X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=646405c6287ac150d88199890137020e0350079f;hb=32ab7a9e4d1200caf5b2e5c9f48c12861dc35fcb;hp=aaafbc35b6134f4edd839e13c4b3a4c7830759e2;hpb=2c4f82478e83ccfc8948b24d7cb14ef9913e011f;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index aaafbc35..646405c6 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -26,7 +26,7 @@ //! # //! # struct FakeLogger {}; //! # impl Logger for FakeLogger { -//! # fn log(&self, record: &Record) { unimplemented!() } +//! # fn log(&self, record: Record) { unimplemented!() } //! # } //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) { //! # let logger = FakeLogger {}; @@ -58,19 +58,22 @@ use crate::ln::msgs::DecodeError; use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; -use crate::routing::router::Path; +use crate::routing::router::{Path, CandidateRouteHop, PublicHopCandidate}; use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer}; use crate::util::logger::Logger; -use crate::util::time::Time; use crate::prelude::*; use core::{cmp, fmt}; -use core::cell::{RefCell, RefMut, Ref}; use core::convert::TryInto; use core::ops::{Deref, DerefMut}; use core::time::Duration; use crate::io::{self, Read}; -use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard}; +use crate::sync::{RwLock, RwLockReadGuard, RwLockWriteGuard}; +#[cfg(not(c_bindings))] +use { + core::cell::{RefCell, RefMut, Ref}, + crate::sync::{Mutex, MutexGuard}, +}; /// We define Score ever-so-slightly differently based on whether we are being built for C bindings /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is @@ -89,7 +92,7 @@ macro_rules! define_score { ($($supertrait: path)*) => { /// `ScoreLookUp` is used to determine the penalty for a given channel. /// /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel. -pub trait ScoreLookUp $(: $supertrait)* { +pub trait ScoreLookUp { /// A configurable type which should contain various passed-in parameters for configuring the scorer, /// on a per-routefinding-call basis through to the scorer methods, /// which are used to determine the parameters for the suitability of channels for use. @@ -103,49 +106,72 @@ pub trait ScoreLookUp $(: $supertrait)* { /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount. /// Thus, implementations should be overflow-safe. fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams + &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams ) -> u64; } /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt. -pub trait ScoreUpdate $(: $supertrait)* { +pub trait ScoreUpdate { /// Handles updating channel penalties after failing to route through a channel. - fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64); + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration); /// Handles updating channel penalties after successfully routing along a path. - fn payment_path_successful(&mut self, path: &Path); + fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration); /// Handles updating channel penalties after a probe over the given path failed. - fn probe_failed(&mut self, path: &Path, short_channel_id: u64); + fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration); /// Handles updating channel penalties after a probe over the given path succeeded. - fn probe_successful(&mut self, path: &Path); + fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration); + + /// Scorers may wish to reduce their certainty of channel liquidity information over time. + /// Thus, this method is provided to allow scorers to observe the passage of time - the holder + /// of this object should call this method regularly (generally via the + /// `lightning-background-processor` crate). + fn time_passed(&mut self, duration_since_epoch: Duration); } -impl, T: Deref $(+ $supertrait)*> ScoreLookUp for T { - type ScoreParams = SP; +/// A trait which can both lookup and update routing channel penalty scores. +/// +/// This is used in places where both bounds are required and implemented for all types which +/// implement [`ScoreLookUp`] and [`ScoreUpdate`]. +/// +/// Bindings users may need to manually implement this for their custom scoring implementations. +pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {} + +#[cfg(not(c_bindings))] +impl Score for T {} + +#[cfg(not(c_bindings))] +impl> ScoreLookUp for T { + type ScoreParams = S::ScoreParams; fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams + &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams ) -> u64 { - self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params) + self.deref().channel_penalty_msat(candidate, usage, score_params) } } -impl $(+ $supertrait)*> ScoreUpdate for T { - fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) { - self.deref_mut().payment_path_failed(path, short_channel_id) +#[cfg(not(c_bindings))] +impl> ScoreUpdate for T { + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { + self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch) + } + + fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) { + self.deref_mut().payment_path_successful(path, duration_since_epoch) } - fn payment_path_successful(&mut self, path: &Path) { - self.deref_mut().payment_path_successful(path) + fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { + self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch) } - fn probe_failed(&mut self, path: &Path, short_channel_id: u64) { - self.deref_mut().probe_failed(path, short_channel_id) + fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) { + self.deref_mut().probe_successful(path, duration_since_epoch) } - fn probe_successful(&mut self, path: &Path) { - self.deref_mut().probe_successful(path) + fn time_passed(&mut self, duration_since_epoch: Duration) { + self.deref_mut().time_passed(duration_since_epoch) } } } } @@ -192,7 +218,7 @@ pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {} #[cfg(not(c_bindings))] impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {} #[cfg(not(c_bindings))] -impl<'a, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for Mutex { +impl<'a, T: Score + 'a> LockableScore<'a> for Mutex { type ScoreUpdate = T; type ScoreLookUp = T; @@ -209,7 +235,7 @@ impl<'a, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for Mutex { } #[cfg(not(c_bindings))] -impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RefCell { +impl<'a, T: Score + 'a> LockableScore<'a> for RefCell { type ScoreUpdate = T; type ScoreLookUp = T; @@ -226,7 +252,7 @@ impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RefCell { } #[cfg(not(c_bindings))] -impl<'a, SP:Sized, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RwLock { +impl<'a, T: Score + 'a> LockableScore<'a> for RwLock { type ScoreUpdate = T; type ScoreLookUp = T; @@ -244,12 +270,12 @@ impl<'a, SP:Sized, T: 'a + ScoreUpdate + ScoreLookUp> Lockabl #[cfg(c_bindings)] /// A concrete implementation of [`LockableScore`] which supports multi-threading. -pub struct MultiThreadedLockableScore { +pub struct MultiThreadedLockableScore { score: RwLock, } #[cfg(c_bindings)] -impl<'a, SP:Sized, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for MultiThreadedLockableScore { +impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { type ScoreUpdate = T; type ScoreLookUp = T; type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>; @@ -265,17 +291,17 @@ impl<'a, SP:Sized, T: 'a + ScoreLookUp + ScoreUpdate> Lockable } #[cfg(c_bindings)] -impl Writeable for MultiThreadedLockableScore { +impl Writeable for MultiThreadedLockableScore { fn write(&self, writer: &mut W) -> Result<(), io::Error> { self.score.read().unwrap().write(writer) } } #[cfg(c_bindings)] -impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> WriteableScore<'a> for MultiThreadedLockableScore {} +impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore {} #[cfg(c_bindings)] -impl MultiThreadedLockableScore { +impl MultiThreadedLockableScore { /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`]. pub fn new(score: T) -> Self { MultiThreadedLockableScore { score: RwLock::new(score) } @@ -284,14 +310,14 @@ impl MultiThreadedLockableScore { #[cfg(c_bindings)] /// A locked `MultiThreadedLockableScore`. -pub struct MultiThreadedScoreLockRead<'a, T: ScoreLookUp>(RwLockReadGuard<'a, T>); +pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>); #[cfg(c_bindings)] /// A locked `MultiThreadedLockableScore`. -pub struct MultiThreadedScoreLockWrite<'a, T: ScoreUpdate>(RwLockWriteGuard<'a, T>); +pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>); #[cfg(c_bindings)] -impl<'a, T: 'a + ScoreLookUp> Deref for MultiThreadedScoreLockRead<'a, T> { +impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> { type Target = T; fn deref(&self) -> &Self::Target { @@ -300,14 +326,23 @@ impl<'a, T: 'a + ScoreLookUp> Deref for MultiThreadedScoreLockRead<'a, T> { } #[cfg(c_bindings)] -impl<'a, T: 'a + ScoreUpdate> Writeable for MultiThreadedScoreLockWrite<'a, T> { +impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> { + type ScoreParams = T::ScoreParams; + fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams + ) -> u64 { + self.0.channel_penalty_msat(candidate, usage, score_params) + } +} + +#[cfg(c_bindings)] +impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> { fn write(&self, writer: &mut W) -> Result<(), io::Error> { self.0.write(writer) } } #[cfg(c_bindings)] -impl<'a, T: 'a + ScoreUpdate> Deref for MultiThreadedScoreLockWrite<'a, T> { +impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> { type Target = T; fn deref(&self) -> &Self::Target { @@ -316,12 +351,35 @@ impl<'a, T: 'a + ScoreUpdate> Deref for MultiThreadedScoreLockWrite<'a, T> { } #[cfg(c_bindings)] -impl<'a, T: 'a + ScoreUpdate> DerefMut for MultiThreadedScoreLockWrite<'a, T> { +impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> { fn deref_mut(&mut self) -> &mut Self::Target { self.0.deref_mut() } } +#[cfg(c_bindings)] +impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> { + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { + self.0.payment_path_failed(path, short_channel_id, duration_since_epoch) + } + + fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) { + self.0.payment_path_successful(path, duration_since_epoch) + } + + fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { + self.0.probe_failed(path, short_channel_id, duration_since_epoch) + } + + fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) { + self.0.probe_successful(path, duration_since_epoch) + } + + fn time_passed(&mut self, duration_since_epoch: Duration) { + self.0.time_passed(duration_since_epoch) + } +} + /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`]. #[derive(Clone, Copy, Debug, PartialEq)] @@ -352,19 +410,21 @@ impl FixedPenaltyScorer { impl ScoreLookUp for FixedPenaltyScorer { type ScoreParams = (); - fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 { + fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 { self.penalty_msat } } impl ScoreUpdate for FixedPenaltyScorer { - fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {} + fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {} - fn payment_path_successful(&mut self, _path: &Path) {} + fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {} - fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {} + fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {} - fn probe_successful(&mut self, _path: &Path) {} + fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {} + + fn time_passed(&mut self, _duration_since_epoch: Duration) {} } impl Writeable for FixedPenaltyScorer { @@ -383,13 +443,6 @@ impl ReadableArgs for FixedPenaltyScorer { } } -#[cfg(not(feature = "no-std"))] -type ConfiguredTime = crate::util::time::MonotonicTime; -#[cfg(feature = "no-std")] -use crate::util::time::Eternity; -#[cfg(feature = "no-std")] -type ConfiguredTime = Eternity; - /// [`ScoreLookUp`] implementation using channel success probability distributions. /// /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel, @@ -415,29 +468,18 @@ type ConfiguredTime = Eternity; /// formula, but using the history of a channel rather than our latest estimates for the liquidity /// bounds. /// -/// # Note -/// -/// Mixing the `no-std` feature between serialization and deserialization results in undefined -/// behavior. -/// /// [1]: https://arxiv.org/abs/2107.05322 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat -pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; - -/// Probabilistic [`ScoreLookUp`] implementation. -/// -/// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias. -pub struct ProbabilisticScorerUsingTime>, L: Deref, T: Time> +pub struct ProbabilisticScorer>, L: Deref> where L::Target: Logger { decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L, - // TODO: Remove entries of closed channels. - channel_liquidities: HashMap>, + channel_liquidities: HashMap, } /// Parameters for configuring [`ProbabilisticScorer`]. @@ -454,12 +496,13 @@ pub struct ProbabilisticScoringFeeParameters { /// Default value: 500 msat pub base_penalty_msat: u64, - /// A multiplier used with the payment amount to calculate a fixed penalty applied to each - /// channel, in excess of the [`base_penalty_msat`]. + /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty + /// applied to each channel, in excess of the [`base_penalty_msat`]. /// /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e., /// fees plus penalty) for large payments. The penalty is computed as the product of this - /// multiplier and `2^30`ths of the payment amount. + /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment + /// amount plus the amount of any other HTLCs flowing we sent over the same channel). /// /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30` /// @@ -486,14 +529,14 @@ pub struct ProbabilisticScoringFeeParameters { /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, - /// A multiplier used in conjunction with a payment amount and the negative `log10` of the - /// channel's success probability for the payment, as determined by our latest estimates of the - /// channel's liquidity, to determine the amount penalty. + /// A multiplier used in conjunction with the total amount flowing over a channel and the + /// negative `log10` of the channel's success probability for the payment, as determined by our + /// latest estimates of the channel's liquidity, to determine the amount penalty. /// /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e., /// fees plus penalty) for large payments. The penalty is computed as the product of this - /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the - /// success probability. + /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative + /// `log10` of the success probability. /// /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20` /// @@ -522,13 +565,15 @@ pub struct ProbabilisticScoringFeeParameters { /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat pub historical_liquidity_penalty_multiplier_msat: u64, - /// A multiplier used in conjunction with the payment amount and the negative `log10` of the - /// channel's success probability for the payment, as determined based on the history of our - /// estimates of the channel's available liquidity, to determine a penalty. + /// A multiplier used in conjunction with the total amount flowing over a channel and the + /// negative `log10` of the channel's success probability for the payment, as determined based + /// on the history of our estimates of the channel's available liquidity, to determine a + /// penalty. /// /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for - /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths - /// of the payment amount, weighted by the negative `log10` of the success probability. + /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths + /// of the amount flowing over this channel, weighted by the negative `log10` of the success + /// probability. /// /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead /// of using only our latest estimate for the current liquidity available in the channel, it @@ -558,8 +603,9 @@ pub struct ProbabilisticScoringFeeParameters { /// Default value: 250 msat pub anti_probing_penalty_msat: u64, - /// This penalty is applied when the amount we're attempting to send over a channel exceeds our - /// current estimate of the channel's available liquidity. + /// This penalty is applied when the total amount flowing over a channel exceeds our current + /// estimate of the channel's available liquidity. The total amount is the amount of the + /// current HTLC plus any HTLCs which we've sent over the same channel. /// /// Note that in this case all other penalties, including the /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based @@ -576,6 +622,28 @@ pub struct ProbabilisticScoringFeeParameters { /// [`base_penalty_msat`]: Self::base_penalty_msat /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat pub considered_impossible_penalty_msat: u64, + + /// In order to calculate most of the scores above, we must first convert a lower and upper + /// bound on the available liquidity in a channel into the probability that we think a payment + /// will succeed. That probability is derived from a Probability Density Function for where we + /// think the liquidity in a channel likely lies, given such bounds. + /// + /// If this flag is set, that PDF is simply a constant - we assume that the actual available + /// liquidity in a channel is just as likely to be at any point between our lower and upper + /// bounds. + /// + /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an + /// exponential curve which expects the liquidity of a channel to lie "at the edges". This + /// matches experimental results - most routing nodes do not aggressively rebalance their + /// channels and flows in the network are often unbalanced, leaving liquidity usually + /// unavailable. + /// + /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number + /// of floating-point multiplications in the hottest routing code, which may lead to routing + /// performance degradation on some machines. + /// + /// Default value: false + pub linear_success_probability: bool, } impl Default for ProbabilisticScoringFeeParameters { @@ -590,6 +658,7 @@ impl Default for ProbabilisticScoringFeeParameters { considered_impossible_penalty_msat: 1_0000_0000_000, historical_liquidity_penalty_multiplier_msat: 10_000, historical_liquidity_penalty_amount_multiplier_msat: 64, + linear_success_probability: false, } } } @@ -643,6 +712,7 @@ impl ProbabilisticScoringFeeParameters { manual_node_penalties: HashMap::new(), anti_probing_penalty_msat: 0, considered_impossible_penalty_msat: 0, + linear_success_probability: true, } } } @@ -664,7 +734,7 @@ pub struct ProbabilisticScoringDecayParameters { /// /// Default value: 14 days /// - /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities + /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities pub historical_no_updates_half_life: Duration, /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds, @@ -713,34 +783,35 @@ impl ProbabilisticScoringDecayParameters { /// 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 { +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, - min_liquidity_offset_history: HistoricalBucketRangeTracker, max_liquidity_offset_history: HistoricalBucketRangeTracker, + + /// Time when either liquidity bound was last modified as an offset since the unix epoch. + last_updated: Duration, + + /// Time when the historical liquidity bounds were last modified as an offset against the unix + /// epoch. + offset_history_last_updated: Duration, } -/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and -/// decayed with a given half life. -struct DirectedChannelLiquidity, BRT: Deref, T: Time, U: Deref> { +/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity. +struct DirectedChannelLiquidity, BRT: Deref, T: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, liquidity_history: HistoricalMinMaxBuckets, - inflight_htlc_msat: u64, capacity_msat: u64, - last_updated: U, - now: T, - decay_params: ProbabilisticScoringDecayParameters, + last_updated: T, + offset_history_last_updated: T, } -impl>, L: Deref, T: Time> ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref> ProbabilisticScorer where L::Target: Logger { /// Creates a new scorer using the given scoring parameters for sending payments from a node /// through a network graph. pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self { @@ -753,7 +824,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU } #[cfg(test)] - fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self { + fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self { assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none()); self } @@ -763,31 +834,42 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU /// Note that this writes roughly one line per channel for which we have a liquidity estimate, /// which may be a substantial amount of log output. pub fn debug_log_liquidity_stats(&self) { - let now = T::now(); - let graph = self.network_graph.read_only(); for (scid, liq) in self.channel_liquidities.iter() { if let Some(chan_debug) = graph.channels().get(scid) { let log_direction = |source, target| { if let Some((directed_info, _)) = chan_debug.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params); + let dir_liq = liq.as_directed(source, target, amt); - let (min_buckets, max_buckets, _) = dir_liq.liquidity_history - .get_decayed_buckets(now, *dir_liq.last_updated, - self.decay_params.historical_no_updates_half_life); + let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets; + let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets; log_debug!(self.logger, core::concat!( "Liquidity from {} to {} via {} is in the range ({}, {}).\n", - "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n", - "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"), + "\tHistorical min liquidity bucket relative probabilities:\n", + "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n", + "\tHistorical max liquidity bucket relative probabilities:\n", + "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"), source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(), - min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3], - min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7], + min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3], + min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7], + min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11], + min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15], + min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19], + min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23], + min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27], + min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31], // Note that the liquidity buckets are an offset from the edge, so we // inverse the max order to get the probabilities from zero. - max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4], - max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]); + max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28], + max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24], + max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20], + max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16], + max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12], + max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8], + max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4], + max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]); } else { log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target); } @@ -810,7 +892,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params); + let dir_liq = liq.as_directed(source, target, amt); return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); } } @@ -821,40 +903,42 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU /// Query the historical estimated minimum and maximum liquidity available for sending a /// payment over the channel with `scid` towards the given `target` node. /// - /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound - /// liquidity estimates, the second set describes the octiles for upper-bound liquidity - /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity - /// bound in the octile relative to the channel's total capacity, on an arbitrary scale. - /// Because the values are slowly decayed, more recent data points are weighted more heavily - /// than older datapoints. + /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history, + /// the second set describes the upper-bound liquidity history. Each bucket describes the + /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to + /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed, + /// more recent data points are weighted more heavily than older datapoints. /// - /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile - /// relative to the channel's total capacity is calculated by dividing that bucket's value with - /// the total of all buckets for the given bound. + /// Note that the range of each bucket varies by its location to provide more granular results + /// at the edges of a channel's capacity, where it is more likely to sit. /// - /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability - /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any - /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being - /// both in the top and bottom octile, and roughly with similar (recent) frequency. + /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket + /// is calculated by dividing that bucket's value with the total value of all buckets. + /// + /// For example, using a lower bucket count for illustrative purposes, a value of + /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very + /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other + /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both + /// in the top and bottom bucket, and roughly with similar (recent) frequency. /// /// Because the datapoints are decayed slowly over time, values will eventually return to - /// `Some(([0; 8], [0; 8]))`. + /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel. /// /// In order to fetch a single success probability from the buckets provided here, as used in /// the scoring model, see [`Self::historical_estimated_payment_success_probability`]. pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId) - -> Option<([u16; 8], [u16; 8])> { + -> Option<([u16; 32], [u16; 32])> { let graph = self.network_graph.read_only(); if let Some(chan) = graph.channels().get(&scid) { if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params); + let dir_liq = liq.as_directed(source, target, amt); + + let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets; + let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets; - let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history - .