X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=3c451098eef369b2de1cd513c96bd586145dd5af;hb=608c8adfd575ffb26d4485ebd74f42aabc64c6ad;hp=72c27fa238b7e5ec22fcd6cfc8025fa7d6c560c7;hpb=79e2af949700281b7333f202a7292e3bf81dc674;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 72c27fa2..3c451098 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -20,7 +20,7 @@ //! # use lightning::routing::gossip::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters}; -//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface}; +//! # use lightning::chain::keysinterface::KeysManager; //! # use lightning::util::logger::{Logger, Record}; //! # use bitcoin::secp256k1::PublicKey; //! # @@ -43,7 +43,7 @@ //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); //! # let random_seed_bytes = [42u8; 32]; //! -//! let route = find_route(&payer, &route_params, &network_graph.read_only(), None, &logger, &scorer, &random_seed_bytes); +//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes); //! # } //! ``` //! @@ -54,20 +54,21 @@ //! //! [`find_route`]: crate::routing::router::find_route -use ln::msgs::DecodeError; -use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; -use routing::router::RouteHop; -use util::ser::{Readable, ReadableArgs, Writeable, Writer}; -use util::logger::Logger; -use util::time::Time; +use crate::ln::msgs::DecodeError; +use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; +use crate::routing::router::RouteHop; +use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer}; +use crate::util::logger::Logger; +use crate::util::time::Time; -use prelude::*; -use core::fmt; +use crate::prelude::*; +use core::{cmp, fmt}; use core::cell::{RefCell, RefMut}; +use core::convert::TryInto; use core::ops::{Deref, DerefMut}; use core::time::Duration; -use io::{self, Read}; -use sync::{Mutex, MutexGuard}; +use crate::io::{self, Read}; +use crate::sync::{Mutex, MutexGuard}; /// We define Score ever-so-slightly differently based on whether we are being built for C bindings /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is @@ -102,6 +103,12 @@ pub trait Score $(: $supertrait)* { /// Handles updating channel penalties after successfully routing along a path. fn payment_path_successful(&mut self, path: &[&RouteHop]); + + /// Handles updating channel penalties after a probe over the given path failed. + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64); + + /// Handles updating channel penalties after a probe over the given path succeeded. + fn probe_successful(&mut self, path: &[&RouteHop]); } impl $(+ $supertrait)*> Score for T { @@ -118,6 +125,14 @@ impl $(+ $supertrait)*> Score for T { fn payment_path_successful(&mut self, path: &[&RouteHop]) { self.deref_mut().payment_path_successful(path) } + + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.deref_mut().probe_failed(path, short_channel_id) + } + + fn probe_successful(&mut self, path: &[&RouteHop]) { + self.deref_mut().probe_successful(path) + } } } } @@ -148,6 +163,7 @@ pub trait LockableScore<'a> { /// use the Persister to persist it. pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {} +#[cfg(not(c_bindings))] impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {} /// (C-not exported) @@ -173,15 +189,52 @@ pub struct MultiThreadedLockableScore { score: Mutex, } #[cfg(c_bindings)] -/// (C-not exported) +/// A locked `MultiThreadedLockableScore`. +pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>); +#[cfg(c_bindings)] +impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> { + fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 { + self.0.channel_penalty_msat(scid, source, target, usage) + } + fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.0.payment_path_failed(path, short_channel_id) + } + fn payment_path_successful(&mut self, path: &[&RouteHop]) { + self.0.payment_path_successful(path) + } + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.0.probe_failed(path, short_channel_id) + } + fn probe_successful(&mut self, path: &[&RouteHop]) { + self.0.probe_successful(path) + } +} +#[cfg(c_bindings)] +impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> { + fn write(&self, writer: &mut W) -> Result<(), io::Error> { + self.0.write(writer) + } +} + +#[cfg(c_bindings)] impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { - type Locked = MutexGuard<'a, T>; + type Locked = MultiThreadedScoreLock<'a, T>; - fn lock(&'a self) -> MutexGuard<'a, T> { - Mutex::lock(&self.score).unwrap() + fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> { + MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap()) } } +#[cfg(c_bindings)] +impl Writeable for MultiThreadedLockableScore { + fn write(&self, writer: &mut W) -> Result<(), io::Error> { + self.lock().write(writer) + } +} + +#[cfg(c_bindings)] +impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore {} + #[cfg(c_bindings)] impl MultiThreadedLockableScore { /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`]. @@ -207,7 +260,7 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { } /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`]. -#[derive(Clone, Copy)] +#[derive(Clone, Copy, Debug)] pub struct ChannelUsage { /// The amount to send through the channel, denominated in millisatoshis. pub amount_msat: u64, @@ -241,6 +294,10 @@ impl Score for FixedPenaltyScorer { fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} + + fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} + + fn probe_successful(&mut self, _path: &[&RouteHop]) {} } impl Writeable for FixedPenaltyScorer { @@ -262,25 +319,34 @@ impl ReadableArgs for FixedPenaltyScorer { #[cfg(not(feature = "no-std"))] type ConfiguredTime = std::time::Instant; #[cfg(feature = "no-std")] -use util::time::Eternity; +use crate::util::time::Eternity; #[cfg(feature = "no-std")] type ConfiguredTime = Eternity; /// [`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. +/// 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. /// -/// 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. +/// 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)`). /// -/// 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. +/// 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 /// @@ -288,6 +354,11 @@ type ConfiguredTime = Eternity; /// behavior. /// /// [1]: https://arxiv.org/abs/2107.05322 +/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat +/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat +/// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life +/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat +/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; /// Probabilistic [`Score`] implementation. @@ -306,6 +377,9 @@ where L::Target: Logger { /// /// 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). +/// +/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the +/// parameters here. #[derive(Clone)] pub struct ProbabilisticScoringParameters { /// A fixed penalty in msats to apply to each channel. @@ -313,8 +387,23 @@ pub struct ProbabilisticScoringParameters { /// Default value: 500 msat pub base_penalty_msat: u64, + /// A multiplier used with the payment amount to calculate a fixed penalty applied to each + /// channel, in excess of the [`base_penalty_msat`]. + /// + /// 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 `2^30`ths of the payment amount. + /// + /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30` + /// + /// Default value: 8,192 msat + /// + /// [`base_penalty_msat`]: Self::base_penalty_msat + pub base_penalty_amount_multiplier_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. + /// probability for a payment, as determined by our latest estimates of the channel's + /// liquidity, 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 @@ -323,19 +412,27 @@ pub struct ProbabilisticScoringParameters { /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will /// result in a `u64::max_value` penalty, however. /// - /// Default value: 40,000 msat + /// `-log10(success_probability) * liquidity_penalty_multiplier_msat` + /// + /// Default value: 30,000 msat /// /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, - /// The time required to elapse before any knowledge learned about channel liquidity balances is - /// cut in half. + /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds, + /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on + /// the available liquidity is halved and the upper-bound moves half-way to the channel's total + /// capacity. /// - /// 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. + /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity, + /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`] + /// struct documentation for more info on the way the liquidity bounds are used. /// - /// Default value: 1 hour + /// For example, if the channel's capacity is 1 million sats, and the current upper and lower + /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper + /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats. + /// + /// Default value: 6 hours /// /// # Note /// @@ -344,14 +441,15 @@ pub struct ProbabilisticScoringParameters { 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. + /// channel's success probability for the payment, as determined by our latest estimates of the + /// channel's liquidity, 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` + /// `-log10(success_probability) * liquidity_penalty_amount_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 @@ -359,13 +457,209 @@ pub struct ProbabilisticScoringParameters { /// 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, + /// Default value: 192 msat + pub liquidity_penalty_amount_multiplier_msat: u64, + + /// A multiplier used in conjunction with the negative `log10` of the channel's success + /// probability for the payment, as determined based on the history of our estimates of the + /// channel's available liquidity, to determine a penalty. + /// + /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using + /// only our latest estimate for the current liquidity available in the channel, it estimates + /// success probability based on the estimated liquidity available in the channel through + /// history. Specifically, every time we update our liquidity bounds on a given channel, we + /// track which of several buckets those bounds fall into, exponentially decaying the + /// probability of each bucket as new samples are added. + /// + /// Default value: 10,000 msat + /// + /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat + pub historical_liquidity_penalty_multiplier_msat: u64, - /// A list of nodes that won't be considered during path finding. + /// A multiplier used in conjunction with the payment amount and the negative `log10` of the + /// channel's success probability for the payment, as determined based on the history of our + /// estimates of the channel's available liquidity, to determine a penalty. + /// + /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for + /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths + /// of the payment amount, weighted by the negative `log10` of the success probability. + /// + /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead + /// of using only our latest estimate for the current liquidity available in the channel, it + /// estimates success probability based on the estimated liquidity available in the channel + /// through history. Specifically, every time we update our liquidity bounds on a given + /// channel, we track which of several buckets those bounds fall into, exponentially decaying + /// the probability of each bucket as new samples are added. + /// + /// Default value: 64 msat + /// + /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat + pub historical_liquidity_penalty_amount_multiplier_msat: u64, + + /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds + /// tracking can simply live on with increasingly stale data. Instead, when a channel has not + /// seen a liquidity estimate update for this amount of time, the historical datapoints are + /// decayed by half. + /// + /// Note that after 16 or more half lives all historical data will be completely gone. + /// + /// Default value: 14 days + pub historical_no_updates_half_life: Duration, + + /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given + /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be + /// considered during path finding. /// /// (C-not exported) - pub banned_nodes: HashSet, + pub manual_node_penalties: HashMap, + + /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the + /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We + /// treat such nodes preferentially as this makes balance discovery attacks harder to execute, + /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy. + /// + /// Default value: 250 msat + pub anti_probing_penalty_msat: u64, + + /// This penalty is applied when the amount we're attempting to send over a channel exceeds our + /// current estimate of the channel's available liquidity. + /// + /// Note that in this case all other penalties, including the + /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based + /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if + /// applicable, are still included in the overall penalty. + /// + /// If you wish to avoid creating paths with such channels entirely, setting this to a value of + /// `u64::max_value()` will guarantee that. + /// + /// Default value: 1_0000_0000_000 msat (1 Bitcoin) + /// + /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat + /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat + /// [`base_penalty_msat`]: Self::base_penalty_msat + /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat + pub considered_impossible_penalty_msat: u64, +} + +/// Tracks the historical state of a distribution as a weighted average of how much time was spent +/// in each of 8 buckets. +#[derive(Clone, Copy)] +struct HistoricalBucketRangeTracker { + buckets: [u16; 8], +} + +impl HistoricalBucketRangeTracker { + fn new() -> Self { Self { buckets: [0; 8] } } + fn track_datapoint(&mut self, bucket_idx: u8) { + // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time + // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part. + // + // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to + // the buckets for the current min and max liquidity offset positions. + // + // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a + // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to + // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457. + // + // In total, this allows us to track data for the last 8,000 or so payments across a given + // channel. + // + // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead, + // and need to balance having more bits in the decimal part (to ensure decay isn't too + // non-linear) with having too few bits in the mantissa, causing us to not store very many + // datapoints. + // + // The constants were picked experimentally, selecting a decay amount that restricts us + // from overflowing buckets without having to cap them manually. + debug_assert!(bucket_idx < 8); + if bucket_idx < 8 { + for e in self.buckets.iter_mut() { + *e = ((*e as u32) * 2047 / 2048) as u16; + } + self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32); + } + } + /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old + /// datapoints as we receive newer information. + fn time_decay_data(&mut self, half_lives: u32) { + for e in self.buckets.iter_mut() { + *e = e.checked_shr(half_lives).unwrap_or(0); + } + } +} + +impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) }); + +struct HistoricalMinMaxBuckets<'a> { + min_liquidity_offset_history: &'a HistoricalBucketRangeTracker, + max_liquidity_offset_history: &'a HistoricalBucketRangeTracker, +} + +impl HistoricalMinMaxBuckets<'_> { + #[inline] + fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option { + // If historical penalties are enabled, calculate the penalty by walking the set of + // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for + // each, calculate the probability of success given our payment amount, then total the + // weighted average probability of success. + // + // We use a sliding scale to decide which point within a given bucket will be compared to + // the amount being sent - for lower-bounds, the amount being sent is compared to the lower + // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last + // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the + // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset + // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign + // penalties to channels at the edges. + // + // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to + // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats + // for a 1 BTC channel!). + // + // If we used the middle of each bucket we'd never assign any penalty at all when sending + // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket. + let mut total_valid_points_tracked = 0; + + // Rather than actually decaying the individual buckets, which would lose precision, we + // simply track whether all buckets would be decayed to zero, in which case we treat it as + // if we had no data. + let mut is_fully_decayed = true; + let mut check_track_bucket_contains_undecayed_points = + |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; }; + + for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { + check_track_bucket_contains_undecayed_points(*min_bucket); + for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) { + total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); + check_track_bucket_contains_undecayed_points(*max_bucket); + } + } + // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat + // it as if we were fully decayed. + if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed { + return None; + } + + let mut cumulative_success_prob_times_billion = 0; + for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { + for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) { + let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64) + * 1024 * 1024 / total_valid_points_tracked; + let min_64th_bucket = min_idx as u8 * 9; + let max_64th_bucket = (7 - max_idx as u8) * 9 + 1; + if payment_amt_64th_bucket > max_64th_bucket { + // Success probability 0, the payment amount is above the max liquidity + } else if payment_amt_64th_bucket <= min_64th_bucket { + cumulative_success_prob_times_billion += bucket_prob_times_million * 1024; + } else { + cumulative_success_prob_times_billion += bucket_prob_times_million * + ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 / + ((max_64th_bucket - min_64th_bucket) as u64); + } + } + } + + Some(cumulative_success_prob_times_billion) + } } /// Accounting for channel liquidity balance uncertainty. @@ -382,17 +676,22 @@ struct ChannelLiquidity { /// Time when the liquidity bounds were last modified. last_updated: T, + + min_liquidity_offset_history: HistoricalBucketRangeTracker, + max_liquidity_offset_history: HistoricalBucketRangeTracker, } /// 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> { +struct DirectedChannelLiquidity<'a, L: Deref, BRT: Deref, T: Time, U: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, + min_liquidity_offset_history: BRT, + max_liquidity_offset_history: BRT, capacity_msat: u64, last_updated: U, now: T, - half_life: Duration, + params: &'a ProbabilisticScoringParameters, } impl>, L: Deref, T: Time> ProbabilisticScorerUsingTime where L::Target: Logger { @@ -424,7 +723,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU let log_direction = |source, target| { if let Some((directed_info, _)) = chan_debug.