X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=42a565aee95b908b4a60ddf6c99b10ba98899987;hb=d8748b05c5ae3917656a5debc77e14a7767225c6;hp=e55b5952c993c54f1164fff1414c2f42dd098ac3;hpb=ab6f967dc11cf49bb74c0307885d7873ba12828d;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index e55b5952..42a565ae 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -59,6 +59,7 @@ use crate::ln::msgs::DecodeError; use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; use crate::routing::router::{Path, CandidateRouteHop}; +use crate::routing::log_approx; use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer}; use crate::util::logger::Logger; @@ -464,11 +465,6 @@ impl ReadableArgs for FixedPenaltyScorer { /// 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 @@ -791,8 +787,7 @@ struct ChannelLiquidity { /// Upper channel liquidity bound in terms of an offset from the effective capacity. max_liquidity_offset_msat: u64, - min_liquidity_offset_history: HistoricalBucketRangeTracker, - max_liquidity_offset_history: HistoricalBucketRangeTracker, + liquidity_history: HistoricalLiquidityTracker, /// Time when the liquidity bounds were last modified as an offset since the unix epoch. last_updated: Duration, @@ -804,14 +799,13 @@ struct ChannelLiquidity { /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and /// decayed with a given half life. -struct DirectedChannelLiquidity, BRT: Deref, T: Deref> { +struct DirectedChannelLiquidity, HT: Deref, T: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, - liquidity_history: HistoricalMinMaxBuckets, + liquidity_history: DirectedHistoricalLiquidityTracker, capacity_msat: u64, last_updated: T, offset_history_last_updated: T, - decay_params: ProbabilisticScoringDecayParameters, } impl>, L: Deref> ProbabilisticScorer where L::Target: Logger { @@ -843,10 +837,10 @@ impl>, L: Deref> ProbabilisticScorer whe 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.decay_params); + let dir_liq = liq.as_directed(source, target, amt); - let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets; - let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets; + let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history_buckets(); + let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history_buckets(); log_debug!(self.logger, core::concat!( "Liquidity from {} to {} via {} is in the range ({}, {}).\n", @@ -895,7 +889,7 @@ impl>, L: Deref> ProbabilisticScorer whe 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.decay_params); + let dir_liq = liq.as_directed(source, target, amt); return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); } } @@ -937,10 +931,10 @@ impl>, L: Deref> ProbabilisticScorer whe 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.decay_params); + let dir_liq = liq.as_directed(source, target, amt); - let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets; - let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets; + let min_buckets = *dir_liq.liquidity_history.min_liquidity_offset_history_buckets(); + let mut max_buckets = *dir_liq.liquidity_history.max_liquidity_offset_history_buckets(); // Note that the liquidity buckets are an offset from the edge, so we inverse // the max order to get the probabilities from zero. @@ -968,7 +962,7 @@ impl>, L: Deref> ProbabilisticScorer whe if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let capacity_msat = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params); + let dir_liq = liq.as_directed(source, target, capacity_msat); return dir_liq.liquidity_history.calculate_success_probability_times_billion( ¶ms, amount_msat, capacity_msat @@ -985,8 +979,7 @@ 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(), + liquidity_history: HistoricalLiquidityTracker::new(), last_updated, offset_history_last_updated: last_updated, } @@ -995,56 +988,46 @@ impl ChannelLiquidity { /// 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, decay_params: ProbabilisticScoringDecayParameters - ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> { - 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) + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, + ) -> DirectedChannelLiquidity<&u64, &HistoricalLiquidityTracker, &Duration> { + let source_less_than_target = source < target; + let (min_liquidity_offset_msat, max_liquidity_offset_msat) = + if source_less_than_target { + (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat) } else { - (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat, - &self.max_liquidity_offset_history, &self.min_liquidity_offset_history) + (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat) }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, - liquidity_history: HistoricalMinMaxBuckets { - min_liquidity_offset_history, - max_liquidity_offset_history, - }, + liquidity_history: self.liquidity_history.as_directed(source_less_than_target), capacity_msat, last_updated: &self.last_updated, offset_history_last_updated: &self.offset_history_last_updated, - decay_params: decay_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, decay_params: ProbabilisticScoringDecayParameters - ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> { - 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) + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, + ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalLiquidityTracker, &mut Duration> { + let source_less_than_target = source < target; + let (min_liquidity_offset_msat, max_liquidity_offset_msat) = + if source_less_than_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, - &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history) + (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat) }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, - liquidity_history: HistoricalMinMaxBuckets { - min_liquidity_offset_history, - max_liquidity_offset_history, - }, + liquidity_history: self.liquidity_history.as_directed_mut(source_less_than_target), capacity_msat, last_updated: &mut self.last_updated, offset_history_last_updated: &mut self.offset_history_last_updated, - decay_params: decay_params, } } @@ -1067,7 +1050,7 @@ const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2; /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a /// ratio, as X in 1/X. -const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; +const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = log_approx::LOWER_BITS_BOUND; /// The divisor used when computing the amount penalty. const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; @@ -1142,8 +1125,8 @@ fn success_probability( (numerator, denominator) } -impl, BRT: Deref, T: Deref> -DirectedChannelLiquidity< L, BRT, T> { +impl, HT: Deref, T: Deref> +DirectedChannelLiquidity< L, HT, T> { /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in /// this direction. fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 { @@ -1172,7 +1155,7 @@ DirectedChannelLiquidity< L, BRT, T> { 0 } else { let negative_log10_times_2048 = - approx::negative_log10_times_2048(numerator, denominator); + log_approx::negative_log10_times_2048(numerator, denominator); Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, score_params.liquidity_penalty_multiplier_msat, score_params.liquidity_penalty_amount_multiplier_msat) @@ -1194,7 +1177,8 @@ DirectedChannelLiquidity< L, BRT, T> { .calculate_success_probability_times_billion( score_params, amount_msat, self.capacity_msat) { - let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024); + let historical_negative_log10_times_2048 = + log_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, score_params.historical_liquidity_penalty_multiplier_msat, score_params.historical_liquidity_penalty_amount_multiplier_msat)); @@ -1205,7 +1189,7 @@ DirectedChannelLiquidity< L, BRT, T> { let (numerator, denominator) = success_probability(amount_msat, 0, available_capacity, available_capacity, score_params, true); let negative_log10_times_2048 = - approx::negative_log10_times_2048(numerator, denominator); + log_approx::negative_log10_times_2048(numerator, denominator); res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat, score_params.historical_liquidity_penalty_amount_multiplier_msat)); @@ -1247,8 +1231,8 @@ DirectedChannelLiquidity< L, BRT, T> { } } -impl, BRT: DerefMut, T: DerefMut> -DirectedChannelLiquidity { +impl, HT: DerefMut, T: DerefMut> +DirectedChannelLiquidity { /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. fn failed_at_channel( &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log @@ -1294,19 +1278,10 @@ DirectedChannelLiquidity { /// state"), we allow the caller to set an offset applied to our liquidity bounds which /// represents the amount of the successful payment we just made. fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) { - let half_lives = - duration_since_epoch.checked_sub(*self.offset_history_last_updated) - .unwrap_or(Duration::ZERO).as_secs() - .checked_div(self.decay_params.historical_no_updates_half_life.as_secs()) - .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value()); - self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives); - self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives); - - self.liquidity_history.min_liquidity_offset_history.track_datapoint( - *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat - ); - self.liquidity_history.max_liquidity_offset_history.track_datapoint( - self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat + self.liquidity_history.track_datapoint( + *self.min_liquidity_offset_msat + bucket_offset_msat, + self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), + self.capacity_msat, ); *self.offset_history_last_updated = duration_since_epoch; } @@ -1374,7 +1349,7 @@ impl>, L: Deref> ScoreLookUp for Probabilistic self.channel_liquidities .get(&scid) .unwrap_or(&ChannelLiquidity::new(Duration::ZERO)) - .as_directed(&source, &target, capacity_msat, self.decay_params) + .as_directed(&source, &target, capacity_msat) .penalty_msat(amount_msat, score_params) .saturating_add(anti_probing_penalty_msat) .saturating_add(base_penalty_msat) @@ -1404,14 +1379,14 @@ impl>, L: Deref> ScoreUpdate for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) - .as_directed_mut(source, &target, capacity_msat, self.decay_params) + .as_directed_mut(source, &target, capacity_msat) .failed_at_channel(amount_msat, duration_since_epoch, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) - .as_directed_mut(source, &target, capacity_msat, self.decay_params) + .as_directed_mut(source, &target, capacity_msat) .failed_downstream(amount_msat, duration_since_epoch, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } @@ -1440,7 +1415,7 @@ impl>, L: Deref> ScoreUpdate for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) - .as_directed_mut(source, &target, capacity_msat, self.decay_params) + .as_directed_mut(source, &target, capacity_msat) .successful(amount_msat, duration_since_epoch, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { @@ -1472,19 +1447,12 @@ impl>, L: Deref> ScoreUpdate for Probabilistic if elapsed_time > decay_params.historical_no_updates_half_life { let half_life = decay_params.historical_no_updates_half_life.as_secs_f64(); if half_life != 0.0 { - let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64; - for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() { - *bucket = ((*bucket as u64) * 1024 / divisor) as u16; - } - for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() { - *bucket = ((*bucket as u64) * 1024 / divisor) as u16; - } + liquidity.liquidity_history.decay_buckets(elapsed_time.as_secs_f64() / half_life); liquidity.offset_history_last_updated = duration_since_epoch; } } liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 || - liquidity.min_liquidity_offset_history.buckets != [0; 32] || - liquidity.max_liquidity_offset_history.buckets != [0; 32] + liquidity.liquidity_history.has_datapoints() }); } } @@ -1503,316 +1471,6 @@ fn powf64(n: f64, exp: f64) -> f64 { libm::powf(n as f32, exp as f32) as f64 } -mod approx { - const BITS: u32 = 64; - const HIGHEST_BIT: u32 = BITS - 1; - const LOWER_BITS: u32 = 6; - pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS; - const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1; - - /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the - /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index. - const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [ - [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, - 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, - 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, - 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], - [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, - 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, - 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, - 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977], - [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, - 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, - 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, - 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731], - [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954, - 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133, - 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281, - 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409], - [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619, - 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789, - 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931, - 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054], - [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259, - 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424, - 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564, - 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28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352], - [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547, - 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711, - 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849, - 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969], - [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163, - 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327, - 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466, - 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585], - [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780, - 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944, - 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082, - 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202], - [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396, - 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560, - 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699, - 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818], - [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013, - 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177, - 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315, - 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435], - [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629, - 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793, - 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932, - 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052], - [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246, - 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410, - 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548, - 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668], - [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862, - 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026, - 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165, - 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285], - [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479, - 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643, - 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781, - 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901], - [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095, - 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259, - 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398, - 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518], - [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712, - 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876, - 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014, - 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134], - [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328, - 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492, - 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631, - 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751], - [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945, - 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109, - 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247, - 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367], - [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561, - 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725, - 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864, - 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984], - [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178, - 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342, - 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480, - 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600], - [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794, - 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958, - 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097, - 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217], - [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411, - 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575, - 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713, - 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833], - [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027, - 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191, - 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330, - 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450], - ]; - - /// Approximate `log10(numerator / denominator) * 2048` using a look-up table. - #[inline] - pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 { - // Multiply the -1 through to avoid needing to use signed numbers. - (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64 - } - - #[inline] - fn log10_times_2048(x: u64) -> u16 { - debug_assert_ne!