X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=e60e4879b3d5e25ca121ed6d1a543b120317282f;hb=3a643df99797ee2dd5cc19a6f9d090212b1c7963;hp=f27464e4dd6b8eb450ce533bd6577ccdedada8ad;hpb=7544030bb63fee6484fc178bb2ac8f382fe3b5b1;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index f27464e4..e60e4879 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -20,7 +20,7 @@ //! # use lightning::routing::gossip::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters}; -//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface}; +//! # use lightning::chain::keysinterface::KeysManager; //! # use lightning::util::logger::{Logger, Record}; //! # use bitcoin::secp256k1::PublicKey; //! # @@ -54,20 +54,21 @@ //! //! [`find_route`]: crate::routing::router::find_route -use ln::msgs::DecodeError; -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 crate::ln::msgs::DecodeError; +use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; +use crate::routing::router::Path; +use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer}; +use crate::util::logger::Logger; +use crate::util::time::Time; -use prelude::*; -use core::fmt; +use crate::prelude::*; +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}; -use sync::{Mutex, MutexGuard}; +use crate::io::{self, Read}; +use crate::sync::{Mutex, MutexGuard}; /// We define Score ever-so-slightly differently based on whether we are being built for C bindings /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is @@ -98,16 +99,16 @@ pub trait Score $(: $supertrait)* { ) -> u64; /// Handles updating channel penalties after failing to route through a channel. - fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64); + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64); /// Handles updating channel penalties after successfully routing along a path. - fn payment_path_successful(&mut self, path: &[&RouteHop]); + fn payment_path_successful(&mut self, path: &Path); /// Handles updating channel penalties after a probe over the given path failed. - fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64); + fn probe_failed(&mut self, path: &Path, short_channel_id: u64); /// Handles updating channel penalties after a probe over the given path succeeded. - fn probe_successful(&mut self, path: &[&RouteHop]); + fn probe_successful(&mut self, path: &Path); } impl $(+ $supertrait)*> Score for T { @@ -117,19 +118,19 @@ impl $(+ $supertrait)*> Score for T { self.deref().channel_penalty_msat(short_channel_id, source, target, usage) } - fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) { self.deref_mut().payment_path_failed(path, short_channel_id) } - fn payment_path_successful(&mut self, path: &[&RouteHop]) { + fn payment_path_successful(&mut self, path: &Path) { self.deref_mut().payment_path_successful(path) } - fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + fn probe_failed(&mut self, path: &Path, short_channel_id: u64) { self.deref_mut().probe_failed(path, short_channel_id) } - fn probe_successful(&mut self, path: &[&RouteHop]) { + fn probe_successful(&mut self, path: &Path) { self.deref_mut().probe_successful(path) } } @@ -164,8 +165,7 @@ 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) +/// This is not exported to bindings users impl<'a, T: 'a + Score> LockableScore<'a> for Mutex { type Locked = MutexGuard<'a, T>; @@ -195,16 +195,16 @@ 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) { + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) { self.0.payment_path_failed(path, short_channel_id) } - fn payment_path_successful(&mut self, path: &[&RouteHop]) { + fn payment_path_successful(&mut self, path: &Path) { self.0.payment_path_successful(path) } - fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + fn probe_failed(&mut self, path: &Path, short_channel_id: u64) { self.0.probe_failed(path, short_channel_id) } - fn probe_successful(&mut self, path: &[&RouteHop]) { + fn probe_successful(&mut self, path: &Path) { self.0.probe_successful(path) } } @@ -224,6 +224,16 @@ impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { } } +#[cfg(c_bindings)] +impl Writeable for MultiThreadedLockableScore { + fn write(&self, writer: &mut W) -> Result<(), io::Error> { + self.lock().write(writer) + } +} + +#[cfg(c_bindings)] +impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore {} + #[cfg(c_bindings)] impl MultiThreadedLockableScore { /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`]. @@ -233,7 +243,7 @@ impl MultiThreadedLockableScore { } #[cfg(c_bindings)] -/// (C-not exported) +/// This is not exported to bindings users impl<'a, T: Writeable> Writeable for RefMut<'a, T> { fn write(&self, writer: &mut W) -> Result<(), io::Error> { T::write(&**self, writer) @@ -241,7 +251,7 @@ impl<'a, T: Writeable> Writeable for RefMut<'a, T> { } #[cfg(c_bindings)] -/// (C-not exported) +/// This is not exported to bindings users impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { fn write(&self, writer: &mut W) -> Result<(), io::Error> { S::write(&**self, writer) @@ -249,7 +259,7 @@ 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, Debug)] +#[derive(Clone, Copy, Debug, PartialEq)] pub struct ChannelUsage { /// The amount to send through the channel, denominated in millisatoshis. pub amount_msat: u64, @@ -280,13 +290,13 @@ impl Score for FixedPenaltyScorer { self.penalty_msat } - fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} + fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {} - fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} + fn payment_path_successful(&mut self, _path: &Path) {} - fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} + fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {} - fn probe_successful(&mut self, _path: &[&RouteHop]) {} + fn probe_successful(&mut