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life); + let dir_liq = liq.as_directed(source, target, amt, &self.params); log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})", source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()); } else { @@ -449,7 +748,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life); + let dir_liq = liq.as_directed(source, target, amt, &self.params); return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); } } @@ -460,17 +759,27 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU /// Marks the node with the given `node_id` as banned, i.e., /// it will be avoided during path finding. pub fn add_banned(&mut self, node_id: &NodeId) { - self.params.banned_nodes.insert(*node_id); + self.params.manual_node_penalties.insert(*node_id, u64::max_value()); } /// Removes the node with the given `node_id` from the list of nodes to avoid. pub fn remove_banned(&mut self, node_id: &NodeId) { - self.params.banned_nodes.remove(node_id); + self.params.manual_node_penalties.remove(node_id); + } + + /// Sets a manual penalty for the given node. + pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) { + self.params.manual_node_penalties.insert(*node_id, penalty); + } + + /// Removes the node with the given `node_id` from the list of manual penalties. + pub fn remove_manual_penalty(&mut self, node_id: &NodeId) { + self.params.manual_node_penalties.remove(node_id); } - /// Clears the list of nodes that are avoided during path finding. - pub fn clear_banned(&mut self) { - self.params.banned_nodes = HashSet::new(); + /// Clears the list of manual penalties that are applied during path finding. + pub fn clear_manual_penalties(&mut self) { + self.params.manual_node_penalties = HashMap::new(); } } @@ -479,10 +788,16 @@ impl ProbabilisticScoringParameters { fn zero_penalty() -> Self { Self { base_penalty_msat: 0, + base_penalty_amount_multiplier_msat: 0, liquidity_penalty_multiplier_msat: 0, - liquidity_offset_half_life: Duration::from_secs(3600), - amount_penalty_multiplier_msat: 0, - banned_nodes: HashSet::new(), + liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60), + liquidity_penalty_amount_multiplier_msat: 0, + historical_liquidity_penalty_multiplier_msat: 0, + historical_liquidity_penalty_amount_multiplier_msat: 0, + historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14), + manual_node_penalties: HashMap::new(), + anti_probing_penalty_msat: 0, + considered_impossible_penalty_msat: 0, } } @@ -490,7 +805,7 @@ impl ProbabilisticScoringParameters { /// they will be avoided during path finding. pub fn add_banned_from_list(&mut self, node_ids: Vec) { for id in node_ids { - self.banned_nodes.insert(id); + self.manual_node_penalties.insert(id, u64::max_value()); } } } @@ -499,10 +814,16 @@ impl Default for ProbabilisticScoringParameters { fn default() -> Self { Self { base_penalty_msat: 500, - liquidity_penalty_multiplier_msat: 40_000, - liquidity_offset_half_life: Duration::from_secs(3600), - amount_penalty_multiplier_msat: 256, - banned_nodes: HashSet::new(), + base_penalty_amount_multiplier_msat: 8192, + liquidity_penalty_multiplier_msat: 30_000, + liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60), + liquidity_penalty_amount_multiplier_msat: 192, + historical_liquidity_penalty_multiplier_msat: 10_000, + historical_liquidity_penalty_amount_multiplier_msat: 64, + historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14), + manual_node_penalties: HashMap::new(), + anti_probing_penalty_msat: 250, + considered_impossible_penalty_msat: 1_0000_0000_000, } } } @@ -513,49 +834,61 @@ impl ChannelLiquidity { Self { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 0, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), 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, 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 { - (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat) - }; + fn as_directed<'a>( + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters + ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> { + let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = + if source < target { + (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat, + &self.min_liquidity_offset_history, &self.max_liquidity_offset_history) + } else { + (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat, + &self.max_liquidity_offset_history, &self.min_liquidity_offset_history) + }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, + min_liquidity_offset_history, + max_liquidity_offset_history, capacity_msat, last_updated: &self.last_updated, now: T::now(), - half_life, + params, } } /// 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, 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 { - (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat) - }; + fn as_directed_mut<'a>( + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters + ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> { + let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = + if source < target { + (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat, + &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history) + } else { + (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat, + &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history) + }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, + min_liquidity_offset_history, + max_liquidity_offset_history, capacity_msat, last_updated: &mut self.last_updated, now: T::now(), - half_life, + params, } } } @@ -570,62 +903,95 @@ 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; +const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30; -impl, T: Time, U: Deref> DirectedChannelLiquidity { - /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this - /// direction. +impl, BRT: Deref, T: Time, U: Deref> DirectedChannelLiquidity<'_, L, BRT, T, U> { + /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in + /// this direction. fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 { 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 <= min_liquidity_msat { + + let mut res = 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) - } + // Equivalent to hitting the else clause below with the amount equal to the effective + // capacity and without any certainty on the liquidity upper bound, plus the + // impossibility penalty. + let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048; + Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.liquidity_penalty_multiplier_msat, + params.liquidity_penalty_amount_multiplier_msat) + .saturating_add(params.considered_impossible_penalty_msat) } else { 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 + // particularly helpful, instead just round down to 0. + 0 } else { let negative_log10_times_2048 = approx::negative_log10_times_2048(numerator, denominator); - self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params) + Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.liquidity_penalty_multiplier_msat, + params.liquidity_penalty_amount_multiplier_msat) + } + }; + + if params.historical_liquidity_penalty_multiplier_msat != 0 || + params.historical_liquidity_penalty_amount_multiplier_msat != 0 { + let required_decays = self.now.duration_since(*self.last_updated).as_secs() + .checked_div(params.historical_no_updates_half_life.as_secs()) + .