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated, - self.decay_params.historical_no_updates_half_life); // Note that the liquidity buckets are an offset from the edge, so we inverse // the max order to get the probabilities from zero. max_buckets.reverse(); @@ -873,7 +957,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by /// [`Self::estimated_channel_liquidity_range`]). pub fn historical_estimated_payment_success_probability( - &self, scid: u64, target: &NodeId, amount_msat: u64) + &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters) -> Option { let graph = self.network_graph.read_only(); @@ -881,11 +965,10 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let capacity_msat = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params); + let dir_liq = liq.as_directed(source, target, capacity_msat); return dir_liq.liquidity_history.calculate_success_probability_times_billion( - dir_liq.now, *dir_liq.last_updated, - self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat + ¶ms, amount_msat, capacity_msat ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64); } } @@ -894,23 +977,23 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU } } -impl ChannelLiquidity { - #[inline] - fn new() -> Self { +impl ChannelLiquidity { + fn new(last_updated: Duration) -> Self { Self { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 0, min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), - last_updated: T::now(), + last_updated, + offset_history_last_updated: last_updated, } } /// Returns a view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. fn as_directed( - &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters - ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> { + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, + ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> { let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = if source < target { (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat, @@ -927,19 +1010,17 @@ impl ChannelLiquidity { min_liquidity_offset_history, max_liquidity_offset_history, }, - inflight_htlc_msat, capacity_msat, last_updated: &self.last_updated, - now: T::now(), - decay_params: decay_params, + offset_history_last_updated: &self.offset_history_last_updated, } } /// 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, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters - ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> { + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, + ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> { let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = if source < target { (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat, @@ -956,11 +1037,22 @@ impl ChannelLiquidity { min_liquidity_offset_history, max_liquidity_offset_history, }, - inflight_htlc_msat, capacity_msat, last_updated: &mut self.last_updated, - now: T::now(), - decay_params: decay_params, + offset_history_last_updated: &mut self.offset_history_last_updated, + } + } + + fn decayed_offset( + &self, offset: u64, duration_since_epoch: Duration, + decay_params: ProbabilisticScoringDecayParameters, + ) -> u64 { + let half_life = decay_params.liquidity_offset_half_life.as_secs_f64(); + if half_life != 0.0 { + let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64(); + ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64 + } else { + 0 } } } @@ -977,11 +1069,81 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30; -impl, BRT: Deref, T: Time, U: Deref> DirectedChannelLiquidity< L, BRT, T, U> { +/// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why). +#[inline(always)] +fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) { + (a * a * a, b * b * b, c * c * c) +} + +/// Given liquidity bounds, calculates the success probability (in the form of a numerator and +/// denominator) of an HTLC. This is a key assumption in our scoring models. +/// +/// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31. +/// +/// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not +/// (recently) seen an HTLC successfully complete over this channel. +#[inline(always)] +fn success_probability( + amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64, + params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool, +) -> (u64, u64) { + debug_assert!(min_liquidity_msat <= amount_msat); + debug_assert!(amount_msat < max_liquidity_msat); + debug_assert!(max_liquidity_msat <= capacity_msat); + + let (numerator, mut denominator) = + if params.linear_success_probability { + (max_liquidity_msat - amount_msat, + (max_liquidity_msat - min_liquidity_msat).saturating_add(1)) + } else { + let capacity = capacity_msat as f64; + let min = (min_liquidity_msat as f64) / capacity; + let max = (max_liquidity_msat as f64) / capacity; + let amount = (amount_msat as f64) / capacity; + + // Assume the channel has a probability density function of (x - 0.5)^2 for values from + // 0 to 1 (where 1 is the channel's full capacity). The success probability given some + // liquidity bounds is thus the integral under the curve from the amount to maximum + // estimated liquidity, divided by the same integral from the minimum to the maximum + // estimated liquidity bounds. + // + // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can + // calculate the cumulative density function between the min/max bounds trivially. Note + // that we don't bother to normalize the CDF to total to 1, as it will come out in the + // division of num / den. + let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5); + let num = max_pow - amt_pow; + let den = max_pow - min_pow; + + // Because our numerator and denominator max out at 0.5^3 we need to multiply them by + // quite a large factor to get something useful (ideally in the 2^30 range). + const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0; + let numerator = (num * BILLIONISH) as u64 + 1; + let denominator = (den * BILLIONISH) as u64 + 1; + debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num); + debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den); + (numerator, denominator) + }; + + if min_zero_implies_no_successes && min_liquidity_msat == 0 && + denominator < u64::max_value() / 21 + { + // If we have no knowledge of the channel, scale probability down by ~75% + // Note that we prefer to increase the denominator rather than decrease the numerator as + // the denominator is more likely to be larger and thus provide greater precision. This is + // mostly an overoptimization but makes a large difference in tests. + denominator = denominator * 21 / 16 + } + + (numerator, denominator) +} + +impl, BRT: Deref, T: Deref> +DirectedChannelLiquidity< L, BRT, T> { /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in /// this direction. fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 { - let available_capacity = self.available_capacity(); + let available_capacity = self.capacity_msat; let max_liquidity_msat = self.max_liquidity_msat(); let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); @@ -997,9 +1159,9 @@ impl, BRT: Deref, score_params.liquidity_penalty_amount_multiplier_msat) .saturating_add(score_params.considered_impossible_penalty_msat) } else { - let numerator = (max_liquidity_msat - amount_msat).saturating_add(1); - let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1); - if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR { + let (numerator, denominator) = success_probability(amount_msat, + min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false); + if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR { // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64), // don't bother trying to use the log approximation as it gets too noisy to be // particularly helpful, instead just round down to 0. @@ -1025,8 +1187,8 @@ impl, BRT: Deref, if score_params.historical_liquidity_penalty_multiplier_msat != 0 || score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 { if let Some(cumulative_success_prob_times_billion) = self.liquidity_history - .calculate_success_probability_times_billion(self.now, *self.last_updated, - self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat) + .calculate_success_probability_times_billion( + score_params, amount_msat, self.capacity_msat) { let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024); res = res.saturating_add(Self::combined_penalty_msat(amount_msat, @@ -1036,9 +1198,8 @@ impl, BRT: Deref, // If we don't have any valid points (or, once decayed, we have less than a full // point), redo the non-historical calculation with no liquidity bounds tracked and // the historical penalty multipliers. - let available_capacity = self.available_capacity(); - let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1); - let denominator = available_capacity.saturating_add(1); + let (numerator, denominator) = success_probability(amount_msat, 0, + available_capacity, available_capacity, score_params, true); let negative_log10_times_2048 = approx::negative_log10_times_2048(numerator, denominator); res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, @@ -1071,126 +1232,105 @@ impl, BRT: Deref, /// Returns the lower bound of the channel liquidity balance in this direction. #[inline(always)] fn min_liquidity_msat(&self) -> u64 { - self.decayed_offset_msat(*self.min_liquidity_offset_msat) + *self.min_liquidity_offset_msat } /// Returns the upper bound of the channel liquidity balance in this direction. #[inline(always)] fn max_liquidity_msat(&self) -> u64 { - self.available_capacity() - .