X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=537d75012abc88b9233d403c03aac469b2cf77e4;hb=40a4f861144e28c5e287fbc52fad57b1a24017b4;hp=e478dbcbededa9ff5541dd709d1f951e7073fde0;hpb=1a743672b92a65e3d401a11001354f3b514bf956;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index e478dbcb..537d7501 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, &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, &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); //! # } //! ``` //! @@ -52,13 +53,13 @@ //! [`find_route`]: crate::routing::router::find_route use ln::msgs::DecodeError; -use routing::network_graph::NodeId; +use routing::network_graph::{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}; @@ -82,29 +83,32 @@ 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. For invoice hints, a capacity near + /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount. + /// Thus, implementations should be overflow-safe. + fn channel_penalty_msat(&self, short_channel_id: u64, 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); + + /// Handles updating channel penalties after successfully routing along a path. + fn payment_path_successful(&mut self, path: &[&RouteHop]); } 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) { self.deref_mut().payment_path_failed(path, short_channel_id) } + + fn payment_path_successful(&mut self, path: &[&RouteHop]) { + self.deref_mut().payment_path_successful(path) + } } } } @@ -161,6 +165,14 @@ 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> { @@ -177,26 +189,56 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { } } +#[derive(Clone)] +/// [`Score`] implementation that uses a fixed penalty. +pub struct FixedPenaltyScorer { + penalty_msat: u64, +} + +impl_writeable_tlv_based!(FixedPenaltyScorer, { + (0, penalty_msat, required), +}); + +impl FixedPenaltyScorer { + /// Creates a new scorer using `penalty_msat`. + pub fn with_penalty(penalty_msat: u64) -> Self { + Self { penalty_msat } + } +} + +impl Score for FixedPenaltyScorer { + fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 { + self.penalty_msat + } + + fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} + + fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} +} + /// [`Score`] implementation that provides reasonable default behavior. /// /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with /// slightly higher fees are available. Will further penalize channels that fail to relay payments. /// -/// See [module-level documentation] for usage. -/// -/// [module-level documentation]: crate::routing::scoring -#[cfg(not(feature = "no-std"))] -pub type Scorer = ScorerUsingTime::; -/// [`Score`] implementation that provides reasonable default behavior. +/// See [module-level documentation] for usage and [`ScoringParameters`] for customization. /// -/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with -/// slightly higher fees are available. Will further penalize channels that fail to relay payments. +/// # Note /// -/// See [module-level documentation] for usage. +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. /// /// [module-level documentation]: crate::routing::scoring +#[deprecated( + since = "0.0.105", + note = "ProbabilisticScorer should be used instead of Scorer.", +)] +pub type Scorer = ScorerUsingTime::; + +#[cfg(not(feature = "no-std"))] +type ConfiguredTime = std::time::Instant; #[cfg(feature = "no-std")] -pub type Scorer = ScorerUsingTime::; +type ConfiguredTime = time::Eternity; // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or @@ -204,13 +246,6 @@ pub type Scorer = ScorerUsingTime::; /// [`Score`] implementation. /// -/// See [`Scorer`] for details. -/// -/// # Note -/// -/// Mixing the `no-std` feature between serialization and deserialization results in undefined -/// behavior. -/// /// (C-not exported) generally all users should use the [`Scorer`] type alias. pub struct ScorerUsingTime { params: ScoringParameters, @@ -218,6 +253,7 @@ pub struct ScorerUsingTime { channel_failures: HashMap>, } +#[derive(Clone)] /// Parameters for configuring [`Scorer`]. pub struct ScoringParameters { /// A fixed penalty in msats to apply to each channel. @@ -228,7 +264,7 @@ pub struct ScoringParameters { /// A penalty in msats to apply to a channel upon failing to relay a payment. /// /// This accumulates for each failure but may be reduced over time based on - /// [`failure_penalty_half_life`]. + /// [`failure_penalty_half_life`] or when successfully routing through a channel. /// /// Default value: 1,024,000 msat /// @@ -255,6 +291,10 @@ pub struct ScoringParameters { /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are /// cut in half. /// + /// Successfully routing through a channel will immediately cut the penalty in half as well. + /// + /// Default value: 1 hour + /// /// # Note /// /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will @@ -276,11 +316,12 @@ impl_writeable_tlv_based!