use crate::routing::router::{Path, CandidateRouteHop};
use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
use crate::util::logger::Logger;
-use crate::util::time::Time;
use crate::prelude::*;
use core::{cmp, fmt};
/// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
pub trait ScoreUpdate {
/// Handles updating channel penalties after failing to route through a channel.
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
/// Handles updating channel penalties after successfully routing along a path.
- fn payment_path_successful(&mut self, path: &Path);
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
/// Handles updating channel penalties after a probe over the given path failed.
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
/// Handles updating channel penalties after a probe over the given path succeeded.
- fn probe_successful(&mut self, path: &Path);
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
+
+ /// Scorers may wish to reduce their certainty of channel liquidity information over time.
+ /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
+ /// of this object should call this method regularly (generally via the
+ /// `lightning-background-processor` crate).
+ fn time_passed(&mut self, duration_since_epoch: Duration);
}
/// A trait which can both lookup and update routing channel penalty scores.
#[cfg(not(c_bindings))]
impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.deref_mut().payment_path_failed(path, short_channel_id)
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.deref_mut().payment_path_successful(path, duration_since_epoch)
}
- fn payment_path_successful(&mut self, path: &Path) {
- self.deref_mut().payment_path_successful(path)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.deref_mut().probe_failed(path, short_channel_id)
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.deref_mut().probe_successful(path, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.deref_mut().probe_successful(path)
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ self.deref_mut().time_passed(duration_since_epoch)
}
}
} }
#[cfg(c_bindings)]
impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.0.payment_path_failed(path, short_channel_id)
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
+ }
+
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.payment_path_successful(path, duration_since_epoch)
}
- fn payment_path_successful(&mut self, path: &Path) {
- self.0.payment_path_successful(path)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.0.probe_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.0.probe_failed(path, short_channel_id)
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.0.probe_successful(path, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.0.probe_successful(path)
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ self.0.time_passed(duration_since_epoch)
}
}
}
impl ScoreUpdate for FixedPenaltyScorer {
- fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+ fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
- fn payment_path_successful(&mut self, _path: &Path) {}
+ fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
- fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
+ fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
- fn probe_successful(&mut self, _path: &Path) {}
+ fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
+
+ fn time_passed(&mut self, _duration_since_epoch: Duration) {}
}
impl Writeable for FixedPenaltyScorer {
}
}
-#[cfg(not(feature = "no-std"))]
-type ConfiguredTime = crate::util::time::MonotonicTime;
-#[cfg(feature = "no-std")]
-use crate::util::time::Eternity;
-#[cfg(feature = "no-std")]
-type ConfiguredTime = Eternity;
-
/// [`ScoreLookUp`] implementation using channel success probability distributions.
///
/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
/// formula, but using the history of a channel rather than our latest estimates for the liquidity
/// bounds.
///
-/// # Note
-///
-/// Mixing the `no-std` feature between serialization and deserialization results in undefined
-/// behavior.
-///
/// [1]: https://arxiv.org/abs/2107.05322
/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
/// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
-pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
-
-/// Probabilistic [`ScoreLookUp`] implementation.
-///
-/// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
-pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
+pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
where L::Target: Logger {
decay_params: ProbabilisticScoringDecayParameters,
network_graph: G,
logger: L,
- // TODO: Remove entries of closed channels.
- channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
+ channel_liquidities: HashMap<u64, ChannelLiquidity>,
}
/// Parameters for configuring [`ProbabilisticScorer`].
///
/// Default value: 14 days
///
- /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
+ /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
pub historical_no_updates_half_life: Duration,
/// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
/// 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> {
+struct ChannelLiquidity {
/// 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,
-
min_liquidity_offset_history: HistoricalBucketRangeTracker,
max_liquidity_offset_history: HistoricalBucketRangeTracker,
+
+ /// Time when either liquidity bound was last modified as an offset since the unix epoch.
+ last_updated: Duration,
+
+ /// Time when the historical liquidity bounds were last modified as an offset against the unix
+ /// epoch.
