X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=d1195dc8d674b343fcb769f9490724e4a4c14d21;hb=5c8e9ad092d740adf437a817770bbbdb3a940bde;hp=38e3c838425f5957fddb0a525dc15ca8cbc24eca;hpb=4715d90a0624459d59705e4ee2ff776391169af5;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 38e3c838..d1195dc8 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -17,9 +17,9 @@ //! ``` //! # extern crate bitcoin; //! # -//! # use lightning::routing::network_graph::NetworkGraph; +//! # use lightning::routing::gossip::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; -//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters}; +//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters}; //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface}; //! # use lightning::util::logger::{Logger, Record}; //! # use bitcoin::secp256k1::PublicKey; @@ -28,7 +28,7 @@ //! # impl Logger for FakeLogger { //! # fn log(&self, record: &Record) { unimplemented!() } //! # } -//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) { +//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) { //! # let logger = FakeLogger {}; //! # //! // Use the default channel penalties. @@ -55,15 +55,16 @@ //! [`find_route`]: crate::routing::router::find_route use ln::msgs::DecodeError; -use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId}; +use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; use routing::router::RouteHop; use util::ser::{Readable, ReadableArgs, Writeable, Writer}; use util::logger::Logger; use util::time::Time; use prelude::*; -use core::fmt; +use core::{cmp, fmt}; use core::cell::{RefCell, RefMut}; +use core::convert::TryInto; use core::ops::{Deref, DerefMut}; use core::time::Duration; use io::{self, Read}; @@ -102,6 +103,12 @@ pub trait Score $(: $supertrait)* { /// Handles updating channel penalties after successfully routing along a path. fn payment_path_successful(&mut self, path: &[&RouteHop]); + + /// Handles updating channel penalties after a probe over the given path failed. + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64); + + /// Handles updating channel penalties after a probe over the given path succeeded. + fn probe_successful(&mut self, path: &[&RouteHop]); } impl $(+ $supertrait)*> Score for T { @@ -118,6 +125,14 @@ impl $(+ $supertrait)*> Score for T { fn payment_path_successful(&mut self, path: &[&RouteHop]) { self.deref_mut().payment_path_successful(path) } + + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.deref_mut().probe_failed(path, short_channel_id) + } + + fn probe_successful(&mut self, path: &[&RouteHop]) { + self.deref_mut().probe_successful(path) + } } } } @@ -148,6 +163,7 @@ pub trait LockableScore<'a> { /// use the Persister to persist it. pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {} +#[cfg(not(c_bindings))] impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {} /// (C-not exported) @@ -173,12 +189,39 @@ pub struct MultiThreadedLockableScore { score: Mutex, } #[cfg(c_bindings)] -/// (C-not exported) +/// A locked `MultiThreadedLockableScore`. +pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>); +#[cfg(c_bindings)] +impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> { + fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 { + self.0.channel_penalty_msat(scid, source, target, usage) + } + fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.0.payment_path_failed(path, short_channel_id) + } + fn payment_path_successful(&mut self, path: &[&RouteHop]) { + self.0.payment_path_successful(path) + } + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.0.probe_failed(path, short_channel_id) + } + fn probe_successful(&mut self, path: &[&RouteHop]) { + self.0.probe_successful(path) + } +} +#[cfg(c_bindings)] +impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> { + fn write(&self, writer: &mut W) -> Result<(), io::Error> { + self.0.write(writer) + } +} + +#[cfg(c_bindings)] impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { - type Locked = MutexGuard<'a, T>; + type Locked = MultiThreadedScoreLock<'a, T>; - fn lock(&'a self) -> MutexGuard<'a, T> { - Mutex::lock(&self.score).unwrap() + fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> { + MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap()) } } @@ -207,7 +250,7 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { } /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`]. -#[derive(Clone, Copy)] +#[derive(Clone, Copy, Debug)] pub struct ChannelUsage { /// The amount to send through the channel, denominated in millisatoshis. pub amount_msat: u64, @@ -241,6 +284,10 @@ impl Score for FixedPenaltyScorer { fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} + + fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} + + fn probe_successful(&mut self, _path: &[&RouteHop]) {} } impl Writeable for FixedPenaltyScorer { @@ -259,25 +306,6 @@ impl ReadableArgs for FixedPenaltyScorer { } } -/// [`Score`] implementation that provides reasonable default behavior. -/// -/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with -/// slightly higher fees are available. Will further penalize channels that fail to relay payments. -/// -/// See [module-level documentation] for usage and [`ScoringParameters`] for customization. -/// -/// # Note -/// -/// Mixing the `no-std` feature between serialization and deserialization results in undefined -/// behavior. -/// -/// [module-level documentation]: crate::routing::scoring -#[deprecated( - since = "0.0.105", - note = "ProbabilisticScorer should be used instead of Scorer.", -)] -pub type Scorer = ScorerUsingTime::; - #[cfg(not(feature = "no-std"))] type ConfiguredTime = std::time::Instant; #[cfg(feature = "no-std")] @@ -285,236 +313,6 @@ use util::time::Eternity; #[cfg(feature = "no-std")] type ConfiguredTime = Eternity; -// Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc -// doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or -// methods at all. - -/// [`Score`] implementation. -/// -/// (C-not exported) generally all users should use the [`Scorer`] type alias. -pub struct ScorerUsingTime { - params: ScoringParameters, - // TODO: Remove entries of closed channels. - channel_failures: HashMap>, -} - -#[derive(Clone)] -/// Parameters for configuring [`Scorer`]. -pub struct ScoringParameters { - /// A fixed penalty in msats to apply to each channel. - /// - /// Default value: 500 msat - pub base_penalty_msat: u64, - - /// A penalty in msats to apply to a channel upon failing to relay a payment. - /// - /// This accumulates for each failure but may be reduced over time based on - /// [`failure_penalty_half_life`] or when successfully routing through a channel. - /// - /// Default value: 1,024,000 msat - /// - /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life - pub failure_penalty_msat: u64, - - /// When the amount being sent over a channel is this many 1024ths of the total channel - /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`]. - /// - /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel) - /// - /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th - pub overuse_penalty_start_1024th: u16, - - /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent - /// over the channel exceeds [`overuse_penalty_start_1024th`] by. - /// - /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty - /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel) - /// - /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th - pub overuse_penalty_msat_per_1024th: u64, - - /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are - /// cut in half. - /// - /// Successfully routing through a channel will immediately cut the penalty in half as well. - /// - /// Default value: 1 hour - /// - /// # Note - /// - /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will - /// never decay. - /// - /// [`failure_penalty_msat`]: Self::failure_penalty_msat - pub failure_penalty_half_life: Duration, -} - -impl_writeable_tlv_based!