(ScoringParameters, { /// /// Penalties decay over time, though accumulate as more failures occur. struct ChannelFailure { - /// Accumulated penalty in msats for the channel as of `last_failed`. + /// Accumulated penalty in msats for the channel as of `last_updated`. undecayed_penalty_msat: u64, - /// Last time the channel failed. Used to decay `undecayed_penalty_msat`. - last_failed: T, + /// Last time the channel either failed to route or successfully routed a payment. Used to decay + /// `undecayed_penalty_msat`. + last_updated: T, } impl ScorerUsingTime { @@ -291,39 +332,31 @@ impl ScorerUsingTime { channel_failures: HashMap::new(), } } - - /// Creates a new scorer using `penalty_msat` as a fixed channel penalty. - #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))] - pub fn with_fixed_penalty(penalty_msat: u64) -> Self { - Self::new(ScoringParameters { - base_penalty_msat: penalty_msat, - failure_penalty_msat: 0, - failure_penalty_half_life: Duration::from_secs(0), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }) - } } impl ChannelFailure { fn new(failure_penalty_msat: u64) -> Self { Self { undecayed_penalty_msat: failure_penalty_msat, - last_failed: T::now(), + last_updated: T::now(), } } fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) { self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat; - self.last_failed = T::now(); + self.last_updated = T::now(); + } + + fn reduce_penalty(&mut self, half_life: Duration) { + self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1; + self.last_updated = T::now(); } fn decayed_penalty_msat(&self, half_life: Duration) -> u64 { - let decays = self.last_failed.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) } } @@ -347,23 +380,19 @@ 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 @@ -377,6 +406,15 @@ impl Score for ScorerUsingTime { .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life)) .or_insert_with(|| ChannelFailure::new(failure_penalty_msat)); } + + fn payment_path_successful(&mut self, path: &[&RouteHop]) { + let half_life = self.params.failure_penalty_half_life; + for hop in path.iter() { + self.channel_failures + .entry(hop.short_channel_id) + .and_modify(|failure| failure.reduce_penalty(half_life)); + } + } } impl Writeable for ScorerUsingTime { @@ -404,7 +442,7 @@ impl Readable for ScorerUsingTime { impl Writeable for ChannelFailure { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { - let duration_since_epoch = T::duration_since_epoch() - self.last_failed.elapsed(); + let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed(); write_tlv_fields!(w, { (0, self.undecayed_penalty_msat, required), (2, duration_since_epoch, required), @@ -424,7 +462,404 @@ impl Readable for ChannelFailure { }); Ok(Self { undecayed_penalty_msat, - last_failed: T::now() - (T::duration_since_epoch() - duration_since_epoch), + last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), + }) + } +} + +/// [`Score`] implementation using channel success probability distributions. +/// +/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt +/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability +/// distributions are defined based on knowledge learned from successful and unsuccessful attempts. +/// Then the negative `log10` of the success probability is used to determine the cost of routing a +/// specific HTLC amount through a channel. +/// +/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the +/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See +/// [`ProbabilisticScoringParameters`] for details. +/// +/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes +/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment +/// volume are more likely to experience failed payment paths, which would need to be retried. +/// +/// # Note +/// +/// Mixing the `no-std` feature between serialization and deserialization results in undefined +/// behavior. +/// +/// [1]: https://arxiv.org/abs/2107.05322 +pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; + +/// Probabilistic [`Score`] implementation. +/// +/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias. +pub struct ProbabilisticScorerUsingTime, T: Time> { + params: ProbabilisticScoringParameters, + network_graph: G, + // TODO: Remove entries of closed channels. + channel_liquidities: HashMap>, +} + +/// Parameters for configuring [`ProbabilisticScorer`]. +#[derive(Clone, Copy)] +pub struct ProbabilisticScoringParameters { + /// A multiplier used to determine the amount in msats willing to be paid to avoid routing + /// through a channel, as per multiplying by the negative `log10` of the 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. The lower bound of + /// the success probability is 0.01, effectively limiting the penalty to the range + /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based + /// on [`liquidity_offset_half_life`]. + /// + /// Default value: 10,000 msat + /// + /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life + pub liquidity_penalty_multiplier_msat: u64, + + /// The time required to elapse before any knowledge learned about channel liquidity balances is + /// cut in half. + /// + /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets + /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases + /// the certainty of the channel liquidity balance. + /// + /// Default value: 1 hour + /// + /// # Note + /// + /// When built with the `no-std` feature, time will never elapse. Therefore, the channel + /// liquidity knowledge will never decay except when the bounds cross. + pub liquidity_offset_half_life: Duration, +} + +impl_writeable_tlv_based!