use ln::features::{ChannelFeatures, InvoiceFeatures, NodeFeatures};
use ln::msgs::{DecodeError, ErrorAction, LightningError, MAX_VALUE_MSAT};
use routing::scoring::Score;
-use routing::network_graph::{NetworkGraph, NodeId, RoutingFees};
+use routing::network_graph::{DirectedChannelInfoWithUpdate, EffectiveCapacity, NetworkGraph, NodeId, RoutingFees};
use util::ser::{Writeable, Readable};
use util::logger::{Level, Logger};
}
}
-struct DummyDirectionalChannelInfo {
- cltv_expiry_delta: u32,
- htlc_minimum_msat: u64,
- htlc_maximum_msat: Option<u64>,
- fees: RoutingFees,
+/// A wrapper around the various hop representations.
+///
+/// Used to construct a [`PathBuildingHop`] and to estimate [`EffectiveCapacity`].
+#[derive(Clone, Debug)]
+enum CandidateRouteHop<'a> {
+ /// A hop from the payer, where the outbound liquidity is known.
+ FirstHop {
+ details: &'a ChannelDetails,
+ },
+ /// A hop found in the [`NetworkGraph`], where the channel capacity may or may not be known.
+ PublicHop {
+ info: DirectedChannelInfoWithUpdate<'a>,
+ short_channel_id: u64,
+ },
+ /// A hop to the payee found in the payment invoice, though not necessarily a direct channel.
+ PrivateHop {
+ hint: &'a RouteHintHop,
+ }
+}
+
+impl<'a> CandidateRouteHop<'a> {
+ fn short_channel_id(&self) -> u64 {
+ match self {
+ CandidateRouteHop::FirstHop { details } => details.short_channel_id.unwrap(),
+ CandidateRouteHop::PublicHop { short_channel_id, .. } => *short_channel_id,
+ CandidateRouteHop::PrivateHop { hint } => hint.short_channel_id,
+ }
+ }
+
+ // NOTE: This may alloc memory so avoid calling it in a hot code path.
+ fn features(&self) -> ChannelFeatures {
+ match self {
+ CandidateRouteHop::FirstHop { details } => details.counterparty.features.to_context(),
+ CandidateRouteHop::PublicHop { info, .. } => info.channel().features.clone(),
+ CandidateRouteHop::PrivateHop { .. } => ChannelFeatures::empty(),
+ }
+ }
+
+ fn cltv_expiry_delta(&self) -> u32 {
+ match self {
+ CandidateRouteHop::FirstHop { .. } => 0,
+ CandidateRouteHop::PublicHop { info, .. } => info.direction().cltv_expiry_delta as u32,
+ CandidateRouteHop::PrivateHop { hint } => hint.cltv_expiry_delta as u32,
+ }
+ }
+
+ fn htlc_minimum_msat(&self) -> u64 {
+ match self {
+ CandidateRouteHop::FirstHop { .. } => 0,
+ CandidateRouteHop::PublicHop { info, .. } => info.direction().htlc_minimum_msat,
+ CandidateRouteHop::PrivateHop { hint } => hint.htlc_minimum_msat.unwrap_or(0),
+ }
+ }
+
+ fn fees(&self) -> RoutingFees {
+ match self {
+ CandidateRouteHop::FirstHop { .. } => RoutingFees {
+ base_msat: 0, proportional_millionths: 0,
+ },
+ CandidateRouteHop::PublicHop { info, .. } => info.direction().fees,
+ CandidateRouteHop::PrivateHop { hint } => hint.fees,
+ }
+ }
+
+ fn effective_capacity(&self) -> EffectiveCapacity {
+ match self {
+ CandidateRouteHop::FirstHop { details } => EffectiveCapacity::ExactLiquidity {
+ liquidity_msat: details.outbound_capacity_msat,
+ },
+ CandidateRouteHop::PublicHop { info, .. } => info.effective_capacity(),
+ CandidateRouteHop::PrivateHop { .. } => EffectiveCapacity::Infinite,
+ }
+ }
}
/// It's useful to keep track of the hops associated with the fees required to use them,
/// These fee values are useful to choose hops as we traverse the graph "payee-to-payer".
#[derive(Clone, Debug)]
struct PathBuildingHop<'a> {
- // The RouteHintHop fields which will eventually be used if this hop is used in a final Route.
- // Note that node_features is calculated separately after our initial graph walk.
+ // Note that this should be dropped in favor of loading it from CandidateRouteHop, but doing so
+ // is a larger refactor and will require careful performance analysis.
node_id: NodeId,
- short_channel_id: u64,
- channel_features: &'a ChannelFeatures,
+ candidate: CandidateRouteHop<'a>,
fee_msat: u64,
- cltv_expiry_delta: u32,
/// Minimal fees required to route to the source node of the current hop via any of its inbound channels.
src_lowest_inbound_fees: RoutingFees,
- /// Fees of the channel used in this hop.
- channel_fees: RoutingFees,
/// All the fees paid *after* this channel on the way to the destination
next_hops_fee_msat: u64,
- /// Fee paid for the use of the current channel (see channel_fees).
+ /// Fee paid for the use of the current channel (see candidate.fees()).
/// The value will be actually deducted from the counterparty balance on the previous link.
hop_use_fee_msat: u64,
/// Used to compare channels when choosing the for routing.
/// an estimated cost of reaching this hop.
/// Might get stale when fees are recomputed. Primarily for internal use.
total_fee_msat: u64,
- /// This is useful for update_value_and_recompute_fees to make sure
- /// we don't fall below the minimum. Should not be updated manually and
- /// generally should not be accessed.
- htlc_minimum_msat: u64,
/// A mirror of the same field in RouteGraphNode. Note that this is only used during the graph
/// walk and may be invalid thereafter.
path_htlc_minimum_msat: u64,
// set it too high just to maliciously take more fees by exploiting this
// match htlc_minimum_msat logic.
let mut cur_hop_transferred_amount_msat = total_fee_paid_msat + value_msat;
- if let Some(extra_fees_msat) = cur_hop.htlc_minimum_msat.checked_sub(cur_hop_transferred_amount_msat) {
+ if let Some(extra_fees_msat) = cur_hop.candidate.htlc_minimum_msat().checked_sub(cur_hop_transferred_amount_msat) {
// Note that there is a risk that *previous hops* (those closer to us, as we go
// payee->our_node here) would exceed their htlc_maximum_msat or available balance.
//
// Irrelevant for the first hop, as it doesn't have the previous hop, and the use of
// this channel is free for us.
if i != 0 {
- if let Some(new_fee) = compute_fees(cur_hop_transferred_amount_msat, cur_hop.channel_fees) {
+ if let Some(new_fee) = compute_fees(cur_hop_transferred_amount_msat, cur_hop.candidate.fees()) {
cur_hop.hop_use_fee_msat = new_fee;
total_fee_paid_msat += new_fee;
} else {
let network_graph = network.read_only();
let network_channels = network_graph.channels();
let network_nodes = network_graph.nodes();
- let dummy_directional_info = DummyDirectionalChannelInfo { // used for first_hops routes
- cltv_expiry_delta: 0,
- htlc_minimum_msat: 0,
- htlc_maximum_msat: None,
- fees: RoutingFees {
- base_msat: 0,
- proportional_millionths: 0,
- }
- };
// Allow MPP only if we have a features set from somewhere that indicates the payee supports
// it. If the payee supports it they're supposed to include it in the invoice, so that should
// Prepare the data we'll use for payee-to-payer search by
// inserting first hops suggested by the caller as targets.
// Our search will then attempt to reach them while traversing from the payee node.
- let mut first_hop_targets: HashMap<_, Vec<(_, ChannelFeatures, _, NodeFeatures)>> =
+ let mut first_hop_targets: HashMap<_, Vec<&ChannelDetails>> =
HashMap::with_capacity(if first_hops.is_some() { first_hops.as_ref().unwrap().len() } else { 0 });
if let Some(hops) = first_hops {
for chan in hops {
- let short_channel_id = chan.short_channel_id.expect("first_hops should be filled in with usable channels, not pending ones");
+ if chan.short_channel_id.is_none() {
+ panic!("first_hops should be filled in with usable channels, not pending ones");
+ }
if chan.counterparty.node_id == *our_node_pubkey {
return Err(LightningError{err: "First hop cannot have our_node_pubkey as a destination.".to_owned(), action: ErrorAction::IgnoreError});
}
- first_hop_targets.entry(NodeId::from_pubkey(&chan.counterparty.node_id)).or_insert(Vec::new())
- .push((short_channel_id, chan.counterparty.features.to_context(), chan.outbound_capacity_msat, chan.counterparty.features.to_context()));
+ first_hop_targets
+ .entry(NodeId::from_pubkey(&chan.counterparty.node_id))
+ .or_insert(Vec::new())
+ .push(chan);
}
if first_hop_targets.is_empty() {
return Err(LightningError{err: "Cannot route when there are no outbound routes away from us".to_owned(), action: ErrorAction::IgnoreError});
}
}
- let empty_channel_features = ChannelFeatures::empty();
-
// The main heap containing all candidate next-hops sorted by their score (max(A* fee,
// htlc_minimum)). Ideally this would be a heap which allowed cheap score reduction instead of
// adding duplicate entries when we find a better path to a given node.
log_trace!(logger, "Building path from {} (payee) to {} (us/payer) for value {} msat.", payment_params.payee_pubkey, our_node_pubkey, final_value_msat);
macro_rules! add_entry {
- // Adds entry which goes from $src_node_id to $dest_node_id
- // over the channel with id $chan_id with fees described in
- // $directional_info.