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat)) - } - - /// Returns the capacity minus the in-flight HTLCs in this direction. - #[inline(always)] - fn available_capacity(&self) -> u64 { - self.capacity_msat.saturating_sub(self.inflight_htlc_msat) - } - - fn decayed_offset_msat(&self, offset_msat: u64) -> u64 { - let half_life = self.decay_params.liquidity_offset_half_life.as_secs(); - if half_life != 0 { - // Decay the offset by the appropriate number of half lives. If half of the next half - // life has passed, approximate an additional three-quarter life to help smooth out the - // decay. - let elapsed_time = self.now.duration_since(*self.last_updated).as_secs(); - let half_decays = elapsed_time / (half_life / 2); - let decays = half_decays / 2; - let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0); - if half_decays % 2 == 0 { - decayed_offset_msat - } else { - // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2 - // 16_384 == 2^14 - (decayed_offset_msat as u128 * 11_585 / 16_384) as u64 - } - } else { - 0 - } + self.capacity_msat + .saturating_sub(*self.max_liquidity_offset_msat) } } -impl, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity { +impl, BRT: DerefMut, T: DerefMut> +DirectedChannelLiquidity { /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. - fn failed_at_channel(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { + fn failed_at_channel( + &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log + ) where Log::Target: Logger { let existing_max_msat = self.max_liquidity_msat(); if amount_msat < existing_max_msat { log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat); - self.set_max_liquidity_msat(amount_msat); + self.set_max_liquidity_msat(amount_msat, duration_since_epoch); } else { log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})", chan_descr, existing_max_msat, amount_msat); } - self.update_history_buckets(); + self.update_history_buckets(0, duration_since_epoch); } /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream. - fn failed_downstream(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { + fn failed_downstream( + &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log + ) where Log::Target: Logger { let existing_min_msat = self.min_liquidity_msat(); if amount_msat > existing_min_msat { log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat); - self.set_min_liquidity_msat(amount_msat); + self.set_min_liquidity_msat(amount_msat, duration_since_epoch); } else { log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})", chan_descr, existing_min_msat, amount_msat); } - self.update_history_buckets(); + self.update_history_buckets(0, duration_since_epoch); } /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`. - fn successful(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { + fn successful(&mut self, + amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log + ) where Log::Target: Logger { let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0); log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat); - self.set_max_liquidity_msat(max_liquidity_msat); - self.update_history_buckets(); + self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch); + self.update_history_buckets(amount_msat, duration_since_epoch); } - fn update_history_buckets(&mut self) { - let half_lives = self.now.duration_since(*self.last_updated).as_secs() - .checked_div(self.decay_params.historical_no_updates_half_life.as_secs()) - .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value()); - self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives); - self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives); - - let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat); + /// Updates the history buckets for this channel. Because the history buckets track what we now + /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady + /// state"), we allow the caller to set an offset applied to our liquidity bounds which + /// represents the amount of the successful payment we just made. + fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) { self.liquidity_history.min_liquidity_offset_history.track_datapoint( - min_liquidity_offset_msat, self.capacity_msat + *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat ); - let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat); self.liquidity_history.max_liquidity_offset_history.track_datapoint( - max_liquidity_offset_msat, self.capacity_msat + self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat ); + *self.offset_history_last_updated = duration_since_epoch; } /// Adjusts the lower bound of the channel liquidity balance in this direction. - fn set_min_liquidity_msat(&mut self, amount_msat: u64) { + fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) { *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; + if amount_msat > self.max_liquidity_msat() { + *self.max_liquidity_offset_msat = 0; + } + *self.last_updated = duration_since_epoch; } /// Adjusts the upper bound of the channel liquidity balance in this direction. - fn set_max_liquidity_msat(&mut self, amount_msat: u64) { + fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) { *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; + if amount_msat < *self.min_liquidity_offset_msat { + *self.min_liquidity_offset_msat = 0; + } + *self.last_updated = duration_since_epoch; } } -impl>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref> ScoreLookUp for ProbabilisticScorer where L::Target: Logger { type ScoreParams = ProbabilisticScoringFeeParameters; fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters + &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters ) -> u64 { - if let Some(penalty) = score_params.manual_node_penalties.get(target) { + let (scid, target) = match candidate { + CandidateRouteHop::PublicHop(PublicHopCandidate { info, short_channel_id }) => { + (short_channel_id, info.target()) + }, + _ => return 0, + }; + let source = candidate.source(); + if let Some(penalty) = score_params.manual_node_penalties.get(&target) { return *penalty; } @@ -1217,21 +1357,20 @@ impl>, L: Deref, T: Time> ScoreLookUp for Prob _ => {}, } - let amount_msat = usage.amount_msat; + let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat); let capacity_msat = usage.effective_capacity.as_msat(); - let inflight_htlc_msat = usage.inflight_htlc_msat; self.channel_liquidities - .get(&short_channel_id) - .unwrap_or(&ChannelLiquidity::new()) - .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params) + .get(&scid) + .unwrap_or(&ChannelLiquidity::new(Duration::ZERO)) + .as_directed(&source, &target, capacity_msat) .penalty_msat(amount_msat, score_params) .saturating_add(anti_probing_penalty_msat) .saturating_add(base_penalty_msat) } } -impl>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime where L::Target: Logger { - fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) { +impl>, L: Deref> ScoreUpdate for ProbabilisticScorer where L::Target: Logger { + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { let amount_msat = path.final_value_msat(); log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat); let network_graph = self.network_graph.read_only(); @@ -1252,15 +1391,17 @@ impl>, L: Deref, T: Time> ScoreUpdate for Prob if at_failed_channel { self.channel_liquidities .entry(hop.short_channel_id) - .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params) - .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); + .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) + .as_directed_mut(source, &target, capacity_msat) + .failed_at_channel(amount_msat, duration_since_epoch, + format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { self.channel_liquidities .entry(hop.short_channel_id) - .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params) - .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); + .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) + .as_directed_mut(source, &target, capacity_msat) + .failed_downstream(amount_msat, duration_since_epoch, + format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } } else { log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", @@ -1270,7 +1411,7 @@ impl>, L: Deref, T: Time> ScoreUpdate for Prob } } - fn payment_path_successful(&mut self, path: &Path) { + fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) { let amount_msat = path.final_value_msat(); log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.", path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat); @@ -1286,9 +1427,10 @@ impl>, L: Deref, T: Time> ScoreUpdate for Prob 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, 0, capacity_msat, self.decay_params) - .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); + .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch)) + .as_directed_mut(source, &target, capacity_msat) + .successful(amount_msat, duration_since_epoch, + format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", hop.short_channel_id); @@ -1296,15 +1438,59 @@ impl>, L: Deref, T: Time> ScoreUpdate for Prob } } - fn probe_failed(&mut self, path: &Path, short_channel_id: u64) { - self.payment_path_failed(path, short_channel_id) + fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) { + self.payment_path_failed(path, short_channel_id, duration_since_epoch) } - fn probe_successful(&mut self, path: &Path) { - self.payment_path_failed(path, u64::max_value()) + fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) { + self.payment_path_failed(path, u64::max_value(), duration_since_epoch) + } + + fn time_passed(&mut self, duration_since_epoch: Duration) { + let decay_params = self.decay_params; + self.channel_liquidities.retain(|_scid, liquidity| { + liquidity.min_liquidity_offset_msat = + liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params); + liquidity.max_liquidity_offset_msat = + liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params); + liquidity.last_updated = duration_since_epoch; + + let elapsed_time = + duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated); + if elapsed_time > decay_params.historical_no_updates_half_life { + let half_life = decay_params.historical_no_updates_half_life.as_secs_f64(); + if half_life != 0.0 { + let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64; + for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() { + *bucket = ((*bucket as u64) * 1024 / divisor) as u16; + } + for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() { + *bucket = ((*bucket as u64) * 1024 / divisor) as u16; + } + liquidity.offset_history_last_updated = duration_since_epoch; + } + } + liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 || + liquidity.min_liquidity_offset_history.buckets != [0; 32] || + liquidity.max_liquidity_offset_history.buckets != [0; 32] + }); } } +#[cfg(c_bindings)] +impl>, L: Deref> Score for ProbabilisticScorer +where L::Target: Logger {} + +#[cfg(feature = "std")] +#[inline] +fn powf64(n: f64, exp: f64) -> f64 { + n.powf(exp) +} +#[cfg(not(feature = "std"))] +fn powf64(n: f64, exp: f64) -> f64 { + libm::powf(n as f32, exp as f32) as f64 +} + mod approx { const BITS: u32 = 64; const HIGHEST_BIT: u32 = BITS - 1; @@ -1618,17 +1804,125 @@ mod approx { mod bucketed_history { use super::*; + // Because liquidity is often skewed heavily in one direction, we store historical state + // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th + // must fit evenly into the buckets here. + // + // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the + // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach + // a full 16th of the channel's capacity, which is reapeated a few times for backwards + // compatibility. The four middle buckets represent full octiles of the channel's capacity. + // + // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or + // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32 + // buckets in total. + + const BUCKET_START_POS: [u16; 33] = [ + 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288, + 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384, + ]; + + const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [ + (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32) + ]; + + const POSITION_TICKS: u16 = 1 << 14; + + fn pos_to_bucket(pos: u16) -> usize { + for bucket in 0..32 { + if pos < BUCKET_START_POS[bucket + 1] { + return bucket; + } + } + debug_assert!(false); + return 32; + } + + #[cfg(test)] + #[test] + fn check_bucket_maps() { + const BUCKET_WIDTH_IN_16384S: [u16; 32] = [ + 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048, + 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1]; + + let mut min_size_iter = 0; + let mut legacy_bucket_iter = 0; + for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() { + assert_eq!(BUCKET_START_POS[bucket], min_size_iter); + for i in 0..*width { + assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket); + } + min_size_iter += *width; + if min_size_iter % (POSITION_TICKS / 8) == 0 { + assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1); + if legacy_bucket_iter + 1 < 8 { + assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1); + } + legacy_bucket_iter += 1; + } + } + assert_eq!(BUCKET_START_POS[32], POSITION_TICKS); + assert_eq!(min_size_iter, POSITION_TICKS); + } + + #[inline] + fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 { + let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) { + (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1)) + .try_into().unwrap_or(POSITION_TICKS) + } else { + // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit + // division. This branch should only be hit in fuzz testing since the amount would + // need to be over 2.88 million BTC in practice. + ((amount_msat as u128) * (POSITION_TICKS as u128) + / (capacity_msat as u128).saturating_add(1)) + .try_into().unwrap_or(POSITION_TICKS) + }; + // If we are running in a client that doesn't validate gossip, its possible for a channel's + // capacity to change due to a `channel_update` message which, if received while a payment + // is in-flight, could cause this to fail. Thus, we only assert in test. + #[cfg(test)] + debug_assert!