hop_idx, hop) in path.iter().enumerate() { let target = NodeId::from_pubkey(&hop.pubkey); let channel_directed_from_source = network_graph.channels() .get(&hop.short_channel_id) .and_then(|channel| channel.as_directed_to(&target)); + if hop.short_channel_id == short_channel_id && hop_idx == 0 { + log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id); + } + // Only score announced channels. if let Some((channel, source)) = channel_directed_from_source { let capacity_msat = channel.effective_capacity().as_msat(); @@ -762,7 +876,7 @@ impl, T: Time> Score for ProbabilisticScorerUsin .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) - .failed_at_channel(amount_msat); + .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); break; } @@ -770,7 +884,10 @@ impl, T: Time> Score for ProbabilisticScorerUsin .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) - .failed_downstream(amount_msat); + .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); + } else { + log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", + hop.short_channel_id); } } } @@ -778,6 +895,8 @@ impl, T: Time> Score for ProbabilisticScorerUsin fn payment_path_successful(&mut self, path: &[&RouteHop]) { let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); let liquidity_offset_half_life = self.params.liquidity_offset_half_life; + 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); let network_graph = self.network_graph.read_only(); for hop in path { let target = NodeId::from_pubkey(&hop.pubkey); @@ -792,13 +911,326 @@ impl, T: Time> Score for ProbabilisticScorerUsin .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) - .successful(amount_msat); + .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); + } else { + log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", + hop.short_channel_id); + } + } + } +} + +mod approx { + const BITS: u32 = 64; + const HIGHEST_BIT: u32 = BITS - 1; + const LOWER_BITS: u32 = 6; + pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS; + const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1; + + /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the + /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index. + const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [ + [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, + 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, + 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, + 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], + [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, + 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, + 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, + 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977], + [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, + 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, + 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, + 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731], + [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954, + 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133, + 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281, + 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409], + [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619, + 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789, + 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931, + 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054], + [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259, + 3281, 3281, 3303, 3303, 3324, 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28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547, + 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711, + 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849, + 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969], + [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163, + 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327, + 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466, + 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585], + [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780, + 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944, + 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082, + 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202], + [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396, + 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560, + 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699, + 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818], + [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013, + 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177, + 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315, + 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435], + [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629, + 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793, + 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932, + 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052], + [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246, + 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410, + 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548, + 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668], + [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862, + 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026, + 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165, + 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285], + [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479, + 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643, + 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781, + 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901], + [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095, + 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259, + 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398, + 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518], + [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712, + 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876, + 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014, + 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134], + [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328, + 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492, + 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631, + 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751], + [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945, + 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109, + 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247, + 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367], + [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561, + 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725, + 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864, + 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984], + [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178, + 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342, + 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480, + 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600], + [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794, + 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958, + 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097, + 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217], + [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411, + 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575, + 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713, + 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833], + [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027, + 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191, + 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330, + 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450], + ]; + + /// Approximate `log10(numerator / denominator) * 2048` using a look-up table. + #[inline] + pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 { + // Multiply the -1 through to avoid needing to use signed numbers. + (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64 + } + + #[inline] + fn log10_times_2048(x: u64) -> u16 { + debug_assert_ne!(x, 0); + let most_significant_bit = HIGHEST_BIT - x.leading_zeros(); + let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK; + LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize] + } + + #[cfg(test)] + mod tests { + use super::*; + + #[test] + fn prints_negative_log10_times_2048_lookup_table() { + for msb in 0..BITS { + for i in 0..LOWER_BITS_BOUND { + let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb); + let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16; + assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]); + + if i % LOWER_BITS_BOUND == 0 { + print!("\t\t[{}, ", log10_times_2048); + } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 { + println!("{}],", log10_times_2048); + } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 { + print!("{},\n\t\t\t", log10_times_2048); + } else { + print!("{}, ", log10_times_2048); + } + } } } } } -impl, T: Time> Writeable for ProbabilisticScorerUsingTime { +impl, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime where L::Target: Logger { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { write_tlv_fields!(w, { @@ -808,16 +1240,13 @@ impl, T: Time> Writeable for ProbabilisticScorer } } -impl ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime -where - G: Deref, - T: Time, -{ +impl, L: Deref, T: Time> +ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { #[inline] fn read( - r: &mut R, args: (ProbabilisticScoringParameters, G) + r: &mut R, args: (ProbabilisticScoringParameters, G, L) ) -> Result { - let (params, network_graph) = args; + let (params, network_graph, logger) = args; let mut channel_liquidities = HashMap::new(); read_tlv_fields!(r, { (0, channel_liquidities, required) @@ -825,6 +1254,7 @@ where Ok(Self { params, network_graph, + logger, channel_liquidities, }) } @@ -946,6 +1376,7 @@ mod tests { use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; use util::ser::{Readable, ReadableArgs, Writeable}; + use util::test_utils::TestLogger; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; @@ -1290,7 +1721,7 @@ mod tests { // `ProbabilisticScorer` tests /// A probabilistic scorer for testing with time that can be manually advanced. - type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>; + type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, &'a TestLogger, SinceEpoch>; fn sender_privkey() -> SecretKey { SecretKey::from_slice(&[41; 32]).unwrap() @@ -1416,10 +1847,11 @@ mod tests { #[test] fn liquidity_bounds_directed_from_lowest_node_id() { + let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); - let mut scorer = ProbabilisticScorer::new(params, &network_graph) + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated @@ -1490,10 +1922,11 @@ mod tests { #[test] fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { + let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); - let mut scorer = ProbabilisticScorer::new(params, &network_graph) + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated @@ -1547,10 +1980,11 @@ mod tests { #[test] fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { + let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); - let mut scorer = ProbabilisticScorer::new(params, &network_graph) + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated @@ -1604,36 +2038,40 @@ mod tests { #[test] fn increased_penalty_nearing_liquidity_upper_bound() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph); + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4); - assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45); - assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 47); + assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000); - assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57); - assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); - assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); - assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425); - assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); - assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125); + assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 198); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 425); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 902); } #[test] fn constant_penalty_outside_liquidity_bounds() { + let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph) + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated @@ -1643,45 +2081,49 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0); assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0); - assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000); - assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000); + assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value()); } #[test] fn does_not_further_penalize_own_channel() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let sender = sender_node_id(); let source = source_node_id(); let failed_path = payment_path_for_amount(500); let successful_path = payment_path_for_amount(200); - assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301); scorer.payment_path_failed(&failed_path.iter().collect::>(), 41); - assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301); scorer.payment_path_successful(&successful_path.iter().collect::>()); - assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301); } #[test] fn sets_liquidity_lower_bound_on_downstream_failure() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let path = payment_path_for_amount(500); - assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); - assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602); scorer.payment_path_failed(&path.iter().collect::>(), 43); @@ -1692,58 +2134,64 @@ mod tests { #[test] fn sets_liquidity_upper_bound_on_failure() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let path = payment_path_for_amount(500); - assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); - assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602); scorer.payment_path_failed(&path.iter().collect::>(), 42); assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000); - assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value()); } #[test] fn reduces_liquidity_upper_bound_along_path_on_success() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { - liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let sender = sender_node_id(); let source = source_node_id(); let target = target_node_id(); let recipient = recipient_node_id(); let path = payment_path_for_amount(500); - assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124); - assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); - assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124); + assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128); + assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128); scorer.payment_path_successful(&path.iter().collect::>()); - assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124); + assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128); assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300); assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300); } #[test] fn decays_liquidity_bounds_over_time() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -1754,21 +2202,21 @@ mod tests { scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::>(), 43); assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92); - assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424); - assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 93); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_479); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value()); SinceEpoch::advance(Duration::from_secs(9)); assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92); - assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424); - assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 93); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_479); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value()); SinceEpoch::advance(Duration::from_secs(1)); assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0); assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34); - assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812); - assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_970); + assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value()); // Fully decay liquidity lower bound. SinceEpoch::advance(Duration::from_secs(10 * 7)); @@ -1789,15 +2237,17 @@ mod tests { #[test] fn decays_liquidity_bounds_without_shift_overflow() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125); scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 42); assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281); @@ -1805,20 +2255,22 @@ mod tests { // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat // would cause an overflow. SinceEpoch::advance(Duration::from_secs(10 * 64)); - assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125); } #[test] fn restricts_liquidity_bounds_after_decay() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -1831,17 +2283,17 @@ mod tests { // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 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, 512, 1_024, &source, &target), 333); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 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, 512, 1_024, &source, &target), 247); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 245); // Further decaying affects the lower bound more than the upper bound (128, 928). SinceEpoch::advance(Duration::from_secs(10)); @@ -1850,20 +2302,22 @@ mod tests { #[test] fn restores_persisted_liquidity_bounds() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value()); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 473); scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); @@ -1873,23 +2327,25 @@ mod tests { let mut serialized_scorer = io::Cursor::new(&serialized_scorer); let deserialized_scorer = - ::read(&mut serialized_scorer, (params, &network_graph)).unwrap(); + ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); } #[test] fn decays_persisted_liquidity_bounds() { + let logger = TestLogger::new(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); - assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value()); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); @@ -1898,13 +2354,100 @@ mod tests { let mut serialized_scorer = io::Cursor::new(&serialized_scorer); let deserialized_scorer = - ::read(&mut serialized_scorer, (params, &network_graph)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475); + ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 473); scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 365); + } + + #[test] + fn scores_realistic_payments() { + // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a + // 50k sat reserve). + let logger = TestLogger::new(); + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 950_000_000, &source, &target), 3613); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 1_950_000_000, &source, &target), 1977); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 2_950_000_000, &source, &target), 1474); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 3_950_000_000, &source, &target), 1223); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 4_950_000_000, &source, &target), 877); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 5_950_000_000, &source, &target), 845); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 6_950_000_000, &source, &target), 500); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_450_000_000, &source, &target), 500); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_950_000_000, &source, &target), 500); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 8_950_000_000, &source, &target), 500); + assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 9_950_000_000, &source, &target), 500); + } + + #[test] + fn adds_base_penalty_to_liquidity_penalty() { + let logger = TestLogger::new(); + let network_graph = network_graph(); + let source = source_node_id(); + let target = target_node_id(); + + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58); + + let params = ProbabilisticScoringParameters { + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558); + } + + #[test] + fn adds_amount_penalty_to_liquidity_penalty() { + let logger = TestLogger::new(); + let network_graph = network_graph(); + let source = source_node_id(); + let target = target_node_id(); + + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + amount_penalty_multiplier_msat: 0, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300); + + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + amount_penalty_multiplier_msat: 256, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337); + } + + #[test] + fn calculates_log10_without_overflowing_u64_max_value() { + let logger = TestLogger::new(); + let network_graph = network_graph(); + let source = source_node_id(); + let target = target_node_id(); + + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 40_000, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!( + scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target), + 80_000, + ); } }