X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=51397cdae079cbc4dd4cbaf5121d92626db21ec2;hb=2d482ce345d998bce7a9f2a1cf111bb3caa241df;hp=2e1efa751867e3f1e6ffd1fd5f19f681765c2060;hpb=d28d6a5403682d2d1539bf73552a4490a2309578;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 2e1efa75..51397cda 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -9,8 +9,8 @@ //! Utilities for scoring payment channels. //! -//! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a -//! custom [`Score`] implementation is not needed. +//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path +//! finding when a custom [`Score`] implementation is not needed. //! //! # Example //! @@ -19,7 +19,7 @@ //! # //! # use lightning::routing::network_graph::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; -//! # use lightning::routing::scoring::{Scorer, ScoringParameters}; +//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters}; //! # use lightning::util::logger::{Logger, Record}; //! # use secp256k1::key::PublicKey; //! # @@ -27,20 +27,21 @@ //! # impl Logger for FakeLogger { //! # fn log(&self, record: &Record) { unimplemented!() } //! # } -//! # fn find_scored_route(payer: PublicKey, params: RouteParameters, network_graph: NetworkGraph) { +//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) { //! # let logger = FakeLogger {}; //! # //! // Use the default channel penalties. -//! let scorer = Scorer::default(); +//! let params = ProbabilisticScoringParameters::default(); +//! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph); //! //! // Or use custom channel penalties. -//! let scorer = Scorer::new(ScoringParameters { -//! base_penalty_msat: 1000, -//! failure_penalty_msat: 2 * 1024 * 1000, -//! ..ScoringParameters::default() -//! }); +//! let params = ProbabilisticScoringParameters { +//! liquidity_penalty_multiplier_msat: 2 * 1000, +//! ..ProbabilisticScoringParameters::default() +//! }; +//! let scorer = ProbabilisticScorer::new(params, &payer, &network_graph); //! -//! let route = find_route(&payer, ¶ms, &network_graph, None, &logger, &scorer); +//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer); //! # } //! ``` //! @@ -51,14 +52,16 @@ //! //! [`find_route`]: crate::routing::router::find_route +use bitcoin::secp256k1::key::PublicKey; + use ln::msgs::DecodeError; -use routing::network_graph::NodeId; +use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId}; use routing::router::RouteHop; -use util::ser::{Readable, Writeable, Writer}; +use util::ser::{Readable, ReadableArgs, Writeable, Writer}; use prelude::*; use core::cell::{RefCell, RefMut}; -use core::ops::DerefMut; +use core::ops::{Deref, DerefMut}; use core::time::Duration; use io::{self, Read}; use sync::{Mutex, MutexGuard}; @@ -82,16 +85,11 @@ pub trait Score $(: $supertrait)* { /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the /// given channel in the direction from `source` to `target`. /// - /// The channel's capacity (less any other MPP parts which are also being considered for use in - /// the same payment) is given by `channel_capacity_msat`. It may be guessed from various - /// sources or assumed from no data at all. - /// - /// For hints provided in the invoice, we assume the channel has sufficient capacity to accept - /// the invoice's full amount, and provide a `channel_capacity_msat` of `None`. In all other - /// cases it is set to `Some`, even if we're guessing at the channel value. - /// - /// Your code should be overflow-safe through a `channel_capacity_msat` of 21 million BTC. - fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option, source: &NodeId, target: &NodeId) -> u64; + /// The channel's capacity (less any other MPP parts that are also being considered for use in + /// the same payment) is given by `capacity_msat`. It may be determined from various sources + /// such as a chain data, network gossip, or invoice hints, the latter indicating sufficient + /// capacity (i.e., near [`u64::max_value`]). Thus, implementations should be overflow-safe. + fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64; /// Handles updating channel penalties after failing to route through a channel. fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64); @@ -101,8 +99,8 @@ pub trait Score $(: $supertrait)* { } impl $(+ $supertrait)*> Score for T { - fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option, source: &NodeId, target: &NodeId) -> u64 { - self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, channel_capacity_msat, source, target) + fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 { + self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target) } fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { @@ -168,6 +166,14 @@ impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { } } +#[cfg(c_bindings)] +impl MultiThreadedLockableScore { + /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`]. + pub fn new(score: T) -> Self { + MultiThreadedLockableScore { score: Mutex::new(score) } + } +} + #[cfg(c_bindings)] /// (C-not exported) impl<'a, T: Writeable> Writeable for RefMut<'a, T> { @@ -334,11 +340,10 @@ impl ChannelFailure { } fn decayed_penalty_msat(&self, half_life: Duration) -> u64 { - let decays = self.last_updated.elapsed().as_secs().checked_div(half_life.as_secs()); - match decays { - Some(decays) => self.undecayed_penalty_msat >> decays, - None => 0, - } + self.last_updated.elapsed().as_secs() + .checked_div(half_life.as_secs()) + .