(pos < POSITION_TICKS); + pos + } + + /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either + /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we + /// support reading the legacy values here for backwards compatibility. + pub(super) struct LegacyHistoricalBucketRangeTracker { + buckets: [u16; 8], + } + + impl LegacyHistoricalBucketRangeTracker { + pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker { + let mut buckets = [0; 32]; + for (idx, legacy_bucket) in self.buckets.iter().enumerate() { + let mut new_val = *legacy_bucket; + let (start, end) = LEGACY_TO_BUCKET_RANGE[idx]; + new_val /= (end - start) as u16; + for i in start..end { + buckets[i as usize] = new_val; + } + } + HistoricalBucketRangeTracker { buckets } + } + } + /// Tracks the historical state of a distribution as a weighted average of how much time was spent - /// in each of 8 buckets. + /// in each of 32 buckets. #[derive(Clone, Copy)] pub(super) struct HistoricalBucketRangeTracker { - buckets: [u16; 8], + pub(super) buckets: [u16; 32], } + /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value + /// "one" is 32, or this constant. + pub const BUCKET_FIXED_POINT_ONE: u16 = 32; + impl HistoricalBucketRangeTracker { - pub(super) fn new() -> Self { Self { buckets: [0; 8] } } + pub(super) fn new() -> Self { Self { buckets: [0; 32] } } pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) { - // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time + // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part. // // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to @@ -1649,122 +1943,109 @@ mod bucketed_history { // The constants were picked experimentally, selecting a decay amount that restricts us // from overflowing buckets without having to cap them manually. - // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or - // the channel's capacity, though the second should generally never happen. - debug_assert!(liquidity_offset_msat <= capacity_msat); - let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1)) - .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored - debug_assert!(bucket_idx < 8); - if bucket_idx < 8 { + let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat); + if pos < POSITION_TICKS { for e in self.buckets.iter_mut() { *e = ((*e as u32) * 2047 / 2048) as u16; } - self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32); - } - } - /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old - /// datapoints as we receive newer information. - pub(super) fn time_decay_data(&mut self, half_lives: u32) { - for e in self.buckets.iter_mut() { - *e = e.checked_shr(half_lives).unwrap_or(0); + let bucket = pos_to_bucket(pos); + self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE); } } } impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) }); + impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) }); + /// A set of buckets representing the history of where we've seen the minimum- and maximum- + /// liquidity bounds for a given channel. pub(super) struct HistoricalMinMaxBuckets> { + /// Buckets tracking where and how often we've seen the minimum liquidity bound for a + /// channel. pub(super) min_liquidity_offset_history: D, + /// Buckets tracking where and how often we've seen the maximum liquidity bound for a + /// channel. pub(super) max_liquidity_offset_history: D, } impl> HistoricalMinMaxBuckets { #[inline] - pub(super) fn get_decayed_buckets(&self, now: T, last_updated: T, half_life: Duration) - -> ([u16; 8], [u16; 8], u32) { - let required_decays = now.duration_since(last_updated).as_secs() - .checked_div(half_life.as_secs()) - .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32); - let mut min_buckets = *self.min_liquidity_offset_history; - min_buckets.time_decay_data(required_decays); - let mut max_buckets = *self.max_liquidity_offset_history; - max_buckets.time_decay_data(required_decays); - (min_buckets.buckets, max_buckets.buckets, required_decays) - } + pub(super) fn calculate_success_probability_times_billion( + &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64, + capacity_msat: u64 + ) -> Option { + // If historical penalties are enabled, we try to calculate a probability of success + // given our historical distribution of min- and max-liquidity bounds in a channel. + // To do so, we walk the set of historical liquidity bucket (min, max) combinations + // (where min_idx < max_idx, as having a minimum above our maximum is an invalid + // state). For each pair, we calculate the probability as if the bucket's corresponding + // min- and max- liquidity bounds were our current liquidity bounds and then multiply + // that probability by the weight of the selected buckets. + let payment_pos = amount_to_pos(amount_msat, capacity_msat); + if payment_pos >= POSITION_TICKS { return None; } - #[inline] - pub(super) fn calculate_success_probability_times_billion( - &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64) - -> Option { - // If historical penalties are enabled, calculate the penalty by walking the set of - // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for - // each, calculate the probability of success given our payment amount, then total the - // weighted average probability of success. - // - // We use a sliding scale to decide which point within a given bucket will be compared to - // the amount being sent - for lower-bounds, the amount being sent is compared to the lower - // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last - // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the - // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset - // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign - // penalties to channels at the edges. - // - // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to - // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats - // for a 1 BTC channel!). - // - // If we used the middle of each bucket we'd never assign any penalty at all when sending - // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket. let mut total_valid_points_tracked = 0; - - let payment_amt_64th_bucket: u8 = if amount_msat < u64::max_value() / 64 { - (amount_msat * 64 / capacity_msat.saturating_add(1)) - .try_into().unwrap_or(65) - } else { - // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit - // division. This branch should only be hit in fuzz testing since the amount would - // need to be over 2.88 million BTC in practice. - ((amount_msat as u128) * 64 / (capacity_msat as u128).saturating_add(1)) - .try_into().unwrap_or(65) - }; - #[cfg(not(fuzzing))] - debug_assert!(payment_amt_64th_bucket <= 64); - if payment_amt_64th_bucket >= 64 { return None; } - - // Check if all our buckets are zero, once decayed and treat it as if we had no data. We - // don't actually use the decayed buckets, though, as that would lose precision. - let (decayed_min_buckets, decayed_max_buckets, required_decays) = - self.get_decayed_buckets(now, last_updated, half_life); - if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) { - return None; - } - for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { - for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) { + for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) { total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); } } - // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat - // it as if we were fully decayed. - if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 { + + // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), + // treat it as if we were fully decayed. + const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE; + if total_valid_points_tracked < FULLY_DECAYED.into() { return None; } let mut cumulative_success_prob_times_billion = 0; - for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { - for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) { - let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64) - * 1024 * 1024 / total_valid_points_tracked; - let min_64th_bucket = min_idx as u8 * 9; - let max_64th_bucket = (7 - max_idx as u8) * 9 + 1; - if payment_amt_64th_bucket > max_64th_bucket { - // Success probability 0, the payment amount is above the max liquidity - } else if payment_amt_64th_bucket <= min_64th_bucket { - cumulative_success_prob_times_billion += bucket_prob_times_million * 1024; + // Special-case the 0th min bucket - it generally means we failed a payment, so only + // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all + // points against the 0th min bucket. This avoids the case where we fail to route + // increasingly lower values over a channel, but treat each failure as a separate + // datapoint, many of which may have relatively high maximum-available-liquidity + // values, which will result in us thinking we have some nontrivial probability of + // routing up to that amount. + if self.min_liquidity_offset_history.buckets[0] != 0 { + let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data + let mut total_max_points = 0; // Total points in max-buckets to consider + for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() { + if *max_bucket >= BUCKET_FIXED_POINT_ONE { + highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx); + } + total_max_points += *max_bucket as u64; + } + let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1; + if payment_pos < max_bucket_end_pos { + let (numerator, denominator) = success_probability(payment_pos as u64, 0, + max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true); + let bucket_prob_times_billion = + (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points + * 1024 * 1024 * 1024 / total_valid_points_tracked; + cumulative_success_prob_times_billion += bucket_prob_times_billion * + numerator / denominator; + } + } + + for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) { + let min_bucket_start_pos = BUCKET_START_POS[min_idx]; + for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) { + let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1; + // Note that this multiply can only barely not overflow - two 16 bit ints plus + // 30 bits is 62 bits. + let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64) + * 1024 * 1024 * 1024 / total_valid_points_tracked; + if payment_pos >= max_bucket_end_pos { + // Success probability 0, the payment amount may be above the max liquidity + break; + } else if payment_pos < min_bucket_start_pos { + cumulative_success_prob_times_billion += bucket_prob_times_billion; } else { - cumulative_success_prob_times_billion += bucket_prob_times_million * - ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 / - ((max_64th_bucket - min_64th_bucket) as u64); + let (numerator, denominator) = success_probability(payment_pos as u64, + min_bucket_start_pos as u64, max_bucket_end_pos as u64, + POSITION_TICKS as u64 - 1, params, true); + cumulative_success_prob_times_billion += bucket_prob_times_billion * + numerator / denominator; } } } @@ -1773,9 +2054,9 @@ mod bucketed_history { } } } -use bucketed_history::{HistoricalBucketRangeTracker, HistoricalMinMaxBuckets}; +use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets}; -impl>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref> Writeable for ProbabilisticScorer where L::Target: Logger { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { write_tlv_fields!(w, { @@ -1785,8 +2066,8 @@ impl>, L: Deref, T: Time> Writeable for Probab } } -impl>, L: Deref, T: Time> -ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref> +ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer where L::Target: Logger { #[inline] fn read( r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L) @@ -1805,75 +2086,85 @@ ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScore } } -impl Writeable for ChannelLiquidity { +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), - (1, Some(self.min_liquidity_offset_history), option), + // 1 was the min_liquidity_offset_history in octile form (2, self.max_liquidity_offset_msat, required), - (3, Some(self.max_liquidity_offset_history), option), - (4, duration_since_epoch, required), + // 3 was the max_liquidity_offset_history in octile form + (4, self.last_updated, required), + (5, Some(self.min_liquidity_offset_history), option), + (7, Some(self.max_liquidity_offset_history), option), + (9, self.offset_history_last_updated, required), }); Ok(()) } } -impl Readable for ChannelLiquidity { +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 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new()); - let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new()); - let mut duration_since_epoch = Duration::from_secs(0); + let mut legacy_min_liq_offset_history: Option = None; + let mut legacy_max_liq_offset_history: Option = None; + let mut min_liquidity_offset_history: Option = None; + let mut max_liquidity_offset_history: Option = None; + let mut last_updated = Duration::from_secs(0); + let mut offset_history_last_updated = None; read_tlv_fields!