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32); + let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat; + debug_assert!(payment_amt_64th_bucket <= 64); + if payment_amt_64th_bucket > 64 { return res; } + + let buckets = HistoricalMinMaxBuckets { + min_liquidity_offset_history: &self.min_liquidity_offset_history, + max_liquidity_offset_history: &self.max_liquidity_offset_history, + }; + if let Some(cumulative_success_prob_times_billion) = buckets + .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) { + let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024); + res = res.saturating_add(Self::combined_penalty_msat(amount_msat, + historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat, + params.historical_liquidity_penalty_amount_multiplier_msat)); + } else { + // If we don't have any valid points (or, once decayed, we have less than a full + // point), redo the non-historical calculation with no liquidity bounds tracked and + // the historical penalty multipliers. + let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1); + let negative_log10_times_2048 = + approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1)); + res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.historical_liquidity_penalty_multiplier_msat, + params.historical_liquidity_penalty_amount_multiplier_msat)); + return res; } } + + res } - /// Computes the liquidity and amount penalties and adds them to the base penalty. + /// Computes the liquidity penalty from the penalty multipliers. #[inline(always)] - fn combined_penalty_msat( - &self, amount_msat: u64, negative_log10_times_2048: u64, - params: &ProbabilisticScoringParameters + fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64, + liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64, ) -> 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 multiplier_msat = 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(liquidity_penalty_amount_multiplier_msat) .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR; - params.base_penalty_msat - .saturating_add(liquidity_penalty_msat) - .saturating_add(amount_penalty_msat) + liquidity_penalty_msat.saturating_add(amount_penalty_msat) } /// Returns the lower bound of the channel liquidity balance in this direction. @@ -642,30 +1008,34 @@ impl, T: Time, U: Deref> DirectedChannelLiqui 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()) + .checked_div(self.params.liquidity_offset_half_life.as_secs()) .and_then(|decays| offset_msat.checked_shr(decays as u32)) .unwrap_or(0) } } -impl, T: Time, U: DerefMut> DirectedChannelLiquidity { +impl, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity<'_, L, BRT, T, U> { /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. fn failed_at_channel(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { - if amount_msat < self.max_liquidity_msat() { - log_debug!(logger, "Setting max liquidity of {} to {}", chan_descr, amount_msat); + let existing_max_msat = self.max_liquidity_msat(); + if amount_msat < existing_max_msat { + log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat); self.set_max_liquidity_msat(amount_msat); } else { - log_trace!(logger, "Max liquidity of {} already more than {}", chan_descr, amount_msat); + log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})", + chan_descr, existing_max_msat, amount_msat); } } /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream. 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); + let existing_min_msat = self.min_liquidity_msat(); + if amount_msat > existing_min_msat { + log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, 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); + log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})", + chan_descr, existing_min_msat, amount_msat); } } @@ -676,6 +1046,27 @@ impl, T: Time, U: DerefMut> DirectedChanne self.set_max_liquidity_msat(max_liquidity_msat); } + fn update_history_buckets(&mut self) { + let half_lives = self.now.duration_since(*self.last_updated).as_secs() + .checked_div(self.params.historical_no_updates_half_life.as_secs()) + .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value()); + self.min_liquidity_offset_history.time_decay_data(half_lives); + self.max_liquidity_offset_history.time_decay_data(half_lives); + + debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat); + self.min_liquidity_offset_history.track_datapoint( + // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset + // is zero or the channel's capacity, though the second should generally never happen. + (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat) + .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored + debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat); + self.max_liquidity_offset_history.track_datapoint( + // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset + // is zero or the channel's capacity, though the second should generally never happen. + (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat) + .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored + } + /// 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; @@ -684,6 +1075,7 @@ impl, T: Time, U: DerefMut> DirectedChanne } else { self.decayed_offset_msat(*self.max_liquidity_offset_msat) }; + self.update_history_buckets(); *self.last_updated = self.now; } @@ -695,6 +1087,7 @@ impl, T: Time, U: DerefMut> DirectedChanne } else { self.decayed_offset_msat(*self.min_liquidity_offset_msat) }; + self.update_history_buckets(); *self.last_updated = self.now; } } @@ -703,32 +1096,45 @@ impl>, L: Deref, T: Time> Score for Probabilis fn channel_penalty_msat( &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage ) -> u64 { - if self.params.banned_nodes.contains(source) || self.params.banned_nodes.contains(target) { - return u64::max_value(); + if let Some(penalty) = self.params.manual_node_penalties.get(target) { + return *penalty; } - if let EffectiveCapacity::ExactLiquidity { liquidity_msat } = usage.effective_capacity { - if usage.amount_msat > liquidity_msat { - return u64::max_value(); - } else { - return self.params.base_penalty_msat; - }; + let base_penalty_msat = self.params.base_penalty_msat.saturating_add( + self.params.base_penalty_amount_multiplier_msat + .