(ProbabilisticScoringParameters, { + (0, liquidity_penalty_multiplier_msat, required), + (2, liquidity_offset_half_life, 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 { + /// Lower channel liquidity bound in terms of an offset from zero. + min_liquidity_offset_msat: u64, + + /// Upper channel liquidity bound in terms of an offset from the effective capacity. + max_liquidity_offset_msat: u64, + + /// Time when the liquidity bounds were last modified. + last_updated: T, +} + +/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and +/// decayed with a given half life. +struct DirectedChannelLiquidity, T: Time, U: Deref> { + min_liquidity_offset_msat: L, + max_liquidity_offset_msat: L, + capacity_msat: u64, + last_updated: U, + now: T, + half_life: Duration, +} + +impl, T: Time> ProbabilisticScorerUsingTime { + /// Creates a new scorer using the given scoring parameters for sending payments from a node + /// through a network graph. + pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self { + Self { + params, + 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: 10_000, + liquidity_offset_half_life: Duration::from_secs(3600), + } + } +} + +impl ChannelLiquidity { + #[inline] + fn new() -> Self { + Self { + min_liquidity_offset_msat: 0, + max_liquidity_offset_msat: 0, + last_updated: T::now(), + } + } + + /// Returns a view of the channel liquidity directed from `source` to `target` assuming + /// `capacity_msat`. + fn as_directed( + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration + ) -> DirectedChannelLiquidity<&u64, T, &T> { + let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target { + (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat) + } else { + (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat) + }; + + DirectedChannelLiquidity { + min_liquidity_offset_msat, + max_liquidity_offset_msat, + capacity_msat, + last_updated: &self.last_updated, + now: T::now(), + half_life, + } + } + + /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming + /// `capacity_msat`. + fn as_directed_mut( + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration + ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> { + let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target { + (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat) + } else { + (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat) + }; + + DirectedChannelLiquidity { + min_liquidity_offset_msat, + max_liquidity_offset_msat, + capacity_msat, + last_updated: &mut self.last_updated, + now: T::now(), + half_life, + } + } +} + +impl, T: Time, U: Deref> DirectedChannelLiquidity { + /// Returns the success probability of routing the given HTLC `amount_msat` through the channel + /// in this direction. + fn success_probability(&self, amount_msat: u64) -> f64 { + let max_liquidity_msat = self.max_liquidity_msat(); + let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); + if amount_msat > max_liquidity_msat { + 0.0 + } else if amount_msat <= min_liquidity_msat { + 1.0 + } else { + let numerator = max_liquidity_msat + 1 - amount_msat; + let denominator = max_liquidity_msat + 1 - min_liquidity_msat; + numerator as f64 / denominator as f64 + }.max(0.01) // Lower bound the success probability to ensure some channel is selected. + } + + /// Returns the lower bound of the channel liquidity balance in this direction. + fn min_liquidity_msat(&self) -> u64 { + self.decayed_offset_msat(*self.min_liquidity_offset_msat) + } + + /// Returns the upper bound of the channel liquidity balance in this direction. + fn max_liquidity_msat(&self) -> u64 { + self.capacity_msat + .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat)) + .unwrap_or(0) + } + + fn decayed_offset_msat(&self, offset_msat: u64) -> u64 { + self.now.duration_since(*self.last_updated).as_secs() + .checked_div(self.half_life.as_secs()) + .and_then(|decays| offset_msat.checked_shr(decays as u32)) + .unwrap_or(0) + } +} + +impl, T: Time, U: DerefMut> DirectedChannelLiquidity { + /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. + fn failed_at_channel(&mut self, amount_msat: u64) { + if amount_msat < self.max_liquidity_msat() { + 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; + *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() { + 0 + } else { + self.decayed_offset_msat(*self.max_liquidity_offset_msat) + }; + *self.last_updated = self.now; + } + + /// Adjusts the upper bound of the channel liquidity balance in this direction. + fn set_max_liquidity_msat(&mut self, amount_msat: u64) { + *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0); + *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() { + 0 + } else { + self.decayed_offset_msat(*self.min_liquidity_offset_msat) + }; + *self.last_updated = self.now; + } +} + +impl, T: Time> Score for ProbabilisticScorerUsingTime { + fn channel_penalty_msat( + &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId, + target: &NodeId + ) -> u64 { + let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat; + let liquidity_offset_half_life = self.params.liquidity_offset_half_life; + let success_probability = self.channel_liquidities + .get(&short_channel_id) + .unwrap_or(&ChannelLiquidity::new()) + .as_directed(source, target, capacity_msat, liquidity_offset_half_life) + .success_probability(amount_msat); + // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return + // u64::max_value instead. + debug_assert!(success_probability > core::f64::EPSILON); + (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64 + } + + fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); + let liquidity_offset_half_life = self.params.liquidity_offset_half_life; + let network_graph = self.network_graph.read_only(); + for hop in path { + let target = NodeId::from_pubkey(&hop.pubkey); + let channel_directed_from_source = network_graph.channels() + .get(&hop.short_channel_id) + .and_then(|channel| channel.as_directed_to(&target)); + + // Only score announced channels. + if let Some((channel, source)) = channel_directed_from_source { + let capacity_msat = channel.effective_capacity().as_msat(); + if hop.short_channel_id == short_channel_id { + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(ChannelLiquidity::new) + .