(r, { (0, min_liquidity_offset_msat, required), - (1, min_liquidity_offset_history, option), + (1, legacy_min_liq_offset_history, option), (2, max_liquidity_offset_msat, required), - (3, max_liquidity_offset_history, option), - (4, duration_since_epoch, required), + (3, legacy_max_liq_offset_history, option), + (4, last_updated, required), + (5, min_liquidity_offset_history, option), + (7, max_liquidity_offset_history, option), + (9, offset_history_last_updated, option), }); - // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards. - // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which - // is a time from a monotonic clock usually represented as an offset against boot time). - // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time - // from the one that was written. However, because `Instant` can panic if we construct one - // in the future, we must handle wallclock time jumping backwards, which we do by simply - // using `Instant::now()` in that case. - let wall_clock_now = T::duration_since_epoch(); - let now = T::now(); - let last_updated = if wall_clock_now > duration_since_epoch { - now - (wall_clock_now - duration_since_epoch) - } else { now }; + + if min_liquidity_offset_history.is_none() { + if let Some(legacy_buckets) = legacy_min_liq_offset_history { + min_liquidity_offset_history = Some(legacy_buckets.into_current()); + } else { + min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new()); + } + } + if max_liquidity_offset_history.is_none() { + if let Some(legacy_buckets) = legacy_max_liq_offset_history { + max_liquidity_offset_history = Some(legacy_buckets.into_current()); + } else { + max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new()); + } + } Ok(Self { min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history: min_liquidity_offset_history.unwrap(), max_liquidity_offset_history: max_liquidity_offset_history.unwrap(), last_updated, + offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated), }) } } #[cfg(test)] mod tests { - use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime}; + use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer}; use crate::blinded_path::{BlindedHop, BlindedPath}; use crate::util::config::UserConfig; - use crate::util::time::Time; - use crate::util::time::tests::SinceEpoch; use crate::ln::channelmanager; use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; - use crate::routing::router::{BlindedTail, Path, RouteHop}; + use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop, PublicHopCandidate}; use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate}; use crate::util::ser::{ReadableArgs, Writeable}; use crate::util::test_utils::{self, TestLogger}; - use bitcoin::blockdata::constants::genesis_block; + use bitcoin::blockdata::constants::ChainHash; use bitcoin::hashes::Hash; use bitcoin::hashes::sha256d::Hash as Sha256dHash; use bitcoin::network::constants::Network; @@ -1909,9 +2200,6 @@ mod tests { // `ProbabilisticScorer` tests - /// A probabilistic scorer for testing with time that can be manually advanced. - type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>; - fn sender_privkey() -> SecretKey { SecretKey::from_slice(&[41; 32]).unwrap() } @@ -1930,10 +2218,6 @@ mod tests { 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()) } @@ -1950,7 +2234,7 @@ mod tests { network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey, node_2_key: SecretKey ) { - let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let genesis_hash = ChainHash::using_genesis_block(Network::Testnet); let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap(); let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); let secp_ctx = Secp256k1::new(); @@ -1975,20 +2259,20 @@ mod tests { let chain_source: Option<&crate::util::test_utils::TestChainSource> = None; network_graph.update_channel_from_announcement( &signed_announcement, &chain_source).unwrap(); - update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000); - update_channel(network_graph, short_channel_id, node_2_key, 1, 0); + update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100); + update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100); } fn update_channel( network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey, - flags: u8, htlc_maximum_msat: u64 + flags: u8, htlc_maximum_msat: u64, timestamp: u32, ) { - let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); + let genesis_hash = ChainHash::using_genesis_block(Network::Testnet); let secp_ctx = Secp256k1::new(); let unsigned_update = UnsignedChannelUpdate { chain_hash: genesis_hash, short_channel_id, - timestamp: 100, + timestamp, flags, cltv_expiry_delta: 18, htlc_minimum_msat: 0, @@ -2014,6 +2298,7 @@ mod tests { channel_features: channelmanager::provided_channel_features(&config), fee_msat, cltv_expiry_delta: 18, + maybe_announced_channel: true, } } @@ -2030,19 +2315,22 @@ mod tests { #[test] fn liquidity_bounds_directed_from_lowest_node_id() { let logger = TestLogger::new(); - let last_updated = SinceEpoch::now(); + let last_updated = Duration::ZERO; + let offset_history_last_updated = Duration::ZERO; let network_graph = network_graph(&logger); let decay_params = ProbabilisticScoringDecayParameters::default(); let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, + last_updated, offset_history_last_updated, min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }) .with_channel(43, ChannelLiquidity { - min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, + min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, + last_updated, offset_history_last_updated, min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); @@ -2055,52 +2343,52 @@ mod tests { // Update minimum liquidity. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 100); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 900); scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 0, 1_000, decay_params) - .set_min_liquidity_msat(200); + .as_directed_mut(&source, &target, 1_000) + .set_min_liquidity_msat(200, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 800); // Update maximum liquidity. let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 0, 1_000, decay_params); + .as_directed(&target, &recipient, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 900); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&recipient, &target, 0, 1_000, decay_params); + .as_directed(&recipient, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 100); assert_eq!(liquidity.max_liquidity_msat(), 300); scorer.channel_liquidities.get_mut(&43).unwrap() - .as_directed_mut(&target, &recipient, 0, 1_000, decay_params) - .set_max_liquidity_msat(200); + .as_directed_mut(&target, &recipient, 1_000) + .set_max_liquidity_msat(200, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 0, 1_000, decay_params); + .as_directed(&target, &recipient, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 200); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&recipient, &target, 0, 1_000, decay_params); + .as_directed(&recipient, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -2108,13 +2396,15 @@ mod tests { #[test] fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { let logger = TestLogger::new(); - let last_updated = SinceEpoch::now(); + let last_updated = Duration::ZERO; + let offset_history_last_updated = Duration::ZERO; let network_graph = network_graph(&logger); let decay_params = ProbabilisticScoringDecayParameters::default(); let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, + last_updated, offset_history_last_updated, min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); @@ -2124,42 +2414,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 800); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 600); // Reset from source to target. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 0, 1_000, decay_params) - .set_min_liquidity_msat(900); + .as_directed_mut(&source, &target, 1_000) + .set_min_liquidity_msat(900, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 900); assert_eq!(liquidity.max_liquidity_msat(), 1_000); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 100); // Reset from target to source. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&target, &source, 0, 1_000, decay_params) - .set_min_liquidity_msat(400); + .as_directed_mut(&target, &source, 1_000) + .set_min_liquidity_msat(400, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -2167,13 +2457,15 @@ mod tests { #[test] fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { let logger = TestLogger::new(); - let last_updated = SinceEpoch::now(); + let last_updated = Duration::ZERO; + let offset_history_last_updated = Duration::ZERO; let network_graph = network_graph(&logger); let decay_params = ProbabilisticScoringDecayParameters::default(); let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, + min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, + last_updated, offset_history_last_updated, min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); @@ -2183,42 +2475,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 800); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 600); // Reset from source to target. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 0, 1_000, decay_params) - .set_max_liquidity_msat(300); + .as_directed_mut(&source, &target, 1_000) + .set_max_liquidity_msat(300, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 1_000); // Reset from target to source. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&target, &source, 0, 1_000, decay_params) - .set_max_liquidity_msat(600); + .as_directed_mut(&target, &source, 1_000) + .set_max_liquidity_msat(600, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 0, 1_000, decay_params); + .as_directed(&target, &source, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -2234,45 +2526,52 @@ mod tests { let decay_params = ProbabilisticScoringDecayParameters::default(); let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 1_024, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 10_240, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 102_400, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47); let usage = ChannelUsage { amount_msat: 1_023_999, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000); let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58); let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); let usage = ChannelUsage { amount_msat: 374, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198); let usage = ChannelUsage { amount_msat: 512, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); let usage = ChannelUsage { amount_msat: 640, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425); let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902); } #[test] fn constant_penalty_outside_liquidity_bounds() { let logger = TestLogger::new(); - let last_updated = SinceEpoch::now(); + let last_updated = Duration::ZERO; + let offset_history_last_updated = Duration::ZERO; let network_graph = network_graph(&logger); let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, @@ -2285,24 +2584,30 @@ mod tests { let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { - min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated, + min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, + last_updated, offset_history_last_updated, min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 39, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 50, ..usage }; - assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); - assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); + assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); let usage = ChannelUsage { amount_msat: 61, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } #[test] @@ -2314,7 +2619,6 @@ mod tests { ..ProbabilisticScoringFeeParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - let sender = sender_node_id(); let source = source_node_id(); let usage = ChannelUsage { amount_msat: 500, @@ -2323,14 +2627,20 @@ mod tests { }; let failed_path = payment_path_for_amount(500); let successful_path = payment_path_for_amount(200); + let channel = &network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 41, + }); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); - scorer.payment_path_failed(&failed_path, 41); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301); + scorer.payment_path_failed(&failed_path, 41, Duration::ZERO); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); - scorer.payment_path_successful(&successful_path); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301); + scorer.payment_path_successful(&successful_path, Duration::ZERO); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); } #[test] @@ -2343,7 +2653,6 @@ mod tests { }; let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let path = payment_path_for_amount(500); let usage = ChannelUsage { @@ -2351,20 +2660,26 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602); - scorer.payment_path_failed(&path, 43); + scorer.payment_path_failed(&path, 43, Duration::ZERO); let usage = ChannelUsage { amount_msat: 250, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); } #[test] @@ -2378,7 +2693,6 @@ mod tests { }; let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let path = payment_path_for_amount(500); let usage = ChannelUsage { @@ -2386,20 +2700,26 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602); - scorer.payment_path_failed(&path, 42); + scorer.payment_path_failed(&path, 42, Duration::ZERO); let usage = ChannelUsage { amount_msat: 250, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } #[test] @@ -2434,7 +2754,6 @@ mod tests { let node_a = NodeId::from_pubkey(&pub_a); let node_b = NodeId::from_pubkey(&pub_b); let node_c = NodeId::from_pubkey(&pub_c); - let node_d = NodeId::from_pubkey(&pub_d); let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, @@ -2447,17 +2766,53 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&node_a).