+ offset_history_last_updated: Duration,
}
-/// 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>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
+/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
+struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
min_liquidity_offset_msat: L,
max_liquidity_offset_msat: L,
liquidity_history: HistoricalMinMaxBuckets<BRT>,
capacity_msat: u64,
- last_updated: U,
- now: T,
- decay_params: ProbabilisticScoringDecayParameters,
+ last_updated: T,
+ offset_history_last_updated: T,
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
/// Creates a new scorer using the given scoring parameters for sending payments from a node
/// through a network graph.
pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
}
#[cfg(test)]
- fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
+ fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
self
}
/// Note that this writes roughly one line per channel for which we have a liquidity estimate,
/// which may be a substantial amount of log output.
pub fn debug_log_liquidity_stats(&self) {
- let now = T::now();
-
let graph = self.network_graph.read_only();
for (scid, liq) in self.channel_liquidities.iter() {
if let Some(chan_debug) = graph.channels().get(scid) {
let log_direction = |source, target| {
if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
- let (min_buckets, max_buckets) = dir_liq.liquidity_history
- .get_decayed_buckets(now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life)
- .unwrap_or(([0; 32], [0; 32]));
+ let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
+ let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
log_debug!(self.logger, core::concat!(
"Liquidity from {} to {} via {} is in the range ({}, {}).\n",
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
}
}
/// in the top and bottom bucket, and roughly with similar (recent) frequency.
///
/// Because the datapoints are decayed slowly over time, values will eventually return to
- /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
+ /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
///
/// In order to fetch a single success probability from the buckets provided here, as used in
/// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let amt = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, amt);
- let (min_buckets, mut max_buckets) =
- dir_liq.liquidity_history.get_decayed_buckets(
- dir_liq.now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life
- )?;
+ let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
+ let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
// Note that the liquidity buckets are an offset from the edge, so we inverse
// the max order to get the probabilities from zero.
if let Some(liq) = self.channel_liquidities.get(&scid) {
if let Some((directed_info, source)) = chan.as_directed_to(target) {
let capacity_msat = directed_info.effective_capacity().as_msat();
- let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
+ let dir_liq = liq.as_directed(source, target, capacity_msat);
return dir_liq.liquidity_history.calculate_success_probability_times_billion(
- dir_liq.now, *dir_liq.last_updated,
- self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
- capacity_msat
+ ¶ms, amount_msat, capacity_msat
).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
}
}
}
}
-impl<T: Time> ChannelLiquidity<T> {
- #[inline]
- fn new() -> Self {
+impl ChannelLiquidity {
+ fn new(last_updated: Duration) -> Self {
Self {
min_liquidity_offset_msat: 0,
max_liquidity_offset_msat: 0,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
- last_updated: T::now(),
+ last_updated,
+ offset_history_last_updated: last_updated,
}
}
/// 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, decay_params: ProbabilisticScoringDecayParameters
- ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
+ &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
+ ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
if source < target {
(&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
},
capacity_msat,
last_updated: &self.last_updated,
- now: T::now(),
- decay_params: decay_params,
+ offset_history_last_updated: &self.offset_history_last_updated,
}
}
/// 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, decay_params: ProbabilisticScoringDecayParameters
- ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
+ &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
+ ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
if source < target {
(&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
},
capacity_msat,
last_updated: &mut self.last_updated,
- now: T::now(),
- decay_params: decay_params,
+ offset_history_last_updated: &mut self.offset_history_last_updated,
+ }
+ }
+
+ fn decayed_offset(
+ &self, offset: u64, duration_since_epoch: Duration,
+ decay_params: ProbabilisticScoringDecayParameters,
+ ) -> u64 {
+ let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
+ if half_life != 0.0 {
+ let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
+ ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
+ } else {
+ 0
}
}
}
(numerator, denominator)
}
-impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
+impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
+DirectedChannelLiquidity< L, BRT, T> {
/// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
/// this direction.
fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
- .calculate_success_probability_times_billion(self.now, *self.last_updated,
- self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
- self.capacity_msat)
+ .calculate_success_probability_times_billion(
+ score_params, amount_msat, self.capacity_msat)
{
let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
/// Returns the lower bound of the channel liquidity balance in this direction.
#[inline(always)]
fn min_liquidity_msat(&self) -> u64 {
- self.decayed_offset_msat(*self.min_liquidity_offset_msat)
+ *self.min_liquidity_offset_msat
}
/// Returns the upper bound of the channel liquidity balance in this direction.