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32)) + .unwrap_or(0) } } @@ -362,23 +367,19 @@ impl Default for ScoringParameters { impl Score for ScorerUsingTime { fn channel_penalty_msat( - &self, short_channel_id: u64, send_amt_msat: u64, chan_capacity_opt: Option, _source: &NodeId, _target: &NodeId + &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId ) -> u64 { let failure_penalty_msat = self.channel_failures .get(&short_channel_id) .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life)); let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat; - - if let Some(chan_capacity_msat) = chan_capacity_opt { - let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / chan_capacity_msat; - - if send_1024ths > self.params.overuse_penalty_start_1024th as u64 { - penalty_msat = penalty_msat.checked_add( - (send_1024ths - self.params.overuse_penalty_start_1024th as u64) - .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value())) - .unwrap_or(u64::max_value()); - } + let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat; + if send_1024ths > self.params.overuse_penalty_start_1024th as u64 { + penalty_msat = penalty_msat.checked_add( + (send_1024ths - self.params.overuse_penalty_start_1024th as u64) + .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value())) + .unwrap_or(u64::max_value()); } penalty_msat @@ -453,6 +454,347 @@ impl Readable for ChannelFailure { } } +/// [`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 log of the success probability is used to determine the cost of routing a +/// specific HTLC amount through a channel. +/// +/// [1]: https://arxiv.org/abs/2107.05322 +pub struct ProbabilisticScorer> { + params: ProbabilisticScoringParameters, + node_id: NodeId, + network_graph: G, + // TODO: Remove entries of closed channels. + channel_liquidities: HashMap, +} + +/// Parameters for configuring [`ProbabilisticScorer`]. +pub struct ProbabilisticScoringParameters { + /// A penalty applied after multiplying by the negative log of channel's success probability for + /// a payment. + /// + /// The success probability is determined by the effective channel capacity, the payment amount, + /// and knowledge learned from prior successful and unsuccessful payments. + /// + /// Default value: 1,000 msat + pub liquidity_penalty_multiplier_msat: u64, +} + +impl_writeable_tlv_based!(ProbabilisticScoringParameters, { + (0, liquidity_penalty_multiplier_msat, required), +}); + +/// Accounting for channel liquidity balance uncertainty. +/// +/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the +/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity +/// offset fields gives the opposite direction. +struct ChannelLiquidity { + min_liquidity_offset_msat: u64, + max_liquidity_offset_msat: u64, +} + +/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity. +struct DirectedChannelLiquidity> { + min_liquidity_offset_msat: L, + max_liquidity_offset_msat: L, + capacity_msat: u64, +} + +/// The likelihood of an event occurring. +enum Probability { + Zero, + One, + Ratio { numerator: u64, denominator: u64 }, +} + +impl> ProbabilisticScorer { + /// Creates a new scorer using the given scoring parameters for sending payments from a node + /// through a network graph. + pub fn new( + params: ProbabilisticScoringParameters, node_pubkey: &PublicKey, network_graph: G + ) -> Self { + Self { + params, + node_id: NodeId::from_pubkey(node_pubkey), + network_graph, + channel_liquidities: HashMap::new(), + } + } + + #[cfg(test)] + fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self { + assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none()); + self + } +} + +impl Default for ProbabilisticScoringParameters { + fn default() -> Self { + Self { + liquidity_penalty_multiplier_msat: 1000, + } + } +} + +impl ChannelLiquidity { + #[inline] + fn new() -> Self { + Self { + min_liquidity_offset_msat: 0, + max_liquidity_offset_msat: 0, + } + } + + /// Returns a view of the channel liquidity directed from `source` to `target` assuming + /// `capacity_msat`. + fn as_directed( + &self, source: &NodeId, target: &NodeId, capacity_msat: u64 + ) -> DirectedChannelLiquidity<&u64> { + 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) + }; + + DirectedChannelLiquidity { + min_liquidity_offset_msat, + max_liquidity_offset_msat, + capacity_msat, + } + } + + /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming + /// `capacity_msat`. + fn as_directed_mut( + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64 + ) -> DirectedChannelLiquidity<&mut u64> { + 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) + }; + + DirectedChannelLiquidity { + min_liquidity_offset_msat, + max_liquidity_offset_msat, + capacity_msat, + } + } +} + +impl> DirectedChannelLiquidity { + /// Returns the success probability of routing the given HTLC `amount_msat` through the channel + /// in this direction. + fn success_probability(&self, amount_msat: u64) -> Probability { + let max_liquidity_msat = self.max_liquidity_msat(); + let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); + if