(x, 0); - let most_significant_bit = HIGHEST_BIT - x.leading_zeros(); - let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK; - LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize] - } - - #[cfg(test)] - mod tests { - use super::*; - - #[test] - fn prints_negative_log10_times_2048_lookup_table() { - for msb in 0..BITS { - for i in 0..LOWER_BITS_BOUND { - let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb); - let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16; - assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]); - - if i % LOWER_BITS_BOUND == 0 { - print!("\t\t[{}, ", log10_times_2048); - } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 { - println!("{}],", log10_times_2048); - } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 { - print!("{},\n\t\t\t", log10_times_2048); - } else { - print!("{}, ", log10_times_2048); - } - } - } - } - } -} - mod bucketed_history { use super::*; @@ -1924,7 +1582,7 @@ mod bucketed_history { /// in each of 32 buckets. #[derive(Clone, Copy)] pub(super) struct HistoricalBucketRangeTracker { - pub(super) buckets: [u16; 32], + buckets: [u16; 32], } /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value @@ -1933,7 +1591,7 @@ mod bucketed_history { impl HistoricalBucketRangeTracker { pub(super) fn new() -> Self { Self { buckets: [0; 32] } } - pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) { + fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) { // We have 32 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. // @@ -1964,31 +1622,123 @@ mod bucketed_history { self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE); } } - /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old - /// datapoints as we receive newer information. - #[inline] - pub(super) 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) }); impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) }); + #[derive(Clone, Copy)] + pub(super) struct HistoricalLiquidityTracker { + min_liquidity_offset_history: HistoricalBucketRangeTracker, + max_liquidity_offset_history: HistoricalBucketRangeTracker, + total_valid_points_tracked: u64, + } + + impl HistoricalLiquidityTracker { + pub(super) fn new() -> HistoricalLiquidityTracker { + HistoricalLiquidityTracker { + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + total_valid_points_tracked: 0, + } + } + + pub(super) fn from_min_max( + min_liquidity_offset_history: HistoricalBucketRangeTracker, + max_liquidity_offset_history: HistoricalBucketRangeTracker, + ) -> HistoricalLiquidityTracker { + let mut res = HistoricalLiquidityTracker { + min_liquidity_offset_history, + max_liquidity_offset_history, + total_valid_points_tracked: 0, + }; + res.recalculate_valid_points(); + res + } + + pub(super) fn has_datapoints(&self) -> bool { + self.min_liquidity_offset_history.buckets != [0; 32] || + self.max_liquidity_offset_history.buckets != [0; 32] + } + + pub(super) fn decay_buckets(&mut self, half_lives: f64) { + let divisor = powf64(2048.0, half_lives) as u64; + for bucket in self.min_liquidity_offset_history.buckets.iter_mut() { + *bucket = ((*bucket as u64) * 1024 / divisor) as u16; + } + for bucket in self.max_liquidity_offset_history.buckets.iter_mut() { + *bucket = ((*bucket as u64) * 1024 / divisor) as u16; + } + self.recalculate_valid_points(); + } + + fn recalculate_valid_points(&mut self) { + self.total_valid_points_tracked = 0; + for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { + for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) { + self.total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); + } + } + } + + pub(super) fn writeable_min_offset_history(&self) -> &HistoricalBucketRangeTracker { + &self.min_liquidity_offset_history + } + + pub(super) fn writeable_max_offset_history(&self) -> &HistoricalBucketRangeTracker { + &self.max_liquidity_offset_history + } + + pub(super) fn as_directed<'a>(&'a self, source_less_than_target: bool) + -> DirectedHistoricalLiquidityTracker<&'a HistoricalLiquidityTracker> { + DirectedHistoricalLiquidityTracker { source_less_than_target, tracker: self } + } + + pub(super) fn as_directed_mut<'a>(&'a mut self, source_less_than_target: bool) + -> DirectedHistoricalLiquidityTracker<&'a mut HistoricalLiquidityTracker> { + DirectedHistoricalLiquidityTracker { source_less_than_target, tracker: self } + } + } + /// A set of buckets representing the history of where we've seen the minimum- and maximum- /// liquidity bounds for a given channel. - pub(super) struct HistoricalMinMaxBuckets> { - /// Buckets tracking where and how often we've seen the minimum liquidity bound for a - /// channel. - pub(super) min_liquidity_offset_history: D, - /// Buckets tracking where and how often we've seen the maximum liquidity bound for a - /// channel. - pub(super) max_liquidity_offset_history: D, + pub(super) struct DirectedHistoricalLiquidityTracker> { + source_less_than_target: bool, + tracker: D, + } + + impl> DirectedHistoricalLiquidityTracker { + pub(super) fn track_datapoint( + &mut self, min_offset_msat: u64, max_offset_msat: u64, capacity_msat: u64, + ) { + if self.source_less_than_target { + self.tracker.min_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat); + self.tracker.max_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat); + } else { + self.tracker.max_liquidity_offset_history.track_datapoint(min_offset_msat, capacity_msat); + self.tracker.min_liquidity_offset_history.track_datapoint(max_offset_msat, capacity_msat); + } + self.tracker.recalculate_valid_points(); + } } - impl> HistoricalMinMaxBuckets { + impl> DirectedHistoricalLiquidityTracker { + pub(super) fn min_liquidity_offset_history_buckets(&self) -> &[u16; 32] { + if self.source_less_than_target { + &self.tracker.min_liquidity_offset_history.buckets + } else { + &self.tracker.max_liquidity_offset_history.buckets + } + } + + pub(super) fn max_liquidity_offset_history_buckets(&self) -> &[u16; 32] { + if self.source_less_than_target { + &self.tracker.max_liquidity_offset_history.buckets + } else { + &self.tracker.min_liquidity_offset_history.buckets + } + } + #[inline] pub(super) fn calculate_success_probability_times_billion( &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64, @@ -2004,11 +1754,20 @@ mod bucketed_history { let payment_pos = amount_to_pos(amount_msat, capacity_msat); if payment_pos >= POSITION_TICKS { return None; } - let mut total_valid_points_tracked = 0; - for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { - for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) { - total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); + let min_liquidity_offset_history_buckets = + self.min_liquidity_offset_history_buckets(); + let max_liquidity_offset_history_buckets = + self.max_liquidity_offset_history_buckets(); + + let total_valid_points_tracked = self.tracker.total_valid_points_tracked; + #[cfg(debug_assertions)] { + let mut actual_valid_points_tracked = 0; + for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate() { + for max_bucket in max_liquidity_offset_history_buckets.iter().take(32 - min_idx) { + actual_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); + } } + assert_eq!