X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=399126c6fd33bc5d4a0f799a1d0bd6145c619452;hb=5df414c25b1b710bea5e48e5183a28751b374659;hp=207e1d69bd98d2b66974884ab1226f1b36562a73;hpb=087c8f683a5816d738ac68784b62226f255a7471;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 207e1d69..399126c6 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -90,9 +90,13 @@ macro_rules! define_score { ($($supertrait: path)*) => { /// /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel. pub trait ScoreLookUp { + #[cfg(not(c_bindings))] /// A configurable type which should contain various passed-in parameters for configuring the scorer, /// on a per-routefinding-call basis through to the scorer methods, /// which are used to determine the parameters for the suitability of channels for use. + /// + /// Note that due to limitations in many other languages' generics features, language bindings + /// use [`ProbabilisticScoringFeeParameters`] for the parameters on all scorers. type ScoreParams; /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the /// given channel in the direction from `source` to `target`. @@ -103,7 +107,7 @@ pub trait ScoreLookUp { /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount. /// Thus, implementations should be overflow-safe. fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams + &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters ) -> u64; } @@ -135,9 +139,10 @@ impl Score for T {} #[cfg(not(c_bindings))] impl> ScoreLookUp for T { + #[cfg(not(c_bindings))] type ScoreParams = S::ScoreParams; fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams + &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters ) -> u64 { self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params) } @@ -314,9 +319,10 @@ impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> { #[cfg(c_bindings)] impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> { + #[cfg(not(c_bindings))] type ScoreParams = T::ScoreParams; fn channel_penalty_msat(&self, short_channel_id: u64, source: &NodeId, - target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams + target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters ) -> u64 { self.0.channel_penalty_msat(short_channel_id, source, target, usage, score_params) } @@ -393,8 +399,9 @@ impl FixedPenaltyScorer { } impl ScoreLookUp for FixedPenaltyScorer { + #[cfg(not(c_bindings))] type ScoreParams = (); - fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 { + fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &ProbabilisticScoringFeeParameters) -> u64 { self.penalty_msat } } @@ -426,12 +433,45 @@ impl ReadableArgs for FixedPenaltyScorer { } #[cfg(not(feature = "no-std"))] -type ConfiguredTime = crate::util::time::MonotonicTime; -#[cfg(feature = "no-std")] -use crate::util::time::Eternity; -#[cfg(feature = "no-std")] -type ConfiguredTime = Eternity; +/// [`ScoreLookUp`] implementation using channel success probability distributions. +/// +/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel, +/// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC. +/// When a payment is forwarded through a channel (but fails later in the route), we learn the +/// lower-bound on the channel's available liquidity must be at least the value of the HTLC. +/// +/// These bounds are then used to determine a success probability using the formula from +/// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt +/// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`). +///6762, 1070 +/// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and +/// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in +/// milli-satoshis. The penalties, when added across all hops, have the property of being linear in +/// terms of the entire path's success probability. This allows the router to directly compare +/// penalties for different paths. See the documentation of those parameters for the exact formulas. +/// +/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`]. +/// +/// Further, we track the history of our upper and lower liquidity bounds for each channel, +/// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`] +/// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability +/// formula, but using the history of a channel rather than our latest estimates for the liquidity +/// bounds. +/// +/// # Note +/// +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. +/// +/// [1]: https://arxiv.org/abs/2107.05322 +/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat +/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat +/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life +/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat +/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; +#[cfg(feature = "no-std")] /// [`ScoreLookUp`] implementation using channel success probability distributions. /// /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel, @@ -468,7 +508,7 @@ type ConfiguredTime = Eternity; /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat -pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; /// Probabilistic [`ScoreLookUp`] implementation. /// @@ -1341,6 +1381,7 @@ impl, BRT: DerefMut>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime where L::Target: Logger { + #[cfg(not(c_bindings))] type ScoreParams = ProbabilisticScoringFeeParameters; fn channel_penalty_msat( &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters @@ -2179,7 +2220,7 @@ mod tests { use crate::util::ser::{ReadableArgs, Writeable}; use crate::util::test_utils::{self, TestLogger}; - use bitcoin::blockdata::constants::genesis_block; + use bitcoin::blockdata::constants::ChainHash; use bitcoin::hashes::Hash; use bitcoin::hashes::sha256d::Hash as Sha256dHash; use bitcoin::network::constants::Network; @@ -2256,7 +2297,7 @@ mod tests { network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey, node_2_key: SecretKey ) { - let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let genesis_hash = ChainHash::using_genesis_block(Network::Testnet); let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap(); let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); let secp_ctx = Secp256k1::new(); @@ -2289,7 +2330,7 @@ mod tests { network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey, flags: u8, htlc_maximum_msat: u64, timestamp: u32, ) { - let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let genesis_hash = ChainHash::using_genesis_block(Network::Testnet); let secp_ctx = Secp256k1::new(); let unsigned_update = UnsignedChannelUpdate { chain_hash: genesis_hash,