X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=335a6f1a23411a6ab5c4ccad2fd2a478857bc38b;hb=0357f6a8c9ce3192fb457f4082b2becde7bc58c5;hp=643425bb214a05347a307144ae965b934fe52780;hpb=68d791ad84b90f54ec7db67cd1b4fbf74e1b9c1e;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 643425bb..335a6f1a 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; //! # @@ -40,8 +41,9 @@ //! ..ProbabilisticScoringParameters::default() //! }; //! let scorer = ProbabilisticScorer::new(params, &network_graph); +//! # 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); //! # } //! ``` //! @@ -189,16 +191,65 @@ 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 FixedPenaltyScorer { + /// Creates a new scorer using `penalty_msat`. + pub fn with_penalty(penalty_msat: u64) -> Self { + Self { penalty_msat } + } +} + +impl Score for FixedPenaltyScorer { + fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 { + self.penalty_msat + } + + fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} + + 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 }) + } +} + +#[cfg(not(feature = "no-std"))] /// [`Score`] implementation that provides reasonable default behavior. /// /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with /// slightly higher fees are available. Will further penalize channels that fail to relay payments. /// -/// See [module-level documentation] for usage. +/// See [module-level documentation] for usage and [`ScoringParameters`] for customization. +/// +/// # Note +/// +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. /// /// [module-level documentation]: crate::routing::scoring -#[cfg(not(feature = "no-std"))] +#[deprecated( + since = "0.0.105", + note = "ProbabilisticScorer should be used instead of Scorer.", +)] pub type Scorer = ScorerUsingTime::; +#[cfg(feature = "no-std")] /// [`Score`] implementation that provides reasonable default behavior. /// /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with @@ -206,8 +257,12 @@ pub type Scorer = ScorerUsingTime::; /// /// See [module-level documentation] for usage and [`ScoringParameters`] for customization. /// +/// # Note +/// +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. +/// /// [module-level documentation]: crate::routing::scoring -#[cfg(feature = "no-std")] pub type Scorer = ScorerUsingTime::; // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc @@ -216,13 +271,6 @@ pub type Scorer = ScorerUsingTime::; /// [`Score`] implementation. /// -/// See [`Scorer`] for details. -/// -/// # Note -/// -/// Mixing the `no-std` feature between serialization and deserialization results in undefined -/// behavior. -/// /// (C-not exported) generally all users should use the [`Scorer`] type alias. pub struct ScorerUsingTime { params: ScoringParameters, @@ -230,6 +278,7 @@ 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. @@ -269,6 +318,8 @@ pub struct ScoringParameters { /// /// Successfully routing through a channel will immediately cut the penalty in half as well. /// + /// Default value: 1 hour + /// /// # Note /// /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will @@ -306,18 +357,6 @@ impl ScorerUsingTime { channel_failures: HashMap::new(), } } - - /// Creates a new scorer using `penalty_msat` as a fixed channel penalty. - #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))] - pub fn with_fixed_penalty(penalty_msat: u64) -> Self { - Self::new(ScoringParameters { - base_penalty_msat: penalty_msat, - failure_penalty_msat: 0, - failure_penalty_half_life: Duration::from_secs(0), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }) - } } impl ChannelFailure { @@ -453,6 +492,7 @@ impl Readable for ChannelFailure { } } +#[cfg(not(feature = "no-std"))] /// [`Score`] implementation using channel success probability distributions. /// /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt @@ -461,53 +501,145 @@ impl Readable for ChannelFailure { /// Then the negative `log10` of the success probability is used to determine the cost of routing a /// specific HTLC amount through a channel. /// +/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the +/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See +/// [`ProbabilisticScoringParameters`] for details. +/// +/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes +/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment +/// volume are more likely to experience failed payment paths, which would need to be retried. +/// +/// # Note +/// +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. +/// /// [1]: https://arxiv.org/abs/2107.05322 -pub struct ProbabilisticScorer> { +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; +#[cfg(feature = "no-std")] +/// [`Score`] implementation using channel success probability distributions. +/// +/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt +/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability +/// distributions are defined based on knowledge learned from successful and unsuccessful attempts. +/// Then the negative `log10` of the success probability is used to determine the cost of routing a +/// specific HTLC amount through a channel. +/// +/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the +/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See +/// [`ProbabilisticScoringParameters`] for details. +/// +/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes +/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment +/// volume are more likely to experience failed payment paths, which would need to be retried. +/// +/// # Note +/// +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. +/// +/// [1]: https://arxiv.org/abs/2107.05322 +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; + +/// Probabilistic [`Score`] implementation. +/// +/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias. +pub struct ProbabilisticScorerUsingTime, T: Time> { params: ProbabilisticScoringParameters, network_graph: G, // TODO: Remove entries of closed channels. - channel_liquidities: HashMap, + 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 penalty applied after 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 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. /// - /// 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`. + /// Default value: 40,000 msat /// - /// Default value: 10,000 msat + /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, -} -impl_writeable_tlv_based!