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .failed_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, liquidity_offset_half_life) + .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 liquidity_offset_half_life = self.params.liquidity_offset_half_life; + let network_graph = self.network_graph.read_only(); + for hop in path { + let target = NodeId::from_pubkey(&hop.pubkey); + let channel_directed_from_source = network_graph.channels() + .get(&hop.short_channel_id) + .and_then(|channel| channel.as_directed_to(&target)); + + // Only score announced channels. + if let Some((channel, source)) = channel_directed_from_source { + let capacity_msat = channel.effective_capacity().as_msat(); + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(ChannelLiquidity::new) + .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .successful(amount_msat); + } + } + } +} + +impl, T: Time> Writeable for ProbabilisticScorerUsingTime { + #[inline] + fn write(&self, w: &mut W) -> Result<(), io::Error> { + write_tlv_fields!(w, { + (0, self.channel_liquidities, required) + }); + Ok(()) + } +} + +impl ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime +where + G: Deref, + T: Time, +{ + #[inline] + fn read( + r: &mut R, args: (ProbabilisticScoringParameters, G) + ) -> Result { + let (params, network_graph) = args; + let mut channel_liquidities = HashMap::new(); + read_tlv_fields!(r, { + (0, channel_liquidities, required) + }); + Ok(Self { + params, + network_graph, + channel_liquidities, + }) + } +} + +impl Writeable for ChannelLiquidity { + #[inline] + fn write(&self, w: &mut W) -> Result<(), io::Error> { + let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed(); + write_tlv_fields!(w, { + (0, self.min_liquidity_offset_msat, required), + (2, self.max_liquidity_offset_msat, required), + (4, duration_since_epoch, required), + }); + Ok(()) + } +} + +impl Readable for ChannelLiquidity { + #[inline] + fn read(r: &mut R) -> Result { + let mut min_liquidity_offset_msat = 0; + let mut max_liquidity_offset_msat = 0; + let mut duration_since_epoch = Duration::from_secs(0); + read_tlv_fields!(r, { + (0, min_liquidity_offset_msat, required), + (2, max_liquidity_offset_msat, required), + (4, duration_since_epoch, required), + }); + Ok(Self { + min_liquidity_offset_msat, + max_liquidity_offset_msat, + last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), }) } } @@ -433,13 +868,16 @@ pub(crate) mod time { use core::ops::Sub; use core::time::Duration; /// A measurement of time. - pub trait Time: Sub where Self: Sized { + pub trait Time: Copy + Sub where Self: Sized { /// Returns an instance corresponding to the current moment. fn now() -> Self; /// Returns the amount of time elapsed since `self` was created. fn elapsed(&self) -> Duration; + /// Returns the amount of time passed between `earlier` and `self`. + fn duration_since(&self, earlier: Self) -> Duration; + /// Returns the amount of time passed since the beginning of [`Time`]. /// /// Used during (de-)serialization. @@ -447,7 +885,7 @@ pub(crate) mod time { } /// A state in which time has no meaning. - #[derive(Debug, PartialEq, Eq)] + #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub struct Eternity; #[cfg(not(feature = "no-std"))] @@ -456,6 +894,10 @@ pub(crate) mod time { std::time::Instant::now() } + fn duration_since(&self, earlier: Self) -> Duration { + self.duration_since(earlier) + } + fn duration_since_epoch() -> Duration { use std::time::SystemTime; SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap() @@ -471,6 +913,10 @@ pub(crate) mod time { Self } + fn duration_since(&self, _earlier: Self) -> Duration { + Duration::from_secs(0) + } + fn duration_since_epoch() -> Duration { Duration::from_secs(0) } @@ -493,21 +939,30 @@ pub(crate) use self::time::Time; #[cfg(test)] mod tests { - use super::{ScoringParameters, ScorerUsingTime, Time}; + use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, 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 util::ser::{Readable, Writeable}; - - use bitcoin::secp256k1::PublicKey; + use routing::network_graph::{NetworkGraph, NodeId}; + use routing::router::RouteHop; + use util::ser::{Readable, ReadableArgs, Writeable}; + + 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)] + #[derive(Clone, Copy, Debug, PartialEq, Eq)] struct SinceEpoch(Duration); impl SinceEpoch { @@ -525,6 +980,10 @@ mod tests { Self(Self::duration_since_epoch()) } + fn duration_since(&self, earlier: Self) -> Duration { + self.0 - earlier.0 + } + fn duration_since_epoch() -> Duration { Self::ELAPSED.with(|elapsed| elapsed.get()) } @@ -567,15 +1026,35 @@ 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] @@ -589,10 +1068,10 @@ 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] @@ -606,16 +1085,16 @@ 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] @@ -629,25 +1108,50 @@ 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, Some(1), &source, &target), 1_000); + 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, 1, &source, &target), 1_000); } #[test] @@ -661,19 +1165,53 @@ 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, 1, &source, &target), 1_512); + + SinceEpoch::advance(Duration::from_secs(10)); + 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_512); + 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_256); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384); + } + + #[test] + fn