self, _path: &Path) {} } impl Writeable for FixedPenaltyScorer { @@ -308,25 +318,34 @@ impl ReadableArgs for FixedPenaltyScorer { #[cfg(not(feature = "no-std"))] type ConfiguredTime = std::time::Instant; #[cfg(feature = "no-std")] -use util::time::Eternity; +use crate::util::time::Eternity; #[cfg(feature = "no-std")] type ConfiguredTime = Eternity; /// [`Score`] implementation using channel success probability distributions. /// -/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt -/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability -/// distributions are defined based on knowledge learned from successful and unsuccessful attempts. -/// Then the negative `log10` of the success probability is used to determine the cost of routing a -/// specific HTLC amount through a channel. +/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel, +/// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC. +/// When a payment is forwarded through a channel (but fails later in the route), we learn the +/// lower-bound on the channel's available liquidity must be at least the value of the HTLC. +/// +/// These bounds are then used to determine a success probability using the formula from +/// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt +/// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`). /// -/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the -/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See -/// [`ProbabilisticScoringParameters`] for details. +/// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and +/// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in +/// milli-satoshis. The penalties, when added across all hops, have the property of being linear in +/// terms of the entire path's success probability. This allows the router to directly compare +/// penalties for different paths. See the documentation of those parameters for the exact formulas. /// -/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes -/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment -/// volume are more likely to experience failed payment paths, which would need to be retried. +/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`]. +/// +/// Further, we track the history of our upper and lower liquidity bounds for each channel, +/// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`] +/// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability +/// formula, but using the history of a channel rather than our latest estimates for the liquidity +/// bounds. /// /// # Note /// @@ -334,11 +353,16 @@ type ConfiguredTime = Eternity; /// behavior. /// /// [1]: https://arxiv.org/abs/2107.05322 +/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat +/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat +/// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life +/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat +/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; /// Probabilistic [`Score`] implementation. /// -/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias. +/// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias. pub struct ProbabilisticScorerUsingTime>, L: Deref, T: Time> where L::Target: Logger { params: ProbabilisticScoringParameters, @@ -377,7 +401,8 @@ pub struct ProbabilisticScoringParameters { 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 @@ -386,19 +411,27 @@ 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 + /// `-log10(success_probability) * liquidity_penalty_multiplier_msat` + /// + /// Default value: 30,000 msat /// /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, - /// The time required to elapse before any knowledge learned about channel liquidity balances is - /// cut in half. + /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds, + /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on + /// the available liquidity is halved and the upper-bound moves half-way to the channel's total + /// capacity. + /// + /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity, + /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`] + /// struct documentation for more info on the way the liquidity bounds are used. /// - /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets - /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases - /// the certainty of the channel liquidity balance. + /// For example, if the channel's capacity is 1 million sats, and the current upper and lower + /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper + /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats. /// - /// Default value: 1 hour + /// Default value: 6 hours /// /// # Note /// @@ -407,7 +440,8 @@ 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 @@ -422,14 +456,60 @@ pub struct ProbabilisticScoringParameters { /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will /// fall below `1`. /// - /// Default value: 256 msat + /// 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) + /// This is not exported to bindings users pub manual_node_penalties: HashMap, /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the @@ -460,6 +540,147 @@ pub struct ProbabilisticScoringParameters { 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, liquidity_offset_msat: u64, capacity_msat: u64) { + // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time + // we 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. + + // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or + // the channel's capacity, though the second should generally never happen. + debug_assert!(liquidity_offset_msat <= capacity_msat); + let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1)) + .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored + debug_assert!