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR); + + let mut anti_probing_penalty_msat = 0; + match usage.effective_capacity { + EffectiveCapacity::ExactLiquidity { liquidity_msat } => { + if usage.amount_msat > liquidity_msat { + return u64::max_value(); + } else { + return base_penalty_msat; + } + }, + EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => { + if htlc_maximum_msat >= capacity_msat/2 { + anti_probing_penalty_msat = self.params.anti_probing_penalty_msat; + } + }, + _ => {}, } - let liquidity_offset_half_life = self.params.liquidity_offset_half_life; let amount_msat = usage.amount_msat; let capacity_msat = usage.effective_capacity.as_msat() .saturating_sub(usage.inflight_htlc_msat); self.channel_liquidities .get(&short_channel_id) .unwrap_or(&ChannelLiquidity::new()) - .as_directed(source, target, capacity_msat, liquidity_offset_half_life) + .as_directed(source, target, capacity_msat, &self.params) .penalty_msat(amount_msat, &self.params) + .saturating_add(anti_probing_penalty_msat) + .saturating_add(base_penalty_msat) } fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); - 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_idx, hop) in path.iter().enumerate() { @@ -737,37 +1143,37 @@ impl>, L: Deref, T: Time> Score for Probabilis .get(&hop.short_channel_id) .and_then(|channel| channel.as_directed_to(&target)); - if hop.short_channel_id == short_channel_id && hop_idx == 0 { + let at_failed_channel = hop.short_channel_id == short_channel_id; + if at_failed_channel && hop_idx == 0 { log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id); } // Only score announced channels. if let Some((channel, source)) = channel_directed_from_source { let capacity_msat = channel.effective_capacity().as_msat(); - if hop.short_channel_id == short_channel_id { + if at_failed_channel { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .as_directed_mut(source, &target, capacity_msat, &self.params) .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); - break; + } else { + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(ChannelLiquidity::new) + .as_directed_mut(source, &target, capacity_msat, &self.params) + .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } - - self.channel_liquidities - .entry(hop.short_channel_id) - .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) - .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", hop.short_channel_id); } + if at_failed_channel { break; } } } 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(); @@ -783,7 +1189,7 @@ impl>, L: Deref, T: Time> Score for Probabilis self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .as_directed_mut(source, &target, capacity_msat, &self.params) .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", @@ -791,6 +1197,14 @@ impl>, L: Deref, T: Time> Score for Probabilis } } } + + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.payment_path_failed(path, short_channel_id) + } + + fn probe_successful(&mut self, path: &[&RouteHop]) { + self.payment_path_failed(path, u64::max_value()) + } } mod approx { @@ -1139,7 +1553,9 @@ impl Writeable for ChannelLiquidity { let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed(); write_tlv_fields!(w, { (0, self.min_liquidity_offset_msat, required), + (1, Some(self.min_liquidity_offset_history), option), (2, self.max_liquidity_offset_msat, required), + (3, Some(self.max_liquidity_offset_history), option), (4, duration_since_epoch, required), }); Ok(()) @@ -1151,33 +1567,52 @@ impl Readable for ChannelLiquidity { fn read(r: &mut R) -> Result { let mut min_liquidity_offset_msat = 0; let mut max_liquidity_offset_msat = 0; + let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new()); + let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new()); let mut duration_since_epoch = Duration::from_secs(0); read_tlv_fields!(r, { (0, min_liquidity_offset_msat, required), + (1, min_liquidity_offset_history, option), (2, max_liquidity_offset_msat, required), + (3, max_liquidity_offset_history, option), (4, duration_since_epoch, required), }); + // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards. + // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which + // is a time from a monotonic clock usually represented as an offset against boot time). + // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time + // from the one that was written. However, because `Instant` can panic if we construct one + // in the future, we must handle wallclock time jumping backwards, which we do by simply + // using `Instant::now()` in that case. + let wall_clock_now = T::duration_since_epoch(); + let now = T::now(); + let last_updated = if wall_clock_now > duration_since_epoch { + now - (wall_clock_now - duration_since_epoch) + } else { now }; Ok(Self { min_liquidity_offset_msat, max_liquidity_offset_msat, - last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), + min_liquidity_offset_history: min_liquidity_offset_history.unwrap(), + max_liquidity_offset_history: max_liquidity_offset_history.unwrap(), + last_updated, }) } } #[cfg(test)] mod tests { - use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; - use util::time::Time; - use util::time::tests::SinceEpoch; - - use ln::features::{ChannelFeatures, NodeFeatures}; - use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; - use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; - use routing::router::RouteHop; - use routing::scoring::{ChannelUsage, Score}; - use util::ser::{ReadableArgs, Writeable}; - use util::test_utils::TestLogger; + use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; + use crate::util::config::UserConfig; + use crate::util::time::Time; + use crate::util::time::tests::SinceEpoch; + + use crate::ln::channelmanager; + use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; + use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; + use crate::routing::router::RouteHop; + use crate::routing::scoring::{ChannelUsage, Score}; + use crate::util::ser::{ReadableArgs, Writeable}; + use crate::util::test_utils::TestLogger; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; @@ -1185,7 +1620,7 @@ mod tests { use bitcoin::network::constants::Network; use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey}; use core::time::Duration; - use io; + use crate::io; fn source_privkey() -> SecretKey { SecretKey::from_slice(&[42; 32]).unwrap() @@ -1262,7 +1697,7 @@ mod tests { let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); let secp_ctx = Secp256k1::new(); let unsigned_announcement = UnsignedChannelAnnouncement { - features: ChannelFeatures::known(), + features: channelmanager::provided_channel_features(&UserConfig::default()), chain_hash: genesis_hash, short_channel_id, node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key), @@ -1279,7 +1714,7 @@ mod tests { bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret), contents: unsigned_announcement, }; - let chain_source: Option<&::util::test_utils::TestChainSource> = None; + let chain_source: Option<&crate::util::test_utils::TestChainSource> = None; network_graph.update_channel_from_announcement( &signed_announcement, &chain_source).unwrap(); update_channel(network_graph, short_channel_id, node_1_key, 0); @@ -1299,7 +1734,7 @@ mod tests { flags, cltv_expiry_delta: 18, htlc_minimum_msat: 0, - htlc_maximum_msat: OptionalField::Present(1_000), + htlc_maximum_msat: 