+ // Adds entry which goes from $src_node_id to $dest_node_id over the $candidate hop.
// $next_hops_fee_msat represents the fees paid for using all the channels *after* this one,
// since that value has to be transferred over this channel.
// Returns whether this channel caused an update to `targets`.
- ( $chan_id: expr, $src_node_id: expr, $dest_node_id: expr, $directional_info: expr, $capacity_sats: expr, $chan_features: expr, $next_hops_fee_msat: expr,
- $next_hops_value_contribution: expr, $next_hops_path_htlc_minimum_msat: expr, $next_hops_path_penalty_msat: expr, $next_hops_cltv_delta: expr ) => { {
+ ( $candidate: expr, $src_node_id: expr, $dest_node_id: expr, $next_hops_fee_msat: expr,
+ $next_hops_value_contribution: expr, $next_hops_path_htlc_minimum_msat: expr,
+ $next_hops_path_penalty_msat: expr, $next_hops_cltv_delta: expr ) => { {
// We "return" whether we updated the path at the end, via this:
let mut did_add_update_path_to_src_node = false;
// Channels to self should not be used. This is more of belt-and-suspenders, because in
// practice these cases should be caught earlier:
// - for regular channels at channel announcement (TODO)
// - for first and last hops early in get_route
- if $src_node_id != $dest_node_id.clone() {
- let available_liquidity_msat = bookkept_channels_liquidity_available_msat.entry($chan_id.clone()).or_insert_with(|| {
- let mut initial_liquidity_available_msat = None;
- if let Some(capacity_sats) = $capacity_sats {
- initial_liquidity_available_msat = Some(capacity_sats * 1000);
- }
-
- if let Some(htlc_maximum_msat) = $directional_info.htlc_maximum_msat {
- if let Some(available_msat) = initial_liquidity_available_msat {
- initial_liquidity_available_msat = Some(cmp::min(available_msat, htlc_maximum_msat));
- } else {
- initial_liquidity_available_msat = Some(htlc_maximum_msat);
- }
- }
-
- match initial_liquidity_available_msat {
- Some(available_msat) => available_msat,
- // We assume channels with unknown balance have
- // a capacity of 0.0025 BTC (or 250_000 sats).
- None => 250_000 * 1000
- }
- });
+ if $src_node_id != $dest_node_id {
+ let short_channel_id = $candidate.short_channel_id();
+ let available_liquidity_msat = bookkept_channels_liquidity_available_msat
+ .entry(short_channel_id)
+ .or_insert_with(|| $candidate.effective_capacity().as_msat());
// It is tricky to substract $next_hops_fee_msat from available liquidity here.
// It may be misleading because we might later choose to reduce the value transferred
// Verify the liquidity offered by this channel complies to the minimal contribution.
let contributes_sufficient_value = available_value_contribution_msat >= minimal_value_contribution_msat;
-
// Do not consider candidates that exceed the maximum total cltv expiry limit.
let max_total_cltv_expiry_delta = payment_params.max_total_cltv_expiry_delta;
let hop_total_cltv_delta = ($next_hops_cltv_delta as u32)
- .checked_add($directional_info.cltv_expiry_delta as u32)
+ .checked_add($candidate.cltv_expiry_delta())
.unwrap_or(u32::max_value());
let doesnt_exceed_cltv_delta_limit = hop_total_cltv_delta <= max_total_cltv_expiry_delta;
None => unreachable!(),
};
#[allow(unused_comparisons)] // $next_hops_path_htlc_minimum_msat is 0 in some calls so rustc complains
- let over_path_minimum_msat = amount_to_transfer_over_msat >= $directional_info.htlc_minimum_msat &&
+ let over_path_minimum_msat = amount_to_transfer_over_msat >= $candidate.htlc_minimum_msat() &&
amount_to_transfer_over_msat >= $next_hops_path_htlc_minimum_msat;
// If HTLC minimum is larger than the amount we're going to transfer, we shouldn't
// might violate htlc_minimum_msat on the hops which are next along the
// payment path (upstream to the payee). To avoid that, we recompute
// path fees knowing the final path contribution after constructing it.
- let path_htlc_minimum_msat = compute_fees($next_hops_path_htlc_minimum_msat, $directional_info.fees)
+ let path_htlc_minimum_msat = compute_fees($next_hops_path_htlc_minimum_msat, $candidate.fees())
.and_then(|fee_msat| fee_msat.checked_add($next_hops_path_htlc_minimum_msat))
- .map(|fee_msat| cmp::max(fee_msat, $directional_info.htlc_minimum_msat))
+ .map(|fee_msat| cmp::max(fee_msat, $candidate.htlc_minimum_msat()))
.unwrap_or_else(|| u64::max_value());
let hm_entry = dist.entry($src_node_id);
let old_entry = hm_entry.or_insert_with(|| {
- // If there was previously no known way to access
- // the source node (recall it goes payee-to-payer) of $chan_id, first add
- // a semi-dummy record just to compute the fees to reach the source node.
- // This will affect our decision on selecting $chan_id
+ // If there was previously no known way to access the source node
+ // (recall it goes payee-to-payer) of short_channel_id, first add a
+ // semi-dummy record just to compute the fees to reach the source node.
+ // This will affect our decision on selecting short_channel_id
// as a way to reach the $dest_node_id.
let mut fee_base_msat = u32::max_value();
let mut fee_proportional_millionths = u32::max_value();
}
PathBuildingHop {
node_id: $dest_node_id.clone(),
- short_channel_id: 0,
- channel_features: $chan_features,
+ candidate: $candidate.clone(),
fee_msat: 0,
- cltv_expiry_delta: 0,
src_lowest_inbound_fees: RoutingFees {
base_msat: fee_base_msat,
proportional_millionths: fee_proportional_millionths,
},
- channel_fees: $directional_info.fees,
next_hops_fee_msat: u64::max_value(),
hop_use_fee_msat: u64::max_value(),
total_fee_msat: u64::max_value(),
- htlc_minimum_msat: $directional_info.htlc_minimum_msat,
path_htlc_minimum_msat,
path_penalty_msat: u64::max_value(),
was_processed: false,
// Ignore hop_use_fee_msat for channel-from-us as we assume all channels-from-us
// will have the same effective-fee
if $src_node_id != our_node_id {
- match compute_fees(amount_to_transfer_over_msat, $directional_info.fees) {
+ match compute_fees(amount_to_transfer_over_msat, $candidate.fees()) {
// max_value means we'll always fail
// the old_entry.total_fee_msat > total_fee_msat check
None => total_fee_msat = u64::max_value(),
}
let path_penalty_msat = $next_hops_path_penalty_msat.checked_add(
- scorer.channel_penalty_msat($chan_id.clone(), amount_to_transfer_over_msat, Some(*available_liquidity_msat),
+ scorer.channel_penalty_msat(short_channel_id, amount_to_transfer_over_msat, *available_liquidity_msat,
&$src_node_id, &$dest_node_id)).unwrap_or_else(|| u64::max_value());
let new_graph_node = RouteGraphNode {
node_id: $src_node_id,
path_penalty_msat,
};
- // Update the way of reaching $src_node_id with the given $chan_id (from $dest_node_id),
+ // Update the way of reaching $src_node_id with the given short_channel_id (from $dest_node_id),
// if this way is cheaper than the already known
// (considering the cost to "reach" this channel from the route destination,
// the cost of using this channel,
old_entry.hop_use_fee_msat = hop_use_fee_msat;
old_entry.total_fee_msat = total_fee_msat;
old_entry.node_id = $dest_node_id.clone();
- old_entry.short_channel_id = $chan_id.clone();
- old_entry.channel_features = $chan_features;
+ old_entry.candidate = $candidate.clone();
old_entry.fee_msat = 0; // This value will be later filled with hop_use_fee_msat of the following channel
- old_entry.cltv_expiry_delta = $directional_info.cltv_expiry_delta as u32;
- old_entry.channel_fees = $directional_info.fees;
- old_entry.htlc_minimum_msat = $directional_info.htlc_minimum_msat;
old_entry.path_htlc_minimum_msat = path_htlc_minimum_msat;
old_entry.path_penalty_msat = path_penalty_msat;
#[cfg(any(test, feature = "fuzztarget"))]
if !skip_node {
if let Some(first_channels) = first_hop_targets.get(&$node_id) {
- for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels {
- add_entry!(first_hop, our_node_id, $node_id, dummy_directional_info, Some(outbound_capacity_msat / 1000), features, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta);
+ for details in first_channels {
+ let candidate = CandidateRouteHop::FirstHop { details };
+ add_entry!(candidate, our_node_id, $node_id, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta);
}
}
for chan_id in $node.channels.iter() {
let chan = network_channels.get(chan_id).unwrap();
if !chan.features.requires_unknown_bits() {
- if chan.node_one == $node_id {
- // ie $node is one, ie next hop in A* is two, via the two_to_one channel
- if first_hops.is_none() || chan.node_two != our_node_id {
- if let Some(two_to_one) = chan.two_to_one.as_ref() {
- if two_to_one.enabled {
- add_entry!(chan_id, chan.node_two, chan.node_one, two_to_one, chan.capacity_sats, &chan.features, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta);
- }
- }
- }
- } else {
- if first_hops.is_none() || chan.node_one != our_node_id{
- if let Some(one_to_two) = chan.one_to_two.as_ref() {
- if one_to_two.enabled {
- add_entry!(chan_id, chan.node_one, chan.node_two, one_to_two, chan.capacity_sats, &chan.features, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta);
- }
+ let (directed_channel, source) =
+ chan.as_directed_to(&$node_id).expect("inconsistent NetworkGraph");
+ if first_hops.is_none() || *source != our_node_id {
+ if let Some(direction) = directed_channel.direction() {
+ if direction.enabled {
+ let candidate = CandidateRouteHop::PublicHop {
+ info: directed_channel.with_update().unwrap(),
+ short_channel_id: *chan_id,
+ };
+ add_entry!(candidate, *source, $node_id, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta);
}
}
}
// If first hop is a private channel and the only way to reach the payee, this is the only
// place where it could be added.
if let Some(first_channels) = first_hop_targets.get(&payee_node_id) {
- for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels {
- let added = add_entry!(first_hop, our_node_id, payee_node_id, dummy_directional_info, Some(outbound_capacity_msat / 1000), features, 0, path_value_msat, 0, 0u64, 0);
- log_trace!(logger, "{} direct route to payee via SCID {}", if added { "Added" } else { "Skipped" }, first_hop);
+ for details in first_channels {
+ let candidate = CandidateRouteHop::FirstHop { details };
+ let added = add_entry!(candidate, our_node_id, payee_node_id, 0, path_value_msat, 0, 0u64, 0);
+ log_trace!(logger, "{} direct route to payee via SCID {}", if added { "Added" } else { "Skipped" }, candidate.short_channel_id());
}
}
let mut aggregate_next_hops_cltv_delta: u32 = 0;
for (idx, (hop, prev_hop_id)) in hop_iter.zip(prev_hop_iter).enumerate() {
- // BOLT 11 doesn't allow inclusion of features for the last hop hints, which
- // really sucks, cause we're gonna need that eventually.
- let hop_htlc_minimum_msat: u64 = hop.htlc_minimum_msat.unwrap_or(0);
-
- let directional_info = DummyDirectionalChannelInfo {
- cltv_expiry_delta: hop.cltv_expiry_delta as u32,
- htlc_minimum_msat: hop_htlc_minimum_msat,
- htlc_maximum_msat: hop.htlc_maximum_msat,
- fees: hop.fees,
- };
-
- // We want a value of final_value_msat * ROUTE_CAPACITY_PROVISION_FACTOR but we
- // need it to increment at each hop by the fee charged at later hops. Further,
- // we need to ensure we round up when we divide to get satoshis.
- let channel_cap_msat = final_value_msat
- .checked_mul(ROUTE_CAPACITY_PROVISION_FACTOR).and_then(|v| v.checked_add(aggregate_next_hops_fee_msat))
- .unwrap_or(u64::max_value());
- let channel_cap_sat = match channel_cap_msat.checked_add(999) {
- None => break, // We overflowed above, just ignore this route hint
- Some(val) => Some(val / 1000),
- };
-
- let src_node_id = NodeId::from_pubkey(&hop.src_node_id);
- let dest_node_id = NodeId::from_pubkey(&prev_hop_id);
+ let source = NodeId::from_pubkey(&hop.src_node_id);
+ let target = NodeId::from_pubkey(&prev_hop_id);
+ let candidate = network_channels
+ .get(&hop.short_channel_id)
+ .and_then(|channel| channel.as_directed_to(&target))
+ .and_then(|(channel, _)| channel.with_update())
+ .map(|info| CandidateRouteHop::PublicHop {
+ info,
+ short_channel_id: hop.short_channel_id,
+ })
+ .unwrap_or_else(|| CandidateRouteHop::PrivateHop { hint: hop });
+ let capacity_msat = candidate.effective_capacity().as_msat();
aggregate_next_hops_path_penalty_msat = aggregate_next_hops_path_penalty_msat
- .checked_add(scorer.channel_penalty_msat(hop.short_channel_id, final_value_msat, None, &src_node_id, &dest_node_id))
+ .checked_add(scorer.channel_penalty_msat(hop.short_channel_id, final_value_msat, capacity_msat, &source, &target))
.unwrap_or_else(|| u64::max_value());
aggregate_next_hops_cltv_delta = aggregate_next_hops_cltv_delta
.checked_add(hop.cltv_expiry_delta as u32)
.unwrap_or_else(|| u32::max_value());
- // We assume that the recipient only included route hints for routes which had
- // sufficient value to route `final_value_msat`. Note that in the case of "0-value"
- // invoices where the invoice does not specify value this may not be the case, but
- // better to include the hints than not.
- if !add_entry!(hop.short_channel_id, src_node_id, dest_node_id, directional_info, channel_cap_sat, &empty_channel_features, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta) {
+ if !add_entry!(candidate, source, target, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta) {
// If this hop was not used then there is no use checking the preceding hops
// in the RouteHint. We can break by just searching for a direct channel between
// last checked hop and first_hop_targets
// Searching for a direct channel between last checked hop and first_hop_targets
if let Some(first_channels) = first_hop_targets.get(&NodeId::from_pubkey(&prev_hop_id)) {
- for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels {
- add_entry!(first_hop, our_node_id , NodeId::from_pubkey(&prev_hop_id), dummy_directional_info, Some(outbound_capacity_msat / 1000), features, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta);
+ for details in first_channels {
+ let candidate = CandidateRouteHop::FirstHop { details };
+ add_entry!(candidate, our_node_id, NodeId::from_pubkey(&prev_hop_id), aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta);
}
}
.map_or(None, |inc| inc.checked_add(aggregate_next_hops_fee_msat));
aggregate_next_hops_fee_msat = if let Some(val) = hops_fee { val } else { break; };
+ let hop_htlc_minimum_msat = candidate.htlc_minimum_msat();
let hop_htlc_minimum_msat_inc = if let Some(val) = compute_fees(aggregate_next_hops_path_htlc_minimum_msat, hop.fees) { val } else { break; };
let hops_path_htlc_minimum = aggregate_next_hops_path_htlc_minimum_msat
.checked_add(hop_htlc_minimum_msat_inc);
// always assumes that the third argument is a node to which we have a
// path.
if let Some(first_channels) = first_hop_targets.get(&NodeId::from_pubkey(&hop.src_node_id)) {
- for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels {
- add_entry!(first_hop, our_node_id , NodeId::from_pubkey(&hop.src_node_id), dummy_directional_info, Some(outbound_capacity_msat / 1000), features, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta);
+ for details in first_channels {
+ let candidate = CandidateRouteHop::FirstHop { details };
+ add_entry!(candidate, our_node_id, NodeId::from_pubkey(&hop.src_node_id), aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta);
}
}
}
'path_walk: loop {
let mut features_set = false;
if let Some(first_channels) = first_hop_targets.get(&ordered_hops.last().unwrap().0.node_id) {
- for (scid, _, _, ref features) in first_channels {
- if *scid == ordered_hops.last().unwrap().0.short_channel_id {
- ordered_hops.last_mut().unwrap().1 = features.clone();
+ for details in first_channels {
+ if details.short_channel_id.unwrap() == ordered_hops.last().unwrap().0.candidate.short_channel_id() {
+ ordered_hops.last_mut().unwrap().1 = details.counterparty.features.to_context();
features_set = true;
break;
}
// so that fees paid for a HTLC forwarding on the current channel are
// associated with the previous channel (where they will be subtracted).
ordered_hops.last_mut().unwrap().0.fee_msat = new_entry.hop_use_fee_msat;
- ordered_hops.last_mut().unwrap().0.cltv_expiry_delta = new_entry.cltv_expiry_delta;
ordered_hops.push((new_entry.clone(), NodeFeatures::empty()));
}
ordered_hops.last_mut().unwrap().0.fee_msat = value_contribution_msat;
ordered_hops.last_mut().unwrap().0.hop_use_fee_msat = 0;
- ordered_hops.last_mut().unwrap().0.cltv_expiry_delta = final_cltv_expiry_delta;
log_trace!(logger, "Found a path back to us from the target with {} hops contributing up to {} msat: {:?}",
ordered_hops.len(), value_contribution_msat, ordered_hops);
// on the same liquidity in future paths.
let mut prevented_redundant_path_selection = false;
for (payment_hop, _) in payment_path.hops.iter() {
- let channel_liquidity_available_msat = bookkept_channels_liquidity_available_msat.get_mut(&payment_hop.short_channel_id).unwrap();
+ let channel_liquidity_available_msat = bookkept_channels_liquidity_available_msat.get_mut(&payment_hop.candidate.short_channel_id()).unwrap();
let mut spent_on_hop_msat = value_contribution_msat;
let next_hops_fee_msat = payment_hop.next_hops_fee_msat;
spent_on_hop_msat += next_hops_fee_msat;
// If we weren't capped by hitting a liquidity limit on a channel in the path,
// we'll probably end up picking the same path again on the next iteration.
// Decrease the available liquidity of a hop in the middle of the path.
- let victim_scid = payment_path.hops[(payment_path.hops.len() - 1) / 2].0.short_channel_id;
+ let victim_scid = payment_path.hops[(payment_path.hops.len() - 1) / 2].0.candidate.short_channel_id();
log_trace!(logger, "Disabling channel {} for future path building iterations to avoid duplicates.", victim_scid);
let victim_liquidity = bookkept_channels_liquidity_available_msat.get_mut(&victim_scid).unwrap();
*victim_liquidity = 0;
// Now, substract the overpaid value from the most-expensive path.
// TODO: this could also be optimized by also sorting by feerate_per_sat_routed,
// so that the sender pays less fees overall. And also htlc_minimum_msat.
- cur_route.sort_by_key(|path| { path.hops.iter().map(|hop| hop.0.channel_fees.proportional_millionths as u64).sum::<u64>() });
+ cur_route.sort_by_key(|path| { path.hops.iter().map(|hop| hop.0.candidate.fees().proportional_millionths as u64).sum::<u64>() });
let expensive_payment_path = cur_route.first_mut().unwrap();
// We already dropped all the small channels above, meaning all the
// remaining channels are larger than remaining overpaid_value_msat.
drawn_routes.sort_by_key(|paths| paths.iter().map(|path| path.get_total_fee_paid_msat()).sum::<u64>());
let mut selected_paths = Vec::<Vec<Result<RouteHop, LightningError>>>::new();
for payment_path in drawn_routes.first().unwrap() {
- selected_paths.push(payment_path.hops.iter().map(|(payment_hop, node_features)| {
+ let mut path = payment_path.hops.iter().map(|(payment_hop, node_features)| {
Ok(RouteHop {
pubkey: PublicKey::from_slice(payment_hop.node_id.as_slice()).map_err(|_| LightningError{err: format!("Public key {:?} is invalid", &payment_hop.node_id), action: ErrorAction::IgnoreAndLog(Level::Trace)})?,
node_features: node_features.clone(),
- short_channel_id: payment_hop.short_channel_id,
- channel_features: payment_hop.channel_features.clone(),
+ short_channel_id: payment_hop.candidate.short_channel_id(),
+ channel_features: payment_hop.candidate.features(),
fee_msat: payment_hop.fee_msat,
- cltv_expiry_delta: payment_hop.cltv_expiry_delta,
+ cltv_expiry_delta: payment_hop.candidate.cltv_expiry_delta(),
})
- }).collect());
+ }).collect::<Vec<_>>();
+ // Propagate the cltv_expiry_delta one hop backwards since the delta from the current hop is
+ // applicable for the previous hop.
+ path.iter_mut().rev().fold(final_cltv_expiry_delta, |prev_cltv_expiry_delta, hop| {
+ core::mem::replace(&mut hop.as_mut().unwrap().cltv_expiry_delta, prev_cltv_expiry_delta)
+ });
+ selected_paths.push(path);
}
if let Some(features) = &payment_params.features {
#[cfg(test)]
mod tests {
- use routing::scoring::Score;
+ use routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Score};
use routing::network_graph::{NetworkGraph, NetGraphMsgHandler, NodeId};
use routing::router::{get_route, PaymentParameters, Route, RouteHint, RouteHintHop, RouteHop, RoutingFees};
use chain::transaction::OutPoint;
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Simple route to 2 via 1
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Simple route to 2 via 1
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Simple route to 2 via 1
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// A route to node#2 via two paths.
// One path allows transferring 35-40 sats, another one also allows 35-40 sats.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// // Disable channels 4 and 12 by flags=2
update_channel(&net_graph_msg_handler, &secp_ctx, &privkeys[1], UnsignedChannelUpdate {
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (_, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Disable nodes 1, 2, and 8 by requiring unknown feature bits
let unknown_features = NodeFeatures::known().set_unknown_feature_required();
fn our_chans_test() {
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Route to 1 via 2 and 3 because our channel to 1 is disabled
let payment_params = PaymentParameters::from_node_id(nodes[0]);
fn partial_route_hint_test() {
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Simple test across 2, 3, 5, and 4 via a last_hop channel
// Tests the behaviour when the RouteHint contains a suboptimal hop.
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(empty_last_hop(&nodes));
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Test handling of an empty RouteHint passed in Invoice.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (_, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(multi_hint_last_hops(&nodes));
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Test through channels 2, 3, 5, 8.
// Test shows that multiple hop hints are considered.
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(last_hops_with_public_channel(&nodes));
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// This test shows that public routes can be present in the invoice
// which would be handled in the same manner.
// If we have a peer in the node map, we'll use their features here since we don't have
// a way of figuring out their features from the invoice:
assert_eq!(route.paths[0][3].node_features.le_flags(), &id_to_feature_flags(4));
- assert_eq!(route.paths[0][3].channel_features.le_flags(), &Vec::<u8>::new());
+ assert_eq!(route.paths[0][3].channel_features.le_flags(), &id_to_feature_flags(11));
assert_eq!(route.paths[0][4].pubkey, nodes[6]);
assert_eq!(route.paths[0][4].short_channel_id, 8);
fn our_chans_last_hop_connect_test() {
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Simple test with outbound channel to 4 to test that last_hops and first_hops connect
let our_chans = vec![get_channel_details(Some(42), nodes[3].clone(), InitFeatures::from_le_bytes(vec![0b11]), 250_000_000)];
}]);
let payment_params = PaymentParameters::from_node_id(target_node_id).with_route_hints(vec![last_hops]);
let our_chans = vec![get_channel_details(Some(42), middle_node_id, InitFeatures::from_le_bytes(vec![0b11]), outbound_capacity_msat)];
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
get_route(&source_node_id, &payment_params, &NetworkGraph::new(genesis_block(Network::Testnet).header.block_hash()), Some(&our_chans.iter().collect::<Vec<_>>()), route_val, 42, &test_utils::TestLogger::new(), &scorer)
}
let (secp_ctx, network_graph, mut net_graph_msg_handler, chain_monitor, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
// We will use a simple single-path route from
// one of the latter hops is limited.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known());
// Path via {node7, node2, node4} is channels {12, 13, 6, 11}.
fn ignore_fee_first_hop_test() {
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
// Path via node0 is channels {1, 3}. Limit them to 100 and 50 sats (total limit 50).
fn simple_mpp_route_test() {
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
// We need a route consisting of 3 paths:
fn long_mpp_route_test() {
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known());
// We need a route consisting of 3 paths:
fn mpp_cheaper_route_test() {
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known());
// This test checks that if we have two cheaper paths and one more expensive path,
// if the fee is not properly accounted for, the behavior is different.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known());
// We need a route consisting of 2 paths:
// This bug appeared in production in some specific channel configurations.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(PublicKey::from_slice(&[02; 33]).unwrap()).with_features(InvoiceFeatures::known())
.with_route_hints(vec![RouteHint(vec![RouteHintHop {
src_node_id: nodes[2],
// path finding we realize that we found more capacity than we need.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
// We need a route consisting of 3 paths:
let network_graph = Arc::new(NetworkGraph::new(genesis_block(Network::Testnet).header.block_hash()));
let net_graph_msg_handler = NetGraphMsgHandler::new(Arc::clone(&network_graph), None, Arc::clone(&logger));
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[6]);
add_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, &privkeys[1], ChannelFeatures::from_le_bytes(id_to_feature_flags(6)), 6);
// we calculated fees on a higher value, resulting in us ignoring such paths.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, _, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[2]);
// We modify the graph to set the htlc_maximum of channel 2 to below the value we wish to
// resulting in us thinking there is no possible path, even if other paths exist.
let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph();
let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known());
// We modify the graph to set the htlc_minimum of channel 2 and 4 as needed - channel 2
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
let logger = Arc::new(test_utils::TestLogger::new());
let network_graph = NetworkGraph::new(genesis_block(Network::Testnet).header.block_hash());
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let payment_params = PaymentParameters::from_node_id(nodes[0]).with_features(InvoiceFeatures::known());
{
let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(last_hops(&nodes));
// Without penalizing each hop 100 msats, a longer path with lower fees is chosen.
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let route = get_route(
&our_id, &payment_params, &network_graph, None, 100, 42,
Arc::clone(&logger), &scorer
// Applying a 100 msat penalty to each hop results in taking channels 7 and 10 to nodes[6]
// from nodes[2] rather than channel 6, 11, and 8, even though the longer path is cheaper.
- let scorer = test_utils::TestScorer::with_fixed_penalty(100);
+ let scorer = test_utils::TestScorer::with_penalty(100);
let route = get_route(
&our_id, &payment_params, &network_graph, None, 100, 42,
Arc::clone(&logger), &scorer
fn write<W: Writer>(&self, _w: &mut W) -> Result<(), ::io::Error> { unimplemented!() }
}
impl Score for BadChannelScorer {
- fn channel_penalty_msat(&self, short_channel_id: u64, _send_amt: u64, _chan_amt: Option<u64>, _source: &NodeId, _target: &NodeId) -> u64 {
+ fn channel_penalty_msat(&self, short_channel_id: u64, _send_amt: u64, _capacity_msat: u64, _source: &NodeId, _target: &NodeId) -> u64 {
if short_channel_id == self.short_channel_id { u64::max_value() } else { 0 }
}
}
impl Score for BadNodeScorer {
- fn channel_penalty_msat(&self, _short_channel_id: u64, _send_amt: u64, _chan_amt: Option<u64>, _source: &NodeId, target: &NodeId) -> u64 {
+ fn channel_penalty_msat(&self, _short_channel_id: u64, _send_amt: u64, _capacity_msat: u64, _source: &NodeId, target: &NodeId) -> u64 {
if *target == self.node_id { u64::max_value() } else { 0 }
}
let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(last_hops(&nodes));
// A path to nodes[6] exists when no penalties are applied to any channel.
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
let route = get_route(
&our_id, &payment_params, &network_graph, None, 100, 42,
Arc::clone(&logger), &scorer
let (secp_ctx, network_graph, _, _, logger) = build_graph();
let (_, our_id, _, nodes) = get_nodes(&secp_ctx);
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
+ let scorer = test_utils::TestScorer::with_penalty(0);
// Make sure that generally there is at least one route available
let feasible_max_total_cltv_delta = 1008;
},
};
let graph = NetworkGraph::read(&mut d).unwrap();
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
// First, get 100 (source, destination) pairs for which route-getting actually succeeds...
let mut seed = random_init_seed() as usize;
let dst = PublicKey::from_slice(nodes.keys().skip(seed % nodes.len()).next().unwrap().as_slice()).unwrap();
let payment_params = PaymentParameters::from_node_id(dst);
let amt = seed as u64 % 200_000_000;
+ let params = ProbabilisticScoringParameters::default();
+ let scorer = ProbabilisticScorer::new(params, &graph);
if get_route(src, &payment_params, &graph, None, amt, 42, &test_utils::TestLogger::new(), &scorer).is_ok() {
continue 'load_endpoints;
}
},
};
let graph = NetworkGraph::read(&mut d).unwrap();
- let scorer = test_utils::TestScorer::with_fixed_penalty(0);
// First, get 100 (source, destination) pairs for which route-getting actually succeeds...
let mut seed = random_init_seed() as usize;
let dst = PublicKey::from_slice(nodes.keys().skip(seed % nodes.len()).next().unwrap().as_slice()).unwrap();
let payment_params = PaymentParameters::from_node_id(dst).with_features(InvoiceFeatures::known());
let amt = seed as u64 % 200_000_000;
+ let params = ProbabilisticScoringParameters::default();
+ let scorer = ProbabilisticScorer::new(params, &graph);
if get_route(src, &payment_params, &graph, None, amt, 42, &test_utils::TestLogger::new(), &scorer).is_ok() {
continue 'load_endpoints;
}
use chain::transaction::OutPoint;
use ln::channelmanager::{ChannelCounterparty, ChannelDetails};
use ln::features::{InitFeatures, InvoiceFeatures};
- use routing::scoring::Scorer;
+ use routing::scoring::{FixedPenaltyScorer, ProbabilisticScorer, ProbabilisticScoringParameters, Scorer};
use util::logger::{Logger, Record};
use test::Bencher;
fn log(&self, _record: &Record) {}
}
- struct ZeroPenaltyScorer;
- impl Score for ZeroPenaltyScorer {
- fn channel_penalty_msat(
- &self, _short_channel_id: u64, _send_amt: u64, _capacity_msat: Option<u64>, _source: &NodeId, _target: &NodeId
- ) -> u64 { 0 }
- fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
- fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
- }
-
fn read_network_graph() -> NetworkGraph {
let mut d = test_utils::get_route_file().unwrap();
NetworkGraph::read(&mut d).unwrap()
#[bench]
fn generate_routes_with_zero_penalty_scorer(bench: &mut Bencher) {
let network_graph = read_network_graph();
- let scorer = ZeroPenaltyScorer;
+ let scorer = FixedPenaltyScorer::with_penalty(0);
generate_routes(bench, &network_graph, scorer, InvoiceFeatures::empty());
}
#[bench]
fn generate_mpp_routes_with_zero_penalty_scorer(bench: &mut Bencher) {
let network_graph = read_network_graph();
- let scorer = ZeroPenaltyScorer;
+ let scorer = FixedPenaltyScorer::with_penalty(0);
generate_routes(bench, &network_graph, scorer, InvoiceFeatures::known());
}
generate_routes(bench, &network_graph, scorer, InvoiceFeatures::known());
}
+ #[bench]
+ fn generate_routes_with_probabilistic_scorer(bench: &mut Bencher) {
+ let network_graph = read_network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ generate_routes(bench, &network_graph, scorer, InvoiceFeatures::empty());
+ }
+
+ #[bench]
+ fn generate_mpp_routes_with_probabilistic_scorer(bench: &mut Bencher) {
+ let network_graph = read_network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ generate_routes(bench, &network_graph, scorer, InvoiceFeatures::known());
+ }
+
fn generate_routes<S: Score>(
bench: &mut Bencher, graph: &NetworkGraph, mut scorer: S, features: InvoiceFeatures
) {
//! Utilities for scoring payment channels.
//!
-//! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a
-//! custom [`Score`] implementation is not needed.
+//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
+//! finding when a custom [`Score`] implementation is not needed.
//!
//! # Example
//!
//! #
//! # use lightning::routing::network_graph::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
-//! # use lightning::routing::scoring::{Scorer, ScoringParameters};
+//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
//! # use lightning::util::logger::{Logger, Record};
//! # use secp256k1::key::PublicKey;
//! #
//! # impl Logger for FakeLogger {
//! # fn log(&self, record: &Record) { unimplemented!() }
//! # }
-//! # fn find_scored_route(payer: PublicKey, params: RouteParameters, network_graph: NetworkGraph) {
+//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
//! # let logger = FakeLogger {};
//! #
//! // Use the default channel penalties.
-//! let scorer = Scorer::default();
+//! let params = ProbabilisticScoringParameters::default();
+//! let scorer = ProbabilisticScorer::new(params, &network_graph);
//!
//! // Or use custom channel penalties.
-//! let scorer = Scorer::new(ScoringParameters {
-//! base_penalty_msat: 1000,
-//! failure_penalty_msat: 2 * 1024 * 1000,
-//! ..ScoringParameters::default()
-//! });
+//! let params = ProbabilisticScoringParameters {
+//! liquidity_penalty_multiplier_msat: 2 * 1000,
+//! ..ProbabilisticScoringParameters::default()
+//! };
+//! let scorer = ProbabilisticScorer::new(params, &network_graph);
//!
-//! let route = find_route(&payer, ¶ms, &network_graph, None, &logger, &scorer);
+//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer);
//! # }
//! ```
//!
//! [`find_route`]: crate::routing::router::find_route
use ln::msgs::DecodeError;
-use routing::network_graph::NodeId;
+use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
-use util::ser::{Readable, Writeable, Writer};
+use util::ser::{Readable, ReadableArgs, Writeable, Writer};
use prelude::*;
use core::cell::{RefCell, RefMut};
-use core::ops::DerefMut;
+use core::ops::{Deref, DerefMut};
use core::time::Duration;
use io::{self, Read};
use sync::{Mutex, MutexGuard};
/// 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`.
///
- /// The channel's capacity (less any other MPP parts which are also being considered for use in
- /// the same payment) is given by `channel_capacity_msat`. It may be guessed from various
- /// sources or assumed from no data at all.
- ///
- /// For hints provided in the invoice, we assume the channel has sufficient capacity to accept
- /// the invoice's full amount, and provide a `channel_capacity_msat` of `None`. In all other
- /// cases it is set to `Some`, even if we're guessing at the channel value.
- ///
- /// Your code should be overflow-safe through a `channel_capacity_msat` of 21 million BTC.
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option<u64>, source: &NodeId, target: &NodeId) -> u64;
+ /// The channel's capacity (less any other MPP parts that are also being considered for use in
+ /// the same payment) is given by `capacity_msat`. It may be determined from various sources
+ /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
+ /// [`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, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
/// Handles updating channel penalties after failing to route through a channel.
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
}
impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
- fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option<u64>, source: &NodeId, target: &NodeId) -> u64 {
- self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, channel_capacity_msat, source, target)
+ fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
+ self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
}
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
}
}
+/// [`Score`] implementation that uses a fixed penalty.
+pub struct FixedPenaltyScorer {
+ penalty_msat: u64,
+}
+
+impl_writeable_tlv_based!(FixedPenaltyScorer, {
+ (0, penalty_msat, required),
+});
+
+impl FixedPenaltyScorer {
+ /// Creates a new scorer using `penalty_msat`.
+ pub fn with_penalty(penalty_msat: u64) -> Self {
+ Self { penalty_msat }
+ }
+}
+
+impl Score for FixedPenaltyScorer {
+ fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
+ self.penalty_msat
+ }
+
+ fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
+
+ fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
+}
+
/// [`Score`] implementation that provides reasonable default behavior.
///
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
///
-/// See [module-level documentation] for usage.
-///
-/// [module-level documentation]: crate::routing::scoring
-#[cfg(not(feature = "no-std"))]
-pub type Scorer = ScorerUsingTime::<std::time::Instant>;
-/// [`Score`] implementation that provides reasonable default behavior.
+/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
///
-/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
-/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
+/// # Note
///
-/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
///
/// [module-level documentation]: crate::routing::scoring
+#[deprecated(
+ since = "0.0.105",
+ note = "ProbabilisticScorer should be used instead of Scorer.",
+)]
+pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
+
+#[cfg(not(feature = "no-std"))]
+type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
-pub type Scorer = ScorerUsingTime::<time::Eternity>;
+type ConfiguredTime = time::Eternity;
// Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
// doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
/// [`Score`] implementation.
///
-/// See [`Scorer`] for details.
-///
-/// # Note
-///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
-///
/// (C-not exported) generally all users should use the [`Scorer`] type alias.
+#[doc(hidden)]
pub struct ScorerUsingTime<T: Time> {
params: ScoringParameters,
// TODO: Remove entries of closed channels.
///
/// Successfully routing through a channel will immediately cut the penalty in half as well.
///
+ /// Default value: 1 hour
+ ///
/// # Note
///
/// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
channel_failures: HashMap::new(),
}
}
-
- /// Creates a new scorer using `penalty_msat` as a fixed channel penalty.
- #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))]
- pub fn with_fixed_penalty(penalty_msat: u64) -> Self {
- Self::new(ScoringParameters {
- base_penalty_msat: penalty_msat,
- failure_penalty_msat: 0,
- failure_penalty_half_life: Duration::from_secs(0),
- overuse_penalty_start_1024th: 1024,
- overuse_penalty_msat_per_1024th: 0,
- })
- }
}
impl<T: Time> ChannelFailure<T> {
impl<T: Time> Score for ScorerUsingTime<T> {
fn channel_penalty_msat(
- &self, short_channel_id: u64, send_amt_msat: u64, chan_capacity_opt: Option<u64>, _source: &NodeId, _target: &NodeId
+ &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
) -> u64 {
let failure_penalty_msat = self.channel_failures
.get(&short_channel_id)
.map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
-
- if let Some(chan_capacity_msat) = chan_capacity_opt {
- let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / chan_capacity_msat;
-
- if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
- penalty_msat = penalty_msat.checked_add(
- (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
- .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
- .unwrap_or(u64::max_value());
- }
+ let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
+ if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
+ penalty_msat = penalty_msat.checked_add(
+ (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
+ .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
+ .unwrap_or(u64::max_value());
}
penalty_msat
}
}
+/// [`Score`] implementation using channel success probability distributions.
+///
+/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
+/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
+/// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
+/// Then the negative `log10` of the success probability is used to determine the cost of routing a
+/// specific HTLC amount through a channel.
+///
+/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
+/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
+/// [`ProbabilisticScoringParameters`] for details.
+///
+/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
+/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
+/// volume are more likely to experience failed payment paths, which would need to be retried.
+///
+/// # Note
+///
+/// Mixing the `no-std` feature between serialization and deserialization results in undefined
+/// behavior.
+///
+/// [1]: https://arxiv.org/abs/2107.05322
+pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
+
+/// Probabilistic [`Score`] implementation.
+///
+/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
+#[doc(hidden)]
+pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
+ params: ProbabilisticScoringParameters,
+ network_graph: G,
+ // TODO: Remove entries of closed channels.
+ channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
+}
+
+/// Parameters for configuring [`ProbabilisticScorer`].
+#[derive(Clone, Copy)]
+pub struct ProbabilisticScoringParameters {
+ /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
+ /// through a channel, as per multiplying by the negative `log10` of the channel's success
+ /// probability for a payment.
+ ///
+ /// The success probability is determined by the effective channel capacity, the payment amount,
+ /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
+ /// the success probability is 0.01, effectively limiting the penalty to the range
+ /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
+ /// on [`liquidity_offset_half_life`].
+ ///
+ /// Default value: 10,000 msat
+ ///
+ /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
+ pub liquidity_penalty_multiplier_msat: u64,
+
+ /// The time required to elapse before any knowledge learned about channel liquidity balances is
+ /// cut in half.
+ ///
+ /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
+ /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
+ /// the certainty of the channel liquidity balance.
+ ///
+ /// Default value: 1 hour
+ ///
+ /// # 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_writeable_tlv_based!(ProbabilisticScoringParameters, {
+ (0, liquidity_penalty_multiplier_msat, required),
+ (2, liquidity_offset_half_life, required),
+});
+
+/// Accounting for channel liquidity balance uncertainty.
+///
+/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
+/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
+/// offset fields gives the opposite direction.
+struct ChannelLiquidity<T: Time> {
+ /// Lower channel liquidity bound in terms of an offset from zero.
+ min_liquidity_offset_msat: u64,
+
+ /// Upper channel liquidity bound in terms of an offset from the effective capacity.
+ max_liquidity_offset_msat: u64,
+
+ /// Time when the liquidity bounds were last modified.
+ last_updated: T,
+}
+
+/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
+/// decayed with a given half life.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
+ min_liquidity_offset_msat: L,
+ max_liquidity_offset_msat: L,
+ capacity_msat: u64,
+ last_updated: U,
+ now: T,
+ half_life: Duration,
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
+ /// 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) -> Self {
+ Self {
+ params,
+ network_graph,
+ channel_liquidities: HashMap::new(),
+ }
+ }
+
+ #[cfg(test)]
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
+ assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
+ self
+ }
+}
+
+impl Default for ProbabilisticScoringParameters {
+ fn default() -> Self {
+ Self {
+ liquidity_penalty_multiplier_msat: 10_000,
+ liquidity_offset_half_life: Duration::from_secs(3600),
+ }
+ }
+}
+
+impl<T: Time> ChannelLiquidity<T> {
+ #[inline]
+ fn new() -> Self {
+ Self {
+ min_liquidity_offset_msat: 0,
+ max_liquidity_offset_msat: 0,
+ last_updated: T::now(),
+ }
+ }
+
+ /// Returns a view of the channel liquidity directed from `source` to `target` assuming
+ /// `capacity_msat`.