#[inline(always)]
fn max_liquidity_msat(&self) -> u64 {
self.capacity_msat
- .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
- }
-
- fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
- let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
- if half_life != 0 {
- // Decay the offset by the appropriate number of half lives. If half of the next half
- // life has passed, approximate an additional three-quarter life to help smooth out the
- // decay.
- let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
- let half_decays = elapsed_time / (half_life / 2);
- let decays = half_decays / 2;
- let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
- if half_decays % 2 == 0 {
- decayed_offset_msat
- } else {
- // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
- // 16_384 == 2^14
- (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
- }
- } else {
- 0
- }
+ .saturating_sub(*self.max_liquidity_offset_msat)
}
}
-impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
+impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
+DirectedChannelLiquidity<L, BRT, T> {
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
- fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
+ fn failed_at_channel<Log: Deref>(
+ &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
+ ) where Log::Target: Logger {
let existing_max_msat = self.max_liquidity_msat();
if amount_msat < existing_max_msat {
log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
- self.set_max_liquidity_msat(amount_msat);
+ self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
} else {
log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
chan_descr, existing_max_msat, amount_msat);
}
- self.update_history_buckets(0);
+ self.update_history_buckets(0, duration_since_epoch);
}
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
- fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
+ fn failed_downstream<Log: Deref>(
+ &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
+ ) where Log::Target: Logger {
let existing_min_msat = self.min_liquidity_msat();
if amount_msat > existing_min_msat {
log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
- self.set_min_liquidity_msat(amount_msat);
+ self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
} else {
log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
chan_descr, existing_min_msat, amount_msat);
}
- self.update_history_buckets(0);
+ self.update_history_buckets(0, duration_since_epoch);
}
/// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
- fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
+ fn successful<Log: Deref>(&mut self,
+ amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
+ ) where Log::Target: Logger {
let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
- self.set_max_liquidity_msat(max_liquidity_msat);
- self.update_history_buckets(amount_msat);
+ self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
+ self.update_history_buckets(amount_msat, duration_since_epoch);
}
/// Updates the history buckets for this channel. Because the history buckets track what we now
/// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
/// state"), we allow the caller to set an offset applied to our liquidity bounds which
/// represents the amount of the successful payment we just made.
- fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
- let half_lives = self.now.duration_since(*self.last_updated).as_secs()
- .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
- .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
- self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
- self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
-
- let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
+ fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
self.liquidity_history.min_liquidity_offset_history.track_datapoint(
- min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
+ *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
);
- let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
self.liquidity_history.max_liquidity_offset_history.track_datapoint(
- max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
+ self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
);
+ *self.offset_history_last_updated = duration_since_epoch;
}
/// Adjusts the lower bound of the channel liquidity balance in this direction.
- fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
+ fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
*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;
+ if amount_msat > self.max_liquidity_msat() {
+ *self.max_liquidity_offset_msat = 0;
+ }
+ *self.last_updated = duration_since_epoch;
}
/// Adjusts the upper bound of the channel liquidity balance in this direction.
- fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
+ fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
*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;
+ if amount_msat < *self.min_liquidity_offset_msat {
+ *self.min_liquidity_offset_msat = 0;
+ }
+ *self.last_updated = duration_since_epoch;
}
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
type ScoreParams = ProbabilisticScoringFeeParameters;
fn channel_penalty_msat(
&self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
let capacity_msat = usage.effective_capacity.as_msat();
self.channel_liquidities
.get(&scid)
- .unwrap_or(&ChannelLiquidity::new())
- .as_directed(&source, &target, capacity_msat, self.decay_params)
+ .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
+ .as_directed(&source, &target, capacity_msat)
.penalty_msat(amount_msat, score_params)
.saturating_add(anti_probing_penalty_msat)
.saturating_add(base_penalty_msat)
}
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
- fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
+ fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
let amount_msat = path.final_value_msat();
log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
let network_graph = self.network_graph.read_only();
if at_failed_channel {
self.channel_liquidities
.entry(hop.short_channel_id)
- .or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
- .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
+ .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
+ .as_directed_mut(source, &target, capacity_msat)
+ .failed_at_channel(amount_msat, duration_since_epoch,
+ format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
self.channel_liquidities
.entry(hop.short_channel_id)
- .or_insert_with(ChannelLiquidity::new)
- .as_directed_mut(source, &target, capacity_msat, self.decay_params)
- .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
+ .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
+ .as_directed_mut(source, &target, capacity_msat)
+ .failed_downstream(amount_msat, duration_since_epoch,
+ format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
}
} else {
log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
}
}
- fn payment_path_successful(&mut self, path: &Path) {
+ fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
let amount_msat = path.final_value_msat();
log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
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, self.decay_params)
- .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
+ .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
+ .as_directed_mut(source, &target, capacity_msat)
+ .successful(amount_msat, duration_since_epoch,
+ format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
} else {
log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
hop.short_channel_id);
}
}
- fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
- self.payment_path_failed(path, short_channel_id)
+ fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, short_channel_id, duration_since_epoch)
}
- fn probe_successful(&mut self, path: &Path) {
- self.payment_path_failed(path, u64::max_value())
+ fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
+ self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
+ }
+
+ fn time_passed(&mut self, duration_since_epoch: Duration) {
+ let decay_params = self.decay_params;
+ self.channel_liquidities.retain(|_scid, liquidity| {
+ liquidity.min_liquidity_offset_msat =
+ liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
+ liquidity.max_liquidity_offset_msat =
+ liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
+ liquidity.last_updated = duration_since_epoch;
+
+ let elapsed_time =
+ duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
+ if elapsed_time > decay_params.historical_no_updates_half_life {
+ let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
+ if half_life != 0.0 {
+ let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
+ for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
+ *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
+ }
+ for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
+ *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
+ }
+ liquidity.offset_history_last_updated = duration_since_epoch;
+ }
+ }
+ liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
+ liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
+ liquidity.max_liquidity_offset_history.buckets != [0; 32]
+ });
}
}
#[cfg(c_bindings)]
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
where L::Target: Logger {}
+#[cfg(feature = "std")]
+#[inline]
+fn powf64(n: f64, exp: f64) -> f64 {
+ n.powf(exp)
+}
+#[cfg(not(feature = "std"))]
+fn powf64(n: f64, exp: f64) -> f64 {
+ libm::powf(n as f32, exp as f32) as f64
+}
+
mod approx {
const BITS: u32 = 64;
const HIGHEST_BIT: u32 = BITS - 1;
/// in each of 32 buckets.
#[derive(Clone, Copy)]
pub(super) struct HistoricalBucketRangeTracker {
- buckets: [u16; 32],
+ pub(super) buckets: [u16; 32],
}
/// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
}
}
- /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
- /// datapoints as we receive newer information.
- #[inline]
- pub(super) fn time_decay_data(&mut self, half_lives: u32) {
- for e in self.buckets.iter_mut() {
- *e = e.checked_shr(half_lives).unwrap_or(0);
- }
- }
}
impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
}
impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
- pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
- -> Option<([u16; 32], [u16; 32])> {
- let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
-
- let mut min_buckets = *self.min_liquidity_offset_history;
- min_buckets.time_decay_data(required_decays);
- let mut max_buckets = *self.max_liquidity_offset_history;
- max_buckets.time_decay_data(required_decays);
- Some((min_buckets.buckets, max_buckets.buckets))
- }
#[inline]
- pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
- -> Option<(u64, u32)> {
- let required_decays = now.duration_since(last_updated).as_secs()
- .checked_div(half_life.as_secs())
- .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
+ pub(super) fn calculate_success_probability_times_billion(
+ &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
+ capacity_msat: u64
+ ) -> Option<u64> {
+ // If historical penalties are enabled, we try to calculate a probability of success
+ // given our historical distribution of min- and max-liquidity bounds in a channel.
+ // To do so, we walk the set of historical liquidity bucket (min, max) combinations
+ // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
+ // state). For each pair, we calculate the probability as if the bucket's corresponding
+ // min- and max- liquidity bounds were our current liquidity bounds and then multiply
+ // that probability by the weight of the selected buckets.
+ let payment_pos = amount_to_pos(amount_msat, capacity_msat);
+ if payment_pos >= POSITION_TICKS { return None; }
let mut total_valid_points_tracked = 0;
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
// If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
// treat it as if we were fully decayed.
const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
- if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
+ if total_valid_points_tracked < FULLY_DECAYED.into() {
return None;
}
- Some((total_valid_points_tracked, required_decays))
- }
-
- #[inline]
- pub(super) fn calculate_success_probability_times_billion<T: Time>(
- &self, now: T, last_updated: T, half_life: Duration,
- params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
- ) -> Option<u64> {
- // If historical penalties are enabled, we try to calculate a probability of success
- // given our historical distribution of min- and max-liquidity bounds in a channel.
- // To do so, we walk the set of historical liquidity bucket (min, max) combinations
- // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
- // state). For each pair, we calculate the probability as if the bucket's corresponding
- // min- and max- liquidity bounds were our current liquidity bounds and then multiply
- // that probability by the weight of the selected buckets.
- let payment_pos = amount_to_pos(amount_msat, capacity_msat);
- if payment_pos >= POSITION_TICKS { return None; }
-
- // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
- // don't actually use the decayed buckets, though, as that would lose precision.
- let (total_valid_points_tracked, _)
- = self.get_total_valid_points(now, last_updated, half_life)?;
-
let mut cumulative_success_prob_times_billion = 0;
// Special-case the 0th min bucket - it generally means we failed a payment, so only
// consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
}
use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
write_tlv_fields!(w, {
}
}
-impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
-ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
+impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
+ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
#[inline]
fn read<R: Read>(
r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
}
}
-impl<T: Time> Writeable for ChannelLiquidity<T> {
+impl Writeable for ChannelLiquidity {
#[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),
// 1 was the min_liquidity_offset_history in octile form
(2, self.max_liquidity_offset_msat, required),
// 3 was the max_liquidity_offset_history in octile form
- (4, duration_since_epoch, required),
+ (4, self.last_updated, required),
(5, Some(self.min_liquidity_offset_history), option),
(7, Some(self.max_liquidity_offset_history), option),
+ (9, self.offset_history_last_updated, required),
});
Ok(())
}
}
-impl<T: Time> Readable for ChannelLiquidity<T> {
+impl Readable for ChannelLiquidity {
#[inline]
fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
let mut min_liquidity_offset_msat = 0;
let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
- let mut duration_since_epoch = Duration::from_secs(0);
+ let mut last_updated = Duration::from_secs(0);
+ let mut offset_history_last_updated = None;
read_tlv_fields!(r, {
(0, min_liquidity_offset_msat, required),
(1, legacy_min_liq_offset_history, option),
(2, max_liquidity_offset_msat, required),
(3, legacy_max_liq_offset_history, option),
- (4, duration_since_epoch, required),
+ (4, last_updated, required),
(5, min_liquidity_offset_history, option),
(7, max_liquidity_offset_history, option),
+ (9, offset_history_last_updated, option),
});
- // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
- // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
- // is a time from a monotonic clock usually represented as an offset against boot time).
- // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
- // from the one that was written. However, because `Instant` can panic if we construct one
- // in the future, we must handle wallclock time jumping backwards, which we do by simply
- // using `Instant::now()` in that case.
- let wall_clock_now = T::duration_since_epoch();
- let now = T::now();
- let last_updated = if wall_clock_now > duration_since_epoch {
- now - (wall_clock_now - duration_since_epoch)
- } else { now };
+
if min_liquidity_offset_history.is_none() {
if let Some(legacy_buckets) = legacy_min_liq_offset_history {
min_liquidity_offset_history = Some(legacy_buckets.into_current());
min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
last_updated,
+ offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
})
}
}
#[cfg(test)]
mod tests {
- use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
+ use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
use crate::blinded_path::{BlindedHop, BlindedPath};
use crate::util::config::UserConfig;
- use crate::util::time::Time;
- use crate::util::time::tests::SinceEpoch;
use crate::ln::channelmanager;
use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
// `ProbabilisticScorer` tests
- /// A probabilistic scorer for testing with time that can be manually advanced.