1_000, fee_base_msat: 1, fee_proportional_millionths: 0, excess_data: Vec::new(), @@ -1312,32 +1747,23 @@ mod tests { network_graph.update_channel(&signed_update).unwrap(); } + fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop { + let config = UserConfig::default(); + RouteHop { + pubkey, + node_features: channelmanager::provided_node_features(&config), + short_channel_id, + channel_features: channelmanager::provided_channel_features(&config), + fee_msat, + cltv_expiry_delta: 18, + } + } + fn payment_path_for_amount(amount_msat: u64) -> Vec { vec![ - RouteHop { - pubkey: source_pubkey(), - node_features: NodeFeatures::known(), - short_channel_id: 41, - channel_features: ChannelFeatures::known(), - fee_msat: 1, - cltv_expiry_delta: 18, - }, - RouteHop { - pubkey: target_pubkey(), - node_features: NodeFeatures::known(), - short_channel_id: 42, - channel_features: ChannelFeatures::known(), - fee_msat: 2, - cltv_expiry_delta: 18, - }, - RouteHop { - pubkey: recipient_pubkey(), - node_features: NodeFeatures::known(), - short_channel_id: 43, - channel_features: ChannelFeatures::known(), - fee_msat: amount_msat, - cltv_expiry_delta: 18, - }, + path_hop(source_pubkey(), 41, 1), + path_hop(target_pubkey(), 42, 2), + path_hop(recipient_pubkey(), 43, amount_msat), ] } @@ -1350,11 +1776,15 @@ mod tests { 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 + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }) .with_channel(43, ChannelLiquidity { - min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -1364,54 +1794,53 @@ mod tests { // 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); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 100); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 900); scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .as_directed_mut(&source, &target, 1_000, &scorer.params) .set_min_liquidity_msat(200); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 800); // Update maximum liquidity. let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + .as_directed(&target, &recipient, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 900); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life); + .as_directed(&recipient, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 100); assert_eq!(liquidity.max_liquidity_msat(), 300); scorer.channel_liquidities.get_mut(&43).unwrap() - .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life) + .as_directed_mut(&target, &recipient, 1_000, &scorer.params) .set_max_liquidity_msat(200); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + .as_directed(&target, &recipient, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 200); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life); + .as_directed(&recipient, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -1425,51 +1854,52 @@ mod tests { 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 + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); 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, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 800); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 600); // Reset from source to target. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .as_directed_mut(&source, &target, 1_000, &scorer.params) .set_min_liquidity_msat(900); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 900); assert_eq!(liquidity.max_liquidity_msat(), 1_000); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 100); // Reset from target to source. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) + .as_directed_mut(&target, &source, 1_000, &scorer.params) .set_min_liquidity_msat(400); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -1483,51 +1913,52 @@ mod tests { 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 + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); 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, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 800); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 600); // Reset from source to target. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .as_directed_mut(&source, &target, 1_000, &scorer.params) .set_max_liquidity_msat(300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 1_000); // Reset from target to source. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) + .as_directed_mut(&target, &source, 1_000, &scorer.params) .set_max_liquidity_msat(600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -1547,20 +1978,20 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_024, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 10_240, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 102_400, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); - let usage = ChannelUsage { amount_msat: 1_024_000, ..usage }; + let usage = ChannelUsage { amount_msat: 1_023_999, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58); let usage = ChannelUsage { amount_msat: 256, ..usage }; @@ -1584,12 +2015,15 @@ mod tests { let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated + min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -1597,7 +2031,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 39, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 100 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 50, ..usage }; @@ -1621,7 +2055,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; let failed_path = payment_path_for_amount(500); let successful_path = payment_path_for_amount(200); @@ -1651,7 +2085,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; @@ -1675,6 +2109,7 @@ mod tests { let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -1685,7 +2120,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; @@ -1703,6 +2138,65 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); } + #[test] + fn ignores_channels_after_removed_failed_channel() { + // Previously, if we'd tried to send over a channel which was removed from the network + // graph before we call `payment_path_failed` (which is the default if the we get a "no + // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all + // channels in the route, even ones which they payment never reached. This tests to ensure + // we do not score such channels. + let secp_ctx = Secp256k1::new(); + let logger = TestLogger::new(); + let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let mut network_graph = NetworkGraph::new(genesis_hash, &logger); + let secret_a = SecretKey::from_slice(&[42; 32]).unwrap(); + let secret_b = SecretKey::from_slice(&[43; 32]).unwrap(); + let secret_c = SecretKey::from_slice(&[44; 32]).unwrap(); + let secret_d = SecretKey::from_slice(&[45; 32]).unwrap(); + add_channel(&mut network_graph, 42, secret_a, secret_b); + // Don't add the channel from B -> C. + add_channel(&mut