X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=9c03ff40de0518c067a8112dfb2e7ffbcbe66fd6;hb=f0f8194719158759b9d745df7f136312fb09ff13;hp=5d637a859903bfa34f849328ac366517b541394b;hpb=2d266794c2133782938ce62a96538ef138c85781;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 5d637a85..9c03ff40 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -110,16 +110,22 @@ pub trait ScoreLookUp { /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt. 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); } /// A trait which can both lookup and update routing channel penalty scores. @@ -145,20 +151,24 @@ impl> ScoreLookUp for T { #[cfg(not(c_bindings))] impl> 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) + 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) } } } } @@ -346,20 +356,24 @@ impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> { #[cfg(c_bindings)] impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> { - fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) { - self.0.payment_path_failed(path, short_channel_id) + 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) { - self.0.payment_path_successful(path) + 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) { - self.0.probe_failed(path, short_channel_id) + 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) { - self.0.probe_successful(path) + 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) } } @@ -399,13 +413,15 @@ impl ScoreLookUp for FixedPenaltyScorer { } 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, _duration_since_epoch: Duration) {} - fn payment_path_successful(&mut self, _path: &Path) {} + fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {} - fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {} + fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {} - fn probe_successful(&mut self, _path: &Path) {} + fn time_passed(&mut self, _duration_since_epoch: Duration) {} } impl Writeable for FixedPenaltyScorer { @@ -789,11 +805,14 @@ struct ChannelLiquidity { /// Upper channel liquidity bound in terms of an offset from the effective capacity. max_liquidity_offset_msat: u64, + min_liquidity_offset_history: HistoricalBucketRangeTracker, + max_liquidity_offset_history: HistoricalBucketRangeTracker, + /// Time when the liquidity bounds were last modified. last_updated: T, - min_liquidity_offset_history: HistoricalBucketRangeTracker, - max_liquidity_offset_history: HistoricalBucketRangeTracker, + /// Time when the historical liquidity bounds were last modified. + offset_history_last_updated: T, } /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and @@ -804,6 +823,7 @@ struct DirectedChannelLiquidity, BRT: Deref, capacity_msat: u64, last_updated: U, + offset_history_last_updated: U, now: T, decay_params: ProbabilisticScoringDecayParameters, } @@ -842,7 +862,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU let dir_liq = liq.as_directed(source, target, amt, self.decay_params); let (min_buckets, max_buckets) = dir_liq.liquidity_history - .get_decayed_buckets(now, *dir_liq.last_updated, + .get_decayed_buckets(now, *dir_liq.offset_history_last_updated, self.decay_params.historical_no_updates_half_life) .unwrap_or(([0; 32], [0; 32])); @@ -939,7 +959,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU let (min_buckets, mut max_buckets) = dir_liq.liquidity_history.get_decayed_buckets( - dir_liq.now, *dir_liq.last_updated, + dir_liq.now, *dir_liq.offset_history_last_updated, self.decay_params.historical_no_updates_half_life )?; @@ -972,7 +992,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params); return dir_liq.liquidity_history.calculate_success_probability_times_billion( - dir_liq.now, *dir_liq.last_updated, + dir_liq.now, *dir_liq.offset_history_last_updated, self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat, capacity_msat ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64); @@ -992,6 +1012,7 @@ impl ChannelLiquidity { min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), last_updated: T::now(), + offset_history_last_updated: T::now(), } } @@ -1018,6 +1039,7 @@ impl ChannelLiquidity { }, capacity_msat, last_updated: &self.last_updated, + offset_history_last_updated: &self.offset_history_last_updated, now: T::now(), decay_params: decay_params, } @@ -1046,6 +1068,7 @@ impl ChannelLiquidity { }, capacity_msat, last_updated: &mut self.last_updated, + offset_history_last_updated: &mut self.offset_history_last_updated, now: T::now(), decay_params: decay_params, } @@ -1181,7 +1204,8 @@ 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, + .calculate_success_probability_times_billion( + self.now, *self.offset_history_last_updated, self.decay_params.historical_no_updates_half_life, score_params, amount_msat, self.capacity_msat) { @@ -1300,7 +1324,7 @@ impl, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut>, L: Deref, T: Time> ScoreLookUp for Prob fn channel_penalty_msat( &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters ) -> u64 { - let scid = match candidate.short_channel_id() { - Some(scid) => scid, - None => return 0, - }; - let target = match candidate.target() { - Some(target) => target, - None => return 0, + let (scid, target) = match candidate { + CandidateRouteHop::PublicHop { 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) { @@ -1393,7 +1417,7 @@ impl>, L: Deref, T: Time> ScoreLookUp for Prob } impl>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime where L::Target: Logger { - 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) { 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(); @@ -1432,7 +1456,7 @@ 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); @@ -1458,19 +1482,31 @@ 