- type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
-
fn sender_privkey() -> SecretKey {
SecretKey::from_slice(&[41; 32]).unwrap()
}
#[test]
fn liquidity_bounds_directed_from_lowest_node_id() {
let logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
})
.with_channel(43,
ChannelLiquidity {
- min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
+ min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
// Update minimum liquidity.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
- .set_min_liquidity_msat(200);
+ .as_directed_mut(&source, &target, 1_000)
+ .set_min_liquidity_msat(200, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params);
+ .as_directed(&target, &recipient, 1_000);
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, decay_params);
+ .as_directed(&recipient, &target, 1_000);
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, decay_params)
- .set_max_liquidity_msat(200);
+ .as_directed_mut(&target, &recipient, 1_000)
+ .set_max_liquidity_msat(200, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
- .as_directed(&target, &recipient, 1_000, decay_params);
+ .as_directed(&target, &recipient, 1_000);
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, decay_params);
+ .as_directed(&recipient, &target, 1_000);
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 logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
- .set_min_liquidity_msat(900);
+ .as_directed_mut(&source, &target, 1_000)
+ .set_min_liquidity_msat(900, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
- .set_min_liquidity_msat(400);
+ .as_directed_mut(&target, &source, 1_000)
+ .set_min_liquidity_msat(400, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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 logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let decay_params = ProbabilisticScoringDecayParameters::default();
let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
+ min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
// Check initial bounds.
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
- .set_max_liquidity_msat(300);
+ .as_directed_mut(&source, &target, 1_000)
+ .set_max_liquidity_msat(300, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
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, decay_params)
- .set_max_liquidity_msat(600);
+ .as_directed_mut(&target, &source, 1_000)
+ .set_max_liquidity_msat(600, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
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, decay_params);
+ .as_directed(&target, &source, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 0);
assert_eq!(liquidity.max_liquidity_msat(), 600);
}
#[test]
fn constant_penalty_outside_liquidity_bounds() {
let logger = TestLogger::new();
- let last_updated = SinceEpoch::now();
+ let last_updated = Duration::ZERO;
+ let offset_history_last_updated = Duration::ZERO;
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringFeeParameters {
liquidity_penalty_multiplier_msat: 1_000,
let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
.with_channel(42,
ChannelLiquidity {
- min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
+ min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
+ last_updated, offset_history_last_updated,
min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
});
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_failed(&failed_path, 41);
+ scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
- scorer.payment_path_successful(&successful_path);
+ scorer.payment_path_successful(&successful_path, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
}
let usage = ChannelUsage { amount_msat: 750, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path, 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
let usage = ChannelUsage { amount_msat: 250, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 750, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
- scorer.payment_path_failed(&path, 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
let usage = ChannelUsage { amount_msat: 250, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
- scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
let (info, _) = channel.as_directed_from(&node_a).unwrap();
assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
- scorer.payment_path_successful(&payment_path_for_amount(500));
+ scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
- scorer.payment_path_failed(&payment_path_for_amount(768), 42);
- scorer.payment_path_failed(&payment_path_for_amount(128), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+ scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
// Initial penalties
let usage = ChannelUsage { amount_msat: 128, ..usage };
let usage = ChannelUsage { amount_msat: 896, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- // No decay
- SinceEpoch::advance(Duration::from_secs(4));
- let usage = ChannelUsage { amount_msat: 128, ..usage };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
- let usage = ChannelUsage { amount_msat: 256, ..usage };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
- let usage = ChannelUsage { amount_msat: 768, ..usage };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
- let usage = ChannelUsage { amount_msat: 896, ..usage };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
-
// Half decay (i.e., three-quarter life)
- SinceEpoch::advance(Duration::from_secs(1));
+ scorer.time_passed(Duration::from_secs(5));
let usage = ChannelUsage { amount_msat: 128, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
let usage = ChannelUsage { amount_msat: 256, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// One decay (i.e., half life)
- SinceEpoch::advance(Duration::from_secs(5));
+ scorer.time_passed(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 64, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 128, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Fully decay liquidity lower bound.
- SinceEpoch::advance(Duration::from_secs(10 * 7));
+ scorer.time_passed(Duration::from_secs(10 * 8));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
// Fully decay liquidity upper bound.
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.time_passed(Duration::from_secs(10 * 9));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.time_passed(Duration::from_secs(10 * 10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
}
- #[test]
- fn decays_liquidity_bounds_without_shift_overflow() {
- let logger = TestLogger::new();
- let network_graph = network_graph(&logger);
- let params = ProbabilisticScoringFeeParameters {
- liquidity_penalty_multiplier_msat: 1_000,
- ..ProbabilisticScoringFeeParameters::zero_penalty()
- };
- let decay_params = ProbabilisticScoringDecayParameters {
- liquidity_offset_half_life: Duration::from_secs(10),
- ..ProbabilisticScoringDecayParameters::default()
- };
- let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
- let source = source_node_id();
- let usage = ChannelUsage {
- amount_msat: 256,
- inflight_htlc_msat: 0,
- effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
- };
- let channel = network_graph.read_only().channel(42).unwrap().to_owned();
- let (info, _) = channel.as_directed_from(&source).unwrap();
- let candidate = CandidateRouteHop::PublicHop {
- info,
- short_channel_id: 42,
- };
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
-
- scorer.payment_path_failed(&payment_path_for_amount(512), 42);
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
-
- // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
- // would cause an overflow.
- SinceEpoch::advance(Duration::from_secs(10 * 64));
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
-
- SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
- }
-
#[test]
fn restricts_liquidity_bounds_after_decay() {
let logger = TestLogger::new();
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
// More knowledge gives higher confidence (256, 768), meaning a lower penalty.
- scorer.payment_path_failed(&payment_path_for_amount(768), 42);
- scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.time_passed(Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
// Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
// is closer to the upper bound, meaning a higher penalty.
- scorer.payment_path_successful(&payment_path_for_amount(64));
+ scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
// Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
// is closer to the lower bound, meaning a lower penalty.
- scorer.payment_path_failed(&payment_path_for_amount(256), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
// Further decaying affects the lower bound more than the upper bound (128, 928).
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.time_passed(Duration::from_secs(20));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
}
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- scorer.payment_path_failed(&payment_path_for_amount(500), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
let (info, _) = channel.as_directed_from(&source).unwrap();
let candidate = CandidateRouteHop::PublicHop {
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
- SinceEpoch::advance(Duration::from_secs(10));
+ scorer.time_passed(Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
let mut serialized_scorer = Vec::new();
let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
let deserialized_scorer =
- <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
+ <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
}
- #[test]
- fn decays_persisted_liquidity_bounds() {
+ fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
let logger = TestLogger::new();
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringFeeParameters {
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
};
- scorer.payment_path_failed(&payment_path_for_amount(500), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
let channel = network_graph.read_only().channel(42).unwrap().to_owned();
let (info, _) = channel.as_directed_from(&source).unwrap();
let candidate = CandidateRouteHop::PublicHop {
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
+ if decay_before_reload {
+ scorer.time_passed(Duration::from_secs(10));
+ }
+
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, (decay_params, &network_graph, &logger)).unwrap();
+ let mut deserialized_scorer =
+ <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
+ if !decay_before_reload {
+ scorer.time_passed(Duration::from_secs(10));
+ deserialized_scorer.time_passed(Duration::from_secs(10));
+ }
assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
- scorer.payment_path_failed(&payment_path_for_amount(250), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
- SinceEpoch::advance(Duration::from_secs(10));
+ deserialized_scorer.time_passed(Duration::from_secs(20));
assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
}
+ #[test]
+ fn decays_persisted_liquidity_bounds() {
+ do_decays_persisted_liquidity_bounds(false);
+ do_decays_persisted_liquidity_bounds(true);
+ }
+
#[test]
fn scores_realistic_payments() {
// Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
None);
- scorer.payment_path_failed(&payment_path_for_amount(1), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
{
let network_graph = network_graph.read_only();
let channel = network_graph.channel(42).unwrap();
// Even after we tell the scorer we definitely have enough available liquidity, it will
// still remember that there was some failure in the past, and assign a non-0 penalty.
- scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
+ scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
{
let network_graph = network_graph.read_only();
let channel = network_graph.channel(42).unwrap();
// Advance the time forward 16 half-lives (which the docs claim will ensure all data is
// gone), and check that we're back to where we started.