network_graph, 44, secret_c, secret_d); + + let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a); + let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b); + let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c); + let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d); + + let path = vec![ + path_hop(pub_b, 42, 1), + path_hop(pub_c, 43, 2), + path_hop(pub_d, 44, 100), + ]; + + let node_a = NodeId::from_pubkey(&pub_a); + let node_b = NodeId::from_pubkey(&pub_b); + let node_c = NodeId::from_pubkey(&pub_c); + let node_d = NodeId::from_pubkey(&pub_d); + + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + + let usage = ChannelUsage { + amount_msat: 250, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 128); + // Note that a default liquidity bound is used for B -> C as no channel exists + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128); + + scorer.payment_path_failed(&path.iter().collect::>(), 43); + + assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80); + // Note that a default liquidity bound is used for B -> C as no channel exists + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128); + } + #[test] fn reduces_liquidity_upper_bound_along_path_on_success() { let logger = TestLogger::new(); @@ -1719,7 +2213,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; let path = payment_path_for_amount(500); @@ -1741,6 +2235,7 @@ mod tests { let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -1750,10 +2245,10 @@ mod tests { let usage = ChannelUsage { amount_msat: 0, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); - let usage = ChannelUsage { amount_msat: 1_024, ..usage }; + let usage = ChannelUsage { amount_msat: 1_023, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); @@ -1797,20 +2292,20 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_023, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); // Fully decay liquidity upper bound. SinceEpoch::advance(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); SinceEpoch::advance(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); } #[test] @@ -1828,7 +2323,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 256, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125); @@ -1859,7 +2354,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 512, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); @@ -1895,6 +2390,7 @@ mod tests { let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger); @@ -1903,7 +2399,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); @@ -1931,6 +2427,7 @@ mod tests { let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger); @@ -1939,7 +2436,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); @@ -1976,49 +2473,49 @@ mod tests { let usage = ChannelUsage { amount_msat: 100_000_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 3613); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1977); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1474); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1223); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 877); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 845); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355); } #[test] @@ -2030,7 +2527,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; let params = ProbabilisticScoringParameters { @@ -2041,10 +2538,20 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58); let params = ProbabilisticScoringParameters { - base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, + anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558); + + let params = ProbabilisticScoringParameters { + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, + base_penalty_amount_multiplier_msat: (1 << 30), + anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() + }; + + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128); } #[test] @@ -2056,12 +2563,12 @@ mod tests { let usage = ChannelUsage { amount_msat: 512_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, - amount_penalty_multiplier_msat: 0, + liquidity_penalty_amount_multiplier_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2069,7 +2576,7 @@ mod tests { let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, - amount_penalty_multiplier_msat: 256, + liquidity_penalty_amount_multiplier_msat: 256, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2100,7 +2607,10 @@ mod tests { fn accounts_for_inflight_htlc_usage() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters::default(); + let params = ProbabilisticScoringParameters { + considered_impossible_penalty_msat: u64::max_value(), + ..ProbabilisticScoringParameters::zero_penalty() + }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -2108,7 +2618,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); @@ -2139,4 +2649,85 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_001, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); } + + #[test] + fn remembers_historical_failures() { + let logger = TestLogger::new(); + let network_graph = network_graph(&logger); + let params = ProbabilisticScoringParameters { + historical_liquidity_penalty_multiplier_msat: 1024, + historical_liquidity_penalty_amount_multiplier_msat: 1024, + historical_no_updates_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let source = source_node_id(); + let target = target_node_id(); + + let usage = ChannelUsage { + amount_msat: 100, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, + }; + // With no historical data the normal liquidity penalty calculation is used. + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); + + scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048); + + // Even after we tell the scorer we definitely have enough available liquidity, it will + // still remember that there was some failure in the past, and assign a non-0 penalty. + scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198); + + // Advance the time forward 16 half-lives (which the docs claim will ensure all data is + // gone), and check that we're back to where we started. + SinceEpoch::advance(Duration::from_secs(10 * 16)); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); + } + + #[test] + fn adds_anti_probing_penalty() { + let logger = TestLogger::new(); + let network_graph = network_graph(&logger); + let source = source_node_id(); + let target = target_node_id(); + let params = ProbabilisticScoringParameters { + anti_probing_penalty_msat: 500, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + + // Check we receive no penalty for a low htlc_maximum_msat. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + + // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + + // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + + // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + } }