penalty_msat: u64,
}
-impl_writeable_tlv_based!(FixedPenaltyScorer, {
- (0, penalty_msat, required),
-});
-
impl FixedPenaltyScorer {
/// Creates a new scorer using `penalty_msat`.
pub fn with_penalty(penalty_msat: u64) -> Self {
fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
}
+impl Writeable for FixedPenaltyScorer {
+ #[inline]
+ fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
+ write_tlv_fields!(w, {});
+ Ok(())
+ }
+}
+
+impl ReadableArgs<u64> for FixedPenaltyScorer {
+ #[inline]
+ fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
+ read_tlv_fields!(r, {});
+ Ok(Self { penalty_msat })
+ }
+}
+
/// [`Score`] implementation that provides reasonable default behavior.
///
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
}
/// Parameters for configuring [`ProbabilisticScorer`].
+///
+/// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
+/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
#[derive(Clone, Copy)]
pub struct ProbabilisticScoringParameters {
- /// A multiplier used to determine the amount in msats willing to be paid to avoid routing
- /// through a channel, as per multiplying by the negative `log10` of the channel's success
- /// probability for a payment.
+ /// A fixed penalty in msats to apply to each channel.
///
- /// The success probability is determined by the effective channel capacity, the payment amount,
- /// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
- /// the success probability is 0.01, effectively limiting the penalty to the range
- /// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
- /// on [`liquidity_offset_half_life`].
+ /// Default value: 500 msat
+ pub base_penalty_msat: u64,
+
+ /// A multiplier used in conjunction with the negative `log10` of the channel's success
+ /// probability for a payment to determine the liquidity penalty.
+ ///
+ /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
+ /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
+ /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
+ /// lower bounding the success probability to `0.01`) when the amount falls within the
+ /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
+ /// result in a `u64::max_value` penalty, however.
///
- /// Default value: 10,000 msat
+ /// Default value: 40,000 msat
///
/// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
pub liquidity_penalty_multiplier_msat: u64,
/// When built with the `no-std` feature, time will never elapse. Therefore, the channel
/// liquidity knowledge will never decay except when the bounds cross.
pub liquidity_offset_half_life: Duration,
-}
-impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
- (0, liquidity_penalty_multiplier_msat, required),
- (2, liquidity_offset_half_life, required),
-});
+ /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
+ /// channel's success probability for the payment to determine the amount penalty.
+ ///
+ /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
+ /// fees plus penalty) for large payments. The penalty is computed as the product of this
+ /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
+ /// success probability.
+ ///
+ /// `-log10(success_probability) * amount_penalty_multiplier_msat * amount_msat / 2^20`
+ ///
+ /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
+ /// the amount will result in a penalty of the multiplier. And, as the success probability
+ /// decreases, the negative `log10` weighting will increase dramatically. For higher success
+ /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
+ /// fall below `1`.
+ ///
+ /// Default value: 256 msat
+ pub amount_penalty_multiplier_msat: u64,
+}
/// Accounting for channel liquidity balance uncertainty.
///
}
}
+impl ProbabilisticScoringParameters {
+ #[cfg(test)]
+ fn zero_penalty() -> Self {
+ Self {
+ base_penalty_msat: 0,
+ liquidity_penalty_multiplier_msat: 0,
+ liquidity_offset_half_life: Duration::from_secs(3600),
+ amount_penalty_multiplier_msat: 0,
+ }
+ }
+}
+
impl Default for ProbabilisticScoringParameters {
fn default() -> Self {
Self {
- liquidity_penalty_multiplier_msat: 10_000,
+ base_penalty_msat: 500,
+ liquidity_penalty_multiplier_msat: 40_000,
liquidity_offset_half_life: Duration::from_secs(3600),
+ amount_penalty_multiplier_msat: 256,
}
}
}
}
}
+/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
+/// probabilities.
+const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
+
+/// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
+/// ratio, as X in 1/X.
+const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
+
+/// The divisor used when computing the amount penalty.
+const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
+
impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
/// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
/// direction.
- fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
+ fn penalty_msat(&self, amount_msat: u64, params: ProbabilisticScoringParameters) -> u64 {
let max_liquidity_msat = self.max_liquidity_msat();
let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
- if amount_msat > max_liquidity_msat {
- u64::max_value()
- } else if amount_msat <= min_liquidity_msat {
+ if amount_msat <= min_liquidity_msat {
0
+ } else if amount_msat >= max_liquidity_msat {
+ if amount_msat > max_liquidity_msat {
+ u64::max_value()
+ } else if max_liquidity_msat != self.capacity_msat {
+ // Avoid using the failed channel on retry.
+ u64::max_value()
+ } else {
+ // Equivalent to hitting the else clause below with the amount equal to the
+ // effective capacity and without any certainty on the liquidity upper bound.
+ let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
+ self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
+ }
} else {
- let numerator = max_liquidity_msat + 1 - amount_msat;
- let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
- approx::negative_log10_times_1024(numerator, denominator)
- .saturating_mul(liquidity_penalty_multiplier_msat) / 1024
+ let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
+ let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
+ if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
+ // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
+ // don't bother trying to use the log approximation as it gets too noisy to be
+ // particularly helpful, instead just round down to 0 and return the base penalty.
+ params.base_penalty_msat
+ } else {
+ let negative_log10_times_2048 =
+ approx::negative_log10_times_2048(numerator, denominator);
+ self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
+ }
}
- // Upper bound the penalty to ensure some channel is selected.
- .min(2 * liquidity_penalty_multiplier_msat)
+ }
+
+ /// Computes the liquidity and amount penalties and adds them to the base penalty.
+ #[inline(always)]
+ fn combined_penalty_msat(
+ &self, amount_msat: u64, negative_log10_times_2048: u64,
+ params: ProbabilisticScoringParameters
+ ) -> u64 {
+ let liquidity_penalty_msat = {
+ // Upper bound the liquidity penalty to ensure some channel is selected.
+ let multiplier_msat = params.liquidity_penalty_multiplier_msat;
+ let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
+ (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
+ };
+ let amount_penalty_msat = negative_log10_times_2048
+ .saturating_mul(params.amount_penalty_multiplier_msat)
+ .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
+
+ params.base_penalty_msat
+ .saturating_add(liquidity_penalty_msat)
+ .saturating_add(amount_penalty_msat)
}
/// Returns the lower bound of the channel liquidity balance in this direction.
&self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
target: &NodeId
) -> u64 {
- let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
self.channel_liquidities
.get(&short_channel_id)
.unwrap_or(&ChannelLiquidity::new())
.as_directed(source, target, capacity_msat, liquidity_offset_half_life)
- .penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
+ .penalty_msat(amount_msat, self.params)
}
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
mod approx {
const BITS: u32 = 64;
const HIGHEST_BIT: u32 = BITS - 1;
- const LOWER_BITS: u32 = 4;
- const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
+ const LOWER_BITS: u32 = 6;
+ pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
- /// Look-up table for `log10(x) * 1024` where row `i` is used for each `x` having `i` as the
+ /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
/// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
- const LOG10_TIMES_1024: [[u16; LOWER_BITS_BOUND as usize]; BITS as usize] = [
- [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
- [308, 308, 308, 308, 308, 308, 308, 308, 489, 489, 489, 489, 489, 489, 489, 489],
- [617, 617, 617, 617, 716, 716, 716, 716, 797, 797, 797, 797, 865, 865, 865, 865],
- [925, 925, 977, 977, 1024, 1024, 1066, 1066, 1105, 1105, 1141, 1141, 1174, 1174, 1204, 1204],
- [1233, 1260, 1285, 1309, 1332, 1354, 1375, 1394, 1413, 1431, 1449, 1466, 1482, 1497, 1513, 1527],
- [1541, 1568, 1594, 1618, 1641, 1662, 1683, 1703, 1722, 1740, 1757, 1774, 1790, 1806, 1821, 1835],
- [1850, 1876, 1902, 1926, 1949, 1970, 1991, 2011, 2030, 2048, 2065, 2082, 2098, 2114, 2129, 2144],
- [2158, 2185, 2210, 2234, 2257, 2279, 2299, 2319, 2338, 2356, 2374, 2390, 2407, 2422, 2437, 2452],
- [2466, 2493, 2518, 2542, 2565, 2587, 2608, 2627, 2646, 2665, 2682, 2699, 2715, 2731, 2746, 2760],
- [2774, 2801, 2827, 2851, 2874, 2895, 2916, 2936, 2955, 2973, 2990, 3007, 3023, 3039, 3054, 3068],
- [3083, 3110, 3135, 3159, 3182, 3203, 3224, 3244, 3263, 3281, 3298, 3315, 3331, 3347, 3362, 3377],
- [3391, 3418, 3443, 3467, 3490, 3512, 3532, 3552, 3571, 3589, 3607, 3623, 3640, 3655, 3670, 3685],
- [3699, 3726, 3751, 3775, 3798, 3820, 3841, 3860, 3879, 3898, 3915, 3932, 3948, 3964, 3979, 3993],
- [4007, 4034, 4060, 4084, 4107, 4128, 4149, 4169, 4188, 4206, 4223, 4240, 4256, 4272, 4287, 4301],
- [4316, 4343, 4368, 4392, 4415, 4436, 4457, 4477, 4496, 4514, 4531, 4548, 4564, 4580, 4595, 4610],
- [4624, 4651, 4676, 4700, 4723, 4745, 4765, 4785, 4804, 4822, 4840, 4857, 4873, 4888, 4903, 4918],
- [4932, 4959, 4984, 5009, 5031, 5053, 5074, 5093, 5112, 5131, 5148, 5165, 5181, 5197, 5212, 5226],
- [5240, 5267, 5293, 5317, 5340, 5361, 5382, 5402, 5421, 5439, 5456, 5473, 5489, 5505, 5520, 5534],
- [5549, 5576, 5601, 5625, 5648, 5670, 5690, 5710, 5729, 5747, 5764, 5781, 5797, 5813, 5828, 5843],
- [5857, 5884, 5909, 5933, 5956, 5978, 5998, 6018, 6037, 6055, 6073, 6090, 6106, 6121, 6136, 6151],
- [6165, 6192, 6217, 6242, 6264, 6286, 6307, 6326, 6345, 6364, 6381, 6398, 6414, 6430, 6445, 6459],
- [6473, 6500, 6526, 6550, 6573, 6594, 6615, 6635, 6654, 6672, 6689, 6706, 6722, 6738, 6753, 6767],
- [6782, 6809, 6834, 6858, 6881, 6903, 6923, 6943, 6962, 6980, 6998, 7014, 7030, 7046, 7061, 7076],
- [7090, 7117, 7142, 7166, 7189, 7211, 7231, 7251, 7270, 7288, 7306, 7323, 7339, 7354, 7369, 7384],
- [7398, 7425, 7450, 7475, 7497, 7519, 7540, 7560, 7578, 7597, 7614, 7631, 7647, 7663, 7678, 7692],
- [7706, 7733, 7759, 7783, 7806, 7827, 7848, 7868, 7887, 7905, 7922, 7939, 7955, 7971, 7986, 8001],
- [8015, 8042, 8067, 8091, 8114, 8136, 8156, 8176, 8195, 8213, 8231, 8247, 8263, 8279, 8294, 8309],
- [8323, 8350, 8375, 8399, 8422, 8444, 8464, 8484, 8503, 8521, 8539, 8556, 8572, 8587, 8602, 8617],
- [8631, 8658, 8684, 8708, 8730, 8752, 8773, 8793, 8811, 8830, 8847, 8864, 8880, 8896, 8911, 8925],
- [8939, 8966, 8992, 9016, 9039, 9060, 9081, 9101, 9120, 9138, 9155, 9172, 9188, 9204, 9219, 9234],
- [9248, 9275, 9300, 9324, 9347, 9369, 9389, 9409, 9428, 9446, 9464, 9480, 9497, 9512, 9527, 9542],
- [9556, 9583, 9608, 9632, 9655, 9677, 9698, 9717, 9736, 9754, 9772, 9789, 9805, 9820, 9835, 9850],
- [9864, 9891, 9917, 9941, 9963, 9985, 10006, 10026, 10044, 10063, 10080, 10097, 10113, 10129, 10144, 10158],
- [10172, 10199, 10225, 10249, 10272, 10293, 10314, 10334, 10353, 10371, 10388, 10405, 10421, 10437, 10452, 10467],
- [10481, 10508, 10533, 10557, 10580, 10602, 10622, 10642, 10661, 10679, 10697, 10713, 10730, 10745, 10760, 10775],
- [10789, 10816, 10841, 10865, 10888, 10910, 10931, 10950, 10969, 10987, 11005, 11022, 11038, 11053, 11068, 11083],
- [11097, 11124, 11150, 11174, 11196, 11218, 11239, 11259, 11277, 11296, 11313, 11330, 11346, 11362, 11377, 11391],
- [11405, 11432, 11458, 11482, 11505, 11526, 11547, 11567, 11586, 11604, 11621, 11638, 11654, 11670, 11685, 11700],
- [11714, 11741, 11766, 11790, 11813, 11835, 11855, 11875, 11894, 11912, 11930, 11946, 11963, 11978, 11993, 12008],
- [12022, 12049, 12074, 12098, 12121, 12143, 12164, 12183, 12202, 12220, 12238, 12255, 12271, 12286, 12301, 12316],
- [12330, 12357, 12383, 12407, 12429, 12451, 12472, 12492, 12511, 12529, 12546, 12563, 12579, 12595, 12610, 12624],
- [12638, 12665, 12691, 12715, 12738, 12759, 12780, 12800, 12819, 12837, 12854, 12871, 12887, 12903, 12918, 12933],
- [12947, 12974, 12999, 13023, 13046, 13068, 13088, 13108, 13127, 13145, 13163, 13179, 13196, 13211, 13226, 13241],
- [13255, 13282, 13307, 13331, 13354, 13376, 13397, 13416, 13435, 13453, 13471, 13488, 13504, 13519, 13535, 13549],
- [13563, 13590, 13616, 13640, 13662, 13684, 13705, 13725, 13744, 13762, 13779, 13796, 13812, 13828, 13843, 13857],
- [13871, 13898, 13924, 13948, 13971, 13992, 14013, 14033, 14052, 14070, 14087, 14104, 14120, 14136, 14151, 14166],
- [14180, 14207, 14232, 14256, 14279, 14301, 14321, 14341, 14360, 14378, 14396, 14412, 14429, 14444, 14459, 14474],
- [14488, 14515, 14540, 14564, 14587, 14609, 14630, 14649, 14668, 14686, 14704, 14721, 14737, 14752, 14768, 14782],
- [14796, 14823, 14849, 14873, 14895, 14917, 14938, 14958, 14977, 14995, 15012, 15029, 15045, 15061, 15076, 15090],
- [15104, 15131, 15157, 15181, 15204, 15225, 15246, 15266, 15285, 15303, 15320, 15337, 15353, 15369, 15384, 15399],
- [15413, 15440, 15465, 15489, 15512, 15534, 15554, 15574, 15593, 15611, 15629, 15645, 15662, 15677, 15692, 15707],
- [15721, 15748, 15773, 15797, 15820, 15842, 15863, 15882, 15901, 15919, 15937, 15954, 15970, 15985, 16001, 16015],
- [16029, 16056, 16082, 16106, 16128, 16150, 16171, 16191, 16210, 16228, 16245, 16262, 16278, 16294, 16309, 16323],
- [16337, 16364, 16390, 16414, 16437, 16458, 16479, 16499, 16518, 16536, 16553, 16570, 16586, 16602, 16617, 16632],
- [16646, 16673, 16698, 16722, 16745, 16767, 16787, 16807, 16826, 16844, 16862, 16878, 16895, 16910, 16925, 16940],
- [16954, 16981, 17006, 17030, 17053, 17075, 17096, 17115, 17134, 17152, 17170, 17187, 17203, 17218, 17234, 17248],
- [17262, 17289, 17315, 17339, 17361, 17383, 17404, 17424, 17443, 17461, 17478, 17495, 17511, 17527, 17542, 17556],
- [17571, 17597, 17623, 17647, 17670, 17691, 17712, 17732, 17751, 17769, 17786, 17803, 17819, 17835, 17850, 17865],
- [17879, 17906, 17931, 17955, 17978, 18000, 18020, 18040, 18059, 18077, 18095, 18111, 18128, 18143, 18158, 18173],
- [18187, 18214, 18239, 18263, 18286, 18308, 18329, 18348, 18367, 18385, 18403, 18420, 18436, 18452, 18467, 18481],
- [18495, 18522, 18548, 18572, 18595, 18616, 18637, 18657, 18676, 18694, 18711, 18728, 18744, 18760, 18775, 18789],
- [18804, 18830, 18856, 18880, 18903, 18924, 18945, 18965, 18984, 19002, 19019, 19036, 19052, 19068, 19083, 19098],
- [19112, 19139, 19164, 19188, 19211, 19233, 19253, 19273, 19292, 19310, 19328, 19344, 19361, 19376, 19391, 19406],
- [19420, 19447, 19472, 19496, 19519, 19541, 19562, 19581, 19600, 19619, 19636, 19653, 19669, 19685, 19700, 19714],
+ const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
+ [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
+ [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
+ 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
+ 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
+ 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
+ [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
+ 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
+ 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
+ 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
+ [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
+ 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
+ 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
+ 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
+ [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
+ 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
+ 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
+ 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
+ [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
+ 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
+ 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
+ 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
+ [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
+ 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
+ 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
+ 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
+ [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
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+ 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
+ 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
+ [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
+ 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
+ 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
+ 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
+ [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
+ 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
+ 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
+ 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
+ [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
+ 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
+ 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
+ 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
+ [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
+ 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
+ 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
+ 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
+ [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
+ 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
+ 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
+ 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
+ [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
+ 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
+ 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
+ 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
+ [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
+ 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
+ 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
+ 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
+ [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
+ 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
+ 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
+ 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
+ [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
+ 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
+ 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
+ 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
+ [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
+ 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
+ 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
+ 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
+ [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
+ 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
+ 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
+ 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
+ [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
+ 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
+ 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
+ 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
+ [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
+ 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
+ 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
+ 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
+ [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
+ 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
+ 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
+ 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
+ [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
+ 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
+ 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
+ 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
+ [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
+ 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
+ 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
+ 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
+ [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
+ 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
+ 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
+ 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
];
- /// Approximate `log10(numerator / denominator) * 1024` using a look-up table.
+ /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
#[inline]
- pub fn negative_log10_times_1024(numerator: u64, denominator: u64) -> u64 {
+ pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
// Multiply the -1 through to avoid needing to use signed numbers.
- (log10_times_1024(denominator) - log10_times_1024(numerator)) as u64
+ (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
}
#[inline]
- fn log10_times_1024(x: u64) -> u16 {
+ fn log10_times_2048(x: u64) -> u16 {
debug_assert_ne!(x, 0);
let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
- LOG10_TIMES_1024[most_significant_bit as usize][lower_bits as usize]
+ LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
}
#[cfg(test)]
use super::*;
#[test]
- fn prints_negative_log10_times_1024_lookup_table() {
+ fn prints_negative_log10_times_2048_lookup_table() {
for msb in 0..BITS {
for i in 0..LOWER_BITS_BOUND {
let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
- let log10_times_1024 = ((x as f64).log10() * 1024.0).round() as u16;
- assert_eq!(log10_times_1024, LOG10_TIMES_1024[msb as usize][i as usize]);
+ let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
+ assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
if i % LOWER_BITS_BOUND == 0 {
- print!("\t\t[{}, ", log10_times_1024);
+ print!("\t\t[{}, ", log10_times_2048);
} else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
- println!("{}],", log10_times_1024);
+ println!("{}],", log10_times_2048);
+ } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
+ print!("{},\n\t\t\t", log10_times_2048);
} else {
- print!("{}, ", log10_times_1024);
+ print!("{}, ", log10_times_2048);
}
}
}
fn increased_penalty_nearing_liquidity_upper_bound() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let target = target_node_id();
assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024_000, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 14);
- assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 43);
+ assert_eq!(scorer.channel_penalty_msat(42, 10_240, 1_024_000, &source, &target), 0);
+ assert_eq!(scorer.channel_penalty_msat(42, 102_400, 1_024_000, &source, &target), 47);
assert_eq!(scorer.channel_penalty_msat(42, 1_024_000, 1_024_000, &source, &target), 2_000);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
- assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 204);
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
- assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 426);
+ assert_eq!(scorer.channel_penalty_msat(42, 374, 1_024, &source, &target), 198);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
+ assert_eq!(scorer.channel_penalty_msat(42, 640, 1_024, &source, &target), 425);
assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 602);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 902);
}
#[test]
let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
assert_eq!(scorer.channel_penalty_msat(42, 39, 100, &source, &target), 0);
assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 0);
- assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), 2_000);
- assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), 2_000);
+ assert_ne!(scorer.channel_penalty_msat(42, 50, 100, &source, &target), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, 61, 100, &source, &target), u64::max_value());
}
#[test]
fn does_not_further_penalize_own_channel() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
let failed_path = payment_path_for_amount(500);
let successful_path = payment_path_for_amount(200);
- assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
- assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
- assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
+ assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 301);
}
#[test]
fn sets_liquidity_lower_bound_on_downstream_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let path = payment_path_for_amount(500);
assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602);
scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
fn sets_liquidity_upper_bound_on_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let path = payment_path_for_amount(500);
assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 601);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 602);
scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
- assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
+ assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), u64::max_value());
}
#[test]
fn reduces_liquidity_upper_bound_along_path_on_success() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
- liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 93);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_479);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
SinceEpoch::advance(Duration::from_secs(9));
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 97);
- assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_409);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 93);
+ assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_479);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), u64::max_value());
SinceEpoch::advance(Duration::from_secs(1));
assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
- assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_773);
- assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_970);
+ assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), u64::max_value());
// Fully decay liquidity lower bound.
SinceEpoch::advance(Duration::from_secs(10 * 7));
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125);
scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274);
+ assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
// An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
// would cause an overflow.
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let target = target_node_id();
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
// More knowledge gives higher confidence (256, 768), meaning a lower penalty.
scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 301);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 291);
// Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
// is closer to the upper bound, meaning a higher penalty.
scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 331);
// Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
// is closer to the lower bound, meaning a lower penalty.
scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 245);
// Further decaying affects the lower bound more than the upper bound (128, 928).
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 284);
+ assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
}
#[test]
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let target = target_node_id();
scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 473);
scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
+ ..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
let target = target_node_id();
scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
- assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
+ assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), u64::max_value());
let mut serialized_scorer = Vec::new();
scorer.write(&mut serialized_scorer).unwrap();
let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
let deserialized_scorer =
<ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 473);
scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
SinceEpoch::advance(Duration::from_secs(10));
- assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
+ assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 365);
+ }
+
+ #[test]
+ fn scores_realistic_payments() {
+ // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
+ // 50k sat reserve).
+ let network_graph = network_graph();
+ let params = ProbabilisticScoringParameters::default();
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ let source = source_node_id();
+ let target = target_node_id();
+
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 950_000_000, &source, &target), 3613);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 1_950_000_000, &source, &target), 1977);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 2_950_000_000, &source, &target), 1474);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 3_950_000_000, &source, &target), 1223);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 4_950_000_000, &source, &target), 877);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 5_950_000_000, &source, &target), 845);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 6_950_000_000, &source, &target), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_450_000_000, &source, &target), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 7_950_000_000, &source, &target), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 8_950_000_000, &source, &target), 500);
+ assert_eq!(scorer.channel_penalty_msat(42, 100_000_000, 9_950_000_000, &source, &target), 500);
+ }
+
+ #[test]
+ fn adds_base_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);
+
+ let params = ProbabilisticScoringParameters {
+ base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
+ }
+
+ #[test]
+ fn adds_amount_penalty_to_liquidity_penalty() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ amount_penalty_multiplier_msat: 0,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 300);
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 1_000,
+ amount_penalty_multiplier_msat: 256,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 337);
+ }
+
+ #[test]
+ fn calculates_log10_without_overflowing_u64_max_value() {
+ let network_graph = network_graph();
+ let source = source_node_id();
+ let target = target_node_id();
+
+ let params = ProbabilisticScoringParameters {
+ liquidity_penalty_multiplier_msat: 40_000,
+ ..ProbabilisticScoringParameters::zero_penalty()
+ };
+ let scorer = ProbabilisticScorer::new(params, &network_graph);
+ assert_eq!(
+ scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
+ 80_000,
+ );
}
}
projects / rust-lightning / commitdiff