- SinceEpoch::advance(Duration::from_secs(10 * 16));
+ scorer.time_passed(Duration::from_secs(10 * 16));
{
let network_graph = network_graph.read_only();
let channel = network_graph.channel(42).unwrap();
// Once fully decayed we still have data, but its all-0s. In the future we may remove the
// data entirely instead.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
- None);
+ Some(([0; 32], [0; 32])));
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
let mut usage = ChannelUsage {
inflight_htlc_msat: 1024,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
};
- scorer.payment_path_failed(&payment_path_for_amount(1), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
{
let network_graph = network_graph.read_only();
let channel = network_graph.channel(42).unwrap();
};
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
- usage.inflight_htlc_msat = 0;
- assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
let usage = ChannelUsage {
amount_msat: 1,
}
// Advance to decay all liquidity offsets to zero.
- SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
+ scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
+
+ // Once even the bounds have decayed information about the channel should be removed
+ // entirely.
+ assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
+ None);
// Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
// ensure that the effective capacity is zero to test division-by-zero edge cases.
path_hop(source_pubkey(), 42, 1),
path_hop(sender_pubkey(), 41, 0),
];
- scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
+ scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
}
#[test]
// final value is taken into account.
assert!(scorer.channel_liquidities.get(&42).is_none());
- scorer.payment_path_failed(&path, 42);
+ scorer.payment_path_failed(&path, 42, Duration::ZERO);
path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
- scorer.payment_path_failed(&path, 43);
+ scorer.payment_path_failed(&path, 43, Duration::ZERO);
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
- .as_directed(&source, &target, 1_000, decay_params);
+ .as_directed(&source, &target, 1_000);
assert_eq!(liquidity.min_liquidity_msat(), 256);
assert_eq!(liquidity.max_liquidity_msat(), 768);
}
None);
// Fail to pay once, and then check the buckets and penalty.
- scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
// The penalty should be the maximum penalty, as the payment we're scoring is now in the
// same bucket which is the only maximum datapoint.
assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
// ...but once we see a failure, we consider the payment to be substantially less likely,
// even though not a probability of zero as we still look at the second max bucket which
// now shows 31.
- scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
+ scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
Some(0.0));
}
}
+
+#[cfg(ldk_bench)]
+pub mod benches {
+ use super::*;
+ use criterion::Criterion;
+ use crate::routing::router::{bench_utils, RouteHop};
+ use crate::util::test_utils::TestLogger;
+ use crate::ln::features::{ChannelFeatures, NodeFeatures};
+
+ pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
+ let logger = TestLogger::new();
+ let network_graph = bench_utils::read_network_graph(&logger).unwrap();
+ let mut scorer = ProbabilisticScorer::new(Default::default(), &network_graph, &logger);
+ // Score a number of random channels
+ let mut seed: u64 = 0xdeadbeef;
+ for _ in 0..100_000 {
+ seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
+ let (victim, victim_dst, amt) = {
+ let rong = network_graph.read_only();
+ let channels = rong.channels();
+ let chan = channels.unordered_iter()
+ .skip((seed as usize) % channels.len())
+ .next().unwrap();
+ seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
+ let amt = seed % chan.1.capacity_sats.map(|c| c * 1000)
+ .or(chan.1.one_to_two.as_ref().map(|info| info.htlc_maximum_msat))
+ .or(chan.1.two_to_one.as_ref().map(|info| info.htlc_maximum_msat))
+ .unwrap_or(1_000_000_000).saturating_add(1);
+ (*chan.0, chan.1.node_two, amt)
+ };
+ let path = Path {
+ hops: vec![RouteHop {
+ pubkey: victim_dst.as_pubkey().unwrap(),
+ node_features: NodeFeatures::empty(),
+ short_channel_id: victim,
+ channel_features: ChannelFeatures::empty(),
+ fee_msat: amt,
+ cltv_expiry_delta: 42,
+ maybe_announced_channel: true,
+ }],
+ blinded_tail: None
+ };
+ seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
+ if seed % 1 == 0 {
+ scorer.probe_failed(&path, victim, Duration::ZERO);
+ } else {
+ scorer.probe_successful(&path, Duration::ZERO);
+ }
+ }
+ let mut cur_time = Duration::ZERO;
+ cur_time += Duration::from_millis(1);
+ scorer.time_passed(cur_time);
+ bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
+ cur_time += Duration::from_millis(1);
+ scorer.time_passed(cur_time);
+ }));
+ }
+}
projects / rust-lightning / commitdiff