X-Git-Url: http://git.bitcoin.ninja/index.cgi?a=blobdiff_plain;f=lightning%2Fsrc%2Frouting%2Fscoring.rs;h=ee9c3d0c47356ddc53d9f7efc21f368b1ef77743;hb=0f2c4c0d7008b2af3165859b1c6dec8d16a672c4;hp=1c13771b1b7224432b1e79db5c2ceec6a97d752a;hpb=a257906743d528c32c862b053b652d4b728aa990;p=rust-lightning diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 1c13771b..ee9c3d0c 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -19,8 +19,8 @@ //! # //! # 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::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters}; +//! # use lightning::sign::KeysManager; //! # use lightning::util::logger::{Logger, Record}; //! # use bitcoin::secp256k1::PublicKey; //! # @@ -32,18 +32,20 @@ //! # let logger = FakeLogger {}; //! # //! // Use the default channel penalties. -//! let params = ProbabilisticScoringParameters::default(); -//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); +//! let params = ProbabilisticScoringFeeParameters::default(); +//! let decay_params = ProbabilisticScoringDecayParameters::default(); +//! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); //! //! // Or use custom channel penalties. -//! let params = ProbabilisticScoringParameters { -//! liquidity_penalty_multiplier_msat: 2 * 1000, -//! ..ProbabilisticScoringParameters::default() +//! let params = ProbabilisticScoringFeeParameters { +//! liquidity_penalty_multiplier_msat: 2 * 1000, +//! ..ProbabilisticScoringFeeParameters::default() //! }; -//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); +//! let decay_params = ProbabilisticScoringDecayParameters::default(); +//! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); //! # let random_seed_bytes = [42u8; 32]; //! -//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes); +//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes); //! # } //! ``` //! @@ -56,7 +58,7 @@ use crate::ln::msgs::DecodeError; use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId}; -use crate::routing::router::RouteHop; +use crate::routing::router::Path; use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer}; use crate::util::logger::Logger; use crate::util::time::Time; @@ -86,6 +88,10 @@ macro_rules! define_score { ($($supertrait: path)*) => { /// /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel. pub trait Score $(: $supertrait)* { + /// A configurable type which should contain various passed-in parameters for configuring the scorer, + /// on a per-routefinding-call basis through to the scorer methods, + /// which are used to determine the parameters for the suitability of channels for use. + type ScoreParams; /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the /// given channel in the direction from `source` to `target`. /// @@ -95,42 +101,43 @@ pub trait Score $(: $supertrait)* { /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount. /// Thus, implementations should be overflow-safe. fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage + &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams ) -> 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 { + type ScoreParams = S::ScoreParams; fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage + &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams ) -> u64 { - self.deref().channel_penalty_msat(short_channel_id, source, target, usage) + self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params) } - 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) } } @@ -165,8 +172,7 @@ 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>; @@ -193,19 +199,20 @@ pub struct MultiThreadedLockableScore { pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>); #[cfg(c_bindings)] impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> { - fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 { - self.0.channel_penalty_msat(scid, source, target, usage) + type ScoreParams = ::ScoreParams; + fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 { + self.0.channel_penalty_msat(scid, source, target, usage, score_params) } - 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) } } @@ -244,7 +251,7 @@ 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) @@ -252,7 +259,7 @@ 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) @@ -260,7 +267,7 @@ 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, @@ -287,17 +294,18 @@ impl FixedPenaltyScorer { } impl Score for FixedPenaltyScorer { - fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 { + type ScoreParams = (); + fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 { 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 { @@ -354,19 +362,19 @@ 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 +/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat +/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat +/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life +/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat +/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat pub type ProbabilisticScorer = ProbabilisticScorerUsingTime::; /// Probabilistic [`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, + decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L, // TODO: Remove entries of closed channels. @@ -381,7 +389,7 @@ where L::Target: Logger { /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the /// parameters here. #[derive(Clone)] -pub struct ProbabilisticScoringParameters { +pub struct ProbabilisticScoringFeeParameters { /// A fixed penalty in msats to apply to each channel. /// /// Default value: 500 msat @@ -416,30 +424,9 @@ pub struct ProbabilisticScoringParameters { /// /// Default value: 30,000 msat /// - /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life + /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life pub liquidity_penalty_multiplier_msat: u64, - /// 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. - /// - /// 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: 6 hours - /// - /// # Note - /// - /// When built with the `no-std` feature, time will never elapse. Therefore, the channel - /// liquidity knowledge will never decay except when the bounds cross. - pub liquidity_offset_half_life: Duration, - /// A multiplier used in conjunction with a payment amount and the negative `log10` of the /// channel's success probability for the payment, as determined by our latest estimates of the /// channel's liquidity, to determine the amount penalty. @@ -496,27 +483,18 @@ pub struct ProbabilisticScoringParameters { /// [`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 - /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We - /// treat such nodes preferentially as this makes balance discovery attacks harder to execute, - /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy. + /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us + /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially + /// as this makes balance discovery attacks harder to execute, thereby creating an incentive + /// to restrict `htlc_maximum_msat` and improve privacy. /// /// Default value: 250 msat pub anti_probing_penalty_msat: u64, @@ -541,6 +519,136 @@ pub struct ProbabilisticScoringParameters { pub considered_impossible_penalty_msat: u64, } +impl Default for ProbabilisticScoringFeeParameters { + fn default() -> Self { + Self { + base_penalty_msat: 500, + base_penalty_amount_multiplier_msat: 8192, + liquidity_penalty_multiplier_msat: 30_000, + liquidity_penalty_amount_multiplier_msat: 192, + manual_node_penalties: HashMap::new(), + anti_probing_penalty_msat: 250, + considered_impossible_penalty_msat: 1_0000_0000_000, + historical_liquidity_penalty_multiplier_msat: 10_000, + historical_liquidity_penalty_amount_multiplier_msat: 64, + } + } +} + +impl ProbabilisticScoringFeeParameters { + /// Marks the node with the given `node_id` as banned, + /// i.e it will be avoided during path finding. + pub fn add_banned(&mut self, node_id: &NodeId) { + self.manual_node_penalties.insert(*node_id, u64::max_value()); + } + + /// Marks all nodes in the given list as banned, i.e., + /// they will be avoided during path finding. + pub fn add_banned_from_list(&mut self, node_ids: Vec) { + for id in node_ids { + self.manual_node_penalties.insert(id, u64::max_value()); + } + } + + /// Removes the node with the given `node_id` from the list of nodes to avoid. + pub fn remove_banned(&mut self, node_id: &NodeId) { + self.manual_node_penalties.remove(node_id); + } + + /// Sets a manual penalty for the given node. + pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) { + self.manual_node_penalties.insert(*node_id, penalty); + } + + /// Removes the node with the given `node_id` from the list of manual penalties. + pub fn remove_manual_penalty(&mut self, node_id: &NodeId) { + self.manual_node_penalties.remove(node_id); + } + + /// Clears the list of manual penalties that are applied during path finding. + pub fn clear_manual_penalties(&mut self) { + self.manual_node_penalties = HashMap::new(); + } +} + +#[cfg(test)] +impl ProbabilisticScoringFeeParameters { + fn zero_penalty() -> Self { + Self { + base_penalty_msat: 0, + base_penalty_amount_multiplier_msat: 0, + liquidity_penalty_multiplier_msat: 0, + liquidity_penalty_amount_multiplier_msat: 0, + historical_liquidity_penalty_multiplier_msat: 0, + historical_liquidity_penalty_amount_multiplier_msat: 0, + manual_node_penalties: HashMap::new(), + anti_probing_penalty_msat: 0, + considered_impossible_penalty_msat: 0, + } + } +} + +/// Parameters for configuring [`ProbabilisticScorer`]. +/// +/// Used to configure decay parameters that are static throughout the lifetime of the scorer. +/// these decay parameters affect the score of the channel penalty and are not changed on a +/// per-route penalty cost call. +#[derive(Copy, Clone)] +pub struct ProbabilisticScoringDecayParameters { + /// 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. + /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`] + /// + /// Note that after 16 or more half lives all historical data will be completely gone. + /// + /// Default value: 14 days + /// + /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities + pub historical_no_updates_half_life: Duration, + + /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds, + /// 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. + /// + /// 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: 6 hours + /// + /// # Note + /// + /// When built with the `no-std` feature, time will never elapse. Therefore, the channel + /// liquidity knowledge will never decay except when the bounds cross. + pub liquidity_offset_half_life: Duration, +} + +impl Default for ProbabilisticScoringDecayParameters { + fn default() -> Self { + Self { + liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60), + historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14), + } + } +} + +#[cfg(test)] +impl ProbabilisticScoringDecayParameters { + fn zero_penalty() -> Self { + Self { + liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60), + historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14), + } + } +} + /// 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)] @@ -550,7 +658,7 @@ struct HistoricalBucketRangeTracker { impl HistoricalBucketRangeTracker { fn new() -> Self { Self { buckets: [0; 8] } } - fn track_datapoint(&mut self, bucket_idx: u8) { + 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. // @@ -571,6 +679,12 @@ impl HistoricalBucketRangeTracker { // // 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() { @@ -597,7 +711,22 @@ struct HistoricalMinMaxBuckets<'a> { impl HistoricalMinMaxBuckets<'_> { #[inline] - fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option { + 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 @@ -619,23 +748,22 @@ impl HistoricalMinMaxBuckets<'_> { // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket. let mut total_valid_points_tracked = 0; - // Rather than actually decaying the individual buckets, which would lose precision, we - // simply track whether all buckets would be decayed to zero, in which case we treat it as - // if we had no data. - let