amount_msat > max_liquidity_msat { + Probability::Zero + } else if amount_msat < min_liquidity_msat { + Probability::One + } else { + let numerator = max_liquidity_msat + 1 - amount_msat; + let denominator = max_liquidity_msat + 1 - min_liquidity_msat; + if numerator == denominator { + Probability::One + } else { + Probability::Ratio { numerator, denominator } + } + } + } + + /// Returns the lower bound of the channel liquidity balance in this direction. + fn min_liquidity_msat(&self) -> u64 { + *self.min_liquidity_offset_msat + } + + /// Returns the upper bound of the channel liquidity balance in this direction. + fn max_liquidity_msat(&self) -> u64 { + self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0) + } +} + +impl> DirectedChannelLiquidity { + /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. + fn failed_at_channel(&mut self, amount_msat: u64) { + if amount_msat < self.max_liquidity_msat() { + self.set_max_liquidity_msat(amount_msat); + } + } + + /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream. + fn failed_downstream(&mut self, amount_msat: u64) { + if amount_msat > self.min_liquidity_msat() { + self.set_min_liquidity_msat(amount_msat); + } + } + + /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`. + fn successful(&mut self, amount_msat: u64) { + let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0); + self.set_max_liquidity_msat(max_liquidity_msat); + } + + /// Adjusts the lower bound of the channel liquidity balance in this direction. + fn set_min_liquidity_msat(&mut self, amount_msat: u64) { + *self.min_liquidity_offset_msat = amount_msat; + + if amount_msat > self.max_liquidity_msat() { + *self.max_liquidity_offset_msat = 0; + } + } + + /// Adjusts the upper bound of the channel liquidity balance in this direction. + fn set_max_liquidity_msat(&mut self, amount_msat: u64) { + *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0); + + if amount_msat < self.min_liquidity_msat() { + *self.min_liquidity_offset_msat = 0; + } + } +} + +impl> Score for ProbabilisticScorer { + fn channel_penalty_msat( + &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId, + target: &NodeId + ) -> u64 { + if *source == self.node_id || *target == self.node_id { + return 0; + } + + let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat; + let success_probability = self.channel_liquidities + .get(&short_channel_id) + .unwrap_or(&ChannelLiquidity::new()) + .as_directed(source, target, capacity_msat) + .success_probability(amount_msat); + match success_probability { + Probability::Zero => u64::max_value(), + Probability::One => 0, + Probability::Ratio { numerator, denominator } => { + let success_probability = numerator as f64 / denominator as f64; + (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64 + }, + } + } + + 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 network_graph = self.network_graph.read_only(); + let hop_sources = core::iter::once(self.node_id) + .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey))); + for (source, hop) in hop_sources.zip(path.iter()) { + let target = NodeId::from_pubkey(&hop.pubkey); + if source == self.node_id || target == self.node_id { + continue; + } + + let capacity_msat = network_graph.channels() + .get(&hop.short_channel_id) + .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity())) + .unwrap_or(EffectiveCapacity::Unknown) + .as_msat(); + + if hop.short_channel_id == short_channel_id { + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(|| ChannelLiquidity::new()) + .as_directed_mut(&source, &target, capacity_msat) + .failed_at_channel(amount_msat); + break; + } + + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(|| ChannelLiquidity::new()) + .as_directed_mut(&source, &target, capacity_msat) + .failed_downstream(amount_msat); + } + } + + fn payment_path_successful(&mut self, path: &[&RouteHop]) { + let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); + let network_graph = self.network_graph.read_only(); + let hop_sources = core::iter::once(self.node_id) + .chain(path.iter().map(|hop| NodeId::from_pubkey(&hop.pubkey))); + for (source, hop) in hop_sources.zip(path.iter()) { + let target = NodeId::from_pubkey(&hop.pubkey); + if source == self.node_id || target == self.node_id { + continue; + } + + let capacity_msat = network_graph.channels() + .get(&hop.short_channel_id) + .and_then(|channel| channel.as_directed_to(&target).map(|d| d.effective_capacity())) + .unwrap_or(EffectiveCapacity::Unknown) + .as_msat(); + + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(|| ChannelLiquidity::new()) + .as_directed_mut(&source, &target, capacity_msat) + .successful(amount_msat); + } + } +} + +impl> Writeable for ProbabilisticScorer { + #[inline] + fn write(&self, w: &mut W) -> Result<(), io::Error> { + self.params.write(w)?; + self.node_id.write(w)?; + self.channel_liquidities.write(w)?; + write_tlv_fields!(w, {}); + Ok(()) + } +} + +impl> ReadableArgs for ProbabilisticScorer { + #[inline] + fn read(r: &mut R, args: G) -> Result { + let res = Ok(Self { + params: Readable::read(r)?, + node_id: Readable::read(r)?, + network_graph: args, + channel_liquidities: Readable::read(r)?, + }); + read_tlv_fields!