reduces_channel_failure_penalties_after_success() { + 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, Some(1), &source, &target), 1_768); + 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_384); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); + + let hop = RouteHop { + pubkey: PublicKey::from_slice(target.as_slice()).unwrap(), + node_features: NodeFeatures::known(), + short_channel_id: 42, + channel_features: ChannelFeatures::known(), + fee_msat: 1, + cltv_expiry_delta: 18, + }; + scorer.payment_path_successful(&[&hop]); + 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, 1, &source, &target), 1_064); } #[test] @@ -689,20 +1227,20 @@ 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] @@ -718,7 +1256,7 @@ 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(); @@ -726,10 +1264,10 @@ 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] @@ -744,11 +1282,631 @@ 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 + + /// A probabilistic scorer for testing with time that can be manually advanced. + type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>; + + fn sender_privkey() -> SecretKey { + SecretKey::from_slice(&[41; 32]).unwrap() + } + + 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, 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 last_updated = SinceEpoch::now(); + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated + }) + .with_channel(43, + ChannelLiquidity { + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated + }); + let source = source_node_id(); + let target = target_node_id(); + let recipient = recipient_node_id(); + assert!(source > target); + assert!(target < recipient); + + // Update minimum liquidity. + + let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 100); + assert_eq!(liquidity.max_liquidity_msat(), 300); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 700); + assert_eq!(liquidity.max_liquidity_msat(), 900); + + scorer.channel_liquidities.get_mut(&42).unwrap() + .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .set_min_liquidity_msat(200); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 200); + assert_eq!(liquidity.max_liquidity_msat(), 300); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 700); + assert_eq!(liquidity.max_liquidity_msat(), 800); + + // Update maximum liquidity. + + let liquidity = scorer.channel_liquidities.get(&43).unwrap() + .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 700); + assert_eq!(liquidity.max_liquidity_msat(), 900); + + let liquidity = scorer.channel_liquidities.get(&43).unwrap() + .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 100); + assert_eq!(liquidity.max_liquidity_msat(), 300); + + scorer.channel_liquidities.get_mut(&43).unwrap() + .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life) + .set_max_liquidity_msat(200); + + let liquidity = scorer.channel_liquidities.get(&43).unwrap() + .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 0); + assert_eq!(liquidity.max_liquidity_msat(), 200); + + let liquidity = scorer.channel_liquidities.get(&43).unwrap() + .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 800); + assert_eq!(liquidity.max_liquidity_msat(), 1000); + } + + #[test] + fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { + let last_updated = SinceEpoch::now(); + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated + }); + let source = source_node_id(); + let target = target_node_id(); + assert!(source > target); + + // Check initial bounds. + let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 400); + assert_eq!(liquidity.max_liquidity_msat(), 800); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 200); + assert_eq!(liquidity.max_liquidity_msat(), 600); + + // Reset from source to target. + scorer.channel_liquidities.get_mut(&42).unwrap() + .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .set_min_liquidity_msat(900); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 900); + assert_eq!(liquidity.max_liquidity_msat(), 1_000); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 0); + assert_eq!(liquidity.max_liquidity_msat(), 100); + + // Reset from target to source. + scorer.channel_liquidities.get_mut(&42).unwrap() + .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) + .set_min_liquidity_msat(400); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 0); + assert_eq!(liquidity.max_liquidity_msat(), 600); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 400); + assert_eq!(liquidity.max_liquidity_msat(), 1_000); + } + + #[test] + fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { + let last_updated = SinceEpoch::now(); + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters::default(); + let mut scorer = ProbabilisticScorer::new(params, &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated + }); + let source = source_node_id(); + let target = target_node_id(); + assert!(source > target); + + // Check initial bounds. + let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 400); + assert_eq!(liquidity.max_liquidity_msat(), 800); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 200); + assert_eq!(liquidity.max_liquidity_msat(), 600); + + // Reset from source to target. + scorer.channel_liquidities.get_mut(&42).unwrap() + .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .set_max_liquidity_msat(300); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 0); + assert_eq!(liquidity.max_liquidity_msat(), 300); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 700); + assert_eq!