(bucket_idx < 8); + if bucket_idx < 8 { + 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 get_decayed_buckets(&self, now: T, last_updated: T, half_life: Duration) + -> ([u16; 8], [u16; 8], u32) { + let required_decays = now.duration_since(last_updated).as_secs() + .checked_div(half_life.as_secs()) + .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32); + let mut min_buckets = *self.min_liquidity_offset_history; + min_buckets.time_decay_data(required_decays); + let mut max_buckets = *self.max_liquidity_offset_history; + max_buckets.time_decay_data(required_decays); + (min_buckets.buckets, max_buckets.buckets, required_decays) + } + + #[inline] + fn calculate_success_probability_times_billion( + &self, now: T, last_updated: T, half_life: Duration, 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; + + // Check if all our buckets are zero, once decayed and treat it as if we had no data. We + // don't actually use the decayed buckets, though, as that would lose precision. + let (decayed_min_buckets, decayed_max_buckets, required_decays) = + self.get_decayed_buckets(now, last_updated, half_life); + if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) { + return None; + } + + for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() { + for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) { + total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); + } + } + // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat + // it as if we were fully decayed. + if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 { + 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. /// /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the @@ -474,17 +695,23 @@ 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, + inflight_htlc_msat: u64, capacity_msat: u64, last_updated: U, now: T, - half_life: Duration, + params: &'a ProbabilisticScoringParameters, } impl>, L: Deref, T: Time> ProbabilisticScorerUsingTime where L::Target: Logger { @@ -510,15 +737,34 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU /// Note that this writes roughly one line per channel for which we have a liquidity estimate, /// which may be a substantial amount of log output. pub fn debug_log_liquidity_stats(&self) { + let now = T::now(); + let graph = self.network_graph.read_only(); for (scid, liq) in self.channel_liquidities.iter() { if let Some(chan_debug) = graph.channels().get(scid) { let log_direction = |source, target| { if let Some((directed_info, _)) = chan_debug.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life); - 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()); + let dir_liq = liq.as_directed(source, target, 0, amt, &self.params); + + let buckets = HistoricalMinMaxBuckets { + min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history, + max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history, + }; + let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now, + *dir_liq.last_updated, self.params.historical_no_updates_half_life); + + log_debug!(self.logger, core::concat!( + "Liquidity from {} to {} via {} is in the range ({}, {}).\n", + "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n", + "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"), + source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(), + min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3], + min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7], + // Note that the liquidity buckets are an offset from the edge, so we + // inverse the max order to get the probabilities from zero. + max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4], + max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]); } else { log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target); } @@ -541,7 +787,7 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU if let Some(liq) = self.channel_liquidities.get(&scid) { if let Some((directed_info, source)) = chan.as_directed_to(target) { let amt = directed_info.effective_capacity().as_msat(); - let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life); + let dir_liq = liq.as_directed(source, target, 0, amt, &self.params); return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); } } @@ -549,6 +795,53 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU None } + /// Query the historical estimated minimum and maximum liquidity available for sending a + /// payment over the channel with `scid` towards the given `target` node. + /// + /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound + /// liquidity estimates, the second set describes the octiles for upper-bound liquidity + /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity + /// bound in the octile relative to the channel's total capacity, on an arbitrary scale. + /// Because the values are slowly decayed, more recent data points are weighted more heavily + /// than older datapoints. + /// + /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile + /// relative to the channel's total capacity is calculated by dividing that bucket's value with + /// the total of all buckets for the given bound. + /// + /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability + /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any + /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being + /// both in the top and bottom octile, and roughly with similar (recent) frequency. + /// + /// Because the datapoints are decayed slowly over time, values will eventually return to + /// `Some(([0; 8], [0; 8]))`. + pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId) + -> Option<([u16; 8], [u16; 8])> { + let graph = self.network_graph.read_only(); + + if let Some(chan) = graph.channels().get(&scid) { + if let Some(liq) = self.channel_liquidities.get(&scid) { + if let