(total_valid_points_tracked, actual_valid_points_tracked); } // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), @@ -2026,10 +1785,10 @@ mod bucketed_history { // datapoint, many of which may have relatively high maximum-available-liquidity // values, which will result in us thinking we have some nontrivial probability of // routing up to that amount. - if self.min_liquidity_offset_history.buckets[0] != 0 { + if min_liquidity_offset_history_buckets[0] != 0 { let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data let mut total_max_points = 0; // Total points in max-buckets to consider - for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() { + for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate() { if *max_bucket >= BUCKET_FIXED_POINT_ONE { highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx); } @@ -2040,16 +1799,16 @@ mod bucketed_history { let (numerator, denominator) = success_probability(payment_pos as u64, 0, max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true); let bucket_prob_times_billion = - (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points + (min_liquidity_offset_history_buckets[0] as u64) * total_max_points * 1024 * 1024 * 1024 / total_valid_points_tracked; cumulative_success_prob_times_billion += bucket_prob_times_billion * numerator / denominator; } } - for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) { + for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate().skip(1) { let min_bucket_start_pos = BUCKET_START_POS[min_idx]; - for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) { + for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate().take(32 - min_idx) { let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1; // Note that this multiply can only barely not overflow - two 16 bit ints plus // 30 bits is 62 bits. @@ -2074,7 +1833,7 @@ mod bucketed_history { } } } -use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets}; +use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, DirectedHistoricalLiquidityTracker, HistoricalLiquidityTracker}; impl>, L: Deref> Writeable for ProbabilisticScorer where L::Target: Logger { #[inline] @@ -2115,8 +1874,8 @@ impl Writeable for ChannelLiquidity { (2, self.max_liquidity_offset_msat, required), // 3 was the max_liquidity_offset_history in octile form (4, self.last_updated, required), - (5, Some(self.min_liquidity_offset_history), option), - (7, Some(self.max_liquidity_offset_history), option), + (5, self.liquidity_history.writeable_min_offset_history(), required), + (7, self.liquidity_history.writeable_max_offset_history(), required), (9, self.offset_history_last_updated, required), }); Ok(()) @@ -2162,8 +1921,9 @@ impl Readable for ChannelLiquidity { Ok(Self { min_liquidity_offset_msat, max_liquidity_offset_msat, - min_liquidity_offset_history: min_liquidity_offset_history.unwrap(), - max_liquidity_offset_history: max_liquidity_offset_history.unwrap(), + liquidity_history: HistoricalLiquidityTracker::from_min_max( + min_liquidity_offset_history.unwrap(), max_liquidity_offset_history.unwrap() + ), last_updated, offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated), }) @@ -2172,10 +1932,9 @@ impl Readable for ChannelLiquidity { #[cfg(test)] mod tests { - use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer}; + use super::{ChannelLiquidity, HistoricalLiquidityTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer}; use crate::blinded_path::{BlindedHop, BlindedPath}; use crate::util::config::UserConfig; - use crate::util::time::tests::SinceEpoch; use crate::ln::channelmanager; use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; @@ -2345,15 +2104,13 @@ mod tests { ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, offset_history_last_updated, - min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), - max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + liquidity_history: HistoricalLiquidityTracker::new(), }) .with_channel(43, ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, offset_history_last_updated, - min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), - max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + liquidity_history: HistoricalLiquidityTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -2364,52 +2121,52 @@ mod tests { // Update minimum liquidity. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&source, &target, 1_000) .set_min_liquidity_msat(200, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params); + .as_directed(&target, &recipient, 1_000); 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, decay_params); + .as_directed(&recipient, &target, 1_000); 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, decay_params) + .as_directed_mut(&target, &recipient, 1_000) .set_max_liquidity_msat(200, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, decay_params); + .as_directed(&target, &recipient, 1_000); 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, decay_params); + .as_directed(&recipient, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -2426,8 +2183,7 @@ mod tests { ChannelLiquidity { min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, offset_history_last_updated, - min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), - max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + liquidity_history: HistoricalLiquidityTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -2435,42 +2191,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&source, &target, 1_000) .set_min_liquidity_msat(900, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&target, &source, 1_000) .set_min_liquidity_msat(400, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -2487,8 +2243,7 @@ mod tests { ChannelLiquidity { min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, offset_history_last_updated, - min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), - max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + liquidity_history: HistoricalLiquidityTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -2496,42 +2251,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&source, &target, 1_000) .set_max_liquidity_msat(300, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); 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, decay_params) + .as_directed_mut(&target, &source, 1_000) .set_max_liquidity_msat(600, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); 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, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -2607,8 +2362,7 @@ mod tests { ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated, offset_history_last_updated, - min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), - max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + liquidity_history: HistoricalLiquidityTracker::new(), }); let source = source_node_id(); @@ -2925,7 +2679,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // Half decay (i.e., three-quarter life) - SinceEpoch::advance(Duration::from_secs(5)); scorer.decay_liquidity_certainty(Duration::from_secs(5)); let usage = ChannelUsage { amount_msat: 128, ..usage }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22); @@ -2937,7 +2690,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // One decay (i.e., half life) - SinceEpoch::advance(Duration::from_secs(5)); scorer.decay_liquidity_certainty(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 64, ..usage }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); @@ -2949,7 +2701,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // Fully decay liquidity lower bound. - SinceEpoch::advance(Duration::from_secs(10 * 7)); scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); @@ -2961,14 +2712,12 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // Fully decay liquidity upper bound. - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); @@ -2976,47 +2725,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } - #[test] - fn decays_liquidity_bounds_without_shift_overflow() { - let logger = TestLogger::new(); - let network_graph = network_graph(&logger); - let params = ProbabilisticScoringFeeParameters { - liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringFeeParameters::zero_penalty() - }; - let decay_params = ProbabilisticScoringDecayParameters { - liquidity_offset_half_life: Duration::from_secs(10), - ..ProbabilisticScoringDecayParameters::default() - }; - let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); - let source = source_node_id(); - let usage = ChannelUsage { - amount_msat: 256, - inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, - }; - let channel = network_graph.read_only().channel(42).unwrap().to_owned(); - let (info, _) = channel.as_directed_from(&source).unwrap(); - let candidate = CandidateRouteHop::PublicHop { - info, - short_channel_id: 42, - }; - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - - scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281); - - // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat - // would cause an overflow. - SinceEpoch::advance(Duration::from_secs(10 * 64)); - scorer.decay_liquidity_certainty(Duration::from_secs(10 * 64)); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - - SinceEpoch::advance(Duration::from_secs(10)); - scorer.decay_liquidity_certainty(Duration::from_secs(10 * 65)); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - } - #[test] fn restricts_liquidity_bounds_after_decay() { let logger = TestLogger::new(); @@ -3051,7 +2759,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281); // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291); @@ -3066,7 +2773,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245); // Further decaying affects the lower bound more than the upper bound (128, 928). - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(20)); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280); } @@ -3101,7 +2807,6 @@ mod tests { }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473); @@ -3147,7 +2852,6 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); if decay_before_reload { - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(10)); } @@ -3158,7 +2862,6 @@ mod tests { let mut deserialized_scorer = >::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap(); if !decay_before_reload { - SinceEpoch::advance(Duration::from_secs(10)); scorer.decay_liquidity_certainty(Duration::from_secs(10)); deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10)); } @@ -3167,7 +2870,6 @@ mod tests { scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); - SinceEpoch::advance(Duration::from_secs(10)); deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20)); assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370); } @@ -3501,7 +3203,6 @@ mod tests { // Advance the time forward 16 half-lives (which the docs claim will ensure all data is // gone), and check that we're back to where we started. - SinceEpoch::advance(Duration::from_secs(10 * 16)); scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16)); { let network_graph = network_graph.read_only(); @@ -3546,7 +3247,6 @@ mod tests { } // Advance to decay all liquidity offsets to zero. - SinceEpoch::advance(Duration::from_secs(60 * 60 * 10)); scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60))); // Once even the bounds have decayed information about the channel should be removed @@ -3665,7 +3365,7 @@ mod tests { scorer.payment_path_failed(&path, 43, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 256); assert_eq!(liquidity.max_liquidity_msat(), 768); }