mut is_fully_decayed = true; - let mut check_track_bucket_contains_undecayed_points = - |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; }; + // 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() { - check_track_bucket_contains_undecayed_points(*min_bucket); for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) { total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64); - check_track_bucket_contains_undecayed_points(*max_bucket); } } // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat // it as if we were fully decayed. - if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed { + if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 { return None; } @@ -683,23 +811,24 @@ struct ChannelLiquidity { /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and /// decayed with a given half life. -struct DirectedChannelLiquidity<'a, L: Deref, BRT: Deref, T: Time, U: Deref> { +struct DirectedChannelLiquidity, 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, - params: &'a ProbabilisticScoringParameters, + decay_params: ProbabilisticScoringDecayParameters, } impl>, L: Deref, T: Time> ProbabilisticScorerUsingTime where L::Target: Logger { /// Creates a new scorer using the given scoring parameters for sending payments from a node /// through a network graph. - pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self { + pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self { Self { - params, + decay_params, network_graph, logger, channel_liquidities: HashMap::new(), @@ -717,15 +846,34 @@ 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); - 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.decay_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.decay_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); } @@ -748,7 +896,7 @@ 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); + let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params); return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat())); } } @@ -756,75 +904,51 @@ impl>, L: Deref, T: Time> ProbabilisticScorerU None } - /// Marks the node with the given `node_id` as banned, i.e., - /// it will be avoided during path finding. - pub fn add_banned(&mut self, node_id: &NodeId) { - self.params.manual_node_penalties.insert(*node_id, u64::max_value()); - } - - /// Removes the node with the given `node_id` from the list of nodes to avoid. - pub fn remove_banned(&mut self, node_id: &NodeId) { - self.params.manual_node_penalties.remove(node_id); - } - - /// Sets a manual penalty for the given node. - pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) { - self.params.manual_node_penalties.insert(*node_id, penalty); - } - - /// Removes the node with the given `node_id` from the list of manual penalties. - pub fn remove_manual_penalty(&mut self, node_id: &NodeId) { - self.params.manual_node_penalties.remove(node_id); - } - - /// Clears the list of manual penalties that are applied during path finding. - pub fn clear_manual_penalties(&mut self) { - self.params.manual_node_penalties = HashMap::new(); - } -} - -impl ProbabilisticScoringParameters { - #[cfg(test)] - fn zero_penalty() -> Self { - Self { - base_penalty_msat: 0, - base_penalty_amount_multiplier_msat: 0, - liquidity_penalty_multiplier_msat: 0, - liquidity_offset_half_life: Duration::from_secs(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, - } - } - - /// Marks all nodes in the given list as banned, i.e., - /// they will be avoided during path finding. - pub fn add_banned_from_list(&mut self, node_ids: Vec) { - for id in node_ids { - self.manual_node_penalties.insert(id, u64::max_value()); - } - } -} + /// 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(); -impl Default for ProbabilisticScoringParameters { - fn default() -> Self { - Self { - base_penalty_msat: 500, - base_penalty_amount_multiplier_msat: 8192, - 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, + if let Some(chan) = graph.channels().get(&scid) { + if let Some(liq) = self.channel_liquidities.get(&scid) { + if let Some((directed_info, source)) = chan.as_directed_to(target) { + let amt = directed_info.effective_capacity().as_msat(); + let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params); + + let 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.decay_params.historical_no_updates_half_life); + // Note that the liquidity buckets are an offset from the edge, so we inverse + // the max order to get the probabilities from zero. + max_buckets.reverse(); + return Some((min_buckets, max_buckets)); + } + } } + None } } @@ -842,9 +966,9 @@ impl ChannelLiquidity { /// Returns a view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. - fn as_directed<'a>( - &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters - ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> { + fn as_directed( + &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters + ) -> DirectedChannelLiquidity<&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, @@ -859,18 +983,19 @@ impl ChannelLiquidity { 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(), - params, + decay_params: decay_params, } } /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming /// `capacity_msat`. - fn as_directed_mut<'a>( - &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters - ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> { + fn as_directed_mut( + &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters + ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> { 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, @@ -885,10 +1010,11 @@ impl ChannelLiquidity { 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(), - params, + decay_params: decay_params, } } } @@ -905,10 +1031,10 @@ const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND; const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20; const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30; -impl, BRT: Deref, T: Time, U: Deref> DirectedChannelLiquidity<'_, L, BRT, T, U> { +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 { + fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 { let max_liquidity_msat = self.max_liquidity_msat(); let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat); @@ -920,9 +1046,9 @@ impl, BRT: Deref, // impossibility penalty. let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048; Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, - params.liquidity_penalty_multiplier_msat, - params.liquidity_penalty_amount_multiplier_msat) - .saturating_add(params.considered_impossible_penalty_msat) + score_params.liquidity_penalty_multiplier_msat, + score_params.liquidity_penalty_amount_multiplier_msat) + .saturating_add(score_params.considered_impossible_penalty_msat) } else { let numerator = (max_liquidity_msat - amount_msat).saturating_add(1); let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1); @@ -935,17 +1061,23 @@ impl, BRT: Deref, let negative_log10_times_2048 = approx::negative_log10_times_2048(numerator, denominator); Self::combined_penalty_msat(amount_msat, negative_log10_times_2048, - params.liquidity_penalty_multiplier_msat, - params.liquidity_penalty_amount_multiplier_msat) + score_params.liquidity_penalty_multiplier_msat, + score_params.liquidity_penalty_amount_multiplier_msat) } }; - if params.historical_liquidity_penalty_multiplier_msat != 0 || - params.historical_liquidity_penalty_amount_multiplier_msat != 0 { - let required_decays = self.now.duration_since(*self.last_updated).as_secs() - .checked_div(params.historical_no_updates_half_life.as_secs()) - .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32); - let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat; + if score_params.historical_liquidity_penalty_multiplier_msat != 0 || + score_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; } @@ -954,22 +1086,25 @@ impl, BRT: Deref, max_liquidity_offset_history: &self.max_liquidity_offset_history, }; if let Some(cumulative_success_prob_times_billion) = buckets - .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) { + .calculate_success_probability_times_billion(self.now, *self.last_updated, + self.decay_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)); + historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat, + score_params.historical_liquidity_penalty_amount_multiplier_msat)); } else { // If we don't have any valid points (or, once decayed, we have less than a full // point), redo the non-historical calculation with no liquidity bounds tracked and // the historical penalty multipliers. - let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1); + let 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(max_capacity, self.capacity_msat.saturating_add(1)); + 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)); - return res; + score_params.historical_liquidity_penalty_multiplier_msat, + score_params.historical_liquidity_penalty_amount_multiplier_msat)); } } @@ -1001,20 +1136,24 @@ impl, BRT: Deref, /// 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.params.liquidity_offset_half_life.as_secs()) + .checked_div(self.decay_params.liquidity_offset_half_life.as_secs()) .and_then(|decays| offset_msat.checked_shr(decays as u32)) .unwrap_or(0) } } -impl, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity<'_, L, BRT, T, U> { +impl, BRT: DerefMut, T: Time, U: DerefMut> DirectedChannelLiquidity { /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`. fn failed_at_channel(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger { let existing_max_msat = self.max_liquidity_msat(); @@ -1025,6 +1164,7 @@ impl, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut, BRT: DerefMut>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime where L::Target: Logger { + type ScoreParams = ProbabilisticScoringFeeParameters; fn channel_penalty_msat( - &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage + &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters ) -> u64 { - if let Some(penalty) = self.params.manual_node_penalties.get(target) { + if let Some(penalty) = score_params.manual_node_penalties.get(target) { return *penalty; } - let base_penalty_msat = self.params.base_penalty_msat.saturating_add( - self.params.base_penalty_amount_multiplier_msat + let base_penalty_msat = score_params.base_penalty_msat.saturating_add( + score_params.base_penalty_amount_multiplier_msat .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR); let mut anti_probing_penalty_msat = 0; match usage.effective_capacity { - EffectiveCapacity::ExactLiquidity { liquidity_msat } => { - if usage.amount_msat > liquidity_msat { + EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } | + EffectiveCapacity::HintMaxHTLC { amount_msat } => + { + if usage.amount_msat > amount_msat { return u64::max_value(); } else { 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; + anti_probing_penalty_msat = score_params.anti_probing_penalty_msat; } }, _ => {}, } 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, &self.params) - .penalty_msat(amount_msat, &self.params) + .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params) + .penalty_msat(amount_msat, score_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); + 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, &self.params) + .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params) .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); - break; + } else { + self.channel_liquidities + .entry(hop.short_channel_id) + .or_insert_with(ChannelLiquidity::new) + .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params) + .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } - - self.channel_liquidities - .entry(hop.short_channel_id) - .or_insert_with(ChannelLiquidity::new) - .as_directed_mut(source, &target, capacity_msat, &self.params) - .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } else { log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).", 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); + 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) @@ -1188,7 +1328,7 @@ 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, &self.params) + .