Some((directed_info, source)) = chan.as_directed_to(target) { + let amt = directed_info.effective_capacity().as_msat(); + let dir_liq = liq.as_directed(source, target, 0, amt, &self.params); + + let buckets = HistoricalMinMaxBuckets { + min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history, + max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history, + }; + let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(), + *dir_liq.last_updated, self.params.historical_no_updates_half_life); + // Note that the liquidity buckets are an offset from the edge, so we inverse + // the max order to get the probabilities from zero. + max_buckets.reverse(); + return Some((min_buckets, max_buckets)); + } + } + } + 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) { @@ -583,8 +876,11 @@ impl ProbabilisticScoringParameters { base_penalty_msat: 0, base_penalty_amount_multiplier_msat: 0, liquidity_penalty_multiplier_msat: 0, - liquidity_offset_half_life: Duration::from_secs(3600), + liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60), 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, @@ -605,9 +901,12 @@ impl Default for ProbabilisticScoringParameters { Self { base_penalty_msat: 500, base_penalty_amount_multiplier_msat: 8192, - liquidity_penalty_multiplier_msat: 40_000, - liquidity_offset_half_life: Duration::from_secs(3600), - liquidity_penalty_amount_multiplier_msat: 256, + liquidity_penalty_multiplier_msat: 30_000, + liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60), + 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, @@ -621,49 +920,65 @@ 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, inflight_htlc_msat: u64, 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, + inflight_htlc_msat, 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, inflight_htlc_msat: u64, 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, + inflight_htlc_msat, capacity_msat, last_updated: &mut self.last_updated, now: T::now(), - half_life, + params, } } } @@ -680,20 +995,23 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30; -impl, T: Time, U: Deref> DirectedChannelLiquidity { +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 { // 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) + 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); @@ -706,25 +1024,70 @@ impl, T: Time, U: Deref> DirectedChannelLiqui } 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 payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 { + amount_msat * 64 / self.capacity_msat.saturating_add(1) + } else { + // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit + // division. This branch should only be hit in fuzz testing since the amount would + // need to be over 2.88 million BTC in practice. + ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1)) + .try_into().unwrap_or(65) + }; + #[cfg(not(fuzzing))] + debug_assert!(payment_amt_64th_bucket <= 64); + if payment_amt_64th_bucket > 64 { return 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(self.now, *self.last_updated, + params.historical_no_updates_half_life, 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 available_capacity = self.available_capacity(); + let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1); + let denominator = available_capacity.saturating_add(1); + let negative_log10_times_2048 = + approx::negative_log10_times_2048(numerator, denominator); + res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, + params.historical_liquidity_penalty_multiplier_msat, + params.historical_liquidity_penalty_amount_multiplier_msat)); } } + + res } /// 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.liquidity_penalty_amount_multiplier_msat) + .saturating_mul(liquidity_penalty_amount_multiplier_msat) .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR; liquidity_penalty_msat.saturating_add(amount_penalty_msat) @@ -737,38 +1100,48 @@ impl, T: Time, U: Deref> DirectedChannelLiqui /// Returns the upper bound of the channel liquidity balance in this direction. fn max_liquidity_msat(&self) -> u64 { - self.capacity_msat - .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat)) - .unwrap_or(0) + self.available_capacity() + .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat)) + } + + /// Returns the capacity minus the in-flight HTLCs in this direction. + fn available_capacity(&self) -> u64 { + self.capacity_msat.saturating_sub(self.inflight_htlc_msat) } 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); } + self.update_history_buckets(); } /// 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); } + self.update_history_buckets(); } /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`. @@ -776,6 +1149,24 @@ impl, T: Time, U: DerefMut> DirectedChanne let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0); log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat); self.set_max_liquidity_msat(max_liquidity_msat); + self.update_history_buckets(); + } + + 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); + + let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat); + self.min_liquidity_offset_history.track_datapoint( + min_liquidity_offset_msat, self.capacity_msat + ); + let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat); + self.max_liquidity_offset_history.track_datapoint( + max_liquidity_offset_msat, self.capacity_msat + ); } /// Adjusts the lower bound of the channel liquidity balance in this direction. @@ -822,7 +1213,7 @@ impl>, L: Deref, T: Time> Score for Probabilis return base_penalty_msat; } }, - EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => { + EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => { if htlc_maximum_msat >= capacity_msat/2 { anti_probing_penalty_msat = self.params.anti_probing_penalty_msat; } @@ -830,65 +1221,63 @@ impl>, L: Deref, T: Time> Score for Probabilis _ => {}, } - 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); + let capacity_msat = usage.effective_capacity.as_msat(); + let inflight_htlc_msat = usage.inflight_htlc_msat; self.channel_liquidities .get(&short_channel_id) .unwrap_or(&ChannelLiquidity::new()) - .as_directed(source, target, capacity_msat, liquidity_offset_half_life) + .as_directed(source, target, inflight_htlc_msat, 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; + fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) { + let amount_msat = path.final_value_msat(); log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat); let network_graph = self.network_graph.read_only(); - for (hop_idx, hop) in path.iter().enumerate() { + for (hop_idx, hop) in path.hops.iter().enumerate() { let target = NodeId::from_pubkey(&hop.pubkey); let channel_directed_from_source = network_graph.channels() .get(&hop.short_channel_id) .and_then(|channel| channel.as_directed_to(&target)); - if hop.short_channel_id == short_channel_id && hop_idx == 0 { + let at_failed_channel = hop.short_channel_id == short_channel_id; + if at_failed_channel && hop_idx == 0 { log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id); } // Only score announced channels. if let Some((channel, source)) = channel_directed_from_source { let capacity_msat = channel.effective_capacity().as_msat(); - if hop.short_channel_id == short_channel_id { + if at_failed_channel { 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, 0, capacity_msat, &self.params) .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); - break; + } else { + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(ChannelLiquidity::new) + .as_directed_mut(source, &target, 0, capacity_msat, &self.params) + .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } - - self.channel_liquidities - .entry(hop.short_channel_id) - .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) - .failed_downstream(amount_msat, 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).", hop.short_channel_id); } + if at_failed_channel { break; } } } - 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; + fn payment_path_successful(&mut self, path: &Path) { + let amount_msat = path.final_value_msat(); 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); + path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat); let network_graph = self.network_graph.read_only(); - for hop in path { + for hop in &path.hops { let target = NodeId::from_pubkey(&hop.pubkey); let channel_directed_from_source = network_graph.channels() .get(&hop.short_channel_id) @@ -900,7 +1289,7 @@ impl>, L: Deref, T: Time> Score for Probabilis 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, 0, 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).", @@ -909,11 +1298,11 @@ impl>, L: Deref, T: Time> Score for Probabilis } } - fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { + fn probe_failed(&mut self, path: &Path, short_channel_id: u64) { self.payment_path_failed(path, short_channel_id) } - fn probe_successful(&mut self, path: &[&RouteHop]) { + fn probe_successful(&mut self, path: &Path) { self.payment_path_failed(path, u64::max_value()) } } @@ -1264,7 +1653,9 @@ 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(()) @@ -1276,10 +1667,14 @@ 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. @@ -1297,6 +1692,8 @@ impl Readable for ChannelLiquidity { Ok(Self { min_liquidity_offset_msat, max_liquidity_offset_msat, + min_liquidity_offset_history: min_liquidity_offset_history.unwrap(), + max_liquidity_offset_history: max_liquidity_offset_history.unwrap(), last_updated, }) } @@ -1304,17 +1701,19 @@ impl Readable for ChannelLiquidity { #[cfg(test)] mod tests { - use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; - use util::time::Time; - use util::time::tests::SinceEpoch; - - use ln::channelmanager; - use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; - use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; - use routing::router::RouteHop; - use routing::scoring::{ChannelUsage, Score}; - use util::ser::{ReadableArgs, Writeable}; - use util::test_utils::TestLogger; + use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; + use crate::blinded_path::{BlindedHop, BlindedPath}; + use crate::util::config::UserConfig; + use crate::util::time::Time; + use crate::util::time::tests::SinceEpoch; + + use crate::ln::channelmanager; + use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; + use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; + use crate::routing::router::{BlindedTail, Path, RouteHop}; + use crate::routing::scoring::{ChannelUsage, Score}; + use crate::util::ser::{ReadableArgs, Writeable}; + use crate::util::test_utils::{self, TestLogger}; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; @@ -1322,7 +1721,7 @@ mod tests { use bitcoin::network::constants::Network; use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey}; use core::time::Duration; - use io; + use crate::io; fn source_privkey() -> SecretKey { SecretKey::from_slice(&[42; 32]).unwrap() @@ -1382,8 +1781,7 @@ mod tests { } 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, logger); + let mut network_graph = NetworkGraph::new(Network::Testnet, logger); add_channel(&mut network_graph, 42, source_privkey(), target_privkey()); add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey()); @@ -1399,13 +1797,13 @@ mod tests { let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); let secp_ctx = Secp256k1::new(); let unsigned_announcement = UnsignedChannelAnnouncement { - features: channelmanager::provided_channel_features(), + features: channelmanager::provided_channel_features(&UserConfig::default()), chain_hash: genesis_hash, short_channel_id, - node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key), - node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key), - bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret), - bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret), + node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)), + node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)), + bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)), + bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)), excess_data: Vec::new(), }; let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]); @@ -1416,16 +1814,16 @@ mod tests { bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret), contents: unsigned_announcement, }; - let chain_source: Option<&::util::test_utils::TestChainSource> = None; + let chain_source: Option<&crate::util::test_utils::TestChainSource> = None; network_graph.update_channel_from_announcement( &signed_announcement, &chain_source).unwrap(); - update_channel(network_graph, short_channel_id, node_1_key, 0); - update_channel(network_graph, short_channel_id, node_2_key, 1); + update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000); + update_channel(network_graph, short_channel_id, node_2_key, 1, 0); } fn update_channel( network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey, - flags: u8 + flags: u8, htlc_maximum_msat: u64 ) { let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); let secp_ctx = Secp256k1::new(); @@ -1436,7 +1834,7 @@ mod tests { flags, cltv_expiry_delta: 18, htlc_minimum_msat: 0, - htlc_maximum_msat: 1_000, + htlc_maximum_msat, fee_base_msat: 1, fee_proportional_millionths: 0, excess_data: Vec::new(), @@ -1449,33 +1847,26 @@ mod tests { network_graph.update_channel(&signed_update).unwrap(); } - fn payment_path_for_amount(amount_msat: u64) -> Vec { - vec![ - RouteHop { - pubkey: source_pubkey(), - node_features: channelmanager::provided_node_features(), - short_channel_id: 41, - channel_features: channelmanager::provided_channel_features(), - fee_msat: 1, - cltv_expiry_delta: 18, - }, - RouteHop { - pubkey: target_pubkey(), - node_features: channelmanager::provided_node_features(), - short_channel_id: 42, - channel_features: channelmanager::provided_channel_features(), - fee_msat: 2, - cltv_expiry_delta: 18, - }, - RouteHop { - pubkey: recipient_pubkey(), - node_features: channelmanager::provided_node_features(), - short_channel_id: 43, - channel_features: channelmanager::provided_channel_features(), - fee_msat: amount_msat, - cltv_expiry_delta: 18, - }, - ] + fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop { + let config = UserConfig::default(); + RouteHop { + pubkey, + node_features: channelmanager::provided_node_features(&config), + short_channel_id, + channel_features: channelmanager::provided_channel_features(&config), + fee_msat, + cltv_expiry_delta: 18, + } + } + + fn payment_path_for_amount(amount_msat: u64) -> Path { + Path { + hops: vec![ + path_hop(source_pubkey(), 41, 1), + path_hop(target_pubkey(), 42, 2), + path_hop(recipient_pubkey(), 43, amount_msat), + ], blinded_tail: None, + } } #[test] @@ -1487,11 +1878,15 @@ mod tests { 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(); @@ -1501,54 +1896,53 @@ 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -1562,51 +1956,52 @@ mod tests { 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -1620,51 +2015,52 @@ mod tests { 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 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, 0, 1_000, &scorer.params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -1684,7 +2080,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 1_024, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 10_240, ..usage }; @@ -1697,7 +2093,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58); let usage = ChannelUsage { amount_msat: 256, ..usage }; @@ -1727,7 +2123,9 @@ mod tests { 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(); @@ -1735,7 +2133,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 39, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); let usage = ChannelUsage { amount_msat: 50, ..usage }; @@ -1759,17 +2157,17 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; let failed_path = payment_path_for_amount(500); let successful_path = payment_path_for_amount(200); assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301); - scorer.payment_path_failed(&failed_path.iter().collect::>(), 41); + scorer.payment_path_failed(&failed_path, 41); assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301); - scorer.payment_path_successful(&successful_path.iter().collect::>()); + scorer.payment_path_successful(&successful_path); assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301); } @@ -1789,7 +2187,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; @@ -1797,7 +2195,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602); - scorer.payment_path_failed(&path.iter().collect::>(), 43); + scorer.payment_path_failed(&path, 43); let usage = ChannelUsage { amount_msat: 250, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); @@ -1824,7 +2222,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; @@ -1832,7 +2230,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602); - scorer.payment_path_failed(&path.iter().collect::>(), 42); + scorer.payment_path_failed(&path, 42); let usage = ChannelUsage { amount_msat: 250, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); @@ -1842,6 +2240,64 @@ mod tests { assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); } + #[test] + fn ignores_channels_after_removed_failed_channel() { + // Previously, if we'd tried to send over a channel which was removed from the network + // graph before we call `payment_path_failed` (which is the default if the we get a "no + // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all + // channels in the route, even ones which they payment never reached. This tests to ensure + // we do not score such channels. + let secp_ctx = Secp256k1::new(); + let logger = TestLogger::new(); + let mut network_graph = NetworkGraph::new(Network::Testnet, &logger); + let secret_a = SecretKey::from_slice(&[42; 32]).unwrap(); + let secret_b = SecretKey::from_slice(&[43; 32]).unwrap(); + let secret_c = SecretKey::from_slice(&[44; 32]).unwrap(); + let secret_d = SecretKey::from_slice(&[45; 32]).unwrap(); + add_channel(&mut network_graph, 42, secret_a, secret_b); + // Don't add the channel from B -> C. + add_channel(&mut network_graph, 44, secret_c, secret_d); + + let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a); + let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b); + let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c); + let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d); + + let path = vec![ + path_hop(pub_b, 42, 1), + path_hop(pub_c, 43, 2), + path_hop(pub_d, 44, 100), + ]; + + let node_a = NodeId::from_pubkey(&pub_a); + let node_b = NodeId::from_pubkey(&pub_b); + let node_c = NodeId::from_pubkey(&pub_c); + let node_d = NodeId::from_pubkey(&pub_d); + + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + + let usage = ChannelUsage { + amount_msat: 250, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 128); + // Note that a default liquidity bound is used for B -> C as no channel exists + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128); + + scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43); + + assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80); + // Note that a default liquidity bound is used for B -> C as no channel exists + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128); + } + #[test] fn reduces_liquidity_upper_bound_along_path_on_success() { let logger = TestLogger::new(); @@ -1858,15 +2314,14 @@ mod tests { let usage = ChannelUsage { amount_msat: 250, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - let path = payment_path_for_amount(500); assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128); assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128); - scorer.payment_path_successful(&path.iter().collect::>()); + scorer.payment_path_successful(&payment_path_for_amount(500)); assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); @@ -1890,14 +2345,14 @@ mod tests { let usage = ChannelUsage { amount_msat: 0, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); 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); - scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::>(), 43); + scorer.payment_path_failed(&payment_path_for_amount(768), 42); + scorer.payment_path_failed(&payment_path_for_amount(128), 43); let usage = ChannelUsage { amount_msat: 128, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); @@ -1968,11 +2423,11 @@ mod tests { let usage = ChannelUsage { amount_msat: 256, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125); - scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 42); + scorer.payment_path_failed(&payment_path_for_amount(512), 42); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281); // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat @@ -1999,14 +2454,14 @@ mod tests { let usage = ChannelUsage { amount_msat: 512, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); // More knowledge gives higher confidence (256, 768), meaning a lower penalty. - scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); - scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); + scorer.payment_path_failed(&payment_path_for_amount(768), 42); + scorer.payment_path_failed(&payment_path_for_amount(256), 43); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281); // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. @@ -2015,12 +2470,12 @@ mod tests { // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512) // is closer to the upper bound, meaning a higher penalty. - scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::>()); + scorer.payment_path_successful(&payment_path_for_amount(64)); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331); // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512) // is closer to the lower bound, meaning a lower penalty. - scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); + scorer.payment_path_failed(&payment_path_for_amount(256), 43); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245); // Further decaying affects the lower bound more than the upper bound (128, 928). @@ -2044,16 +2499,16 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); + scorer.payment_path_failed(&payment_path_for_amount(500), 42); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473); - scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); + scorer.payment_path_failed(&payment_path_for_amount(250), 43); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); let mut serialized_scorer = Vec::new(); @@ -2081,10 +2536,10 @@ mod tests { let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; - scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); + scorer.payment_path_failed(&payment_path_for_amount(500), 42); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); let mut serialized_scorer = Vec::new(); @@ -2097,7 +2552,7 @@ mod tests { ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473); - scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); + scorer.payment_path_failed(&payment_path_for_amount(250), 43); assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); SinceEpoch::advance(Duration::from_secs(10)); @@ -2118,49 +2573,49 @@ mod tests { let usage = ChannelUsage { amount_msat: 