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); // Note that a default liquidity bound is used for B -> C as no channel exists - assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128); - assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&node_b).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 43, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(44).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&node_c).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 44, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); - scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43); + scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO); - assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&node_a).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80); // Note that a default liquidity bound is used for B -> C as no channel exists - assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128); - assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&node_b).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 43, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); + let channel = network_graph.read_only().channel(44).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&node_c).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 44, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128); } #[test] @@ -2469,25 +2824,39 @@ mod tests { ..ProbabilisticScoringFeeParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - let sender = sender_node_id(); let source = source_node_id(); - let target = target_node_id(); - let recipient = recipient_node_id(); let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; + let network_graph = network_graph.read_only().channels().clone(); + let channel_42 = network_graph.get(&42).unwrap(); + let channel_43 = network_graph.get(&43).unwrap(); + let (info, _) = channel_42.as_directed_from(&source).unwrap(); + let candidate_41 = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 41, + }); + let (info, target) = channel_42.as_directed_from(&source).unwrap(); + let candidate_42 = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + let (info, _) = channel_43.as_directed_from(&target).unwrap(); + let candidate_43 = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 43, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128); - assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128); - - scorer.payment_path_successful(&payment_path_for_amount(500)); + scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); - assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300); } #[test] @@ -2505,120 +2874,80 @@ mod tests { }; let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 0, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_023, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000); - scorer.payment_path_failed(&payment_path_for_amount(768), 42); - scorer.payment_path_failed(&payment_path_for_amount(128), 43); + scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO); + scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO); // Initial penalties let usage = ChannelUsage { amount_msat: 128, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); - let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93); - let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479); - let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); - - // No decay - SinceEpoch::advance(Duration::from_secs(4)); - let usage = ChannelUsage { amount_msat: 128, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93); let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // Half decay (i.e., three-quarter life) - SinceEpoch::advance(Duration::from_secs(1)); + scorer.time_passed(Duration::from_secs(5)); let usage = ChannelUsage { amount_msat: 128, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22); let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106); let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // One decay (i.e., half life) - SinceEpoch::advance(Duration::from_secs(5)); + scorer.time_passed(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 64, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 128, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970); let usage = ChannelUsage { amount_msat: 960, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // Fully decay liquidity lower bound. - SinceEpoch::advance(Duration::from_secs(10 * 7)); + scorer.time_passed(Duration::from_secs(10 * 8)); let usage = ChannelUsage { amount_msat: 0, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_023, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); // Fully decay liquidity upper bound. - SinceEpoch::advance(Duration::from_secs(10)); + scorer.time_passed(Duration::from_secs(10 * 9)); let usage = ChannelUsage { amount_msat: 0, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); - SinceEpoch::advance(Duration::from_secs(10)); + scorer.time_passed(Duration::from_secs(10 * 10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); - } - - #[test] - fn decays_liquidity_bounds_without_shift_overflow() { - let logger = TestLogger::new(); - let network_graph = network_graph(&logger); - let params = ProbabilisticScoringFeeParameters { - liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringFeeParameters::zero_penalty() - }; - let decay_params = ProbabilisticScoringDecayParameters { - liquidity_offset_half_life: Duration::from_secs(10), - ..ProbabilisticScoringDecayParameters::default() - }; - let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 256, - inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); - - scorer.payment_path_failed(&payment_path_for_amount(512), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281); - - // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat - // would cause an overflow. - SinceEpoch::advance(Duration::from_secs(10 * 64)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } #[test] @@ -2635,37 +2964,42 @@ mod tests { }; let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 512, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); // More knowledge gives higher confidence (256, 768), meaning a lower penalty. - scorer.payment_path_failed(&payment_path_for_amount(768), 42); - scorer.payment_path_failed(&payment_path_for_amount(256), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281); + scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO); + scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281); // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291); + scorer.time_passed(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291); // 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)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331); + scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331); // 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), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245); + scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245); // Further decaying affects the lower bound more than the upper bound (128, 928). - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280); + scorer.time_passed(Duration::from_secs(20)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280); } #[test] @@ -2683,33 +3017,37 @@ mod tests { }; let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473); + scorer.time_passed(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473); - scorer.payment_path_failed(&payment_path_for_amount(250), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 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, (decay_params, &network_graph, &logger)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + >::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); } - #[test] - fn decays_persisted_liquidity_bounds() { + fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) { let logger = TestLogger::new(); let network_graph = network_graph(&logger); let params = ProbabilisticScoringFeeParameters { @@ -2723,31 +3061,48 @@ mod tests { }; let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); + + if decay_before_reload { + scorer.time_passed(Duration::from_secs(10)); + } 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, (decay_params, &network_graph, &logger)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473); + let mut deserialized_scorer = + >::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap(); + if !decay_before_reload { + scorer.time_passed(Duration::from_secs(10)); + deserialized_scorer.time_passed(Duration::from_secs(10)); + } + assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473); - scorer.payment_path_failed(&payment_path_for_amount(250), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365); + deserialized_scorer.time_passed(Duration::from_secs(20)); + assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370); + } + + #[test] + fn decays_persisted_liquidity_bounds() { + do_decays_persisted_liquidity_bounds(false); + do_decays_persisted_liquidity_bounds(true); } #[test] @@ -2759,54 +3114,59 @@ mod tests { let params = ProbabilisticScoringFeeParameters::default(); let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 100_000_000, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263); let usage = ChannelUsage { effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044); } #[test] @@ -2814,7 +3174,6 @@ mod tests { let logger = TestLogger::new(); let network_graph = network_graph(&logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, @@ -2826,14 +3185,20 @@ mod tests { ..ProbabilisticScoringFeeParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58); let params = ProbabilisticScoringFeeParameters { base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558); let params = ProbabilisticScoringFeeParameters { base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, @@ -2842,7 +3207,7 @@ mod tests { }; let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128); } #[test] @@ -2850,7 +3215,6 @@ mod tests { let logger = TestLogger::new(); let network_graph = network_graph(&logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 512_000, inflight_htlc_msat: 0, @@ -2863,7 +3227,13 @@ mod tests { ..ProbabilisticScoringFeeParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, @@ -2871,7 +3241,7 @@ mod tests { ..ProbabilisticScoringFeeParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337); } #[test] @@ -2879,20 +3249,24 @@ mod tests { let logger = TestLogger::new(); let network_graph = network_graph(&logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: u64::max_value(), inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Infinite, }; - let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 40_000, ..ProbabilisticScoringFeeParameters::zero_penalty() }; let decay_params = ProbabilisticScoringDecayParameters::zero_penalty(); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000); } #[test] @@ -2905,17 +3279,23 @@ mod tests { }; let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 750, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } #[test] @@ -2925,7 +3305,6 @@ mod tests { let params = ProbabilisticScoringFeeParameters::default(); let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let base_penalty_msat = params.base_penalty_msat; let usage = ChannelUsage { @@ -2933,13 +3312,20 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat); + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat); let usage = ChannelUsage { amount_msat: 1_000, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat); let usage = ChannelUsage { amount_msat: 