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 {
fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
}
+impl Writeable for FixedPenaltyScorer {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {});
+ Ok(())
+ }
+}
+
+impl ReadableArgs<u64> for FixedPenaltyScorer {
+ #[inline]
+ fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
+ read_tlv_fields!(r, {});
+ Ok(Self { penalty_msat })
+ }
+}
+
/// [`Score`] implementation that provides reasonable default behavior.
///
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
}
/// Parameters for configuring [`ProbabilisticScorer`].
+///
+/// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel
+/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
#[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.
+ /// A fixed penalty in msats to apply to each channel.
///
- /// 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: 500 msat
+ pub base_penalty_msat: u64,
+
+ /// A multiplier used in conjunction with the negative `log10` of the channel's success
+ /// probability for a payment to determine the liquidity penalty.
+ ///
+ /// The penalty is based in part by the knowledge learned from prior successful and unsuccessful
+ /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
+ /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat`.
///
- /// Default value: 10,000 msat
+ /// Default value: 40,000 msat
///
/// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
pub liquidity_penalty_multiplier_msat: u64,
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
impl Default for ProbabilisticScoringParameters {
fn default() -> Self {
Self {
- liquidity_penalty_multiplier_msat: 10_000,
+ base_penalty_msat: 500,
+ liquidity_penalty_multiplier_msat: 40_000,
liquidity_offset_half_life: Duration::from_secs(3600),
}
}
/// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
/// direction.
fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
+ let max_penalty_msat = liquidity_penalty_multiplier_msat.saturating_mul(2);
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 {
- u64::max_value()
+ max_penalty_msat
} else if amount_msat <= min_liquidity_msat {
0
} else {
- let numerator = max_liquidity_msat + 1 - amount_msat;
- let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
- approx::negative_log10_times_1024(numerator, denominator)
- .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
+ let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
+ let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
+ let penalty_msat = approx::negative_log10_times_1024(numerator, denominator)
+ .saturating_mul(liquidity_penalty_multiplier_msat) / 1024;
+ // Upper bound the penalty to ensure some channel is selected.
+ penalty_msat.min(max_penalty_msat)
}
- // Upper bound the penalty to ensure some channel is selected.
- .min(2 * liquidity_penalty_multiplier_msat)
}
/// Returns the lower bound of the channel liquidity balance in this direction.
.unwrap_or(&ChannelLiquidity::new())
.as_directed(source, target, capacity_msat, liquidity_offset_half_life)
.penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
+ .saturating_add(self.params.base_penalty_msat)
}
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
fn increased_penalty_nearing_liquidity_upper_bound() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
fn does_not_further_penalize_own_channel() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
fn sets_liquidity_lower_bound_on_downstream_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
fn sets_liquidity_upper_bound_on_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
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()
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
fn decays_liquidity_bounds_over_time() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
fn decays_liquidity_bounds_without_shift_overflow() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
fn restricts_liquidity_bounds_after_decay() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
fn restores_persisted_liquidity_bounds() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
fn decays_persisted_liquidity_bounds() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
SinceEpoch::advance(Duration::from_secs(10));
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
}
+
+ #[test]
+ fn adds_base_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
+ }
+
+ #[test]
+ fn calculates_log10_without_overflowing_u64_max_value() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 0, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(
+ scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
+ 80_000,
+ );
+ }
}
projects / rust-lightning / commitdiff