100_000_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1985); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1639); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1607); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363); let usage = ChannelUsage { - effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage + effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355); } #[test] @@ -2172,7 +2627,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, }; let params = ProbabilisticScoringParameters { @@ -2184,7 +2639,7 @@ mod tests { let params = ProbabilisticScoringParameters { base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, - anti_probing_penalty_msat: 0, ..Default::default() + 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); @@ -2192,7 +2647,7 @@ mod tests { 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, ..Default::default() + anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() }; let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); @@ -2208,7 +2663,7 @@ mod tests { 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) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; let params = ProbabilisticScoringParameters { @@ -2263,7 +2718,7 @@ mod tests { let usage = ChannelUsage { amount_msat: 750, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 }, }; assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); @@ -2295,6 +2750,83 @@ mod tests { 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 { + liquidity_offset_half_life: Duration::from_secs(60 * 60), + 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: 1_024 }, + }; + // With no historical data the normal liquidity penalty calculation is used. + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + None); + + scorer.payment_path_failed(&payment_path_for_amount(1), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048); + // The "it failed" increment is 32, where the probability should lie fully in the first + // octile. + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0]))); + + // Even after we tell the scorer we definitely have enough available liquidity, it will + // still remember that there was some failure in the past, and assign a non-0 penalty. + scorer.payment_path_failed(&payment_path_for_amount(1000), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198); + // The first octile should be decayed just slightly and the last octile has a new point. + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32]))); + + // 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); + // Once fully decayed we still have data, but its all-0s. In the future we may remove the + // data entirely instead. + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + Some(([0; 8], [0; 8]))); + + let usage = ChannelUsage { + amount_msat: 100, + inflight_htlc_msat: 1024, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 }, + }; + scorer.payment_path_failed(&payment_path_for_amount(1), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 409); + + let usage = ChannelUsage { + amount_msat: 1, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage), 2048); + + // Advance to decay all liquidity offsets to zero. + SinceEpoch::advance(Duration::from_secs(60 * 60 * 10)); + + // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will + // ensure that the effective capacity is zero to test division-by-zero edge cases. + let path = vec![ + path_hop(target_pubkey(), 43, 2), + path_hop(source_pubkey(), 42, 1), + path_hop(sender_pubkey(), 41, 0), + ]; + scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42); + } + #[test] fn adds_anti_probing_penalty() { let logger = TestLogger::new(); @@ -2311,7 +2843,7 @@ mod tests { 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) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); @@ -2319,7 +2851,7 @@ mod tests { 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) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); @@ -2327,7 +2859,7 @@ mod tests { 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) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500); @@ -2335,8 +2867,58 @@ mod tests { 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) }, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 }, }; assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); } + + #[test] + fn scores_with_blinded_path() { + // Make sure we'll account for a blinded path's final_value_msat in scoring + let logger = TestLogger::new(); + let network_graph = network_graph(&logger); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_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: 512, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); + + let mut path = payment_path_for_amount(768); + let recipient_hop = path.hops.pop().unwrap(); + let blinded_path = BlindedPath { + introduction_node_id: path.hops.last().as_ref().unwrap().pubkey, + blinding_point: test_utils::pubkey(42), + blinded_hops: vec![ + BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() } + ], + }; + path.blinded_tail = Some(BlindedTail { + hops: blinded_path.blinded_hops, + blinding_point: blinded_path.blinding_point, + excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta, + final_value_msat: recipient_hop.fee_msat, + }); + + // Check the liquidity before and after scoring payment failures to ensure the blinded path's + // final value is taken into account. + assert!(scorer.channel_liquidities.get(&42).is_none()); + + scorer.payment_path_failed(&path, 42); + path.blinded_tail.as_mut().unwrap().final_value_msat = 256; + scorer.payment_path_failed(&path, 43); + + let liquidity = scorer.channel_liquidities.get(&42).unwrap() + .as_directed(&source, &target, 0, 1_000, &scorer.params); + assert_eq!(liquidity.min_liquidity_msat(), 256); + assert_eq!(liquidity.max_liquidity_msat(), 768); + } }