(ScoringParameters, { - (0, base_penalty_msat, required), - (1, overuse_penalty_start_1024th, (default_value, 128)), - (2, failure_penalty_msat, required), - (3, overuse_penalty_msat_per_1024th, (default_value, 20)), - (4, failure_penalty_half_life, required), -}); - -/// Accounting for penalties against a channel for failing to relay any payments. -/// -/// Penalties decay over time, though accumulate as more failures occur. -struct ChannelFailure { - /// Accumulated penalty in msats for the channel as of `last_updated`. - undecayed_penalty_msat: u64, - - /// Last time the channel either failed to route or successfully routed a payment. Used to decay - /// `undecayed_penalty_msat`. - last_updated: T, -} - -impl ScorerUsingTime { - /// Creates a new scorer using the given scoring parameters. - pub fn new(params: ScoringParameters) -> Self { - Self { - params, - channel_failures: HashMap::new(), - } - } -} - -impl ChannelFailure { - fn new(failure_penalty_msat: u64) -> Self { - Self { - undecayed_penalty_msat: failure_penalty_msat, - last_updated: T::now(), - } - } - - fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) { - self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat; - self.last_updated = T::now(); - } - - fn reduce_penalty(&mut self, half_life: Duration) { - self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1; - self.last_updated = T::now(); - } - - fn decayed_penalty_msat(&self, half_life: Duration) -> u64 { - self.last_updated.elapsed().as_secs() - .checked_div(half_life.as_secs()) - .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32)) - .unwrap_or(0) - } -} - -impl Default for ScorerUsingTime { - fn default() -> Self { - Self::new(ScoringParameters::default()) - } -} - -impl Default for ScoringParameters { - fn default() -> Self { - Self { - base_penalty_msat: 500, - failure_penalty_msat: 1024 * 1000, - failure_penalty_half_life: Duration::from_secs(3600), - overuse_penalty_start_1024th: 1024 / 8, - overuse_penalty_msat_per_1024th: 20, - } - } -} - -impl Score for ScorerUsingTime { - fn channel_penalty_msat( - &self, short_channel_id: u64, _source: &NodeId, _target: &NodeId, usage: ChannelUsage - ) -> u64 { - let failure_penalty_msat = self.channel_failures - .get(&short_channel_id) - .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life)); - - let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat; - let send_amt_msat = usage.amount_msat; - let capacity_msat = usage.effective_capacity.as_msat() - .saturating_sub(usage.inflight_htlc_msat); - let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat; - if send_1024ths > self.params.overuse_penalty_start_1024th as u64 { - penalty_msat = penalty_msat.checked_add( - (send_1024ths - self.params.overuse_penalty_start_1024th as u64) - .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value())) - .unwrap_or(u64::max_value()); - } - - penalty_msat - } - - fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) { - let failure_penalty_msat = self.params.failure_penalty_msat; - let half_life = self.params.failure_penalty_half_life; - self.channel_failures - .entry(short_channel_id) - .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life)) - .or_insert_with(|| ChannelFailure::new(failure_penalty_msat)); - } - - fn payment_path_successful(&mut self, path: &[&RouteHop]) { - let half_life = self.params.failure_penalty_half_life; - for hop in path.iter() { - self.channel_failures - .entry(hop.short_channel_id) - .and_modify(|failure| failure.reduce_penalty(half_life)); - } - } -} - -impl Writeable for ScorerUsingTime { - #[inline] - fn write(&self, w: &mut W) -> Result<(), io::Error> { - self.params.write(w)?; - self.channel_failures.write(w)?; - write_tlv_fields!(w, {}); - Ok(()) - } -} - -impl Readable for ScorerUsingTime { - #[inline] - fn read(r: &mut R) -> Result { - let res = Ok(Self { - params: Readable::read(r)?, - channel_failures: Readable::read(r)?, - }); - read_tlv_fields!(r, {}); - res - } -} - -impl Writeable for ChannelFailure { - #[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.undecayed_penalty_msat, required), - (2, duration_since_epoch, required), - }); - Ok(()) - } -} - -impl Readable for ChannelFailure { - #[inline] - fn read(r: &mut R) -> Result { - let mut undecayed_penalty_msat = 0; - let mut duration_since_epoch = Duration::from_secs(0); - read_tlv_fields!(r, { - (0, undecayed_penalty_msat, required), - (2, duration_since_epoch, required), - }); - Ok(Self { - undecayed_penalty_msat, - last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), - }) - } -} - /// [`Score`] implementation using channel success probability distributions. /// /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt @@ -542,7 +340,8 @@ pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::, L: Deref, T: Time> where L::Target: Logger { +pub struct ProbabilisticScorerUsingTime>, L: Deref, T: Time> +where L::Target: Logger { params: ProbabilisticScoringParameters, network_graph: G, logger: L, @@ -554,15 +353,33 @@ pub struct ProbabilisticScorerUsingTime, L: Dere /// /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel). -#[derive(Clone, Copy)] +/// +/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the +/// parameters here. +#[derive(Clone)] pub struct ProbabilisticScoringParameters { /// A fixed penalty in msats to apply to each channel. /// /// 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`]. + /// + /// 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. + /// + /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30` + /// + /// Default value: 8,192 msat + /// + /// [`base_penalty_msat`]: Self::base_penalty_msat + pub base_penalty_amount_multiplier_msat: u64, + /// A multiplier used in conjunction with the negative `log10` of the channel's success - /// probability for a payment to determine the liquidity penalty. + /// probability for a payment, as determined by our latest estimates of the channel's + /// liquidity, to determine the liquidity penalty. /// /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The @@ -571,7 +388,7 @@ pub struct ProbabilisticScoringParameters { /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will /// result in a `u64::max_value` penalty, however. /// - /// Default value: 40,000 msat + /// Default value: 30,000 msat /// /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, @@ -592,14 +409,15 @@ pub struct ProbabilisticScoringParameters { pub liquidity_offset_half_life: Duration, /// A multiplier used in conjunction with a payment amount and the negative `log10` of the - /// channel's success probability for the payment to determine the amount penalty. + /// 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. /// - /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20` + /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20` /// /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of /// the amount will result in a penalty of the multiplier. And, as the success probability @@ -607,8 +425,209 @@ pub struct ProbabilisticScoringParameters { /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will /// fall below `1`. /// - /// Default value: 256 msat - pub amount_penalty_multiplier_msat: u64, + /// Default value: 192 msat + pub liquidity_penalty_amount_multiplier_msat: u64, + + /// A multiplier used in conjunction with 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. + /// + /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using + /// only our latest estimate for the current liquidity available in the channel, it estimates + /// success probability based on the estimated liquidity available in the channel through + /// history. Specifically, every time we update our liquidity bounds on a given channel, we + /// track which of several buckets those bounds fall into, exponentially decaying the + /// probability of each bucket as new samples are added. + /// + /// Default value: 10,000 msat + /// + /// [`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. + /// + /// 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. + /// + /// 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 + /// estimates success probability based on the estimated liquidity available in the channel + /// through history. Specifically, every time we update our liquidity bounds on a given + /// channel, we track which of several buckets those bounds fall into, exponentially decaying + /// the probability of each bucket as new samples are added. + /// + /// Default value: 64 msat + /// + /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat + pub historical_liquidity_penalty_amount_multiplier_msat: u64, + + /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds + /// tracking can simply live on with increasingly stale data. Instead, when a channel has not + /// seen a liquidity estimate update for this amount of time, the historical datapoints are + /// decayed by half. + /// + /// Note that after 16 or more half lives all historical data will be completely gone. + /// + /// Default value: 14 days + pub historical_no_updates_half_life: Duration, + + /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given + /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be + /// considered during path finding. + /// + /// (C-not exported) + pub manual_node_penalties: HashMap, + + /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the + /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We + /// treat such nodes preferentially as this makes balance discovery attacks harder to execute, + /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy. + /// + /// 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. + /// + /// Note that in this case all other penalties, including the + /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based + /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if + /// applicable, are still included in the overall penalty. + /// + /// If you wish to avoid creating paths with such channels entirely, setting this to a value of + /// `u64::max_value()` will guarantee that. + /// + /// Default value: 1_0000_0000_000 msat (1 Bitcoin) + /// + /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat + /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat + /// [`base_penalty_msat`]: Self::base_penalty_msat + /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat + pub considered_impossible_penalty_msat: u64, +} + +/// Tracks the historical state of a distribution as a weighted average of how much time was spent +/// in each of 8 buckets. +#[derive(Clone, Copy)] +struct HistoricalBucketRangeTracker { + buckets: [u16; 8], +} + +impl HistoricalBucketRangeTracker { + fn new() -> Self { Self { buckets: [0; 8] } } + fn track_datapoint(&mut self, bucket_idx: u8) { + // We have 8 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 + // the buckets for the current min and max liquidity offset positions. + // + // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a + // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to + // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457. + // + // In total, this allows us to track data for the last 8,000 or so payments across a given + // channel. + // + // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead, + // and need to balance having more bits in the decimal part (to ensure decay isn't too + // non-linear) with having too few bits in the mantissa, causing us to not store very many + // datapoints. + // + // The constants were picked experimentally, selecting a decay amount that restricts us + // from overflowing buckets without having to cap them manually. + debug_assert!(bucket_idx < 8); + if bucket_idx < 8 { + 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. + fn time_decay_data(&mut self, half_lives: u32) { + for e in self.buckets.iter_mut() { + *e = e.checked_shr(half_lives).unwrap_or(0); + } + } +} + +impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) }); + +struct HistoricalMinMaxBuckets<'a> { + min_liquidity_offset_history: &'a HistoricalBucketRangeTracker, + max_liquidity_offset_history: &'a HistoricalBucketRangeTracker, +} + +impl HistoricalMinMaxBuckets<'_> { + #[inline] + fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> 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; + + // Rather than actually decaying the individual buckets, which would lose precision, we + // simply track whether all buckets would be decayed to zero, in which case we treat it as + // if we had no data. + let mut is_fully_decayed = true; + let mut check_track_bucket_contains_undecayed_points = + |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; }; + + for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { + check_track_bucket_contains_undecayed_points(*min_bucket); + for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) { + total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); + check_track_bucket_contains_undecayed_points(*max_bucket); + } + } + // 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 || is_fully_decayed { + 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; + } 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); + } + } + } + + Some(cumulative_success_prob_times_billion) + } } /// Accounting for channel liquidity balance uncertainty. @@ -625,20 +644,25 @@ struct ChannelLiquidity { /// Time when the liquidity bounds were last modified. last_updated: T, + + min_liquidity_offset_history: HistoricalBucketRangeTracker, + max_liquidity_offset_history: HistoricalBucketRangeTracker, } /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and /// decayed with a given half life. -struct DirectedChannelLiquidity, T: Time, U: Deref> { +struct DirectedChannelLiquidity<'a, L: Deref, BRT: Deref, T: Time, U: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, + min_liquidity_offset_history: BRT, + max_liquidity_offset_history: BRT, capacity_msat: u64, last_updated: U, now: T, - half_life: Duration, + params: &'a ProbabilisticScoringParameters, } -impl, L: Deref, T: Time> ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref, T: Time> ProbabilisticScorerUsingTime 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(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self { @@ -667,7 +691,7 @@ impl, L: Deref, T: Time> ProbabilisticScorerUsin let log_direction = |source, target| { if let Some((directed_info, _)) = chan_debug.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life); + let dir_liq = liq.as_directed(source, target, amt, &self.params); log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})", source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()); } else { @@ -682,6 +706,49 @@ impl, L: Deref, T: Time> ProbabilisticScorerUsin } } } + + /// Query the estimated minimum and maximum liquidity available for sending a payment over the + /// channel with `scid` towards the given `target` node. + pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> { + 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, amt, &self.params); + return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); + } + } + } + None + } + + /// Marks the node with the given `node_id` as banned, i.e., + /// it will be avoided during path finding. + pub fn add_banned(&mut self, node_id: &NodeId) { + self.params.manual_node_penalties.insert(*node_id, u64::max_value()); + } + + /// Removes the node with the given `node_id` from the list of nodes to avoid. + pub fn remove_banned(&mut self, node_id: &NodeId) { + self.params.manual_node_penalties.remove(node_id); + } + + /// Sets a manual penalty for the given node. + pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) { + self.params.manual_node_penalties.insert(*node_id, penalty); + } + + /// Removes the node with the given `node_id` from the list of manual penalties. + pub fn remove_manual_penalty(&mut self, node_id: &NodeId) { + self.params.manual_node_penalties.remove(node_id); + } + + /// Clears the list of manual penalties that are applied during path finding. + pub fn clear_manual_penalties(&mut self) { + self.params.manual_node_penalties = HashMap::new(); + } } impl ProbabilisticScoringParameters { @@ -689,9 +756,24 @@ impl ProbabilisticScoringParameters { fn zero_penalty() -> Self { Self { base_penalty_msat: 0, + base_penalty_amount_multiplier_msat: 0, liquidity_penalty_multiplier_msat: 0, liquidity_offset_half_life: Duration::from_secs(3600), - amount_penalty_multiplier_msat: 0, + liquidity_penalty_amount_multiplier_msat: 0, + historical_liquidity_penalty_multiplier_msat: 0, + historical_liquidity_penalty_amount_multiplier_msat: 0, + historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14), + manual_node_penalties: HashMap::new(), + anti_probing_penalty_msat: 0, + considered_impossible_penalty_msat: 0, + } + } + + /// Marks all nodes in the given list as banned, i.e., + /// they will be avoided during path finding. + pub fn add_banned_from_list(&mut self, node_ids: Vec) { + for id in node_ids { + self.manual_node_penalties.insert(id, u64::max_value()); } } } @@ -700,9 +782,16 @@ impl Default for ProbabilisticScoringParameters { fn default() -> Self { Self { base_penalty_msat: 500, - liquidity_penalty_multiplier_msat: 40_000, + base_penalty_amount_multiplier_msat: 8192, + liquidity_penalty_multiplier_msat: 30_000, liquidity_offset_half_life: Duration::from_secs(3600), - amount_penalty_multiplier_msat: 256, + liquidity_penalty_amount_multiplier_msat: 192, + historical_liquidity_penalty_multiplier_msat: 10_000, + historical_liquidity_penalty_amount_multiplier_msat: 64, + historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14), + manual_node_penalties: HashMap::new(), + anti_probing_penalty_msat: 250, + considered_impossible_penalty_msat: 1_0000_0000_000, } } } @@ -713,49 +802,61 @@ impl ChannelLiquidity { Self { min_liquidity_offset_msat: 0, max_liquidity_offset_msat: 0, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), last_updated: T::now(), } } /// Returns a view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. - fn as_directed( - &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration - ) -> DirectedChannelLiquidity<&u64, T, &T> { - let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target { - (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat) - } else { - (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat) - }; + fn as_directed<'a>( + &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters + ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> { + let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = + if source < target { + (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat, + &self.min_liquidity_offset_history, &self.max_liquidity_offset_history) + } else { + (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat, + &self.max_liquidity_offset_history, &self.min_liquidity_offset_history) + }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, + min_liquidity_offset_history, + max_liquidity_offset_history, capacity_msat, last_updated: &self.last_updated, now: T::now(), - half_life, + params, } } /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. - fn as_directed_mut( - &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration - ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> { - let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target { - (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat) - } else { - (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat) - }; + fn as_directed_mut<'a>( + &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters + ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> { + let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) = + if source < target { + (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat, + &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history) + } else { + (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat, + &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history) + }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, + min_liquidity_offset_history, + max_liquidity_offset_history, capacity_msat, last_updated: &mut self.last_updated, now: T::now(), - half_life, + params, } } } @@ -770,62 +871,95 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; /// The divisor used when computing the amount penalty. const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; +const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30; -impl, T: Time, U: Deref> DirectedChannelLiquidity { - /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this - /// direction. - fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 { +impl, BRT: Deref, T: Time, U: Deref> DirectedChannelLiquidity<'_, L, BRT, T, U> { + /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in + /// this direction. + fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 { let max_liquidity_msat = self.max_liquidity_msat(); let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); - if amount_msat <= min_liquidity_msat { + + let mut res = if amount_msat <= min_liquidity_msat { 0 } else if amount_msat >= max_liquidity_msat { - if amount_msat > max_liquidity_msat { - u64::max_value() - } else if max_liquidity_msat != self.capacity_msat { - // Avoid using the failed channel on retry. - u64::max_value() - } else { - // Equivalent to hitting the else clause below with the amount equal to the - // effective capacity and without any certainty on the liquidity upper bound. - let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048; - self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params) - } + // Equivalent to hitting the else clause below with the amount equal to the effective + // capacity and without any certainty on the liquidity upper bound, plus the + // impossibility penalty. + let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048; + Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.liquidity_penalty_multiplier_msat, + params.liquidity_penalty_amount_multiplier_msat) + .saturating_add(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 { // 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 and return the base penalty. - params.base_penalty_msat + // particularly helpful, instead just round down to 0. + 0 } else { let negative_log10_times_2048 = approx::negative_log10_times_2048(numerator, denominator); - self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params) + Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.liquidity_penalty_multiplier_msat, + params.liquidity_penalty_amount_multiplier_msat) + } + }; + + if params.historical_liquidity_penalty_multiplier_msat != 0 || + params.historical_liquidity_penalty_amount_multiplier_msat != 0 { + let required_decays = self.now.duration_since(*self.last_updated).as_secs() + .checked_div(params.historical_no_updates_half_life.as_secs()) + .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32); + let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat; + debug_assert!(payment_amt_64th_bucket <= 64); + if payment_amt_64th_bucket > 64 { return res; } + + let buckets = HistoricalMinMaxBuckets { + min_liquidity_offset_history: &self.min_liquidity_offset_history, + max_liquidity_offset_history: &self.max_liquidity_offset_history, + }; + if let Some(cumulative_success_prob_times_billion) = buckets + .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) { + 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, + historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat, + params.historical_liquidity_penalty_amount_multiplier_msat)); + } else { + // 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 max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1); + let negative_log10_times_2048 = + approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1)); + res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.historical_liquidity_penalty_multiplier_msat, + params.historical_liquidity_penalty_amount_multiplier_msat)); + return res; } } + + res } - /// Computes the liquidity and amount penalties and adds them to the base penalty. + /// Computes the liquidity penalty from the penalty multipliers. #[inline(always)] - fn combined_penalty_msat( - &self, amount_msat: u64, negative_log10_times_2048: u64, - params: ProbabilisticScoringParameters + fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64, + liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64, ) -> u64 { let liquidity_penalty_msat = { // Upper bound the liquidity penalty to ensure some channel is selected. - let multiplier_msat = params.liquidity_penalty_multiplier_msat; + let multiplier_msat = liquidity_penalty_multiplier_msat; let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND); (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat) }; let amount_penalty_msat = negative_log10_times_2048 - .saturating_mul(params.amount_penalty_multiplier_msat) + .saturating_mul(liquidity_penalty_amount_multiplier_msat) .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR; - params.base_penalty_msat - .saturating_add(liquidity_penalty_msat) - .saturating_add(amount_penalty_msat) + liquidity_penalty_msat.saturating_add(amount_penalty_msat) } /// Returns the lower bound of the channel liquidity balance in this direction. @@ -842,30 +976,34 @@ impl, T: Time, U: Deref> DirectedChannelLiqui fn decayed_offset_msat(&self, offset_msat: u64) -> u64 { self.now.duration_since(*self.last_updated).as_secs() - .checked_div(self.half_life.as_secs()) + .checked_div(self.params.liquidity_offset_half_life.as_secs()) .and_then(|decays| offset_msat.checked_shr(decays as u32)) .unwrap_or(0) } } -impl, T: Time, U: DerefMut> DirectedChannelLiquidity { +impl, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity<'_, L, BRT, T, U> { /// 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 { - if amount_msat < self.max_liquidity_msat() { - log_debug!(logger, "Setting max liquidity of {} to {}", chan_descr, amount_msat); + 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); } else { - log_trace!(logger, "Max liquidity of {} already more than {}", chan_descr, amount_msat); + log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})", + chan_descr, existing_max_msat, amount_msat); } } /// 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 { - if amount_msat > self.min_liquidity_msat() { - log_debug!(logger, "Setting min liquidity of {} to {}", chan_descr, amount_msat); + 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); } else { - log_trace!(logger, "Min liquidity of {} already less than {}", chan_descr, amount_msat); + log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})", + chan_descr, existing_min_msat, amount_msat); } } @@ -876,6 +1014,27 @@ impl, T: Time, U: DerefMut> DirectedChanne self.set_max_liquidity_msat(max_liquidity_msat); } + fn update_history_buckets(&mut self) { + let half_lives = self.now.duration_since(*self.last_updated).as_secs() + .checked_div(self.params.historical_no_updates_half_life.as_secs()) + .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value()); + self.min_liquidity_offset_history.time_decay_data(half_lives); + self.max_liquidity_offset_history.time_decay_data(half_lives); + + debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat); + self.min_liquidity_offset_history.track_datapoint( + // Ensure the bucket index we pass 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. + (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat) + .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored + debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat); + self.max_liquidity_offset_history.track_datapoint( + // Ensure the bucket index we pass 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. + (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat) + .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored + } + /// Adjusts the lower bound of the channel liquidity balance in this direction. fn set_min_liquidity_msat(&mut self, amount_msat: u64) { *self.min_liquidity_offset_msat = amount_msat; @@ -884,6 +1043,7 @@ impl, T: Time, U: DerefMut> DirectedChanne } else { self.decayed_offset_msat(*self.max_liquidity_offset_msat) }; + self.update_history_buckets(); *self.last_updated = self.now; } @@ -895,36 +1055,54 @@ impl, T: Time, U: DerefMut> DirectedChanne } else { self.decayed_offset_msat(*self.min_liquidity_offset_msat) }; + self.update_history_buckets(); *self.last_updated = self.now; } } -impl, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime where L::Target: Logger { fn channel_penalty_msat( &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage ) -> u64 { - if let EffectiveCapacity::ExactLiquidity { liquidity_msat } = usage.effective_capacity { - if usage.amount_msat > liquidity_msat { - return u64::max_value(); - } else { - return self.params.base_penalty_msat; - }; + if let Some(penalty) = self.params.manual_node_penalties.get(target) { + return *penalty; + } + + let base_penalty_msat = self.params.base_penalty_msat.saturating_add( + self.params.base_penalty_amount_multiplier_msat + .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR); + + let mut anti_probing_penalty_msat = 0; + match usage.effective_capacity { + EffectiveCapacity::ExactLiquidity { liquidity_msat } => { + if usage.amount_msat > liquidity_msat { + return u64::max_value(); + } else { + return base_penalty_msat; + } + }, + EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => { + if htlc_maximum_msat >= capacity_msat/2 { + anti_probing_penalty_msat = self.params.anti_probing_penalty_msat; + } + }, + _ => {}, } - let liquidity_offset_half_life = self.params.liquidity_offset_half_life; let amount_msat = usage.amount_msat; let capacity_msat = usage.effective_capacity.as_msat() .saturating_sub(usage.inflight_htlc_msat); self.channel_liquidities .get(&short_channel_id) .unwrap_or(&ChannelLiquidity::new()) - .as_directed(source, target, capacity_msat, liquidity_offset_half_life) - .penalty_msat(amount_msat, self.params) + .as_directed(source, target, capacity_msat, &self.params) + .penalty_msat(amount_msat, &self.params) + .saturating_add(anti_probing_penalty_msat) + .saturating_add(base_penalty_msat) } fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); - let liquidity_offset_half_life = self.params.liquidity_offset_half_life; 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(); for (hop_idx, hop) in path.iter().enumerate() { @@ -944,7 +1122,7 @@ impl, L: Deref, T: Time> Score for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .as_directed_mut(source, &target, capacity_msat, &self.params) .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); break; } @@ -952,7 +1130,7 @@ impl, L: Deref, T: Time> Score for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .as_directed_mut(source, &target, capacity_msat, &self.params) .failed_downstream(amount_msat, 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).", @@ -963,7 +1141,6 @@ impl, L: Deref, T: Time> Score for Probabilistic fn payment_path_successful(&mut self, path: &[&RouteHop]) { let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0); - let liquidity_offset_half_life = self.params.liquidity_offset_half_life; log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.", path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat); let network_graph = self.network_graph.read_only(); @@ -979,7 +1156,7 @@ impl, L: Deref, T: Time> Score for Probabilistic self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) + .as_directed_mut(source, &target, capacity_msat, &self.params) .successful(amount_msat, 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).", @@ -987,6 +1164,14 @@ impl, L: Deref, T: Time> Score for Probabilistic } } } + + fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + self.payment_path_failed(path, short_channel_id) + } + + fn probe_successful(&mut self, path: &[&RouteHop]) { + self.payment_path_failed(path, u64::max_value()) + } } mod approx { @@ -1299,17 +1484,17 @@ mod approx { } } -impl, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime where L::Target: Logger { +impl>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime where L::Target: Logger { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { write_tlv_fields!(w, { - (0, self.channel_liquidities, required) + (0, self.channel_liquidities, required), }); Ok(()) } } -impl, L: Deref, T: Time> +impl>, L: Deref, T: Time> ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { #[inline] fn read( @@ -1318,7 +1503,7 @@ ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsin let (params, network_graph, logger) = args; let mut channel_liquidities = HashMap::new(); read_tlv_fields!