(ProbabilisticScoringParameters, { - (0, liquidity_penalty_multiplier_msat, required), -}); + /// The time required to elapse before any knowledge learned about channel liquidity balances is + /// cut in half. + /// + /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets + /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases + /// the certainty of the channel liquidity balance. + /// + /// Default value: 1 hour + /// + /// # 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 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. /// /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity /// offset fields gives the opposite direction. -struct ChannelLiquidity { +struct ChannelLiquidity { /// Lower channel liquidity bound in terms of an offset from zero. min_liquidity_offset_msat: u64, /// Upper channel liquidity bound in terms of an offset from the effective capacity. max_liquidity_offset_msat: u64, + + /// Time when the liquidity bounds were last modified. + last_updated: T, } -/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity. -struct DirectedChannelLiquidity> { +/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and +/// decayed with a given half life. +struct DirectedChannelLiquidity, T: Time, U: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, capacity_msat: u64, + last_updated: U, + now: T, + half_life: Duration, } -impl> ProbabilisticScorer { +impl, T: Time> ProbabilisticScorerUsingTime { /// 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 { @@ -519,34 +651,50 @@ impl> ProbabilisticScorer { } #[cfg(test)] - fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self { + fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self { assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none()); self } } +impl ProbabilisticScoringParameters { + #[cfg(test)] + fn zero_penalty() -> 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, } } } -impl ChannelLiquidity { +impl ChannelLiquidity { #[inline] fn new() -> Self { Self { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 0, + last_updated: T::now(), } } /// Returns a view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. fn as_directed( - &self, source: &NodeId, target: &NodeId, capacity_msat: u64 - ) -> DirectedChannelLiquidity<&u64> { + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration + ) -> DirectedChannelLiquidity<&u64, T, &T> { let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target { (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat) } else { @@ -557,14 +705,17 @@ impl ChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, capacity_msat, + last_updated: &self.last_updated, + now: T::now(), + half_life, } } /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. fn as_directed_mut( - &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64 - ) -> DirectedChannelLiquidity<&mut u64> { + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration + ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> { let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target { (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat) } else { @@ -575,39 +726,91 @@ impl ChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, capacity_msat, + last_updated: &mut self.last_updated, + now: T::now(), + half_life, } } } -impl> 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 { +/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success +/// probabilities. +const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2; + +/// The divisor used when computing the amount penalty. +const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; + +impl, T: Time, U: Deref> DirectedChannelLiquidity { + /// 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_1024 = NEGATIVE_LOG10_UPPER_BOUND * 1024; + self.combined_penalty_msat(amount_msat, negative_log10_times_1024, 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); + let negative_log10_times_1024 = + approx::negative_log10_times_1024(numerator, denominator); + self.combined_penalty_msat(amount_msat, negative_log10_times_1024, 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_1024: 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_1024.saturating_mul(multiplier_msat) / 1024).min(max_penalty_msat) + }; + let amount_penalty_msat = negative_log10_times_1024 + .saturating_mul(params.amount_penalty_multiplier_msat) + .saturating_mul(amount_msat) / 1024 / 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. fn min_liquidity_msat(&self) -> u64 { - *self.min_liquidity_offset_msat + self.decayed_offset_msat(*self.min_liquidity_offset_msat) } /// Returns the upper bound of the channel liquidity balance in this direction. fn max_liquidity_msat(&self) -> u64 { - self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0) + self.capacity_msat + .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat)) + .unwrap_or(0) + } + + fn decayed_offset_msat(&self, offset_msat: u64) -> u64 { + self.now.duration_since(*self.last_updated).as_secs() + .checked_div(self.half_life.as_secs()) + .and_then(|decays| offset_msat.checked_shr(decays as u32)) + .unwrap_or(0) } } -impl> DirectedChannelLiquidity { +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) { if amount_msat < self.max_liquidity_msat() { @@ -631,41 +834,42 @@ impl> DirectedChannelLiquidity { /// Adjusts the lower bound of the channel liquidity balance in this direction. fn set_min_liquidity_msat(&mut self, amount_msat: u64) { *self.min_liquidity_offset_msat = amount_msat; - - if amount_msat > self.max_liquidity_msat() { - *self.max_liquidity_offset_msat = 0; - } + *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() { + 0 + } else { + self.decayed_offset_msat(*self.max_liquidity_offset_msat) + }; + *self.last_updated = self.now; } /// Adjusts the upper bound of the channel liquidity balance in this direction. fn set_max_liquidity_msat(&mut self, amount_msat: u64) { *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0); - - if amount_msat < self.min_liquidity_msat() { - *self.min_liquidity_offset_msat = 0; - } + *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() { + 0 + } else { + self.decayed_offset_msat(*self.min_liquidity_offset_msat) + }; + *self.last_updated = self.now; } } -impl> Score for ProbabilisticScorer { +impl, T: Time> Score for ProbabilisticScorerUsingTime { 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 success_probability = self.channel_liquidities + let liquidity_offset_half_life = self.params.liquidity_offset_half_life; + self.channel_liquidities .get(&short_channel_id) .unwrap_or(&ChannelLiquidity::new()) - .as_directed(source, target, capacity_msat) - .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 + .as_directed(source, target, capacity_msat, liquidity_offset_half_life) + .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; let network_graph = self.network_graph.read_only(); for hop in path { let target = NodeId::from_pubkey(&hop.pubkey); @@ -680,7 +884,7 @@ impl> Score for ProbabilisticScorer { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat) + .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) .failed_at_channel(amount_msat); break; } @@ -688,7 +892,7 @@ impl> Score for ProbabilisticScorer { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat) + .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) .failed_downstream(amount_msat); } } @@ -696,6 +900,7 @@ impl> Score for ProbabilisticScorer { 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; let network_graph = self.network_graph.read_only(); for hop in path { let target = NodeId::from_pubkey(&hop.pubkey); @@ -709,14 +914,130 @@ impl> Score for ProbabilisticScorer { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat) + .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) .successful(amount_msat); } } } } -impl> Writeable for ProbabilisticScorer { +mod approx { + const BITS: u32 = 64; + const HIGHEST_BIT: u32 = BITS - 1; + const LOWER_BITS: u32 = 4; + const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS; + const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1; + + /// Look-up table for `log10(x) * 1024` 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_1024: [[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], + [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489], + [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865], + [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204], + [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527], + [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835], + [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144], + [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452], + [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760], + [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068], + [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377], + [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685], + [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993], + [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301], + [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610], + [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918], + [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226], + [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534], + [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843], + [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151], + [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459], + [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767], + [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076], + [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384], + [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692], + [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001], + [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309], + [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617], + [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925], + [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234], + [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542], + [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850], + [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158], + [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467], + [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775], + [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083], + [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391], + [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700], + [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008], + [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316], + [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624], + [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933], + [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241], + [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549], + [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857], + [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166], + [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474], + [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782], + [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090], + [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399], + [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707], + [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015], + [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323], + [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632], + [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940], + [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248], + [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556], + [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865], + [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173], + [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481], + [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789], + [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098], + [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406], + [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714], + ]; + + /// Approximate `log10(numerator / denominator) * 1024` using a look-up table. + #[inline] + pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 { + // Multiply the -1 through to avoid needing to use signed numbers. + (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64 + } + + #[inline] + fn log10_times_1024(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_1024[most_significant_bit as usize][lower_bits as usize] + } + + #[cfg(test)] + mod tests { + use super::*; + + #[test] + fn prints_negative_log10_times_1024_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_1024 = ((x as f64).log10() * 1024.0).round() as u16; + assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]); + + if i % LOWER_BITS_BOUND == 0 { + print!("\t\t[{}, ", log10_times_1024); + } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 { + println!("{}],", log10_times_1024); + } else { + print!("{}, ", log10_times_1024); + } + } + } + } + } +} + +impl, T: Time> Writeable for ProbabilisticScorerUsingTime { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { write_tlv_fields!(w, { @@ -726,8 +1047,8 @@ impl> Writeable for ProbabilisticScorer { } } -impl> ReadableArgs<(ProbabilisticScoringParameters, G)> -for ProbabilisticScorer { +impl, T: Time> +ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime { #[inline] fn read( r: &mut R, args: (ProbabilisticScoringParameters, G) @@ -745,29 +1066,34 @@ for ProbabilisticScorer { } } -impl Writeable for ChannelLiquidity { +impl Writeable for ChannelLiquidity { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { + let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed(); write_tlv_fields!(w, { (0, self.min_liquidity_offset_msat, required), (2, self.max_liquidity_offset_msat, required), + (4, duration_since_epoch, required), }); Ok(()) } } -impl Readable for ChannelLiquidity { +impl Readable for ChannelLiquidity { #[inline] fn read(r: &mut R) -> Result { let mut min_liquidity_offset_msat = 0; let mut max_liquidity_offset_msat = 0; + let mut duration_since_epoch = Duration::from_secs(0); read_tlv_fields!(r, { (0, min_liquidity_offset_msat, required), (2, max_liquidity_offset_msat, required), + (4, duration_since_epoch, required), }); Ok(Self { min_liquidity_offset_msat, - max_liquidity_offset_msat + max_liquidity_offset_msat, + last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), }) } } @@ -776,13 +1102,16 @@ pub(crate) mod time { use core::ops::Sub; use core::time::Duration; /// A measurement of time. - pub trait Time: Sub where Self: Sized { + pub trait Time: Copy + Sub where Self: Sized { /// Returns an instance corresponding to the current moment. fn now() -> Self; /// Returns the amount of time elapsed since `self` was created. fn elapsed(&self) -> Duration; + /// Returns the amount of time passed between `earlier` and `self`. + fn duration_since(&self, earlier: Self) -> Duration; + /// Returns the amount of time passed since the beginning of [`Time`]. /// /// Used during (de-)serialization. @@ -790,7 +1119,7 @@ pub(crate) mod time { } /// A state in which time has no meaning. - #[derive(Debug, PartialEq, Eq)] + #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub struct Eternity; #[cfg(not(feature = "no-std"))] @@ -799,6 +1128,10 @@ pub(crate) mod time { std::time::Instant::now() } + fn duration_since(&self, earlier: Self) -> Duration { + self.duration_since(earlier) + } + fn duration_since_epoch() -> Duration { use std::time::SystemTime; SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap() @@ -814,6 +1147,10 @@ pub(crate) mod time { Self } + fn duration_since(&self, _earlier: Self) -> Duration { + Duration::from_secs(0) + } + fn duration_since_epoch() -> Duration { Duration::from_secs(0) } @@ -836,7 +1173,7 @@ pub(crate) use self::time::Time; #[cfg(test)] mod tests { - use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time}; + use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time}; use super::time::Eternity; use ln::features::{ChannelFeatures, NodeFeatures}; @@ -844,7 +1181,7 @@ mod tests { use routing::scoring::Score; use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; - use util::ser::{Readable, Writeable}; + use util::ser::{Readable, ReadableArgs, Writeable}; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; @@ -859,7 +1196,7 @@ mod tests { // `Time` tests /// Time that can be advanced manually in tests. - #[derive(Debug, PartialEq, Eq)] + #[derive(Clone, Copy, Debug, PartialEq, Eq)] struct SinceEpoch(Duration); impl SinceEpoch { @@ -877,6 +1214,10 @@ mod tests { Self(Self::duration_since_epoch()) } + fn duration_since(&self, earlier: Self) -> Duration { + self.0 - earlier.0 + } + fn duration_since_epoch() -> Duration { Self::ELAPSED.with(|elapsed| elapsed.get()) } @@ -1184,6 +1525,9 @@ mod tests { // `ProbabilisticScorer` tests + /// A probabilistic scorer for testing with time that can be manually advanced. + type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>; + fn sender_privkey() -> SecretKey { SecretKey::from_slice(&[41; 32]).unwrap() } @@ -1308,154 +1652,188 @@ mod tests { #[test] fn liquidity_bounds_directed_from_lowest_node_id() { + let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); let mut scorer = ProbabilisticScorer::new(params, &network_graph) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100 + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated }) .with_channel(43, ChannelLiquidity { - min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100 + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated }); let source = source_node_id(); let target = target_node_id(); let recipient = recipient_node_id(); - - let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap(); assert!(source > target); - assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100); - assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300); - assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700); - assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900); - - liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200); - assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200); - assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300); - assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700); - assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800); - - let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap(); assert!(target < recipient); - assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700); - assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900); - assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100); - assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300); - liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200); - assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0); - assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200); - assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800); - assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000); + // Update minimum liquidity. + + let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + 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, liquidity_offset_half_life); + 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, liquidity_offset_half_life) + .set_min_liquidity_msat(200); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + 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, liquidity_offset_half_life); + 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, liquidity_offset_half_life); + 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, liquidity_offset_half_life); + 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, liquidity_offset_half_life) + .set_max_liquidity_msat(200); + + let liquidity = scorer.channel_liquidities.get(&43).unwrap() + .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + 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, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 800); + assert_eq!(liquidity.max_liquidity_msat(), 1000); } #[test] fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { + let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); let mut scorer = ProbabilisticScorer::new(params, &network_graph) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400 + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated }); let source = source_node_id(); let target = target_node_id(); assert!(source > target); // Check initial bounds. + let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000); + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); 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); + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); 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) + .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) .set_min_liquidity_msat(900); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000); + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); 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); + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); 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) + .