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params) .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger); } 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).", @@ -1197,11 +1337,11 @@ 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()) } } @@ -1527,18 +1667,18 @@ impl>, L: Deref, T: Time> Writeable for Probab } impl>, L: Deref, T: Time> -ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { +ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime where L::Target: Logger { #[inline] fn read( - r: &mut R, args: (ProbabilisticScoringParameters, G, L) + r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L) ) -> Result { - let (params, network_graph, logger) = args; + let (decay_params, network_graph, logger) = args; let mut channel_liquidities = HashMap::new(); read_tlv_fields!(r, { (0, channel_liquidities, required), }); Ok(Self { - params, + decay_params, network_graph, logger, channel_liquidities, @@ -1600,17 +1740,19 @@ impl Readable for ChannelLiquidity { #[cfg(test)] mod tests { - use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime}; + use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, 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::RouteHop; + use crate::routing::router::{BlindedTail, Path, RouteHop}; use crate::routing::scoring::{ChannelUsage, Score}; use crate::util::ser::{ReadableArgs, Writeable}; - use crate::util::test_utils::TestLogger; + use crate::util::test_utils::{self, TestLogger}; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; @@ -1678,8 +1820,7 @@ 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()); @@ -1695,13 +1836,13 @@ 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()[..])[..]); @@ -1715,13 +1856,13 @@ mod tests { let chain_source: Option<&crate::util::test_utils::TestChainSource> = None; network_graph.update_channel_from_announcement( &signed_announcement, &chain_source).unwrap(); - update_channel(network_graph, short_channel_id, node_1_key, 0); - 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(); @@ -1732,7 +1873,7 @@ 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(), @@ -1745,33 +1886,26 @@ 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] @@ -1779,8 +1913,8 @@ mod tests { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters::default(); - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger) + let decay_params = ProbabilisticScoringDecayParameters::default(); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated, @@ -1802,52 +1936,52 @@ mod tests { // Update minimum liquidity. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_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, &scorer.params) + .as_directed_mut(&source, &target, 0, 1_000, decay_params) .set_min_liquidity_msat(200); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &recipient, 0, 1_000, decay_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, &scorer.params); + .as_directed(&recipient, &target, 0, 1_000, decay_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, &scorer.params) + .as_directed_mut(&target, &recipient, 0, 1_000, decay_params) .set_max_liquidity_msat(200); let liquidity = scorer.channel_liquidities.get(&43).unwrap() - .as_directed(&target, &recipient, 1_000, &scorer.params); + .as_directed(&target, &recipient, 0, 1_000, decay_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, &scorer.params); + .as_directed(&recipient, &target, 0, 1_000, decay_params); assert_eq!(liquidity.min_liquidity_msat(), 800); assert_eq!(liquidity.max_liquidity_msat(), 1000); } @@ -1857,8 +1991,8 @@ mod tests { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters::default(); - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger) + let decay_params = ProbabilisticScoringDecayParameters::default(); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, @@ -1871,42 +2005,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_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, &scorer.params) + .as_directed_mut(&source, &target, 0, 1_000, decay_params) .set_min_liquidity_msat(900); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_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, &scorer.params) + .as_directed_mut(&target, &source, 0, 1_000, decay_params) .set_min_liquidity_msat(400); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_params); assert_eq!(liquidity.min_liquidity_msat(), 400); assert_eq!(liquidity.max_liquidity_msat(), 1_000); } @@ -1916,8 +2050,8 @@ mod tests { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters::default(); - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger) + let decay_params = ProbabilisticScoringDecayParameters::default(); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated, @@ -1930,42 +2064,42 @@ mod tests { // Check initial bounds. let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_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, &scorer.params) + .as_directed_mut(&source, &target, 0, 1_000, decay_params) .set_max_liquidity_msat(300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_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, &scorer.params) + .as_directed_mut(&target, &source, 0, 1_000, decay_params) .set_max_liquidity_msat(600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() - .as_directed(&source, &target, 1_000, &scorer.params); + .as_directed(&source, &target, 0, 1_000, decay_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, &scorer.params); + .as_directed(&target, &source, 0, 1_000, decay_params); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } @@ -1974,45 +2108,46 @@ mod tests { fn increased_penalty_nearing_liquidity_upper_bound() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let decay_params = ProbabilisticScoringDecayParameters::default(); + let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 1_024, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 10_240, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 102_400, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47); let usage = ChannelUsage { amount_msat: 1_023_999, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000); let usage = ChannelUsage { amount_msat: 128, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58); let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); let usage = ChannelUsage { amount_msat: 374, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198); let usage = ChannelUsage { amount_msat: 512, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); let usage = ChannelUsage { amount_msat: 640, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425); let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902); } #[test] @@ -2020,12 +2155,15 @@ mod tests { let logger = TestLogger::new(); let last_updated = SinceEpoch::now(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, considered_impossible_penalty_msat: u64::max_value(), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger) + let decay_params = ProbabilisticScoringDecayParameters { + ..ProbabilisticScoringDecayParameters::zero_penalty() + }; + let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger) .with_channel(42, ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated, @@ -2038,53 +2176,53 @@ 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 50, ..usage }; - assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); - assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); + assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); let usage = ChannelUsage { amount_msat: 61, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); } #[test] fn does_not_further_penalize_own_channel() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let sender = sender_node_id(); let source = source_node_id(); let usage = ChannelUsage { amount_msat: 500, 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); + assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301); - scorer.payment_path_failed(&failed_path.iter().collect::>(), 41); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301); + scorer.payment_path_failed(&failed_path, 41); + assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301); - scorer.payment_path_successful(&successful_path.iter().collect::>()); - assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301); + scorer.payment_path_successful(&successful_path); + assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301); } #[test] fn sets_liquidity_lower_bound_on_downstream_failure() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let path = payment_path_for_amount(500); @@ -2092,34 +2230,34 @@ 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); } #[test] fn sets_liquidity_upper_bound_on_failure() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, considered_impossible_penalty_msat: u64::max_value(), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let path = payment_path_for_amount(500); @@ -2127,33 +2265,91 @@ 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); let usage = ChannelUsage { amount_msat: 500, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); let usage = ChannelUsage { amount_msat: 750, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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 = ProbabilisticScoringFeeParameters { + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &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, ¶ms), 128); + // Note that a default liquidity bound is used for B -> C as no channel exists + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128); + + scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43); + + assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80); + // Note that a default liquidity bound is used for B -> C as no channel exists + assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128); } #[test] fn reduces_liquidity_upper_bound_along_path_on_success() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let sender = sender_node_id(); let source = source_node_id(); let target = target_node_id(); @@ -2161,234 +2357,248 @@ 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); + assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128); - scorer.payment_path_successful(&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); - assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300); + assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300); } #[test] fn decays_liquidity_bounds_over_time() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - liquidity_offset_half_life: Duration::from_secs(10), considered_impossible_penalty_msat: u64::max_value(), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringDecayParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 0, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_023, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93); let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); SinceEpoch::advance(Duration::from_secs(9)); let usage = ChannelUsage { amount_msat: 128, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 256, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93); let usage = ChannelUsage { amount_msat: 768, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); SinceEpoch::advance(Duration::from_secs(1)); let usage = ChannelUsage { amount_msat: 64, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 128, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34); let usage = ChannelUsage { amount_msat: 896, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970); let usage = ChannelUsage { amount_msat: 960, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); // Fully decay liquidity lower bound. SinceEpoch::advance(Duration::from_secs(10 * 7)); let usage = ChannelUsage { amount_msat: 0, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_023, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); // Fully decay liquidity upper bound. SinceEpoch::advance(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); SinceEpoch::advance(Duration::from_secs(10)); let usage = ChannelUsage { amount_msat: 0, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); let usage = ChannelUsage { amount_msat: 1_024, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); } #[test] fn decays_liquidity_bounds_without_shift_overflow() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { liquidity_offset_half_life: Duration::from_secs(10), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringDecayParameters::default() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 256, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); - scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281); + scorer.payment_path_failed(&payment_path_for_amount(512), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281); // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat // would cause an overflow. SinceEpoch::advance(Duration::from_secs(10 * 64)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125); } #[test] fn restricts_liquidity_bounds_after_decay() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { liquidity_offset_half_life: Duration::from_secs(10), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringDecayParameters::default() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 512, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); // More knowledge gives higher confidence (256, 768), meaning a lower penalty. - scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); - scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281); + scorer.payment_path_failed(&payment_path_for_amount(768), 42); + scorer.payment_path_failed(&payment_path_for_amount(256), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281); // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291); // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512) // is closer to the upper bound, meaning a higher penalty. - scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::>()); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331); + scorer.payment_path_successful(&payment_path_for_amount(64)); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331); // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512) // is closer to the lower bound, meaning a lower penalty. - scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245); + scorer.payment_path_failed(&payment_path_for_amount(256), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245); // Further decaying affects the lower bound more than the upper bound (128, 928). SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280); } #[test] fn restores_persisted_liquidity_bounds() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - liquidity_offset_half_life: Duration::from_secs(10), considered_impossible_penalty_msat: u64::max_value(), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringDecayParameters::default() }; - let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 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); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + scorer.payment_path_failed(&payment_path_for_amount(500), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473); - scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); + scorer.payment_path_failed(&payment_path_for_amount(250), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); let mut serialized_scorer = io::Cursor::new(&serialized_scorer); let deserialized_scorer = - ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300); + ::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); } #[test] fn decays_persisted_liquidity_bounds() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - liquidity_offset_half_life: Duration::from_secs(10), considered_impossible_penalty_msat: u64::max_value(), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(10), + ..ProbabilisticScoringDecayParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 500, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 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); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + scorer.payment_path_failed(&payment_path_for_amount(500), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); @@ -2397,14 +2607,14 @@ mod tests { let mut serialized_scorer = io::Cursor::new(&serialized_scorer); let deserialized_scorer = - ::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap(); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473); + ::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap(); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473); - scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); + scorer.payment_path_failed(&payment_path_for_amount(250), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); SinceEpoch::advance(Duration::from_secs(10)); - assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365); } #[test] @@ -2413,57 +2623,57 @@ mod tests { // 50k sat reserve). let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters::default(); - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let params = ProbabilisticScoringFeeParameters::default(); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 100_000_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1983); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1637); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1606); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1331); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1387); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1379); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1363); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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), 1355); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355); } #[test] @@ -2475,31 +2685,31 @@ 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 { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, - anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() + anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, base_penalty_amount_multiplier_msat: (1 << 30), - anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty() + anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128); } #[test] @@ -2511,24 +2721,24 @@ 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 { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_penalty_amount_multiplier_msat: 0, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 1_000, liquidity_penalty_amount_multiplier_msat: 256, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337); } #[test] @@ -2543,43 +2753,44 @@ mod tests { effective_capacity: EffectiveCapacity::Infinite, }; - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { liquidity_penalty_multiplier_msat: 40_000, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000); + let decay_params = ProbabilisticScoringDecayParameters::zero_penalty(); + let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000); } #[test] fn accounts_for_inflight_htlc_usage() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { considered_impossible_penalty_msat: u64::max_value(), - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 750, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 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()); + assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); } #[test] fn removes_uncertainity_when_exact_liquidity_known() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters::default(); - let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger); + let params = ProbabilisticScoringFeeParameters::default(); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); @@ -2589,49 +2800,92 @@ mod tests { inflight_htlc_msat: 0, effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 }, }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat); let usage = ChannelUsage { amount_msat: 1_000, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat); let usage = ChannelUsage { amount_msat: 1_001, ..usage }; - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value()); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value()); } #[test] fn remembers_historical_failures() { let logger = TestLogger::new(); let network_graph = network_graph(&logger); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { historical_liquidity_penalty_multiplier_msat: 1024, historical_liquidity_penalty_amount_multiplier_msat: 1024, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters { + liquidity_offset_half_life: Duration::from_secs(60 * 60), historical_no_updates_half_life: Duration::from_secs(10), - ..ProbabilisticScoringParameters::zero_penalty() }; - let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); let source = source_node_id(); let target = target_node_id(); let usage = ChannelUsage { amount_msat: 100, 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 }, }; // 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.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47); + assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target), + None); - scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::>(), 42); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048); + scorer.payment_path_failed(&payment_path_for_amount(1), 42); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048); + // The "it failed" increment is 32, where the probability should lie fully in the first + // octile. + 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).iter().collect::>(), 43); - assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198); + scorer.payment_path_failed(&payment_path_for_amount(1000), 43); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198); + // The first octile should be decayed just slightly and the last octile has a new point. + 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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, ¶ms), 409); + + let usage = ChannelUsage { + amount_msat: 1, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048); + + // 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] @@ -2640,42 +2894,92 @@ mod tests { let network_graph = network_graph(&logger); let source = source_node_id(); let target = target_node_id(); - let params = ProbabilisticScoringParameters { + let params = ProbabilisticScoringFeeParameters { anti_probing_penalty_msat: 500, - ..ProbabilisticScoringParameters::zero_penalty() + ..ProbabilisticScoringFeeParameters::zero_penalty() }; - let scorer = ProbabilisticScorer::new(params, &network_graph, &logger); + let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger); // Check we receive no penalty for a low htlc_maximum_msat. let usage = ChannelUsage { amount_msat: 512_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) }, + 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0); // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity. let usage = ChannelUsage { amount_msat: 512_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_024_000) }, + 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500); // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2. let usage = ChannelUsage { amount_msat: 512_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(512_000) }, + 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500); // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1. let usage = ChannelUsage { amount_msat: 512_000, inflight_htlc_msat: 0, - effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(511_999) }, + 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); + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 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 = ProbabilisticScoringFeeParameters { + liquidity_penalty_multiplier_msat: 1_000, + ..ProbabilisticScoringFeeParameters::zero_penalty() + }; + let decay_params = ProbabilisticScoringDecayParameters::default(); + let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger); + let source = source_node_id(); + let target = target_node_id(); + let usage = ChannelUsage { + amount_msat: 512, + inflight_htlc_msat: 0, + effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 }, + }; + assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300); + + let 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, decay_params); + assert_eq!(liquidity.min_liquidity_msat(), 256); + assert_eq!(liquidity.max_liquidity_msat(), 768); } }