1_001, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } #[test] @@ -2964,72 +3350,134 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; - // With no historical data the normal liquidity penalty calculation is used. - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47); - assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), - None); - assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42), - None); + let usage_1 = ChannelUsage { + amount_msat: 1, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, + }; - scorer.payment_path_failed(&payment_path_for_amount(1), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048); - // The "it failed" increment is 32, where the probability should lie fully in the first - // octile. + { + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + + // With no historical data the normal liquidity penalty calculation is used. + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168); + } assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), - Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0]))); - assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), - Some(1.0)); - assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500), + None); + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms), + None); + + scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO); + { + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249); + } + // The "it failed" increment is 32, where the probability should lie several buckets into + // the first octile. + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], + [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]))); + assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms) + .unwrap() > 0.35); + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms), Some(0.0)); // Even after we tell the scorer we definitely have enough available liquidity, it will // still remember that there was some failure in the past, and assign a non-0 penalty. - scorer.payment_path_failed(&payment_path_for_amount(1000), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198); - // The first octile should be decayed just slightly and the last octile has a new point. + scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO); + { + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105); + } + // The first points should be decayed just slightly and the last bucket has a new point. assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), - Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32]))); + Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0], + [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32]))); // The exact success probability is a bit complicated and involves integer rounding, so we // simply check bounds here. let five_hundred_prob = - scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap(); - assert!(five_hundred_prob > 0.5); - assert!(five_hundred_prob < 0.52); + scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap(); + assert!(five_hundred_prob > 0.59); + assert!(five_hundred_prob < 0.60); let one_prob = - scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap(); - assert!(one_prob < 1.0); - assert!(one_prob > 0.99); + scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap(); + assert!(one_prob < 0.85); + assert!(one_prob > 0.84); // Advance the time forward 16 half-lives (which the docs claim will ensure all data is // gone), and check that we're back to where we started. - SinceEpoch::advance(Duration::from_secs(10 * 16)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47); + scorer.time_passed(Duration::from_secs(10 * 16)); + { + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168); + } // Once fully decayed we still have data, but its all-0s. In the future we may remove the // data entirely instead. assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), - Some(([0; 8], [0; 8]))); - assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None); + Some(([0; 32], [0; 32]))); + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None); - let mut usage = ChannelUsage { + let usage = ChannelUsage { amount_msat: 100, inflight_htlc_msat: 1024, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; - scorer.payment_path_failed(&payment_path_for_amount(1), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048); - usage.inflight_htlc_msat = 0; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409); - - let usage = ChannelUsage { - amount_msat: 1, - inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 }, - }; - assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048); + scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16)); + { + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050); + + let usage = ChannelUsage { + amount_msat: 1, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 }, + }; + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048); + } // Advance to decay all liquidity offsets to zero. - SinceEpoch::advance(Duration::from_secs(60 * 60 * 10)); + scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60))); + + // Once even the bounds have decayed information about the channel should be removed + // entirely. + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + None); // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will // ensure that the effective capacity is zero to test division-by-zero edge cases. @@ -3038,7 +3486,7 @@ mod tests { path_hop(source_pubkey(), 42, 1), path_hop(sender_pubkey(), 41, 0), ]; - scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42); + scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60))); } #[test] @@ -3046,7 +3494,6 @@ mod tests { let logger = TestLogger::new(); let network_graph = network_graph(&logger); let source = source_node_id(); - let target = target_node_id(); let params = ProbabilisticScoringFeeParameters { anti_probing_penalty_msat: 500, ..ProbabilisticScoringFeeParameters::zero_penalty() @@ -3059,7 +3506,14 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + let network_graph = network_graph.read_only(); + let channel = network_graph.channel(42).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity. let usage = ChannelUsage { @@ -3067,7 +3521,7 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500); // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2. let usage = ChannelUsage { @@ -3075,7 +3529,7 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500); // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1. let usage = ChannelUsage { @@ -3083,7 +3537,7 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0); } #[test] @@ -3098,13 +3552,18 @@ mod tests { let decay_params = ProbabilisticScoringDecayParameters::default(); let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); - let target = target_node_id(); let usage = ChannelUsage { amount_msat: 512, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, target) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300); let mut path = payment_path_for_amount(768); let recipient_hop = path.hops.pop().unwrap(); @@ -3126,13 +3585,149 @@ mod tests { // final value is taken into account. assert!(scorer.channel_liquidities.get(&42).is_none()); - scorer.payment_path_failed(&path, 42); + scorer.payment_path_failed(&path, 42, Duration::ZERO); path.blinded_tail.as_mut().unwrap().final_value_msat = 256; - scorer.payment_path_failed(&path, 43); + scorer.payment_path_failed(&path, 43, Duration::ZERO); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 0, 1_000, decay_params); + .as_directed(&source, &target, 1_000); assert_eq!(liquidity.min_liquidity_msat(), 256); assert_eq!(liquidity.max_liquidity_msat(), 768); } + + #[test] + fn realistic_historical_failures() { + // The motivation for the unequal sized buckets came largely from attempting to pay 10k + // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score + // properly. + let logger = TestLogger::new(); + let mut network_graph = network_graph(&logger); + let params = ProbabilisticScoringFeeParameters { + historical_liquidity_penalty_multiplier_msat: 1024, + historical_liquidity_penalty_amount_multiplier_msat: 1024, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(60 * 60), + historical_no_updates_half_life: Duration::from_secs(10), + ..ProbabilisticScoringDecayParameters::default() + }; + + let capacity_msat = 100_000_000_000; + update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200); + update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200); + + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); + let source = source_node_id(); + + let mut amount_msat = 10_000_000; + let usage = ChannelUsage { + amount_msat, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat }, + }; + let channel = network_graph.read_only().channel(42).unwrap().to_owned(); + let (info, target) = channel.as_directed_from(&source).unwrap(); + let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate { + info, + short_channel_id: 42, + }); + // With no historical data the normal liquidity penalty calculation is used, which results + // in a success probability of ~75%. + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269); + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + None); + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms), + None); + + // Fail to pay once, and then check the buckets and penalty. + scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO); + // The penalty should be the maximum penalty, as the payment we're scoring is now in the + // same bucket which is the only maximum datapoint. + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), + 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR); + // The "it failed" increment is 32, which we should apply to the first upper-bound (between + // 6k sats and 12k sats). + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], + [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]))); + // The success probability estimate itself should be zero. + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms), + Some(0.0)); + + // Now test again with the amount in the bottom bucket. + amount_msat /= 2; + // The new amount is entirely within the only minimum bucket with score, so the probability + // we assign is 1/2. + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms), + Some(0.5)); + + // ...but once we see a failure, we consider the payment to be substantially less likely, + // even though not a probability of zero as we still look at the second max bucket which + // now shows 31. + scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO); + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], + [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0]))); + assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms), + Some(0.0)); + } +} + +#[cfg(ldk_bench)] +pub mod benches { + use super::*; + use criterion::Criterion; + use crate::routing::router::{bench_utils, RouteHop}; + use crate::util::test_utils::TestLogger; + use crate::ln::features::{ChannelFeatures, NodeFeatures}; + + pub fn decay_100k_channel_bounds(bench: &mut Criterion) { + let logger = TestLogger::new(); + let network_graph = bench_utils::read_network_graph(&logger).unwrap(); + let mut scorer = ProbabilisticScorer::new(Default::default(), &network_graph, &logger); + // Score a number of random channels + let mut seed: u64 = 0xdeadbeef; + for _ in 0..100_000 { + seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0; + let (victim, victim_dst, amt) = { + let rong = network_graph.read_only(); + let channels = rong.channels(); + let chan = channels.unordered_iter() + .skip((seed as usize) % channels.len()) + .next().unwrap(); + seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0; + let amt = seed % chan.1.capacity_sats.map(|c| c * 1000) + .or(chan.1.one_to_two.as_ref().map(|info| info.htlc_maximum_msat)) + .or(chan.1.two_to_one.as_ref().map(|info| info.htlc_maximum_msat)) + .unwrap_or(1_000_000_000).saturating_add(1); + (*chan.0, chan.1.node_two, amt) + }; + let path = Path { + hops: vec![RouteHop { + pubkey: victim_dst.as_pubkey().unwrap(), + node_features: NodeFeatures::empty(), + short_channel_id: victim, + channel_features: ChannelFeatures::empty(), + fee_msat: amt, + cltv_expiry_delta: 42, + maybe_announced_channel: true, + }], + blinded_tail: None + }; + seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0; + if seed % 1 == 0 { + scorer.probe_failed(&path, victim, Duration::ZERO); + } else { + scorer.probe_successful(&path, Duration::ZERO); + } + } + let mut cur_time = Duration::ZERO; + cur_time += Duration::from_millis(1); + scorer.time_passed(cur_time); + bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| { + cur_time += Duration::from_millis(1); + scorer.time_passed(cur_time); + })); + } }