(liquidity.max_liquidity_msat(), 1_000); + + // Reset from target to source. + scorer.channel_liquidities.get_mut(&42).unwrap() + .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) + .set_max_liquidity_msat(600); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + assert_eq!(liquidity.min_liquidity_msat(), 400); + assert_eq!(liquidity.max_liquidity_msat(), 1_000); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + 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 { + liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4); + assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45); + assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000); + + assert_eq!(scorer.channel_penalty_msat(42, 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 last_updated = SinceEpoch::now(); + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph) + .with_channel(42, + ChannelLiquidity { + min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated + }); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0); + assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0); + assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000); + } + + #[test] + fn does_not_further_penalize_own_channel() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let mut scorer = ProbabilisticScorer::new(params, &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), 300); + + scorer.payment_path_failed(&failed_path.iter().collect::>(), 41); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); + + scorer.payment_path_successful(&successful_path.iter().collect::>()); + assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); + } + + #[test] + fn sets_liquidity_lower_bound_on_downstream_failure() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + let path = payment_path_for_amount(500); + + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 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 { + liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + let path = payment_path_for_amount(500); + + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 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), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000); + } + + #[test] + fn reduces_liquidity_upper_bound_along_path_on_success() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + }; + let mut scorer = ProbabilisticScorer::new(params, &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), 124); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124); + + scorer.payment_path_successful(&path.iter().collect::>()); + + assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300); + } + + #[test] + fn decays_liquidity_bounds_over_time() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); + scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::>(), 43); + + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(9)); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(1)); + assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812); + assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000); + + // Fully decay liquidity lower bound. + SinceEpoch::advance(Duration::from_secs(10 * 7)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + // Fully decay liquidity upper bound. + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + } + + #[test] + fn decays_liquidity_bounds_without_shift_overflow() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + + scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 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)); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + } + + #[test] + fn restricts_liquidity_bounds_after_decay() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300); + + // More knowledge gives higher confidence (256, 768), meaning a lower penalty. + scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); + scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281); + + // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293); + + // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512) + // is closer to the upper bound, meaning a higher penalty. + scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::>()); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333); + + // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512) + // is closer to the lower bound, meaning a lower penalty. + scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247); + + // Further decaying affects the lower bound more than the upper bound (128, 928). + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280); + } + + #[test] + fn restores_persisted_liquidity_bounds() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475); + + scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + + let mut serialized_scorer = Vec::new(); + scorer.write(&mut serialized_scorer).unwrap(); + + let mut serialized_scorer = io::Cursor::new(&serialized_scorer); + let deserialized_scorer = + ::read(&mut serialized_scorer, (params, &network_graph)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + } + + #[test] + fn decays_persisted_liquidity_bounds() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000); + + let mut serialized_scorer = Vec::new(); + scorer.write(&mut serialized_scorer).unwrap(); + + SinceEpoch::advance(Duration::from_secs(10)); + + let mut serialized_scorer = io::Cursor::new(&serialized_scorer); + let deserialized_scorer = + ::read(&mut serialized_scorer, (params, &network_graph)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475); + + scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367); } }