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) {} } #[cfg(c_bindings)] impl>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime 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; @@ -1957,9 +1993,9 @@ mod bucketed_history { } impl> HistoricalMinMaxBuckets { - pub(super) fn get_decayed_buckets(&self, now: T, last_updated: T, half_life: Duration) + pub(super) fn get_decayed_buckets(&self, now: T, offset_history_last_updated: T, half_life: Duration) -> Option<([u16; 32], [u16; 32])> { - let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?; + let (_, required_decays) = self.get_total_valid_points(now, offset_history_last_updated, half_life)?; let mut min_buckets = *self.min_liquidity_offset_history; min_buckets.time_decay_data(required_decays); @@ -1968,9 +2004,9 @@ mod bucketed_history { Some((min_buckets.buckets, max_buckets.buckets)) } #[inline] - pub(super) fn get_total_valid_points(&self, now: T, last_updated: T, half_life: Duration) + pub(super) fn get_total_valid_points(&self, now: T, offset_history_last_updated: T, half_life: Duration) -> Option<(u64, u32)> { - let required_decays = now.duration_since(last_updated).as_secs() + let required_decays = now.duration_since(offset_history_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); @@ -1993,7 +2029,7 @@ mod bucketed_history { #[inline] pub(super) fn calculate_success_probability_times_billion( - &self, now: T, last_updated: T, half_life: Duration, + &self, now: T, offset_history_last_updated: T, half_life: Duration, params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64 ) -> Option { // If historical penalties are enabled, we try to calculate a probability of success @@ -2009,7 +2045,7 @@ mod bucketed_history { // 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 (total_valid_points_tracked, _) - = self.get_total_valid_points(now, last_updated, half_life)?; + = self.get_total_valid_points(now, offset_history_last_updated, half_life)?; let mut cumulative_success_prob_times_billion = 0; // Special-case the 0th min bucket - it generally means we failed a payment, so only @@ -2102,6 +2138,8 @@ ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScore impl Writeable for ChannelLiquidity { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { + let offset_history_duration_since_epoch = + T::duration_since_epoch() - self.offset_history_last_updated.elapsed(); let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed(); write_tlv_fields!(w, { (0, self.min_liquidity_offset_msat, required), @@ -2111,6 +2149,7 @@ impl Writeable for ChannelLiquidity { (4, duration_since_epoch, required), (5, Some(self.min_liquidity_offset_history), option), (7, Some(self.max_liquidity_offset_history), option), + (9, offset_history_duration_since_epoch, required), }); Ok(()) } @@ -2126,6 +2165,7 @@ impl Readable for ChannelLiquidity { let mut min_liquidity_offset_history: Option = None; let mut max_liquidity_offset_history: Option = None; let mut duration_since_epoch = Duration::from_secs(0); + let mut offset_history_duration_since_epoch = None; read_tlv_fields!(r, { (0, min_liquidity_offset_msat, required), (1, legacy_min_liq_offset_history, option), @@ -2134,6 +2174,7 @@ impl Readable for ChannelLiquidity { (4, duration_since_epoch, required), (5, min_liquidity_offset_history, option), (7, max_liquidity_offset_history, option), + (9, offset_history_duration_since_epoch, 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 @@ -2147,6 +2188,13 @@ impl Readable for ChannelLiquidity { let last_updated = if wall_clock_now > duration_since_epoch { now - (wall_clock_now - duration_since_epoch) } else { now }; + + let offset_history_duration_since_epoch = + offset_history_duration_since_epoch.unwrap_or(duration_since_epoch); + let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch { + now - (wall_clock_now - offset_history_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()); @@ -2167,6 +2215,7 @@ impl Readable for ChannelLiquidity { min_liquidity_offset_history: min_liquidity_offset_history.unwrap(), max_liquidity_offset_history: max_liquidity_offset_history.unwrap(), last_updated, + offset_history_last_updated, }) } } @@ -2244,10 +2293,6 @@ 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()) } @@ -2346,18 +2391,21 @@ mod tests { fn liquidity_bounds_directed_from_lowest_node_id() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); + let offset_history_last_updated = SinceEpoch::now(); 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(), }); @@ -2424,12 +2472,14 @@ mod tests { fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); + let offset_history_last_updated = SinceEpoch::now(); 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(), }); @@ -2483,12 +2533,14 @@ mod tests { fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); + let offset_history_last_updated = SinceEpoch::now(); 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(), }); @@ -2594,6 +2646,7 @@ mod tests { fn constant_penalty_outside_liquidity_bounds() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); + let offset_history_last_updated = SinceEpoch::now(); let network_graph = network_graph(&logger); let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, @@ -2606,7 +2659,8 @@ 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(), }); @@ -2657,10 +2711,10 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); - scorer.payment_path_failed(&failed_path, 41); + 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); + scorer.payment_path_successful(&successful_path, Duration::ZERO); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301); } @@ -2693,7 +2747,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, ..usage }; 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(&candidate, usage, ¶ms), 0); @@ -2733,7 +2787,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, ..usage }; 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(&candidate, usage, ¶ms), 300); @@ -2810,7 +2864,7 @@ mod tests { }; 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); let channel = network_graph.read_only().channel(42).unwrap().to_owned(); let (info, _) = channel.as_directed_from(&node_a).unwrap(); @@ -2873,7 +2927,7 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128); assert_eq!