(r, { - (0, channel_liquidities, required) + (0, channel_liquidities, required), }); Ok(Self { params, @@ -1335,7 +1520,9 @@ impl Writeable for ChannelLiquidity { 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), (2, self.max_liquidity_offset_msat, required), + (3, Some(self.max_liquidity_offset_history), option), (4, duration_since_epoch, required), }); Ok(()) @@ -1347,32 +1534,50 @@ impl Readable for ChannelLiquidity { 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); read_tlv_fields!(r, { (0, min_liquidity_offset_msat, required), + (1, min_liquidity_offset_history, option), (2, max_liquidity_offset_msat, required), + (3, max_liquidity_offset_history, option), (4, duration_since_epoch, required), }); + // 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 }; Ok(Self { min_liquidity_offset_msat, max_liquidity_offset_msat, - last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), + min_liquidity_offset_history: min_liquidity_offset_history.unwrap(), + max_liquidity_offset_history: max_liquidity_offset_history.unwrap(), + last_updated, }) } } #[cfg(test)] mod tests { - use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime}; + use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; use util::time::Time; use util::time::tests::SinceEpoch; - use ln::features::{ChannelFeatures, NodeFeatures}; - use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; - use routing::scoring::{ChannelUsage, Score}; - use routing::network_graph::{EffectiveCapacity, NetworkGraph, NodeId}; + use ln::channelmanager; + use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; + use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; use routing::router::RouteHop; - use util::ser::{Readable, ReadableArgs, Writeable}; + use routing::scoring::{ChannelUsage, Score}; + use util::ser::{ReadableArgs, Writeable}; use util::test_utils::TestLogger; use bitcoin::blockdata::constants::genesis_block; @@ -1383,9 +1588,6 @@ mod tests { use core::time::Duration; use io; - /// A scorer for testing with time that can be manually advanced. - type Scorer = ScorerUsingTime::; - fn source_privkey() -> SecretKey { SecretKey::from_slice(&[42; 32]).unwrap() } @@ -1412,279 +1614,10 @@ mod tests { NodeId::from_pubkey(&target_pubkey()) } - #[test] - fn penalizes_without_channel_failures() { - let scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(1), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - SinceEpoch::advance(Duration::from_secs(1)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - } - - #[test] - fn accumulates_channel_failure_penalties() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 64, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_064); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_128); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_192); - } - - #[test] - fn decays_channel_failure_penalties_over_time() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - SinceEpoch::advance(Duration::from_secs(9)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - SinceEpoch::advance(Duration::from_secs(1)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_256); - - SinceEpoch::advance(Duration::from_secs(10 * 8)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_001); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - } - - #[test] - fn decays_channel_failure_penalties_without_shift_overflow() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would - // cause an overflow. - SinceEpoch::advance(Duration::from_secs(10 * 64)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - } - - #[test] - fn accumulates_channel_failure_penalties_after_decay() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_256); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_768); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_384); - } - - #[test] - fn reduces_channel_failure_penalties_after_success() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_000); - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_256); - - let hop = RouteHop { - pubkey: PublicKey::from_slice(target.as_slice()).unwrap(), - node_features: NodeFeatures::known(), - short_channel_id: 42, - channel_features: ChannelFeatures::known(), - fee_msat: 1, - cltv_expiry_delta: 18, - }; - scorer.payment_path_successful(&[&hop]); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_128); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_064); - } - - #[test] - fn restores_persisted_channel_failure_penalties() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_256); - - scorer.payment_path_failed(&[], 43); - assert_eq!(scorer.channel_penalty_msat(43, &source, &target, usage), 1_512); - - let mut serialized_scorer = Vec::new(); - scorer.write(&mut serialized_scorer).unwrap(); - - let deserialized_scorer = ::read(&mut io::Cursor::new(&serialized_scorer)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 1_256); - assert_eq!(deserialized_scorer.channel_penalty_msat(43, &source, &target, usage), 1_512); - } - - #[test] - fn decays_persisted_channel_failure_penalties() { - let mut scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 1_000, - failure_penalty_msat: 512, - failure_penalty_half_life: Duration::from_secs(10), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }); - let source = source_node_id(); - let target = target_node_id(); - let usage = ChannelUsage { - amount_msat: 1, inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::Unknown - }; - - scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_512); - - let mut serialized_scorer = Vec::new(); - scorer.write(&mut serialized_scorer).unwrap(); - - SinceEpoch::advance(Duration::from_secs(10)); - - let deserialized_scorer = ::read(&mut io::Cursor::new(&serialized_scorer)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 1_256); - - SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 1_128); - } - - #[test] - fn charges_per_1024th_penalty() { - let scorer = Scorer::new(ScoringParameters { - base_penalty_msat: 0, - failure_penalty_msat: 0, - failure_penalty_half_life: Duration::from_secs(0), - overuse_penalty_start_1024th: 256, - overuse_penalty_msat_per_1024th: 100, - }); - let source = source_node_id(); - let target = target_node_id(); - - let usage = ChannelUsage { - amount_msat: 1_000, - inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 }, - }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); - - let usage = ChannelUsage { amount_msat: 256_999, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); - - let usage = ChannelUsage { amount_msat: 257_000, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 100); - - let usage = ChannelUsage { amount_msat: 258_000, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 200); - - let usage = ChannelUsage { amount_msat: 512_000, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 256 * 100); - } - // `ProbabilisticScorer` tests /// A probabilistic scorer for testing with time that can be manually advanced. - type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, &'a TestLogger, SinceEpoch>; + type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>; fn sender_privkey() -> SecretKey { SecretKey::from_slice(&[41; 32]).unwrap() @@ -1712,9 +1645,9 @@ mod tests { NodeId::from_pubkey(&recipient_pubkey()) } - fn network_graph() -> NetworkGraph { + fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> { let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); - let mut network_graph = NetworkGraph::new(genesis_hash); + let mut network_graph = NetworkGraph::new(genesis_hash, logger); add_channel(&mut network_graph, 42, source_privkey(), target_privkey()); add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey()); @@ -1722,7 +1655,7 @@ mod tests { } fn add_channel( - network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey, + 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(); @@ -1730,7 +1663,7 @@ mod tests { let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); let secp_ctx = Secp256k1::new(); let unsigned_announcement = UnsignedChannelAnnouncement { - features: ChannelFeatures::known(), + features: channelmanager::provided_channel_features(), chain_hash: genesis_hash, short_channel_id, node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key), @@ -1749,13 +1682,14 @@ mod tests { }; let chain_source: Option<&::util::test_utils::TestChainSource> = None; network_graph.update_channel_from_announcement( - &signed_announcement, &chain_source, &secp_ctx).unwrap(); + &signed_announcement, &chain_source).unwrap(); update_channel(network_graph, short_channel_id, node_1_key, 0); update_channel(network_graph, short_channel_id, node_2_key, 1); } fn update_channel( - network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8 + network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey, + flags: u8 ) { let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); let secp_ctx = Secp256k1::new(); @@ -1766,7 +1700,7 @@ mod tests { flags, cltv_expiry_delta: 18, htlc_minimum_msat: 0, - htlc_maximum_msat: OptionalField::Present(1_000), + htlc_maximum_msat: 1_000, fee_base_msat: 1, fee_proportional_millionths: 0, excess_data: Vec::new(), @@ -1776,32 +1710,32 @@ mod tests { signature: secp_ctx.sign_ecdsa(&msghash, &node_key), contents: unsigned_update, }; - network_graph.update_channel(&signed_update, &secp_ctx).unwrap(); + network_graph.update_channel(&signed_update).unwrap(); } fn payment_path_for_amount(amount_msat: u64) -> Vec { vec![ RouteHop { pubkey: source_pubkey(), - node_features: NodeFeatures::known(), + node_features: channelmanager::provided_node_features(), short_channel_id: 41, - channel_features: ChannelFeatures::known(), + channel_features: channelmanager::provided_channel_features(), fee_msat: 1, cltv_expiry_delta: 18, }, RouteHop { pubkey: target_pubkey(), - node_features: NodeFeatures::known(), + node_features: channelmanager::provided_node_features(), short_channel_id: 42, - channel_features: ChannelFeatures::known(), + channel_features: channelmanager::provided_channel_features(), fee_msat: 2, cltv_expiry_delta: 18, }, RouteHop { pubkey: recipient_pubkey(), - node_features: NodeFeatures::known(), + node_features: channelmanager::provided_node_features(), short_channel_id: 43, - channel_features: ChannelFeatures::known(), + channel_features: channelmanager::provided_channel_features(), fee_msat: amount_msat, cltv_expiry_delta: 18, }, @@ -1812,16 +1746,20 @@ mod tests { fn liquidity_bounds_directed_from_lowest_node_id() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters::default(); let mut scorer = ProbabilisticScorer::new(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, + 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, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -1831,54 +1769,53 @@ mod tests { // Update minimum liquidity. - let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 100); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 900); scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .as_directed_mut(&source, &target, 1_000, &scorer.params) .set_min_liquidity_msat(200); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 800); // Update maximum liquidity. let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + .as_directed(&target, &recipient, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 900); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life); + .as_directed(&recipient, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 100); assert_eq!(liquidity.max_liquidity_msat(), 300); scorer.channel_liquidities.get_mut(&43).unwrap() - .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life) + .as_directed_mut(&target, &recipient, 1_000, &scorer.params) .set_max_liquidity_msat(200); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life); + .as_directed(&target, &recipient, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 200); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life); + .as_directed(&recipient, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -1887,56 +1824,57 @@ mod tests { fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters::default(); let mut scorer = ProbabilisticScorer::new(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, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); let target = target_node_id(); assert!(source > target); // Check initial bounds. - let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 800); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 600); // Reset from source to target. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .as_directed_mut(&source, &target, 1_000, &scorer.params) .set_min_liquidity_msat(900); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 900); assert_eq!(liquidity.max_liquidity_msat(), 1_000); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 100); // Reset from target to source. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) + .as_directed_mut(&target, &source, 1_000, &scorer.params) .set_min_liquidity_msat(400); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -1945,56 +1883,57 @@ mod tests { fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters::default(); let mut scorer = ProbabilisticScorer::new(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, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); let target = target_node_id(); assert!(source > target); // Check initial bounds. - let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life; let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 800); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 200); assert_eq!(liquidity.max_liquidity_msat(), 600); // Reset from source to target. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life) + .as_directed_mut(&source, &target, 1_000, &scorer.params) .set_max_liquidity_msat(300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 700); assert_eq!(liquidity.max_liquidity_msat(), 1_000); // Reset from target to source. scorer.channel_liquidities.get_mut(&42).unwrap() - .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life) + .as_directed_mut(&target, &source, 1_000, &scorer.params) .set_max_liquidity_msat(600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, liquidity_offset_half_life); + .as_directed(&source, &target, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&target, &source, 1_000, liquidity_offset_half_life); + .as_directed(&target, &source, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -2002,7 +1941,7 @@ mod tests { #[test] fn increased_penalty_nearing_liquidity_upper_bound() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..ProbabilisticScoringParameters::zero_penalty() @@ -2014,20 +1953,20 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_024, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 10_240, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 102_400, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); - let usage = ChannelUsage { amount_msat: 1_024_000, ..usage }; + let usage = ChannelUsage { amount_msat: 1_023_999, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58); let usage = ChannelUsage { amount_msat: 256, ..usage }; @@ -2048,15 +1987,18 @@ mod tests { fn constant_penalty_outside_liquidity_bounds() { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(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, + min_liquidity_offset_history: HistoricalBucketRangeTracker::new(), + max_liquidity_offset_history: HistoricalBucketRangeTracker::new(), }); let source = source_node_id(); let target = target_node_id(); @@ -2064,7 +2006,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 39, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 100 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 50, ..usage }; @@ -2077,7 +2019,7 @@ mod tests { #[test] fn does_not_further_penalize_own_channel() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..ProbabilisticScoringParameters::zero_penalty() @@ -2088,7 +2030,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; let failed_path = payment_path_for_amount(500); let successful_path = payment_path_for_amount(200); @@ -2105,7 +2047,7 @@ mod tests { #[test] fn sets_liquidity_lower_bound_on_downstream_failure() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..ProbabilisticScoringParameters::zero_penalty() @@ -2118,7 +2060,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; @@ -2139,9 +2081,10 @@ mod tests { #[test] fn sets_liquidity_upper_bound_on_failure() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2152,7 +2095,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; @@ -2173,7 +2116,7 @@ mod tests { #[test] fn reduces_liquidity_upper_bound_along_path_on_success() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..ProbabilisticScoringParameters::zero_penalty() @@ -2186,7 +2129,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; let path = payment_path_for_amount(500); @@ -2204,10 +2147,11 @@ mod tests { #[test] fn decays_liquidity_bounds_over_time() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2217,10 +2161,10 @@ mod tests { let usage = ChannelUsage { amount_msat: 0, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); - let usage = ChannelUsage { amount_msat: 1_024, ..usage }; + let usage = ChannelUsage { amount_msat: 1_023, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); @@ -2264,26 +2208,26 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_023, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); // Fully decay liquidity upper bound. SinceEpoch::advance(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); SinceEpoch::advance(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); } #[test] fn decays_liquidity_bounds_without_shift_overflow() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), @@ -2295,7 +2239,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 256, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125); @@ -2314,7 +2258,7 @@ mod tests { #[test] fn restricts_liquidity_bounds_after_decay() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), @@ -2326,7 +2270,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 512, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); @@ -2358,19 +2302,20 @@ mod tests { #[test] fn restores_persisted_liquidity_bounds() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(params.clone(), &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 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); @@ -2394,19 +2339,20 @@ mod tests { #[test] fn decays_persisted_liquidity_bounds() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_offset_half_life: Duration::from_secs(10), + considered_impossible_penalty_msat: u64::max_value(), ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(params.clone(), &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 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); @@ -2434,7 +2380,7 @@ mod tests { // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a // 50k sat reserve). let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters::default(); let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); @@ -2443,61 +2389,61 @@ mod tests { let usage = ChannelUsage { amount_msat: 100_000_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 3613); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1977); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1474); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1223); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 877); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 845); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000 }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355); } #[test] fn adds_base_penalty_to_liquidity_penalty() { let logger = TestLogger::new(); - let network_graph = network_graph(); + 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, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, }; let params = ProbabilisticScoringParameters { @@ -2508,27 +2454,37 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58); let params = ProbabilisticScoringParameters { - base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default() + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, + anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558); + + let params = ProbabilisticScoringParameters { + base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, + base_penalty_amount_multiplier_msat: (1 << 30), + anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() + }; + + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128); } #[test] fn adds_amount_penalty_to_liquidity_penalty() { let logger = TestLogger::new(); - let network_graph = network_graph(); + 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, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) }, }; let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, - amount_penalty_multiplier_msat: 0, + liquidity_penalty_amount_multiplier_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2536,7 +2492,7 @@ mod tests { let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, - amount_penalty_multiplier_msat: 256, + liquidity_penalty_amount_multiplier_msat: 256, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2546,7 +2502,7 @@ mod tests { #[test] fn calculates_log10_without_overflowing_u64_max_value() { let logger = TestLogger::new(); - let network_graph = network_graph(); + let network_graph = network_graph(&logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { @@ -2565,9 +2521,12 @@ mod tests { #[test] fn accounts_for_inflight_htlc_usage() { - let network_graph = network_graph(); let logger = TestLogger::new(); - let params = ProbabilisticScoringParameters::default(); + let network_graph = network_graph(&logger); + let params = ProbabilisticScoringParameters { + considered_impossible_penalty_msat: u64::max_value(), + ..ProbabilisticScoringParameters::zero_penalty() + }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -2575,7 +2534,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000 }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, }; assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); @@ -2585,10 +2544,10 @@ mod tests { #[test] fn removes_uncertainity_when_exact_liquidity_known() { - let network_graph = network_graph(); let logger = TestLogger::new(); + let network_graph = network_graph(&logger); let params = ProbabilisticScoringParameters::default(); - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -2606,4 +2565,85 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_001, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); } + + #[test] + fn remembers_historical_failures() { + let logger = TestLogger::new(); + let network_graph = network_graph(&logger); + let params = ProbabilisticScoringParameters { + historical_liquidity_penalty_multiplier_msat: 1024, + historical_liquidity_penalty_amount_multiplier_msat: 1024, + historical_no_updates_half_life: Duration::from_secs(10), + ..ProbabilisticScoringParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let source = source_node_id(); + let target = target_node_id(); + + let usage = ChannelUsage { + amount_msat: 100, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) }, + }; + // With no historical data the normal liquidity penalty calculation is used. + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); + + scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048); + + // 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).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198); + + // 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), 47); + } + + #[test] + fn adds_anti_probing_penalty() { + let logger = TestLogger::new(); + let network_graph = network_graph(&logger); + let source = source_node_id(); + let target = target_node_id(); + let params = ProbabilisticScoringParameters { + anti_probing_penalty_msat: 500, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + + // Check we receive no penalty for a low htlc_maximum_msat. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + + // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_024_000) }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + + // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(512_000) }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); + + // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1. + let usage = ChannelUsage { + amount_msat: 512_000, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(511_999) }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + } }