_ Git - rust-lightning/blob - lightning/src/routing/scoring.rs

   1 // This file is Copyright its original authors, visible in version control
   2 // history.
   3 //
   4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
   5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
   6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
   7 // You may not use this file except in accordance with one or both of these
   8 // licenses.
   9
  10 //! Utilities for scoring payment channels.
  11 //!
  12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
  13 //! finding when a custom [`Score`] implementation is not needed.
  14 //!
  15 //! # Example
  16 //!
  17 //! ```
  18 //! # extern crate secp256k1;
  19 //! #
  20 //! # use lightning::routing::network_graph::NetworkGraph;
  21 //! # use lightning::routing::router::{RouteParameters, find_route};
  22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters};
  23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
  24 //! # use lightning::util::logger::{Logger, Record};
  25 //! # use secp256k1::key::PublicKey;
  26 //! #
  27 //! # struct FakeLogger {};
  28 //! # impl Logger for FakeLogger {
  29 //! #     fn log(&self, record: &Record) { unimplemented!() }
  30 //! # }
  31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) {
  32 //! # let logger = FakeLogger {};
  33 //! #
  34 //! // Use the default channel penalties.
  35 //! let params = ProbabilisticScoringParameters::default();
  36 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  37 //!
  38 //! // Or use custom channel penalties.
  39 //! let params = ProbabilisticScoringParameters {
  40 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
  41 //!     ..ProbabilisticScoringParameters::default()
  42 //! };
  43 //! let scorer = ProbabilisticScorer::new(params, &network_graph);
  44 //! # let random_seed_bytes = [42u8; 32];
  45 //!
  46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
  47 //! # }
  48 //! ```
  49 //!
  50 //! # Note
  51 //!
  52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
  53 //! different types and thus is undefined.
  54 //!
  55 //! [`find_route`]: crate::routing::router::find_route
  56
  57 use ln::msgs::DecodeError;
  58 use routing::network_graph::{NetworkGraph, NodeId};
  59 use routing::router::RouteHop;
  60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
  61
  62 use prelude::*;
  63 use core::cell::{RefCell, RefMut};
  64 use core::ops::{Deref, DerefMut};
  65 use core::time::Duration;
  66 use io::{self, Read};
  67 use sync::{Mutex, MutexGuard};
  68
  69 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
  70 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
  71 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
  72 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
  73 ///
  74 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
  75 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
  76 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
  77 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
  78 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
  79 /// do here by defining `Score` differently for `cfg(c_bindings)`.
  80 macro_rules! define_score { ($($supertrait: path)*) => {
  81 /// An interface used to score payment channels for path finding.
  82 ///
  83 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
  84 pub trait Score $(: $supertrait)* {
  85         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
  86         /// given channel in the direction from `source` to `target`.
  87         ///
  88         /// The channel's capacity (less any other MPP parts that are also being considered for use in
  89         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
  90         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
  91         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
  92         /// Thus, implementations should be overflow-safe.
  93         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64;
  94
  95         /// Handles updating channel penalties after failing to route through a channel.
  96         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
  97
  98         /// Handles updating channel penalties after successfully routing along a path.
  99         fn payment_path_successful(&mut self, path: &[&RouteHop]);
 100 }
 101
 102 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
 103         fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 {
 104                 self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target)
 105         }
 106
 107         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 108                 self.deref_mut().payment_path_failed(path, short_channel_id)
 109         }
 110
 111         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 112                 self.deref_mut().payment_path_successful(path)
 113         }
 114 }
 115 } }
 116
 117 #[cfg(c_bindings)]
 118 define_score!(Writeable);
 119 #[cfg(not(c_bindings))]
 120 define_score!();
 121
 122 /// A scorer that is accessed under a lock.
 123 ///
 124 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
 125 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
 126 /// implementations. Internal locking would be detrimental to route finding performance and could
 127 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
 128 ///
 129 /// [`find_route`]: crate::routing::router::find_route
 130 pub trait LockableScore<'a> {
 131         /// The locked [`Score`] type.
 132         type Locked: 'a + Score;
 133
 134         /// Returns the locked scorer.
 135         fn lock(&'a self) -> Self::Locked;
 136 }
 137
 138 /// (C-not exported)
 139 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
 140         type Locked = MutexGuard<'a, T>;
 141
 142         fn lock(&'a self) -> MutexGuard<'a, T> {
 143                 Mutex::lock(self).unwrap()
 144         }
 145 }
 146
 147 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
 148         type Locked = RefMut<'a, T>;
 149
 150         fn lock(&'a self) -> RefMut<'a, T> {
 151                 self.borrow_mut()
 152         }
 153 }
 154
 155 #[cfg(c_bindings)]
 156 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
 157 pub struct MultiThreadedLockableScore<S: Score> {
 158         score: Mutex<S>,
 159 }
 160 #[cfg(c_bindings)]
 161 /// (C-not exported)
 162 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
 163         type Locked = MutexGuard<'a, T>;
 164
 165         fn lock(&'a self) -> MutexGuard<'a, T> {
 166                 Mutex::lock(&self.score).unwrap()
 167         }
 168 }
 169
 170 #[cfg(c_bindings)]
 171 impl<T: Score> MultiThreadedLockableScore<T> {
 172         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
 173         pub fn new(score: T) -> Self {
 174                 MultiThreadedLockableScore { score: Mutex::new(score) }
 175         }
 176 }
 177
 178 #[cfg(c_bindings)]
 179 /// (C-not exported)
 180 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
 181         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 182                 T::write(&**self, writer)
 183         }
 184 }
 185
 186 #[cfg(c_bindings)]
 187 /// (C-not exported)
 188 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
 189         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
 190                 S::write(&**self, writer)
 191         }
 192 }
 193
 194 #[derive(Clone)]
 195 /// [`Score`] implementation that uses a fixed penalty.
 196 pub struct FixedPenaltyScorer {
 197         penalty_msat: u64,
 198 }
 199
 200 impl FixedPenaltyScorer {
 201         /// Creates a new scorer using `penalty_msat`.
 202         pub fn with_penalty(penalty_msat: u64) -> Self {
 203                 Self { penalty_msat }
 204         }
 205 }
 206
 207 impl Score for FixedPenaltyScorer {
 208         fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 {
 209                 self.penalty_msat
 210         }
 211
 212         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
 213
 214         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
 215 }
 216
 217 impl Writeable for FixedPenaltyScorer {
 218         #[inline]
 219         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 220                 write_tlv_fields!(w, {});
 221                 Ok(())
 222         }
 223 }
 224
 225 impl ReadableArgs<u64> for FixedPenaltyScorer {
 226         #[inline]
 227         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
 228                 read_tlv_fields!(r, {});
 229                 Ok(Self { penalty_msat })
 230         }
 231 }
 232
 233 /// [`Score`] implementation that provides reasonable default behavior.
 234 ///
 235 /// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
 236 /// slightly higher fees are available. Will further penalize channels that fail to relay payments.
 237 ///
 238 /// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
 239 ///
 240 /// # Note
 241 ///
 242 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 243 /// behavior.
 244 ///
 245 /// [module-level documentation]: crate::routing::scoring
 246 #[deprecated(
 247         since = "0.0.105",
 248         note = "ProbabilisticScorer should be used instead of Scorer.",
 249 )]
 250 pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
 251
 252 #[cfg(not(feature = "no-std"))]
 253 type ConfiguredTime = std::time::Instant;
 254 #[cfg(feature = "no-std")]
 255 type ConfiguredTime = time::Eternity;
 256
 257 // Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
 258 // doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
 259 // methods at all.
 260
 261 /// [`Score`] implementation.
 262 ///
 263 /// (C-not exported) generally all users should use the [`Scorer`] type alias.
 264 pub struct ScorerUsingTime<T: Time> {
 265         params: ScoringParameters,
 266         // TODO: Remove entries of closed channels.
 267         channel_failures: HashMap<u64, ChannelFailure<T>>,
 268 }
 269
 270 #[derive(Clone)]
 271 /// Parameters for configuring [`Scorer`].
 272 pub struct ScoringParameters {
 273         /// A fixed penalty in msats to apply to each channel.
 274         ///
 275         /// Default value: 500 msat
 276         pub base_penalty_msat: u64,
 277
 278         /// A penalty in msats to apply to a channel upon failing to relay a payment.
 279         ///
 280         /// This accumulates for each failure but may be reduced over time based on
 281         /// [`failure_penalty_half_life`] or when successfully routing through a channel.
 282         ///
 283         /// Default value: 1,024,000 msat
 284         ///
 285         /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life
 286         pub failure_penalty_msat: u64,
 287
 288         /// When the amount being sent over a channel is this many 1024ths of the total channel
 289         /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`].
 290         ///
 291         /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel)
 292         ///
 293         /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th
 294         pub overuse_penalty_start_1024th: u16,
 295
 296         /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent
 297         /// over the channel exceeds [`overuse_penalty_start_1024th`] by.
 298         ///
 299         /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty
 300         ///                to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel)
 301         ///
 302         /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th
 303         pub overuse_penalty_msat_per_1024th: u64,
 304
 305         /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are
 306         /// cut in half.
 307         ///
 308         /// Successfully routing through a channel will immediately cut the penalty in half as well.
 309         ///
 310         /// Default value: 1 hour
 311         ///
 312         /// # Note
 313         ///
 314         /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
 315         /// never decay.
 316         ///
 317         /// [`failure_penalty_msat`]: Self::failure_penalty_msat
 318         pub failure_penalty_half_life: Duration,
 319 }
 320
 321 impl_writeable_tlv_based!(ScoringParameters, {
 322         (0, base_penalty_msat, required),
 323         (1, overuse_penalty_start_1024th, (default_value, 128)),
 324         (2, failure_penalty_msat, required),
 325         (3, overuse_penalty_msat_per_1024th, (default_value, 20)),
 326         (4, failure_penalty_half_life, required),
 327 });
 328
 329 /// Accounting for penalties against a channel for failing to relay any payments.
 330 ///
 331 /// Penalties decay over time, though accumulate as more failures occur.
 332 struct ChannelFailure<T: Time> {
 333         /// Accumulated penalty in msats for the channel as of `last_updated`.
 334         undecayed_penalty_msat: u64,
 335
 336         /// Last time the channel either failed to route or successfully routed a payment. Used to decay
 337         /// `undecayed_penalty_msat`.
 338         last_updated: T,
 339 }
 340
 341 impl<T: Time> ScorerUsingTime<T> {
 342         /// Creates a new scorer using the given scoring parameters.
 343         pub fn new(params: ScoringParameters) -> Self {
 344                 Self {
 345                         params,
 346                         channel_failures: HashMap::new(),
 347                 }
 348         }
 349 }
 350
 351 impl<T: Time> ChannelFailure<T> {
 352         fn new(failure_penalty_msat: u64) -> Self {
 353                 Self {
 354                         undecayed_penalty_msat: failure_penalty_msat,
 355                         last_updated: T::now(),
 356                 }
 357         }
 358
 359         fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) {
 360                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat;
 361                 self.last_updated = T::now();
 362         }
 363
 364         fn reduce_penalty(&mut self, half_life: Duration) {
 365                 self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1;
 366                 self.last_updated = T::now();
 367         }
 368
 369         fn decayed_penalty_msat(&self, half_life: Duration) -> u64 {
 370                 self.last_updated.elapsed().as_secs()
 371                         .checked_div(half_life.as_secs())
 372                         .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32))
 373                         .unwrap_or(0)
 374         }
 375 }
 376
 377 impl<T: Time> Default for ScorerUsingTime<T> {
 378         fn default() -> Self {
 379                 Self::new(ScoringParameters::default())
 380         }
 381 }
 382
 383 impl Default for ScoringParameters {
 384         fn default() -> Self {
 385                 Self {
 386                         base_penalty_msat: 500,
 387                         failure_penalty_msat: 1024 * 1000,
 388                         failure_penalty_half_life: Duration::from_secs(3600),
 389                         overuse_penalty_start_1024th: 1024 / 8,
 390                         overuse_penalty_msat_per_1024th: 20,
 391                 }
 392         }
 393 }
 394
 395 impl<T: Time> Score for ScorerUsingTime<T> {
 396         fn channel_penalty_msat(
 397                 &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId
 398         ) -> u64 {
 399                 let failure_penalty_msat = self.channel_failures
 400                         .get(&short_channel_id)
 401                         .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life));
 402
 403                 let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat;
 404                 let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat;
 405                 if send_1024ths > self.params.overuse_penalty_start_1024th as u64 {
 406                         penalty_msat = penalty_msat.checked_add(
 407                                         (send_1024ths - self.params.overuse_penalty_start_1024th as u64)
 408                                         .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value()))
 409                                 .unwrap_or(u64::max_value());
 410                 }
 411
 412                 penalty_msat
 413         }
 414
 415         fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) {
 416                 let failure_penalty_msat = self.params.failure_penalty_msat;
 417                 let half_life = self.params.failure_penalty_half_life;
 418                 self.channel_failures
 419                         .entry(short_channel_id)
 420                         .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life))
 421                         .or_insert_with(|| ChannelFailure::new(failure_penalty_msat));
 422         }
 423
 424         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 425                 let half_life = self.params.failure_penalty_half_life;
 426                 for hop in path.iter() {
 427                         self.channel_failures
 428                                 .entry(hop.short_channel_id)
 429                                 .and_modify(|failure| failure.reduce_penalty(half_life));
 430                 }
 431         }
 432 }
 433
 434 impl<T: Time> Writeable for ScorerUsingTime<T> {
 435         #[inline]
 436         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 437                 self.params.write(w)?;
 438                 self.channel_failures.write(w)?;
 439                 write_tlv_fields!(w, {});
 440                 Ok(())
 441         }
 442 }
 443
 444 impl<T: Time> Readable for ScorerUsingTime<T> {
 445         #[inline]
 446         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 447                 let res = Ok(Self {
 448                         params: Readable::read(r)?,
 449                         channel_failures: Readable::read(r)?,
 450                 });
 451                 read_tlv_fields!(r, {});
 452                 res
 453         }
 454 }
 455
 456 impl<T: Time> Writeable for ChannelFailure<T> {
 457         #[inline]
 458         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
 459                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
 460                 write_tlv_fields!(w, {
 461                         (0, self.undecayed_penalty_msat, required),
 462                         (2, duration_since_epoch, required),
 463                 });
 464                 Ok(())
 465         }
 466 }
 467
 468 impl<T: Time> Readable for ChannelFailure<T> {
 469         #[inline]
 470         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
 471                 let mut undecayed_penalty_msat = 0;
 472                 let mut duration_since_epoch = Duration::from_secs(0);
 473                 read_tlv_fields!(r, {
 474                         (0, undecayed_penalty_msat, required),
 475                         (2, duration_since_epoch, required),
 476                 });
 477                 Ok(Self {
 478                         undecayed_penalty_msat,
 479                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
 480                 })
 481         }
 482 }
 483
 484 /// [`Score`] implementation using channel success probability distributions.
 485 ///
 486 /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
 487 /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
 488 /// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
 489 /// Then the negative `log10` of the success probability is used to determine the cost of routing a
 490 /// specific HTLC amount through a channel.
 491 ///
 492 /// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
 493 /// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
 494 /// [`ProbabilisticScoringParameters`] for details.
 495 ///
 496 /// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
 497 /// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
 498 /// volume are more likely to experience failed payment paths, which would need to be retried.
 499 ///
 500 /// # Note
 501 ///
 502 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
 503 /// behavior.
 504 ///
 505 /// [1]: https://arxiv.org/abs/2107.05322
 506 pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
 507
 508 /// Probabilistic [`Score`] implementation.
 509 ///
 510 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
 511 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
 512         params: ProbabilisticScoringParameters,
 513         network_graph: G,
 514         // TODO: Remove entries of closed channels.
 515         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
 516 }
 517
 518 /// Parameters for configuring [`ProbabilisticScorer`].
 519 ///
 520 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
 521 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
 522 #[derive(Clone, Copy)]
 523 pub struct ProbabilisticScoringParameters {
 524         /// A fixed penalty in msats to apply to each channel.
 525         ///
 526         /// Default value: 500 msat
 527         pub base_penalty_msat: u64,
 528
 529         /// A multiplier used in conjunction with the negative `log10` of the channel's success
 530         /// probability for a payment to determine the liquidity penalty.
 531         ///
 532         /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
 533         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
 534         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
 535         /// lower bounding the success probability to `0.01`) when the amount falls within the
 536         /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
 537         /// result in a `u64::max_value` penalty, however.
 538         ///
 539         /// Default value: 40,000 msat
 540         ///
 541         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
 542         pub liquidity_penalty_multiplier_msat: u64,
 543
 544         /// The time required to elapse before any knowledge learned about channel liquidity balances is
 545         /// cut in half.
 546         ///
 547         /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
 548         /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
 549         /// the certainty of the channel liquidity balance.
 550         ///
 551         /// Default value: 1 hour
 552         ///
 553         /// # Note
 554         ///
 555         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
 556         /// liquidity knowledge will never decay except when the bounds cross.
 557         pub liquidity_offset_half_life: Duration,
 558
 559         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
 560         /// channel's success probability for the payment to determine the amount penalty.
 561         ///
 562         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
 563         /// fees plus penalty) for large payments. The penalty is computed as the product of this
 564         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
 565         /// success probability.
 566         ///
 567         /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
 568         ///
 569         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
 570         /// the amount will result in a penalty of the multiplier. And, as the success probability
 571         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
 572         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
 573         /// fall below `1`.
 574         ///
 575         /// Default value: 256 msat
 576         pub amount_penalty_multiplier_msat: u64,
 577 }
 578
 579 /// Accounting for channel liquidity balance uncertainty.
 580 ///
 581 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
 582 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
 583 /// offset fields gives the opposite direction.
 584 struct ChannelLiquidity<T: Time> {
 585         /// Lower channel liquidity bound in terms of an offset from zero.
 586         min_liquidity_offset_msat: u64,
 587
 588         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
 589         max_liquidity_offset_msat: u64,
 590
 591         /// Time when the liquidity bounds were last modified.
 592         last_updated: T,
 593 }
 594
 595 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
 596 /// decayed with a given half life.
 597 struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
 598         min_liquidity_offset_msat: L,
 599         max_liquidity_offset_msat: L,
 600         capacity_msat: u64,
 601         last_updated: U,
 602         now: T,
 603         half_life: Duration,
 604 }
 605
 606 impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
 607         /// Creates a new scorer using the given scoring parameters for sending payments from a node
 608         /// through a network graph.
 609         pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
 610                 Self {
 611                         params,
 612                         network_graph,
 613                         channel_liquidities: HashMap::new(),
 614                 }
 615         }
 616
 617         #[cfg(test)]
 618         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
 619                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
 620                 self
 621         }
 622 }
 623
 624 impl ProbabilisticScoringParameters {
 625         #[cfg(test)]
 626         fn zero_penalty() -> Self {
 627                 Self {
 628                         base_penalty_msat: 0,
 629                         liquidity_penalty_multiplier_msat: 0,
 630                         liquidity_offset_half_life: Duration::from_secs(3600),
 631                         amount_penalty_multiplier_msat: 0,
 632                 }
 633         }
 634 }
 635
 636 impl Default for ProbabilisticScoringParameters {
 637         fn default() -> Self {
 638                 Self {
 639                         base_penalty_msat: 500,
 640                         liquidity_penalty_multiplier_msat: 40_000,
 641                         liquidity_offset_half_life: Duration::from_secs(3600),
 642                         amount_penalty_multiplier_msat: 256,
 643                 }
 644         }
 645 }
 646
 647 impl<T: Time> ChannelLiquidity<T> {
 648         #[inline]
 649         fn new() -> Self {
 650                 Self {
 651                         min_liquidity_offset_msat: 0,
 652                         max_liquidity_offset_msat: 0,
 653                         last_updated: T::now(),
 654                 }
 655         }
 656
 657         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
 658         /// `capacity_msat`.
 659         fn as_directed(
 660                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 661         ) -> DirectedChannelLiquidity<&u64, T, &T> {
 662                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 663                         (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
 664                 } else {
 665                         (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
 666                 };
 667
 668                 DirectedChannelLiquidity {
 669                         min_liquidity_offset_msat,
 670                         max_liquidity_offset_msat,
 671                         capacity_msat,
 672                         last_updated: &self.last_updated,
 673                         now: T::now(),
 674                         half_life,
 675                 }
 676         }
 677
 678         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
 679         /// `capacity_msat`.
 680         fn as_directed_mut(
 681                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
 682         ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
 683                 let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
 684                         (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
 685                 } else {
 686                         (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
 687                 };
 688
 689                 DirectedChannelLiquidity {
 690                         min_liquidity_offset_msat,
 691                         max_liquidity_offset_msat,
 692                         capacity_msat,
 693                         last_updated: &mut self.last_updated,
 694                         now: T::now(),
 695                         half_life,
 696                 }
 697         }
 698 }
 699
 700 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
 701 /// probabilities.
 702 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
 703
 704 /// The divisor used when computing the amount penalty.
 705 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
 706
 707 impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
 708         /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
 709         /// direction.
 710         fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
 711                 let max_liquidity_msat = self.max_liquidity_msat();
 712                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
 713                 if amount_msat <= min_liquidity_msat {
 714                         0
 715                 } else if amount_msat >= max_liquidity_msat {
 716                         if amount_msat > max_liquidity_msat {
 717                                 u64::max_value()
 718                         } else if max_liquidity_msat != self.capacity_msat {
 719                                 // Avoid using the failed channel on retry.
 720                                 u64::max_value()
 721                         } else {
 722                                 // Equivalent to hitting the else clause below with the amount equal to the
 723                                 // effective capacity and without any certainty on the liquidity upper bound.
 724                                 let negative_log10_times_1024 = NEGATIVE_LOG10_UPPER_BOUND * 1024;
 725                                 self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
 726                         }
 727                 } else {
 728                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
 729                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
 730                         let negative_log10_times_1024 =
 731                                 approx::negative_log10_times_1024(numerator, denominator);
 732                         self.combined_penalty_msat(amount_msat, negative_log10_times_1024, params)
 733                 }
 734         }
 735
 736         /// Computes the liquidity and amount penalties and adds them to the base penalty.
 737         #[inline(always)]
 738         fn combined_penalty_msat(
 739                 &self, amount_msat: u64, negative_log10_times_1024: u64,
 740                 params: ProbabilisticScoringParameters
 741         ) -> u64 {
 742                 let liquidity_penalty_msat = {
 743                         // Upper bound the liquidity penalty to ensure some channel is selected.
 744                         let multiplier_msat = params.liquidity_penalty_multiplier_msat;
 745                         let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
 746                         (negative_log10_times_1024.saturating_mul(multiplier_msat) / 1024).min(max_penalty_msat)
 747                 };
 748                 let amount_penalty_msat = negative_log10_times_1024
 749                         .saturating_mul(params.amount_penalty_multiplier_msat)
 750                         .saturating_mul(amount_msat) / 1024 / AMOUNT_PENALTY_DIVISOR;
 751
 752                 params.base_penalty_msat
 753                         .saturating_add(liquidity_penalty_msat)
 754                         .saturating_add(amount_penalty_msat)
 755         }
 756
 757         /// Returns the lower bound of the channel liquidity balance in this direction.
 758         fn min_liquidity_msat(&self) -> u64 {
 759                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 760         }
 761
 762         /// Returns the upper bound of the channel liquidity balance in this direction.
 763         fn max_liquidity_msat(&self) -> u64 {
 764                 self.capacity_msat
 765                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
 766                         .unwrap_or(0)
 767         }
 768
 769         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
 770                 self.now.duration_since(*self.last_updated).as_secs()
 771                         .checked_div(self.half_life.as_secs())
 772                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
 773                         .unwrap_or(0)
 774         }
 775 }
 776
 777 impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
 778         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
 779         fn failed_at_channel(&mut self, amount_msat: u64) {
 780                 if amount_msat < self.max_liquidity_msat() {
 781                         self.set_max_liquidity_msat(amount_msat);
 782                 }
 783         }
 784
 785         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
 786         fn failed_downstream(&mut self, amount_msat: u64) {
 787                 if amount_msat > self.min_liquidity_msat() {
 788                         self.set_min_liquidity_msat(amount_msat);
 789                 }
 790         }
 791
 792         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
 793         fn successful(&mut self, amount_msat: u64) {
 794                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
 795                 self.set_max_liquidity_msat(max_liquidity_msat);
 796         }
 797
 798         /// Adjusts the lower bound of the channel liquidity balance in this direction.
 799         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
 800                 *self.min_liquidity_offset_msat = amount_msat;
 801                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
 802                         0
 803                 } else {
 804                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
 805                 };
 806                 *self.last_updated = self.now;
 807         }
 808
 809         /// Adjusts the upper bound of the channel liquidity balance in this direction.
 810         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
 811                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
 812                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
 813                         0
 814                 } else {
 815                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
 816                 };
 817                 *self.last_updated = self.now;
 818         }
 819 }
 820
 821 impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
 822         fn channel_penalty_msat(
 823                 &self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
 824                 target: &NodeId
 825         ) -> u64 {
 826                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 827                 self.channel_liquidities
 828                         .get(&short_channel_id)
 829                         .unwrap_or(&ChannelLiquidity::new())
 830                         .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
 831                         .penalty_msat(amount_msat, self.params)
 832         }
 833
 834         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
 835                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 836                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 837                 let network_graph = self.network_graph.read_only();
 838                 for hop in path {
 839                         let target = NodeId::from_pubkey(&hop.pubkey);
 840                         let channel_directed_from_source = network_graph.channels()
 841                                 .get(&hop.short_channel_id)
 842                                 .and_then(|channel| channel.as_directed_to(&target));
 843
 844                         // Only score announced channels.
 845                         if let Some((channel, source)) = channel_directed_from_source {
 846                                 let capacity_msat = channel.effective_capacity().as_msat();
 847                                 if hop.short_channel_id == short_channel_id {
 848                                         self.channel_liquidities
 849                                                 .entry(hop.short_channel_id)
 850                                                 .or_insert_with(ChannelLiquidity::new)
 851                                                 .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 852                                                 .failed_at_channel(amount_msat);
 853                                         break;
 854                                 }
 855
 856                                 self.channel_liquidities
 857                                         .entry(hop.short_channel_id)
 858                                         .or_insert_with(ChannelLiquidity::new)
 859                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 860                                         .failed_downstream(amount_msat);
 861                         }
 862                 }
 863         }
 864
 865         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
 866                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
 867                 let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
 868                 let network_graph = self.network_graph.read_only();
 869                 for hop in path {
 870                         let target = NodeId::from_pubkey(&hop.pubkey);
 871                         let channel_directed_from_source = network_graph.channels()
 872                                 .get(&hop.short_channel_id)
 873                                 .and_then(|channel| channel.as_directed_to(&target));
 874
 875                         // Only score announced channels.
 876                         if let Some((channel, source)) = channel_directed_from_source {
 877                                 let capacity_msat = channel.effective_capacity().as_msat();
 878                                 self.channel_liquidities
 879                                         .entry(hop.short_channel_id)
 880                                         .or_insert_with(ChannelLiquidity::new)
 881                                         .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
 882                                         .successful(amount_msat);
 883                         }
 884                 }
 885         }
 886 }
 887
 888 mod approx {
 889         const BITS: u32 = 64;
 890         const HIGHEST_BIT: u32 = BITS - 1;
 891         const LOWER_BITS: u32 = 4;
 892         const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
 893         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
 894
 895         /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
 896         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
 897         const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
 898                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
 899                 [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
 900                 [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
 901                 [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
 902                 [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
 903                 [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
 904                 [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
 905                 [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
 906                 [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
 907                 [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
 908                 [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
 909                 [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
 910                 [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
 911                 [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
 912                 [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
 913                 [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
 914                 [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
 915                 [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
 916                 [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
 917                 [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
 918                 [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
 919                 [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
 920                 [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
 921                 [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
 922                 [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
 923                 [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
 924                 [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
 925                 [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
 926                 [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
 927                 [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
 928                 [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
 929                 [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
 930                 [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
 931                 [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
 932                 [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
 933                 [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
 934                 [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
 935                 [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
 936                 [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
 937                 [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
 938                 [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
 939                 [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
 940                 [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
 941                 [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
 942                 [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
 943                 [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
 944                 [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
 945                 [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
 946                 [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
 947                 [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
 948                 [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
 949                 [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
 950                 [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
 951                 [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
 952                 [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
 953                 [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
 954                 [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
 955                 [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
 956                 [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
 957                 [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
 958                 [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
 959                 [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
 960                 [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
 961                 [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
 962         ];
 963
 964         /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
 965         #[inline]
 966         pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
 967                 // Multiply the -1 through to avoid needing to use signed numbers.
 968                 (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
 969         }
 970
 971         #[inline]
 972         fn log10_times_1024(x: u64) -> u16 {
 973                 debug_assert_ne!(x, 0);
 974                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
 975                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
 976                 LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
 977         }
 978
 979         #[cfg(test)]
 980         mod tests {
 981                 use super::*;
 982
 983                 #[test]
 984                 fn prints_negative_log10_times_1024_lookup_table() {
 985                         for msb in 0..BITS {
 986                                 for i in 0..LOWER_BITS_BOUND {
 987                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
 988                                         let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
 989                                         assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
 990
 991                                         if i % LOWER_BITS_BOUND == 0 {
 992                                                 print!("\t\t[{}, ", log10_times_1024);
 993                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
 994                                                 println!("{}],", log10_times_1024);
 995                                         } else {
 996                                                 print!("{}, ", log10_times_1024);
 997                                         }
 998                                 }
 999                         }
1000                 }
1001         }
1002 }
1003
1004 impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
1005         #[inline]
1006         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1007                 write_tlv_fields!(w, {
1008                         (0, self.channel_liquidities, required)
1009                 });
1010                 Ok(())
1011         }
1012 }
1013
1014 impl<G: Deref<Target = NetworkGraph>, T: Time>
1015 ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T> {
1016         #[inline]
1017         fn read<R: Read>(
1018                 r: &mut R, args: (ProbabilisticScoringParameters, G)
1019         ) -> Result<Self, DecodeError> {
1020                 let (params, network_graph) = args;
1021                 let mut channel_liquidities = HashMap::new();
1022                 read_tlv_fields!(r, {
1023                         (0, channel_liquidities, required)
1024                 });
1025                 Ok(Self {
1026                         params,
1027                         network_graph,
1028                         channel_liquidities,
1029                 })
1030         }
1031 }
1032
1033 impl<T: Time> Writeable for ChannelLiquidity<T> {
1034         #[inline]
1035         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1036                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1037                 write_tlv_fields!(w, {
1038                         (0, self.min_liquidity_offset_msat, required),
1039                         (2, self.max_liquidity_offset_msat, required),
1040                         (4, duration_since_epoch, required),
1041                 });
1042                 Ok(())
1043         }
1044 }
1045
1046 impl<T: Time> Readable for ChannelLiquidity<T> {
1047         #[inline]
1048         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1049                 let mut min_liquidity_offset_msat = 0;
1050                 let mut max_liquidity_offset_msat = 0;
1051                 let mut duration_since_epoch = Duration::from_secs(0);
1052                 read_tlv_fields!(r, {
1053                         (0, min_liquidity_offset_msat, required),
1054                         (2, max_liquidity_offset_msat, required),
1055                         (4, duration_since_epoch, required),
1056                 });
1057                 Ok(Self {
1058                         min_liquidity_offset_msat,
1059                         max_liquidity_offset_msat,
1060                         last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
1061                 })
1062         }
1063 }
1064
1065 pub(crate) mod time {
1066         use core::ops::Sub;
1067         use core::time::Duration;
1068         /// A measurement of time.
1069         pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
1070                 /// Returns an instance corresponding to the current moment.
1071                 fn now() -> Self;
1072
1073                 /// Returns the amount of time elapsed since `self` was created.
1074                 fn elapsed(&self) -> Duration;
1075
1076                 /// Returns the amount of time passed between `earlier` and `self`.
1077                 fn duration_since(&self, earlier: Self) -> Duration;
1078
1079                 /// Returns the amount of time passed since the beginning of [`Time`].
1080                 ///
1081                 /// Used during (de-)serialization.
1082                 fn duration_since_epoch() -> Duration;
1083         }
1084
1085         /// A state in which time has no meaning.
1086         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1087         pub struct Eternity;
1088
1089         #[cfg(not(feature = "no-std"))]
1090         impl Time for std::time::Instant {
1091                 fn now() -> Self {
1092                         std::time::Instant::now()
1093                 }
1094
1095                 fn duration_since(&self, earlier: Self) -> Duration {
1096                         self.duration_since(earlier)
1097                 }
1098
1099                 fn duration_since_epoch() -> Duration {
1100                         use std::time::SystemTime;
1101                         SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
1102                 }
1103
1104                 fn elapsed(&self) -> Duration {
1105                         std::time::Instant::elapsed(self)
1106                 }
1107         }
1108
1109         impl Time for Eternity {
1110                 fn now() -> Self {
1111                         Self
1112                 }
1113
1114                 fn duration_since(&self, _earlier: Self) -> Duration {
1115                         Duration::from_secs(0)
1116                 }
1117
1118                 fn duration_since_epoch() -> Duration {
1119                         Duration::from_secs(0)
1120                 }
1121
1122                 fn elapsed(&self) -> Duration {
1123                         Duration::from_secs(0)
1124                 }
1125         }
1126
1127         impl Sub<Duration> for Eternity {
1128                 type Output = Self;
1129
1130                 fn sub(self, _other: Duration) -> Self {
1131                         self
1132                 }
1133         }
1134 }
1135
1136 pub(crate) use self::time::Time;
1137
1138 #[cfg(test)]
1139 mod tests {
1140         use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
1141         use super::time::Eternity;
1142
1143         use ln::features::{ChannelFeatures, NodeFeatures};
1144         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1145         use routing::scoring::Score;
1146         use routing::network_graph::{NetworkGraph, NodeId};
1147         use routing::router::RouteHop;
1148         use util::ser::{Readable, ReadableArgs, Writeable};
1149
1150         use bitcoin::blockdata::constants::genesis_block;
1151         use bitcoin::hashes::Hash;
1152         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1153         use bitcoin::network::constants::Network;
1154         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1155         use core::cell::Cell;
1156         use core::ops::Sub;
1157         use core::time::Duration;
1158         use io;
1159
1160         // `Time` tests
1161
1162         /// Time that can be advanced manually in tests.
1163         #[derive(Clone, Copy, Debug, PartialEq, Eq)]
1164         struct SinceEpoch(Duration);
1165
1166         impl SinceEpoch {
1167                 thread_local! {
1168                         static ELAPSED: Cell<Duration> = core::cell::Cell::new(Duration::from_secs(0));
1169                 }
1170
1171                 fn advance(duration: Duration) {
1172                         Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration))
1173                 }
1174         }
1175
1176         impl Time for SinceEpoch {
1177                 fn now() -> Self {
1178                         Self(Self::duration_since_epoch())
1179                 }
1180
1181                 fn duration_since(&self, earlier: Self) -> Duration {
1182                         self.0 - earlier.0
1183                 }
1184
1185                 fn duration_since_epoch() -> Duration {
1186                         Self::ELAPSED.with(|elapsed| elapsed.get())
1187                 }
1188
1189                 fn elapsed(&self) -> Duration {
1190                         Self::duration_since_epoch() - self.0
1191                 }
1192         }
1193
1194         impl Sub<Duration> for SinceEpoch {
1195                 type Output = Self;
1196
1197                 fn sub(self, other: Duration) -> Self {
1198                         Self(self.0 - other)
1199                 }
1200         }
1201
1202         #[test]
1203         fn time_passes_when_advanced() {
1204                 let now = SinceEpoch::now();
1205                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1206
1207                 SinceEpoch::advance(Duration::from_secs(1));
1208                 SinceEpoch::advance(Duration::from_secs(1));
1209
1210                 let elapsed = now.elapsed();
1211                 let later = SinceEpoch::now();
1212
1213                 assert_eq!(elapsed, Duration::from_secs(2));
1214                 assert_eq!(later - elapsed, now);
1215         }
1216
1217         #[test]
1218         fn time_never_passes_in_an_eternity() {
1219                 let now = Eternity::now();
1220                 let elapsed = now.elapsed();
1221                 let later = Eternity::now();
1222
1223                 assert_eq!(now.elapsed(), Duration::from_secs(0));
1224                 assert_eq!(later - elapsed, now);
1225         }
1226
1227         // `Scorer` tests
1228
1229         /// A scorer for testing with time that can be manually advanced.
1230         type Scorer = ScorerUsingTime::<SinceEpoch>;
1231
1232         fn source_privkey() -> SecretKey {
1233                 SecretKey::from_slice(&[42; 32]).unwrap()
1234         }
1235
1236         fn target_privkey() -> SecretKey {
1237                 SecretKey::from_slice(&[43; 32]).unwrap()
1238         }
1239
1240         fn source_pubkey() -> PublicKey {
1241                 let secp_ctx = Secp256k1::new();
1242                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1243         }
1244
1245         fn target_pubkey() -> PublicKey {
1246                 let secp_ctx = Secp256k1::new();
1247                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1248         }
1249
1250         fn source_node_id() -> NodeId {
1251                 NodeId::from_pubkey(&source_pubkey())
1252         }
1253
1254         fn target_node_id() -> NodeId {
1255                 NodeId::from_pubkey(&target_pubkey())
1256         }
1257
1258         #[test]
1259         fn penalizes_without_channel_failures() {
1260                 let scorer = Scorer::new(ScoringParameters {
1261                         base_penalty_msat: 1_000,
1262                         failure_penalty_msat: 512,
1263                         failure_penalty_half_life: Duration::from_secs(1),
1264                         overuse_penalty_start_1024th: 1024,
1265                         overuse_penalty_msat_per_1024th: 0,
1266                 });
1267                 let source = source_node_id();
1268                 let target = target_node_id();
1269                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1270
1271                 SinceEpoch::advance(Duration::from_secs(1));
1272                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1273         }
1274
1275         #[test]
1276         fn accumulates_channel_failure_penalties() {
1277                 let mut scorer = Scorer::new(ScoringParameters {
1278                         base_penalty_msat: 1_000,
1279                         failure_penalty_msat: 64,
1280                         failure_penalty_half_life: Duration::from_secs(10),
1281                         overuse_penalty_start_1024th: 1024,
1282                         overuse_penalty_msat_per_1024th: 0,
1283                 });
1284                 let source = source_node_id();
1285                 let target = target_node_id();
1286                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1287
1288                 scorer.payment_path_failed(&[], 42);
1289                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1290
1291                 scorer.payment_path_failed(&[], 42);
1292                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1293
1294                 scorer.payment_path_failed(&[], 42);
1295                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192);
1296         }
1297
1298         #[test]
1299         fn decays_channel_failure_penalties_over_time() {
1300                 let mut scorer = Scorer::new(ScoringParameters {
1301                         base_penalty_msat: 1_000,
1302                         failure_penalty_msat: 512,
1303                         failure_penalty_half_life: Duration::from_secs(10),
1304                         overuse_penalty_start_1024th: 1024,
1305                         overuse_penalty_msat_per_1024th: 0,
1306                 });
1307                 let source = source_node_id();
1308                 let target = target_node_id();
1309                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1310
1311                 scorer.payment_path_failed(&[], 42);
1312                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1313
1314                 SinceEpoch::advance(Duration::from_secs(9));
1315                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1316
1317                 SinceEpoch::advance(Duration::from_secs(1));
1318                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1319
1320                 SinceEpoch::advance(Duration::from_secs(10 * 8));
1321                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001);
1322
1323                 SinceEpoch::advance(Duration::from_secs(10));
1324                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1325
1326                 SinceEpoch::advance(Duration::from_secs(10));
1327                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1328         }
1329
1330         #[test]
1331         fn decays_channel_failure_penalties_without_shift_overflow() {
1332                 let mut scorer = Scorer::new(ScoringParameters {
1333                         base_penalty_msat: 1_000,
1334                         failure_penalty_msat: 512,
1335                         failure_penalty_half_life: Duration::from_secs(10),
1336                         overuse_penalty_start_1024th: 1024,
1337                         overuse_penalty_msat_per_1024th: 0,
1338                 });
1339                 let source = source_node_id();
1340                 let target = target_node_id();
1341                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1342
1343                 scorer.payment_path_failed(&[], 42);
1344                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1345
1346                 // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would
1347                 // cause an overflow.
1348                 SinceEpoch::advance(Duration::from_secs(10 * 64));
1349                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1350
1351                 SinceEpoch::advance(Duration::from_secs(10));
1352                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1353         }
1354
1355         #[test]
1356         fn accumulates_channel_failure_penalties_after_decay() {
1357                 let mut scorer = Scorer::new(ScoringParameters {
1358                         base_penalty_msat: 1_000,
1359                         failure_penalty_msat: 512,
1360                         failure_penalty_half_life: Duration::from_secs(10),
1361                         overuse_penalty_start_1024th: 1024,
1362                         overuse_penalty_msat_per_1024th: 0,
1363                 });
1364                 let source = source_node_id();
1365                 let target = target_node_id();
1366                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1367
1368                 scorer.payment_path_failed(&[], 42);
1369                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1370
1371                 SinceEpoch::advance(Duration::from_secs(10));
1372                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1373
1374                 scorer.payment_path_failed(&[], 42);
1375                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768);
1376
1377                 SinceEpoch::advance(Duration::from_secs(10));
1378                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384);
1379         }
1380
1381         #[test]
1382         fn reduces_channel_failure_penalties_after_success() {
1383                 let mut scorer = Scorer::new(ScoringParameters {
1384                         base_penalty_msat: 1_000,
1385                         failure_penalty_msat: 512,
1386                         failure_penalty_half_life: Duration::from_secs(10),
1387                         overuse_penalty_start_1024th: 1024,
1388                         overuse_penalty_msat_per_1024th: 0,
1389                 });
1390                 let source = source_node_id();
1391                 let target = target_node_id();
1392                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000);
1393
1394                 scorer.payment_path_failed(&[], 42);
1395                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1396
1397                 SinceEpoch::advance(Duration::from_secs(10));
1398                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1399
1400                 let hop = RouteHop {
1401                         pubkey: PublicKey::from_slice(target.as_slice()).unwrap(),
1402                         node_features: NodeFeatures::known(),
1403                         short_channel_id: 42,
1404                         channel_features: ChannelFeatures::known(),
1405                         fee_msat: 1,
1406                         cltv_expiry_delta: 18,
1407                 };
1408                 scorer.payment_path_successful(&[&hop]);
1409                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1410
1411                 SinceEpoch::advance(Duration::from_secs(10));
1412                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064);
1413         }
1414
1415         #[test]
1416         fn restores_persisted_channel_failure_penalties() {
1417                 let mut scorer = Scorer::new(ScoringParameters {
1418                         base_penalty_msat: 1_000,
1419                         failure_penalty_msat: 512,
1420                         failure_penalty_half_life: Duration::from_secs(10),
1421                         overuse_penalty_start_1024th: 1024,
1422                         overuse_penalty_msat_per_1024th: 0,
1423                 });
1424                 let source = source_node_id();
1425                 let target = target_node_id();
1426
1427                 scorer.payment_path_failed(&[], 42);
1428                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1429
1430                 SinceEpoch::advance(Duration::from_secs(10));
1431                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1432
1433                 scorer.payment_path_failed(&[], 43);
1434                 assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1435
1436                 let mut serialized_scorer = Vec::new();
1437                 scorer.write(&mut serialized_scorer).unwrap();
1438
1439                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1440                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1441                 assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512);
1442         }
1443
1444         #[test]
1445         fn decays_persisted_channel_failure_penalties() {
1446                 let mut scorer = Scorer::new(ScoringParameters {
1447                         base_penalty_msat: 1_000,
1448                         failure_penalty_msat: 512,
1449                         failure_penalty_half_life: Duration::from_secs(10),
1450                         overuse_penalty_start_1024th: 1024,
1451                         overuse_penalty_msat_per_1024th: 0,
1452                 });
1453                 let source = source_node_id();
1454                 let target = target_node_id();
1455
1456                 scorer.payment_path_failed(&[], 42);
1457                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512);
1458
1459                 let mut serialized_scorer = Vec::new();
1460                 scorer.write(&mut serialized_scorer).unwrap();
1461
1462                 SinceEpoch::advance(Duration::from_secs(10));
1463
1464                 let deserialized_scorer = <Scorer>::read(&mut io::Cursor::new(&serialized_scorer)).unwrap();
1465                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256);
1466
1467                 SinceEpoch::advance(Duration::from_secs(10));
1468                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128);
1469         }
1470
1471         #[test]
1472         fn charges_per_1024th_penalty() {
1473                 let scorer = Scorer::new(ScoringParameters {
1474                         base_penalty_msat: 0,
1475                         failure_penalty_msat: 0,
1476                         failure_penalty_half_life: Duration::from_secs(0),
1477                         overuse_penalty_start_1024th: 256,
1478                         overuse_penalty_msat_per_1024th: 100,
1479                 });
1480                 let source = source_node_id();
1481                 let target = target_node_id();
1482
1483                 assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0);
1484                 assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0);
1485                 assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100);
1486                 assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200);
1487                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100);
1488         }
1489
1490         // `ProbabilisticScorer` tests
1491
1492         /// A probabilistic scorer for testing with time that can be manually advanced.
1493         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
1494
1495         fn sender_privkey() -> SecretKey {
1496                 SecretKey::from_slice(&[41; 32]).unwrap()
1497         }
1498
1499         fn recipient_privkey() -> SecretKey {
1500                 SecretKey::from_slice(&[45; 32]).unwrap()
1501         }
1502
1503         fn sender_pubkey() -> PublicKey {
1504                 let secp_ctx = Secp256k1::new();
1505                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1506         }
1507
1508         fn recipient_pubkey() -> PublicKey {
1509                 let secp_ctx = Secp256k1::new();
1510                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1511         }
1512
1513         fn sender_node_id() -> NodeId {
1514                 NodeId::from_pubkey(&sender_pubkey())
1515         }
1516
1517         fn recipient_node_id() -> NodeId {
1518                 NodeId::from_pubkey(&recipient_pubkey())
1519         }
1520
1521         fn network_graph() -> NetworkGraph {
1522                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1523                 let mut network_graph = NetworkGraph::new(genesis_hash);
1524                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1525                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1526
1527                 network_graph
1528         }
1529
1530         fn add_channel(
1531                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey,
1532                 node_2_key: SecretKey
1533         ) {
1534                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1535                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1536                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1537                 let secp_ctx = Secp256k1::new();
1538                 let unsigned_announcement = UnsignedChannelAnnouncement {
1539                         features: ChannelFeatures::known(),
1540                         chain_hash: genesis_hash,
1541                         short_channel_id,
1542                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1543                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1544                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1545                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1546                         excess_data: Vec::new(),
1547                 };
1548                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1549                 let signed_announcement = ChannelAnnouncement {
1550                         node_signature_1: secp_ctx.sign(&msghash, &node_1_key),
1551                         node_signature_2: secp_ctx.sign(&msghash, &node_2_key),
1552                         bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret),
1553                         bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret),
1554                         contents: unsigned_announcement,
1555                 };
1556                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1557                 network_graph.update_channel_from_announcement(
1558                         &signed_announcement, &chain_source, &secp_ctx).unwrap();
1559                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1560                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1561         }
1562
1563         fn update_channel(
1564                 network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8
1565         ) {
1566                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1567                 let secp_ctx = Secp256k1::new();
1568                 let unsigned_update = UnsignedChannelUpdate {
1569                         chain_hash: genesis_hash,
1570                         short_channel_id,
1571                         timestamp: 100,
1572                         flags,
1573                         cltv_expiry_delta: 18,
1574                         htlc_minimum_msat: 0,
1575                         htlc_maximum_msat: OptionalField::Present(1_000),
1576                         fee_base_msat: 1,
1577                         fee_proportional_millionths: 0,
1578                         excess_data: Vec::new(),
1579                 };
1580                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1581                 let signed_update = ChannelUpdate {
1582                         signature: secp_ctx.sign(&msghash, &node_key),
1583                         contents: unsigned_update,
1584                 };
1585                 network_graph.update_channel(&signed_update, &secp_ctx).unwrap();
1586         }
1587
1588         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1589                 vec![
1590                         RouteHop {
1591                                 pubkey: source_pubkey(),
1592                                 node_features: NodeFeatures::known(),
1593                                 short_channel_id: 41,
1594                                 channel_features: ChannelFeatures::known(),
1595                                 fee_msat: 1,
1596                                 cltv_expiry_delta: 18,
1597                         },
1598                         RouteHop {
1599                                 pubkey: target_pubkey(),
1600                                 node_features: NodeFeatures::known(),
1601                                 short_channel_id: 42,
1602                                 channel_features: ChannelFeatures::known(),
1603                                 fee_msat: 2,
1604                                 cltv_expiry_delta: 18,
1605                         },
1606                         RouteHop {
1607                                 pubkey: recipient_pubkey(),
1608                                 node_features: NodeFeatures::known(),
1609                                 short_channel_id: 43,
1610                                 channel_features: ChannelFeatures::known(),
1611                                 fee_msat: amount_msat,
1612                                 cltv_expiry_delta: 18,
1613                         },
1614                 ]
1615         }
1616
1617         #[test]
1618         fn liquidity_bounds_directed_from_lowest_node_id() {
1619                 let last_updated = SinceEpoch::now();
1620                 let network_graph = network_graph();
1621                 let params = ProbabilisticScoringParameters::default();
1622                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1623                         .with_channel(42,
1624                                 ChannelLiquidity {
1625                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1626                                 })
1627                         .with_channel(43,
1628                                 ChannelLiquidity {
1629                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
1630                                 });
1631                 let source = source_node_id();
1632                 let target = target_node_id();
1633                 let recipient = recipient_node_id();
1634                 assert!(source > target);
1635                 assert!(target < recipient);
1636
1637                 // Update minimum liquidity.
1638
1639                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1640                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1641                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1642                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1643                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1644
1645                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1646                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1647                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1648                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1649
1650                 scorer.channel_liquidities.get_mut(&42).unwrap()
1651                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1652                         .set_min_liquidity_msat(200);
1653
1654                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1655                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1656                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1657                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1658
1659                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1660                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1661                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1662                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1663
1664                 // Update maximum liquidity.
1665
1666                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1667                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1668                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1669                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1670
1671                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1672                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1673                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1674                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1675
1676                 scorer.channel_liquidities.get_mut(&43).unwrap()
1677                         .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
1678                         .set_max_liquidity_msat(200);
1679
1680                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1681                         .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
1682                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1683                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1684
1685                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1686                         .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
1687                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1688                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1689         }
1690
1691         #[test]
1692         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1693                 let last_updated = SinceEpoch::now();
1694                 let network_graph = network_graph();
1695                 let params = ProbabilisticScoringParameters::default();
1696                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1697                         .with_channel(42,
1698                                 ChannelLiquidity {
1699                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1700                                 });
1701                 let source = source_node_id();
1702                 let target = target_node_id();
1703                 assert!(source > target);
1704
1705                 // Check initial bounds.
1706                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1707                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1708                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1709                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1710                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1711
1712                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1713                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1714                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1715                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1716
1717                 // Reset from source to target.
1718                 scorer.channel_liquidities.get_mut(&42).unwrap()
1719                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1720                         .set_min_liquidity_msat(900);
1721
1722                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1723                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1724                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1725                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1726
1727                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1728                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1729                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1730                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1731
1732                 // Reset from target to source.
1733                 scorer.channel_liquidities.get_mut(&42).unwrap()
1734                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1735                         .set_min_liquidity_msat(400);
1736
1737                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1738                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1739                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1740                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1741
1742                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1743                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1744                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1745                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1746         }
1747
1748         #[test]
1749         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1750                 let last_updated = SinceEpoch::now();
1751                 let network_graph = network_graph();
1752                 let params = ProbabilisticScoringParameters::default();
1753                 let mut scorer = ProbabilisticScorer::new(params, &network_graph)
1754                         .with_channel(42,
1755                                 ChannelLiquidity {
1756                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
1757                                 });
1758                 let source = source_node_id();
1759                 let target = target_node_id();
1760                 assert!(source > target);
1761
1762                 // Check initial bounds.
1763                 let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
1764                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1765                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1766                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1767                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1768
1769                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1770                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1771                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1772                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1773
1774                 // Reset from source to target.
1775                 scorer.channel_liquidities.get_mut(&42).unwrap()
1776                         .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
1777                         .set_max_liquidity_msat(300);
1778
1779                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1780                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1781                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1782                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1783
1784                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1785                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1786                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1787                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1788
1789                 // Reset from target to source.
1790                 scorer.channel_liquidities.get_mut(&42).unwrap()
1791                         .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
1792                         .set_max_liquidity_msat(600);
1793
1794                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1795                         .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
1796                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1797                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1798
1799                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1800                         .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
1801                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1802                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1803         }
1804
1805         #[test]
1806         fn increased_penalty_nearing_liquidity_upper_bound() {
1807                 let network_graph = network_graph();
1808                 let params = ProbabilisticScoringParameters {
1809                         liquidity_penalty_multiplier_msat: 1_000,
1810                         ..ProbabilisticScoringParameters::zero_penalty()
1811                 };
1812                 let scorer = ProbabilisticScorer::new(params, &network_graph);
1813                 let source = source_node_id();
1814                 let target = target_node_id();
1815
1816                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
1817                 assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
1818                 assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
1819                 assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
1820
1821                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
1822                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
1823                 assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
1824                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
1825                 assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
1826                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
1827                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
1828         }
1829
1830         #[test]
1831         fn constant_penalty_outside_liquidity_bounds() {
1832                 let last_updated = SinceEpoch::now();
1833                 let network_graph = network_graph();
1834                 let params = ProbabilisticScoringParameters {
1835                         liquidity_penalty_multiplier_msat: 1_000,
1836                         ..ProbabilisticScoringParameters::zero_penalty()
1837                 };
1838                 let scorer = ProbabilisticScorer::new(params, &network_graph)
1839                         .with_channel(42,
1840                                 ChannelLiquidity {
1841                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
1842                                 });
1843                 let source = source_node_id();
1844                 let target = target_node_id();
1845
1846                 assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
1847                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
1848                 assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
1849                 assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
1850         }
1851
1852         #[test]
1853         fn does_not_further_penalize_own_channel() {
1854                 let network_graph = network_graph();
1855                 let params = ProbabilisticScoringParameters {
1856                         liquidity_penalty_multiplier_msat: 1_000,
1857                         ..ProbabilisticScoringParameters::zero_penalty()
1858                 };
1859                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1860                 let sender = sender_node_id();
1861                 let source = source_node_id();
1862                 let failed_path = payment_path_for_amount(500);
1863                 let successful_path = payment_path_for_amount(200);
1864
1865                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1866
1867                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
1868                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1869
1870                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
1871                 assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
1872         }
1873
1874         #[test]
1875         fn sets_liquidity_lower_bound_on_downstream_failure() {
1876                 let network_graph = network_graph();
1877                 let params = ProbabilisticScoringParameters {
1878                         liquidity_penalty_multiplier_msat: 1_000,
1879                         ..ProbabilisticScoringParameters::zero_penalty()
1880                 };
1881                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1882                 let source = source_node_id();
1883                 let target = target_node_id();
1884                 let path = payment_path_for_amount(500);
1885
1886                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1887                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1888                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1889
1890                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
1891
1892                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0);
1893                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0);
1894                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300);
1895         }
1896
1897         #[test]
1898         fn sets_liquidity_upper_bound_on_failure() {
1899                 let network_graph = network_graph();
1900                 let params = ProbabilisticScoringParameters {
1901                         liquidity_penalty_multiplier_msat: 1_000,
1902                         ..ProbabilisticScoringParameters::zero_penalty()
1903                 };
1904                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1905                 let source = source_node_id();
1906                 let target = target_node_id();
1907                 let path = payment_path_for_amount(500);
1908
1909                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1910                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
1911                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
1912
1913                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
1914
1915                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1916                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
1917                 assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
1918         }
1919
1920         #[test]
1921         fn reduces_liquidity_upper_bound_along_path_on_success() {
1922                 let network_graph = network_graph();
1923                 let params = ProbabilisticScoringParameters {
1924                         liquidity_penalty_multiplier_msat: 1_000,
1925                         ..ProbabilisticScoringParameters::zero_penalty()
1926                 };
1927                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1928                 let sender = sender_node_id();
1929                 let source = source_node_id();
1930                 let target = target_node_id();
1931                 let recipient = recipient_node_id();
1932                 let path = payment_path_for_amount(500);
1933
1934                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1935                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
1936                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128);
1937
1938                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
1939
1940                 assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128);
1941                 assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
1942                 assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
1943         }
1944
1945         #[test]
1946         fn decays_liquidity_bounds_over_time() {
1947                 let network_graph = network_graph();
1948                 let params = ProbabilisticScoringParameters {
1949                         liquidity_penalty_multiplier_msat: 1_000,
1950                         liquidity_offset_half_life: Duration::from_secs(10),
1951                         ..ProbabilisticScoringParameters::zero_penalty()
1952                 };
1953                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
1954                 let source = source_node_id();
1955                 let target = target_node_id();
1956
1957                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1958                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1959
1960                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
1961                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
1962
1963                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1964                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1965                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1966                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1967
1968                 SinceEpoch::advance(Duration::from_secs(9));
1969                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
1970                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
1971                 assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
1972                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
1973
1974                 SinceEpoch::advance(Duration::from_secs(1));
1975                 assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
1976                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
1977                 assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
1978                 assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
1979
1980                 // Fully decay liquidity lower bound.
1981                 SinceEpoch::advance(Duration::from_secs(10 * 7));
1982                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1983                 assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
1984                 assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
1985                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1986
1987                 // Fully decay liquidity upper bound.
1988                 SinceEpoch::advance(Duration::from_secs(10));
1989                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1990                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1991
1992                 SinceEpoch::advance(Duration::from_secs(10));
1993                 assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
1994                 assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
1995         }
1996
1997         #[test]
1998         fn decays_liquidity_bounds_without_shift_overflow() {
1999                 let network_graph = network_graph();
2000                 let params = ProbabilisticScoringParameters {
2001                         liquidity_penalty_multiplier_msat: 1_000,
2002                         liquidity_offset_half_life: Duration::from_secs(10),
2003                         ..ProbabilisticScoringParameters::zero_penalty()
2004                 };
2005                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2006                 let source = source_node_id();
2007                 let target = target_node_id();
2008                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2009
2010                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2011                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
2012
2013                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2014                 // would cause an overflow.
2015                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2016                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2017
2018                 SinceEpoch::advance(Duration::from_secs(10));
2019                 assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
2020         }
2021
2022         #[test]
2023         fn restricts_liquidity_bounds_after_decay() {
2024                 let network_graph = network_graph();
2025                 let params = ProbabilisticScoringParameters {
2026                         liquidity_penalty_multiplier_msat: 1_000,
2027                         liquidity_offset_half_life: Duration::from_secs(10),
2028                         ..ProbabilisticScoringParameters::zero_penalty()
2029                 };
2030                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2031                 let source = source_node_id();
2032                 let target = target_node_id();
2033
2034                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2035
2036                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2037                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2038                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2039                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
2040
2041                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2042                 SinceEpoch::advance(Duration::from_secs(10));
2043                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
2044
2045                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2046                 // is closer to the upper bound, meaning a higher penalty.
2047                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2048                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
2049
2050                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2051                 // is closer to the lower bound, meaning a lower penalty.
2052                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2053                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
2054
2055                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2056                 SinceEpoch::advance(Duration::from_secs(10));
2057                 assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
2058         }
2059
2060         #[test]
2061         fn restores_persisted_liquidity_bounds() {
2062                 let network_graph = network_graph();
2063                 let params = ProbabilisticScoringParameters {
2064                         liquidity_penalty_multiplier_msat: 1_000,
2065                         liquidity_offset_half_life: Duration::from_secs(10),
2066                         ..ProbabilisticScoringParameters::zero_penalty()
2067                 };
2068                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2069                 let source = source_node_id();
2070                 let target = target_node_id();
2071
2072                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2073                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2074
2075                 SinceEpoch::advance(Duration::from_secs(10));
2076                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2077
2078                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2079                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2080
2081                 let mut serialized_scorer = Vec::new();
2082                 scorer.write(&mut serialized_scorer).unwrap();
2083
2084                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2085                 let deserialized_scorer =
2086                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2087                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2088         }
2089
2090         #[test]
2091         fn decays_persisted_liquidity_bounds() {
2092                 let network_graph = network_graph();
2093                 let params = ProbabilisticScoringParameters {
2094                         liquidity_penalty_multiplier_msat: 1_000,
2095                         liquidity_offset_half_life: Duration::from_secs(10),
2096                         ..ProbabilisticScoringParameters::zero_penalty()
2097                 };
2098                 let mut scorer = ProbabilisticScorer::new(params, &network_graph);
2099                 let source = source_node_id();
2100                 let target = target_node_id();
2101
2102                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2103                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
2104
2105                 let mut serialized_scorer = Vec::new();
2106                 scorer.write(&mut serialized_scorer).unwrap();
2107
2108                 SinceEpoch::advance(Duration::from_secs(10));
2109
2110                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2111                 let deserialized_scorer =
2112                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
2113                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
2114
2115                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2116                 assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
2117
2118                 SinceEpoch::advance(Duration::from_secs(10));
2119                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
2120         }
2121
2122         #[test]
2123         fn scores_realistic_payments() {
2124                 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2125                 // 50k sat reserve).
2126                 let network_graph = network_graph();
2127                 let params = ProbabilisticScoringParameters::default();
2128                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2129                 let source = source_node_id();
2130                 let target = target_node_id();
2131
2132                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 950_000_000, &source, &target), 3645);
2133                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 1_950_000_000, &source, &target), 2512);
2134                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 2_950_000_000, &source, &target), 500);
2135                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 3_950_000_000, &source, &target), 1442);
2136                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 4_950_000_000, &source, &target), 500);
2137                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 5_950_000_000, &source, &target), 1820);
2138                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 6_950_000_000, &source, &target), 500);
2139                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_450_000_000, &source, &target), 500);
2140                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_950_000_000, &source, &target), 500);
2141                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 8_950_000_000, &source, &target), 500);
2142                 assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 9_950_000_000, &source, &target), 500);
2143         }
2144
2145         #[test]
2146         fn adds_base_penalty_to_liquidity_penalty() {
2147                 let network_graph = network_graph();
2148                 let source = source_node_id();
2149                 let target = target_node_id();
2150
2151                 let params = ProbabilisticScoringParameters {
2152                         liquidity_penalty_multiplier_msat: 1_000,
2153                         ..ProbabilisticScoringParameters::zero_penalty()
2154                 };
2155                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2156                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
2157
2158                 let params = ProbabilisticScoringParameters {
2159                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
2160                 };
2161                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2162                 assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
2163         }
2164
2165         #[test]
2166         fn adds_amount_penalty_to_liquidity_penalty() {
2167                 let network_graph = network_graph();
2168                 let source = source_node_id();
2169                 let target = target_node_id();
2170
2171                 let params = ProbabilisticScoringParameters {
2172                         liquidity_penalty_multiplier_msat: 1_000,
2173                         amount_penalty_multiplier_msat: 0,
2174                         ..ProbabilisticScoringParameters::zero_penalty()
2175                 };
2176                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2177                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
2178
2179                 let params = ProbabilisticScoringParameters {
2180                         liquidity_penalty_multiplier_msat: 1_000,
2181                         amount_penalty_multiplier_msat: 256,
2182                         ..ProbabilisticScoringParameters::zero_penalty()
2183                 };
2184                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2185                 assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
2186         }
2187
2188         #[test]
2189         fn calculates_log10_without_overflowing_u64_max_value() {
2190                 let network_graph = network_graph();
2191                 let source = source_node_id();
2192                 let target = target_node_id();
2193
2194                 let params = ProbabilisticScoringParameters {
2195                         liquidity_penalty_multiplier_msat: 40_000,
2196                         ..ProbabilisticScoringParameters::zero_penalty()
2197                 };
2198                 let scorer = ProbabilisticScorer::new(params, &network_graph);
2199                 assert_eq!(
2200                         scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
2201                         80_000,
2202                 );
2203         }
2204 }