(scorer.channel_penalty_msat(&candidate_43, 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(&candidate_41, usage, ¶ms), 128); assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300); @@ -2902,7 +2956,7 @@ mod tests { effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; let channel = network_graph.read_only().channel(42).unwrap().to_owned(); - let (info, target) = channel.as_directed_from(&source).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); let candidate = CandidateRouteHop::PublicHop { info, short_channel_id: 42, @@ -2911,8 +2965,8 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_023, ..usage }; 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 }; @@ -3002,14 +3056,14 @@ mod tests { 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, target) = channel.as_directed_from(&source).unwrap(); + let (info, _) = channel.as_directed_from(&source).unwrap(); let candidate = CandidateRouteHop::PublicHop { info, short_channel_id: 42, }; assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125); - scorer.payment_path_failed(&payment_path_for_amount(512), 42); + scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281); // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat @@ -3050,8 +3104,8 @@ mod tests { 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); + 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. @@ -3060,12 +3114,12 @@ mod tests { // 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)); + 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); + 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). @@ -3094,7 +3148,7 @@ mod tests { effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500), 42); + 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 { @@ -3106,7 +3160,7 @@ mod tests { SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473); - scorer.payment_path_failed(&payment_path_for_amount(250), 43); + 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(); @@ -3139,7 +3193,7 @@ mod tests { effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500), 42); + 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 { @@ -3158,7 +3212,7 @@ mod tests { ::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap(); assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473); - scorer.payment_path_failed(&payment_path_for_amount(250), 43); + 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)); @@ -3388,6 +3442,7 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value()); } + #[test] fn remembers_historical_failures() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); @@ -3402,6 +3457,7 @@ 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: 100, @@ -3413,24 +3469,37 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; - let network_graph = network_graph.read_only(); - let channel = network_graph.channel(42).unwrap(); - let (info, target) = channel.as_directed_from(&source).unwrap(); - let candidate = CandidateRouteHop::PublicHop { - 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); + { + 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 { + 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), None); assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms), None); - scorer.payment_path_failed(&payment_path_for_amount(1), 42); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249); + 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 { + 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), @@ -3443,8 +3512,18 @@ mod tests { // 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(&candidate, usage, ¶ms), 105); + 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 { + 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, 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], @@ -3464,7 +3543,17 @@ mod tests { // Advance the time forward 16 half-lives (which the docs claim will ensure all data is // gone), and check that we're back to where we started. SinceEpoch::advance(Duration::from_secs(10 * 16)); - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168); + { + 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 { + 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), @@ -3476,17 +3565,27 @@ mod tests { 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(&candidate, usage, ¶ms), 2050); - usage.inflight_htlc_msat = 0; - assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866); + 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 { + info, + short_channel_id: 42, + }; - 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); + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050); + usage.inflight_htlc_msat = 0; + assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866); + + 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)); @@ -3498,7 +3597,7 @@ 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] @@ -3597,9 +3696,9 @@ 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, 1_000, decay_params); @@ -3653,7 +3752,7 @@ mod tests { None); // Fail to pay once, and then check the buckets and penalty. - scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42); + 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), @@ -3677,7 +3776,7 @@ mod tests { // ...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); + 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])));