+ fn as_directed(
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
+ ) -> DirectedChannelLiquidity<&u64, T, &T> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
+ (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
+ } else {
+ (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
+ };
+
+ DirectedChannelLiquidity {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ capacity_msat,
+ last_updated: &self.last_updated,
+ now: T::now(),
+ half_life,
+ }
+ }
+
+ /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
+ /// `capacity_msat`.
+ fn as_directed_mut(
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
+ ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
+ let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
+ (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
+ } else {
+ (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
+ };
+
+ DirectedChannelLiquidity {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ capacity_msat,
+ last_updated: &mut self.last_updated,
+ now: T::now(),
+ half_life,
+ }
+ }
+}
+
+impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
+ /// Returns the success probability of routing the given HTLC `amount_msat` through the channel
+ /// in this direction.
+ fn success_probability(&self, amount_msat: u64) -> f64 {
+ let max_liquidity_msat = self.max_liquidity_msat();
+ let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
+ if amount_msat > max_liquidity_msat {
+ 0.0
+ } else if amount_msat <= min_liquidity_msat {
+ 1.0
+ } else {
+ let numerator = max_liquidity_msat + 1 - amount_msat;
+ let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
+ numerator as f64 / denominator as f64
+ }.max(0.01) // Lower bound the success probability to ensure some channel is selected.
+ }
+
+ /// Returns the lower bound of the channel liquidity balance in this direction.
+ fn min_liquidity_msat(&self) -> u64 {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ }
+
+ /// 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)
+ }
+
+ fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
+ self.now.duration_since(*self.last_updated).as_secs()
+ .checked_div(self.half_life.as_secs())
+ .and_then(|decays| offset_msat.checked_shr(decays as u32))
+ .unwrap_or(0)
+ }
+}
+
+impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
+ /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
+ fn failed_at_channel(&mut self, amount_msat: u64) {
+ if amount_msat < self.max_liquidity_msat() {
+ self.set_max_liquidity_msat(amount_msat);
+ }
+ }
+
+ /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
+ fn failed_downstream(&mut self, amount_msat: u64) {
+ if amount_msat > self.min_liquidity_msat() {
+ self.set_min_liquidity_msat(amount_msat);
+ }
+ }
+
+ /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
+ fn successful(&mut self, amount_msat: u64) {
+ let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
+ self.set_max_liquidity_msat(max_liquidity_msat);
+ }
+
+ /// Adjusts the lower bound of the channel liquidity balance in this direction.
+ fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
+ *self.min_liquidity_offset_msat = amount_msat;
+ *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.max_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
+ }
+
+ /// Adjusts the upper bound of the channel liquidity balance in this direction.
+ fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
+ *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
+ *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
+ 0
+ } else {
+ self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ };
+ *self.last_updated = self.now;
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
+ fn channel_penalty_msat(
+ &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
+ target: &NodeId
+ ) -> u64 {
+ let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ let success_probability = self.channel_liquidities
+ .get(&short_channel_id)
+ .unwrap_or(&ChannelLiquidity::new())
+ .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
+ .success_probability(amount_msat);
+ // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
+ // u64::max_value instead.
+ debug_assert!(success_probability > core::f64::EPSILON);
+ (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64
+ }
+
+ fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ let network_graph = self.network_graph.read_only();
+ for hop in path {
+ 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));
+
+ // 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 {
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+ .failed_at_channel(amount_msat);
+ break;
+ }
+
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+ .failed_downstream(amount_msat);
+ }
+ }
+ }
+
+ fn payment_path_successful(&mut self, path: &[&RouteHop]) {
+ let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
+ let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
+ let network_graph = self.network_graph.read_only();
+ for hop in path {
+ 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));
+
+ // Only score announced channels.
+ if let Some((channel, source)) = channel_directed_from_source {
+ let capacity_msat = channel.effective_capacity().as_msat();
+ self.channel_liquidities
+ .entry(hop.short_channel_id)
+ .or_insert_with(ChannelLiquidity::new)
+ .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
+ .successful(amount_msat);
+ }
+ }
+ }
+}
+
+impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {
+ (0, self.channel_liquidities, required)
+ });
+ Ok(())
+ }
+}
+
+impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
+where
+ G: Deref<Target = NetworkGraph>,
+ T: Time,
+{
+ #[inline]
+ fn read<R: Read>(
+ r: &mut R, args: (ProbabilisticScoringParameters, G)
+ ) -> Result<Self, DecodeError> {
+ let (params, network_graph) = args;
+ let mut channel_liquidities = HashMap::new();
+ read_tlv_fields!(r, {
+ (0, channel_liquidities, required)
+ });
+ Ok(Self {
+ params,
+ network_graph,
+ channel_liquidities,
+ })
+ }
+}
+
+impl<T: Time> Writeable for ChannelLiquidity<T> {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
+ write_tlv_fields!(w, {
+ (0, self.min_liquidity_offset_msat, required),
+ (2, self.max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
+ });
+ Ok(())
+ }
+}
+
+impl<T: Time> Readable for ChannelLiquidity<T> {
+ #[inline]
+ fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
+ let mut min_liquidity_offset_msat = 0;
+ let mut max_liquidity_offset_msat = 0;
+ let mut duration_since_epoch = Duration::from_secs(0);
+ read_tlv_fields!(r, {
+ (0, min_liquidity_offset_msat, required),
+ (2, max_liquidity_offset_msat, required),
+ (4, duration_since_epoch, required),
+ });
+ Ok(Self {
+ min_liquidity_offset_msat,
+ max_liquidity_offset_msat,
+ last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
+ })
+ }
+}
+
pub(crate) mod time {
use core::ops::Sub;
use core::time::Duration;
/// A measurement of time.
- pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
+ pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
/// Returns an instance corresponding to the current moment.
fn now() -> Self;
/// Returns the amount of time elapsed since `self` was created.
fn elapsed(&self) -> Duration;
+ /// Returns the amount of time passed between `earlier` and `self`.
+ fn duration_since(&self, earlier: Self) -> Duration;
+
/// Returns the amount of time passed since the beginning of [`Time`].
///
/// Used during (de-)serialization.
}
/// A state in which time has no meaning.
- #[derive(Debug, PartialEq, Eq)]
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
pub struct Eternity;
#[cfg(not(feature = "no-std"))]
std::time::Instant::now()
}
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.duration_since(earlier)
+ }
+
fn duration_since_epoch() -> Duration {
use std::time::SystemTime;
SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
Self
}
+ fn duration_since(&self, _earlier: Self) -> Duration {
+ Duration::from_secs(0)
+ }
+
fn duration_since_epoch() -> Duration {
Duration::from_secs(0)
}
#[cfg(test)]
mod tests {
- use super::{ScoringParameters, ScorerUsingTime, Time};
+ use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
use super::time::Eternity;
use ln::features::{ChannelFeatures, NodeFeatures};
+ use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
use routing::scoring::Score;
- use routing::network_graph::NodeId;
+ use routing::network_graph::{NetworkGraph, NodeId};
use routing::router::RouteHop;
- use util::ser::{Readable, Writeable};
+ use util::ser::{Readable, ReadableArgs, Writeable};
- use bitcoin::secp256k1::PublicKey;
+ use bitcoin::blockdata::constants::genesis_block;
+ use bitcoin::hashes::Hash;
+ use bitcoin::hashes::sha256d::Hash as Sha256dHash;
+ use bitcoin::network::constants::Network;
+ use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
use core::cell::Cell;
use core::ops::Sub;
use core::time::Duration;
use io;
+ // `Time` tests
+
/// Time that can be advanced manually in tests.
- #[derive(Debug, PartialEq, Eq)]
+ #[derive(Clone, Copy, Debug, PartialEq, Eq)]
struct SinceEpoch(Duration);
impl SinceEpoch {
Self(Self::duration_since_epoch())
}
+ fn duration_since(&self, earlier: Self) -> Duration {
+ self.0 - earlier.0
+ }
+
fn duration_since_epoch() -> Duration {
Self::ELAPSED.with(|elapsed| elapsed.get())
}
assert_eq!(later - elapsed, now);
}
+ // `Scorer` tests
+
/// A scorer for testing with time that can be manually advanced.
type Scorer = ScorerUsingTime::<SinceEpoch>;
+ fn source_privkey() -> SecretKey {
+ SecretKey::from_slice(&[42; 32]).unwrap()
+ }
+
+ fn target_privkey() -> SecretKey {
+ SecretKey::from_slice(&[43; 32]).unwrap()
+ }
+
+ fn source_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &source_privkey())
+ }
+
+ fn target_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &target_privkey())
+ }
+
fn source_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("02eec7245d6b7d2ccb30380bfbe2a3648cd7a942653f5aa340edcea1f283686619").unwrap()[..]).unwrap())
+ NodeId::from_pubkey(&source_pubkey())
}
fn target_node_id() -> NodeId {
- NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("0324653eac434488002cc06bbfb7f10fe18991e35f9fe4302dbea6d2353dc0ab1c").unwrap()[..]).unwrap())
+ NodeId::from_pubkey(&target_pubkey())
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_192);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(9));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(1));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
SinceEpoch::advance(Duration::from_secs(10 * 8));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_001);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
// An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
// cause an overflow.
SinceEpoch::advance(Duration::from_secs(10 * 64));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_768);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_384);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
}
#[test]
});
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
let hop = RouteHop {
pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
cltv_expiry_delta: 18,
};
scorer.payment_path_successful(&[&hop]);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_064);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
}
#[test]
let target = target_node_id();
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
scorer.payment_path_failed(&[], 43);
- assert_eq!(scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
- assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
}
#[test]
let target = target_node_id();
scorer.payment_path_failed(&[], 42);
- assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
SinceEpoch::advance(Duration::from_secs(10));
let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_256);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
}
#[test]
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, None, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 1_000, Some(1_024_000), &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256_999, Some(1_024_000), &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 257_000, Some(1_024_000), &source, &target), 100);
- assert_eq!(scorer.channel_penalty_msat(42, 258_000, Some(1_024_000), &source, &target), 200);
- assert_eq!(scorer.channel_penalty_msat(42, 512_000, Some(1_024_000), &source, &target), 256 * 100);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
+ assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
+ }
+
+ // `ProbabilisticScorer` tests
+
+ /// A probabilistic scorer for testing with time that can be manually advanced.
+ type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
+
+ fn sender_privkey() -> SecretKey {
+ SecretKey::from_slice(&[41; 32]).unwrap()
+ }
+
+ fn recipient_privkey() -> SecretKey {
+ SecretKey::from_slice(&[45; 32]).unwrap()
+ }
+
+ fn sender_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
+ }
+
+ fn recipient_pubkey() -> PublicKey {
+ let secp_ctx = Secp256k1::new();
+ PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
+ }
+
+ fn sender_node_id() -> NodeId {
+ NodeId::from_pubkey(&sender_pubkey())
+ }
+
+ fn recipient_node_id() -> NodeId {
+ NodeId::from_pubkey(&recipient_pubkey())
+ }
+
+ fn network_graph() -> NetworkGraph {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let mut network_graph = NetworkGraph::new(genesis_hash);
+ add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
+ add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
+
+ network_graph
+ }
+
+ fn add_channel(
+ network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
+ node_2_key: SecretKey
+ ) {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
+ let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
+ let secp_ctx = Secp256k1::new();
+ let unsigned_announcement = UnsignedChannelAnnouncement {
+ features: ChannelFeatures::known(),
+ 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),
+ excess_data: Vec::new(),
+ };
+ let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
+ let signed_announcement = ChannelAnnouncement {
+ node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
+ node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
+ bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
+ bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
+ contents: unsigned_announcement,
+ };
+ let chain_source: Option<&::util::test_utils::TestChainSource> = None;
+ network_graph.update_channel_from_announcement(
+ &signed_announcement, &chain_source, &secp_ctx).unwrap();
+ update_channel(network_graph, short_channel_id, node_1_key, 0);
+ update_channel(network_graph, short_channel_id, node_2_key, 1);
+ }
+
+ fn update_channel(
+ network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
+ ) {
+ let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
+ let secp_ctx = Secp256k1::new();
+ let unsigned_update = UnsignedChannelUpdate {
+ chain_hash: genesis_hash,
+ short_channel_id,
+ timestamp: 100,
+ flags,
+ cltv_expiry_delta: 18,
+ htlc_minimum_msat: 0,
+ htlc_maximum_msat: OptionalField::Present(1_000),
+ fee_base_msat: 1,
+ fee_proportional_millionths: 0,
+ excess_data: Vec::new(),
+ };
+ let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
+ let signed_update = ChannelUpdate {
+ signature: secp_ctx.sign(&msghash, &node_key),
+ contents: unsigned_update,
+ };
+ network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
+ }
+
+ fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
+ vec![
+ RouteHop {
+ pubkey: source_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 41,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 1,
+ cltv_expiry_delta: 18,
+ },
+ RouteHop {
+ pubkey: target_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 42,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: 2,
+ cltv_expiry_delta: 18,
+ },
+ RouteHop {
+ pubkey: recipient_pubkey(),
+ node_features: NodeFeatures::known(),
+ short_channel_id: 43,
+ channel_features: ChannelFeatures::known(),
+ fee_msat: amount_msat,
+ cltv_expiry_delta: 18,
+ },
+ ]
+ }
+
+ #[test]
+ fn liquidity_bounds_directed_from_lowest_node_id() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
+ })
+ .with_channel(43,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+ assert!(source > target);
+ assert!(target < recipient);
+
+ // Update minimum liquidity.
+
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ // Update maximum liquidity.
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 900);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 100);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ scorer.channel_liquidities.get_mut(&43).unwrap()
+ .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 200);
+
+ let liquidity = scorer.channel_liquidities.get(&43).unwrap()
+ .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 800);
+ assert_eq!(liquidity.max_liquidity_msat(), 1000);
+ }
+
+ #[test]
+ fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+
+ // Reset from source to target.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(900);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 900);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 100);
+
+ // Reset from target to source.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
+ .set_min_liquidity_msat(400);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+ }
+
+ #[test]
+ fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+ assert!(source > target);
+
+ // Check initial bounds.
+ let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 800);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 200);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+
+ // Reset from source to target.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 300);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 700);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+
+ // Reset from target to source.
+ scorer.channel_liquidities.get_mut(&42).unwrap()
+ .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
+ .set_max_liquidity_msat(600);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 400);
+ assert_eq!(liquidity.max_liquidity_msat(), 1_000);
+
+ let liquidity = scorer.channel_liquidities.get(&42).unwrap()
+ .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
+ assert_eq!(liquidity.min_liquidity_msat(), 0);
+ assert_eq!(liquidity.max_liquidity_msat(), 600);
+ }
+
+ #[test]
+ fn increased_penalty_nearing_liquidity_upper_bound() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 100, 100_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4);
+ assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+ assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900);
+ }
+
+ #[test]
+ fn constant_penalty_outside_liquidity_bounds() {
+ let last_updated = SinceEpoch::now();
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph)
+ .with_channel(42,
+ ChannelLiquidity {
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
+ });
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn does_not_further_penalize_own_channel() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let sender = sender_node_id();
+ let source = source_node_id();
+ let failed_path = payment_path_for_amount(500);
+ let successful_path = payment_path_for_amount(200);
+
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+
+ scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+
+ scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ }
+
+ #[test]
+ fn sets_liquidity_lower_bound_on_downstream_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn sets_liquidity_upper_bound_on_failure() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600);
+
+ scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn reduces_liquidity_upper_bound_along_path_on_success() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let sender = sender_node_id();
+ let source = source_node_id();
+ let target = target_node_id();
+ let recipient = recipient_node_id();
+ let path = payment_path_for_amount(500);
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124);
+
+ scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
+
+ assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124);
+ assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_over_time() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
+
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(9));
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(1));
+ assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
+ assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
+
+ // Fully decay liquidity lower bound.
+ SinceEpoch::advance(Duration::from_secs(10 * 7));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ // Fully decay liquidity upper bound.
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
+ }
+
+ #[test]
+ fn decays_liquidity_bounds_without_shift_overflow() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
+
+ scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 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, 256, 1_024, &source, &target), 124);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
+ }
+
+ #[test]
+ fn restricts_liquidity_bounds_after_decay() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
+
+ // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
+ scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 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, 512, 1_024, &source, &target), 293);
+
+ // 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::<Vec<_>>());
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
+
+ // 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::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
+
+ // 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, 512, 1_024, &source, &target), 280);
+ }
+
+ #[test]
+ fn restores_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 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 =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+ }
+
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ liquidity_offset_half_life: Duration::from_secs(10),
+ };
+ let mut scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+
+ let mut serialized_scorer = Vec::new();
+ scorer.write(&mut serialized_scorer).unwrap();
+
+ SinceEpoch::advance(Duration::from_secs(10));
+
+ let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
+ let deserialized_scorer =
+ <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
+
+ scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
+
+ SinceEpoch::advance(Duration::from_secs(10));
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
}
}
projects / rust-lightning / commitdiff