(r, {}); + res + } +} + +impl Writeable for ChannelLiquidity { + #[inline] + fn write(&self, w: &mut W) -> Result<(), io::Error> { + write_tlv_fields!(w, { + (0, self.min_liquidity_offset_msat, required), + (2, self.max_liquidity_offset_msat, required), + }); + Ok(()) + } +} + +impl Readable for ChannelLiquidity { + #[inline] + fn read(r: &mut R) -> Result { + let mut min_liquidity_offset_msat = 0; + let mut max_liquidity_offset_msat = 0; + read_tlv_fields!(r, { + (0, min_liquidity_offset_msat, required), + (2, max_liquidity_offset_msat, required), + }); + Ok(Self { + min_liquidity_offset_msat, + max_liquidity_offset_msat + }) + } +} + pub(crate) mod time { use core::ops::Sub; use core::time::Duration; @@ -517,21 +859,28 @@ pub(crate) use self::time::Time; #[cfg(test)] mod tests { - use super::{ScoringParameters, ScorerUsingTime, Time}; + use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time}; use super::time::Eternity; use ln::features::{ChannelFeatures, NodeFeatures}; + use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; use routing::scoring::Score; - use routing::network_graph::NodeId; + use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; use util::ser::{Readable, Writeable}; - use bitcoin::secp256k1::PublicKey; + use bitcoin::blockdata::constants::genesis_block; + use bitcoin::hashes::Hash; + use bitcoin::hashes::sha256d::Hash as Sha256dHash; + use bitcoin::network::constants::Network; + use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey}; use core::cell::Cell; use core::ops::Sub; use core::time::Duration; use io; + // `Time` tests + /// Time that can be advanced manually in tests. #[derive(Debug, PartialEq, Eq)] struct SinceEpoch(Duration); @@ -593,15 +942,35 @@ mod tests { assert_eq!(later - elapsed, now); } + // `Scorer` tests + /// A scorer for testing with time that can be manually advanced. type Scorer = ScorerUsingTime::; + fn source_privkey() -> SecretKey { + SecretKey::from_slice(&[42; 32]).unwrap() + } + + fn target_privkey() -> SecretKey { + SecretKey::from_slice(&[43; 32]).unwrap() + } + + fn source_pubkey() -> PublicKey { + let secp_ctx = Secp256k1::new(); + PublicKey::from_secret_key(&secp_ctx, &source_privkey()) + } + + fn target_pubkey() -> PublicKey { + let secp_ctx = Secp256k1::new(); + PublicKey::from_secret_key(&secp_ctx, &target_privkey()) + } + fn source_node_id() -> NodeId { - NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("02eec7245d6b7d2ccb30380bfbe2a3648cd7a942653f5aa340edcea1f283686619").unwrap()[..]).unwrap()) + NodeId::from_pubkey(&source_pubkey()) } fn target_node_id() -> NodeId { - NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("0324653eac434488002cc06bbfb7f10fe18991e35f9fe4302dbea6d2353dc0ab1c").unwrap()[..]).unwrap()) + NodeId::from_pubkey(&target_pubkey()) } #[test] @@ -615,10 +984,10 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); SinceEpoch::advance(Duration::from_secs(1)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] @@ -632,16 +1001,16 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_192); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192); } #[test] @@ -655,25 +1024,50 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(9)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(1)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); SinceEpoch::advance(Duration::from_secs(10 * 8)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_001); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); + } + + #[test] + fn decays_channel_failure_penalties_without_shift_overflow() { + let mut scorer = Scorer::new(ScoringParameters { + base_penalty_msat: 1_000, + failure_penalty_msat: 512, + failure_penalty_half_life: Duration::from_secs(10), + overuse_penalty_start_1024th: 1024, + overuse_penalty_msat_per_1024th: 0, + }); + let source = source_node_id(); + let target = target_node_id(); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); + + scorer.payment_path_failed(&[], 42); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); + + // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would + // cause an overflow. + SinceEpoch::advance(Duration::from_secs(10 * 64)); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] @@ -687,19 +1081,19 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_768); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_384); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384); } #[test] @@ -713,13 +1107,13 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); let hop = RouteHop { pubkey: PublicKey::from_slice(target.as_slice()).unwrap(), @@ -730,10 +1124,10 @@ mod tests { cltv_expiry_delta: 18, }; scorer.payment_path_successful(&[&hop]); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064); } #[test] @@ -749,20 +1143,20 @@ mod tests { let target = target_node_id(); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); scorer.payment_path_failed(&[], 43); - assert_eq!(scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); let deserialized_scorer = ::read(&mut io::Cursor::new(&serialized_scorer)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256); - assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); + assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512); } #[test] @@ -778,7 +1172,7 @@ mod tests { let target = target_node_id(); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); @@ -786,10 +1180,10 @@ mod tests { SinceEpoch::advance(Duration::from_secs(10)); let deserialized_scorer = ::read(&mut io::Cursor::new(&serialized_scorer)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); } #[test] @@ -804,11 +1198,408 @@ mod tests { let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1_000, None, &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 1_000, Some(1_024_000), &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 256_999, Some(1_024_000), &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 257_000, Some(1_024_000), &source, &target), 100); - assert_eq!(scorer.channel_penalty_msat(42, 258_000, Some(1_024_000), &source, &target), 200); - assert_eq!(scorer.channel_penalty_msat(42, 512_000, Some(1_024_000), &source, &target), 256 * 100); + assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100); + assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200); + assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100); + } + + // `ProbabilisticScorer` tests + + fn sender_privkey() -> SecretKey { + SecretKey::from_slice(&[41; 32]).unwrap() + } + + fn recipient_privkey() -> SecretKey { + SecretKey::from_slice(&[45; 32]).unwrap() + } + + fn sender_pubkey() -> PublicKey { + let secp_ctx = Secp256k1::new(); + PublicKey::from_secret_key(&secp_ctx, &sender_privkey()) + } + + fn recipient_pubkey() -> PublicKey { + let secp_ctx = Secp256k1::new(); + PublicKey::from_secret_key(&secp_ctx, &recipient_privkey()) + } + + fn sender_node_id() -> NodeId { + NodeId::from_pubkey(&sender_pubkey()) + } + + fn recipient_node_id() -> NodeId { + NodeId::from_pubkey(&recipient_pubkey()) + } + + fn network_graph() -> NetworkGraph { + let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let mut network_graph = NetworkGraph::new(genesis_hash); + add_channel(&mut network_graph, 41, sender_privkey(), source_privkey()); + add_channel(&mut network_graph, 42, source_privkey(), target_privkey()); + add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey()); + + network_graph + } + + fn add_channel( + network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey, + node_2_key: SecretKey + ) { + let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap(); + let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); + let secp_ctx = Secp256k1::new(); + let unsigned_announcement = UnsignedChannelAnnouncement { + features: ChannelFeatures::known(), + chain_hash: genesis_hash, + short_channel_id, + node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key), + node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key), + bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret), + bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret), + excess_data: Vec::new(), + }; + let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]); + let signed_announcement = ChannelAnnouncement { + node_signature_1: secp_ctx.sign(&msghash, &node_1_key), + node_signature_2: secp_ctx.sign(&msghash, &node_2_key), + bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret), + bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret), + contents: unsigned_announcement, + }; + let chain_source: Option<&::util::test_utils::TestChainSource> = None; + network_graph.update_channel_from_announcement( + &signed_announcement, &chain_source, &secp_ctx).unwrap(); + update_channel(network_graph, short_channel_id, node_1_key, 0); + update_channel(network_graph, short_channel_id, node_2_key, 1); + } + + fn update_channel( + network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8 + ) { + let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let secp_ctx = Secp256k1::new(); + let unsigned_update = UnsignedChannelUpdate { + chain_hash: genesis_hash, + short_channel_id, + timestamp: 100, + flags, + cltv_expiry_delta: 18, + htlc_minimum_msat: 0, + htlc_maximum_msat: OptionalField::Present(1_000), + fee_base_msat: 1, + fee_proportional_millionths: 0, + excess_data: Vec::new(), + }; + let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]); + let signed_update = ChannelUpdate { + signature: secp_ctx.sign(&msghash, &node_key), + contents: unsigned_update, + }; + network_graph.update_channel(&signed_update, &secp_ctx).unwrap(); + } + + 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, + }, + ] + } + + #[test] + fn liquidity_bounds_directed_from_lowest_node_id() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100 + }) + .with_channel(43, + ChannelLiquidity { + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100 + }); + let source = source_node_id(); + let target = target_node_id(); + let recipient = recipient_node_id(); + + let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap(); + assert!(source > target); + assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100); + assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300); + assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700); + assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900); + + liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200); + assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200); + assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300); + assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700); + assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800); + + let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap(); + assert!