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) .set_min_liquidity_msat(400); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000); + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); 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); + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } #[test] fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { + let last_updated = SinceEpoch::now(); let network_graph = network_graph(); let params = ProbabilisticScoringParameters::default(); let mut scorer = ProbabilisticScorer::new(params, &network_graph) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400 + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated }); let source = source_node_id(); let target = target_node_id(); assert!(source > target); // Check initial bounds. + let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000); + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); 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); + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); 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) + .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) .set_max_liquidity_msat(300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000); + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); 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); + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); 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) + .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) .set_max_liquidity_msat(600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000); + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); 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); + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -1464,49 +1842,55 @@ mod tests { fn increased_penalty_nearing_liquidity_upper_bound() { 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 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), 14); + assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43); + 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), 204); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301); + assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426); + 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), 903); } #[test] fn constant_penalty_outside_liquidity_bounds() { + 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) .with_channel(42, - ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 }); + ChannelLiquidity { + min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated + }); let source = source_node_id(); let target = target_node_id(); 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 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 sender = sender_node_id(); @@ -1527,16 +1911,17 @@ mod tests { fn sets_liquidity_lower_bound_on_downstream_failure() { 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 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, 250, 1_000, &source, &target), 128); 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, 750, 1_000, &source, &target), 601); scorer.payment_path_failed(&path.iter().collect::>(), 43); @@ -1549,29 +1934,31 @@ mod tests { fn sets_liquidity_upper_bound_on_failure() { 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 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, 250, 1_000, &source, &target), 128); 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, 750, 1_000, &source, &target), 601); 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 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 sender = sender_node_id(); @@ -1580,14 +1967,251 @@ mod tests { 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 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 source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 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); + + 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), 97); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409); + 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), 97); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409); + 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_773); + 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)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + // Fully decay liquidity upper bound. + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + } + + #[test] + fn decays_liquidity_bounds_without_shift_overflow() { + 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 source = source_node_id(); + let target = target_node_id(); + 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), 274); + + // 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), 125); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125); + } + + #[test] + fn restricts_liquidity_bounds_after_decay() { + 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 source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301); + + // 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, 512, 1_024, &source, &target), 274); + + // 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), 301); + + // 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), 342); + + // 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), 255); + + // 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, 512, 1_024, &source, &target), 284); + } + + #[test] + fn restores_persisted_liquidity_bounds() { + 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 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), u64::max_value()); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472); + + 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); + + 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)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + } + + #[test] + fn decays_persisted_liquidity_bounds() { + 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 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), u64::max_value()); + + let mut serialized_scorer = Vec::new(); + scorer.write(&mut serialized_scorer).unwrap(); + + SinceEpoch::advance(Duration::from_secs(10)); + + 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), 472); + + 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), 371); + } + + #[test] + fn adds_base_penalty_to_liquidity_penalty() { + 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); + 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); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558); + } + + #[test] + fn adds_amount_penalty_to_liquidity_penalty() { + 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); + 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); + 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 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); + assert_eq!( + scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target), + 80_000, + ); + } }