(target < recipient); + assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700); + assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900); + assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100); + assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300); + + liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200); + assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0); + assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200); + assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800); + assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000); + } + + #[test] + fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400 + }); + let source = source_node_id(); + let target = target_node_id(); + assert!(source > target); + + // Check initial bounds. + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .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); + 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) + .set_min_liquidity_msat(900); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .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); + 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) + .set_min_liquidity_msat(400); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .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); + assert_eq!(liquidity.min_liquidity_msat(), 400); + assert_eq!(liquidity.max_liquidity_msat(), 1_000); + } + + #[test] + fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400 + }); + let source = source_node_id(); + let target = target_node_id(); + assert!(source > target); + + // Check initial bounds. + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .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); + 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) + .set_max_liquidity_msat(300); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .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); + 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) + .set_max_liquidity_msat(600); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .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); + assert_eq!(liquidity.min_liquidity_msat(), 0); + assert_eq!(liquidity.max_liquidity_msat(), 600); + } + + #[test] + fn increased_penalty_nearing_liquidity_upper_bound() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4); + assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45); + assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 5_000); + + assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); + assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900); + } + + #[test] + fn constant_penalty_outside_liquidity_bounds() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph) + .with_channel(42, + ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 }); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0); + assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0); + assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value()); + } + + #[test] + fn does_not_penalize_own_channel() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph); + let sender = sender_node_id(); + let source = source_node_id(); + let failed_path = payment_path_for_amount(500); + let successful_path = payment_path_for_amount(200); + + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0); + + scorer.payment_path_failed(&failed_path.iter().collect::>(), 41); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0); + + scorer.payment_path_successful(&successful_path.iter().collect::>()); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 0); + } + + #[test] + fn sets_liquidity_lower_bound_on_downstream_failure() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph); + let source = source_node_id(); + let target = target_node_id(); + let path = payment_path_for_amount(500); + + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); + + scorer.payment_path_failed(&path.iter().collect::>(), 43); + + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300); + } + + #[test] + fn sets_liquidity_upper_bound_on_failure() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph); + let source = source_node_id(); + let target = target_node_id(); + let path = payment_path_for_amount(500); + + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); + + scorer.payment_path_failed(&path.iter().collect::>(), 42); + + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2699); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value()); + } + + #[test] + fn reduces_liquidity_upper_bound_along_path_on_success() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &sender_pubkey(), &network_graph); + let sender = sender_node_id(); + let source = source_node_id(); + let target = target_node_id(); + let recipient = recipient_node_id(); + let path = payment_path_for_amount(500); + + assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124); + + scorer.payment_path_successful(&path.iter().collect::>()); + + assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 0); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300); } }