mirror of
https://github.com/lightningdevkit/rust-lightning.git
synced 2025-02-25 15:20:24 +01:00
Decay channel liquidity balance offsets
ProbabilisticScorer uses successful and unsuccessful payments to gain more certainty of a channel's liquidity balance. Decay this knowledge over time to indicate decreasing certainty about the liquidity balance.
This commit is contained in:
Jeffrey Czyz
parent
68d791ad84
commit
2e730cdc9c
1 changed files with 405 additions and 104 deletions
|
|
@ -189,16 +189,6 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
|
|||
}
|
||||
}
|
||||
|
||||
/// [`Score`] implementation that provides reasonable default behavior.
|
||||
///
|
||||
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
|
||||
/// slightly higher fees are available. Will further penalize channels that fail to relay payments.
|
||||
///
|
||||
/// See [module-level documentation] for usage.
|
||||
///
|
||||
/// [module-level documentation]: crate::routing::scoring
|
||||
#[cfg(not(feature = "no-std"))]
|
||||
pub type Scorer = ScorerUsingTime::<std::time::Instant>;
|
||||
/// [`Score`] implementation that provides reasonable default behavior.
|
||||
///
|
||||
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
|
||||
|
|
@ -206,9 +196,18 @@ pub type Scorer = ScorerUsingTime::<std::time::Instant>;
|
|||
///
|
||||
/// See [module-level documentation] for usage and [`ScoringParameters`] for customization.
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// Mixing the `no-std` feature between serialization and deserialization results in undefined
|
||||
/// behavior.
|
||||
///
|
||||
/// [module-level documentation]: crate::routing::scoring
|
||||
pub type Scorer = ScorerUsingTime::<ConfiguredTime>;
|
||||
|
||||
#[cfg(not(feature = "no-std"))]
|
||||
type ConfiguredTime = std::time::Instant;
|
||||
#[cfg(feature = "no-std")]
|
||||
pub type Scorer = ScorerUsingTime::<time::Eternity>;
|
||||
type ConfiguredTime = time::Eternity;
|
||||
|
||||
// Note that ideally we'd hide ScorerUsingTime from public view by sealing it as well, but rustdoc
|
||||
// doesn't handle this well - instead exposing a `Scorer` which has no trait implementation(s) or
|
||||
|
|
@ -216,14 +215,8 @@ pub type Scorer = ScorerUsingTime::<time::Eternity>;
|
|||
|
||||
/// [`Score`] implementation.
|
||||
///
|
||||
/// See [`Scorer`] for details.
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// Mixing the `no-std` feature between serialization and deserialization results in undefined
|
||||
/// behavior.
|
||||
///
|
||||
/// (C-not exported) generally all users should use the [`Scorer`] type alias.
|
||||
#[doc(hidden)]
|
||||
pub struct ScorerUsingTime<T: Time> {
|
||||
params: ScoringParameters,
|
||||
// TODO: Remove entries of closed channels.
|
||||
|
|
@ -269,6 +262,8 @@ pub struct ScoringParameters {
|
|||
///
|
||||
/// Successfully routing through a channel will immediately cut the penalty in half as well.
|
||||
///
|
||||
/// Default value: 1 hour
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will
|
||||
|
|
@ -461,30 +456,70 @@ impl<T: Time> Readable for ChannelFailure<T> {
|
|||
/// Then the negative `log10` of the success probability is used to determine the cost of routing a
|
||||
/// specific HTLC amount through a channel.
|
||||
///
|
||||
/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
|
||||
/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
|
||||
/// [`ProbabilisticScoringParameters`] for details.
|
||||
///
|
||||
/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
|
||||
/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
|
||||
/// volume are more likely to experience failed payment paths, which would need to be retried.
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// Mixing the `no-std` feature between serialization and deserialization results in undefined
|
||||
/// behavior.
|
||||
///
|
||||
/// [1]: https://arxiv.org/abs/2107.05322
|
||||
pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph>> {
|
||||
pub type ProbabilisticScorer<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
|
||||
|
||||
/// Probabilistic [`Score`] implementation.
|
||||
///
|
||||
/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
|
||||
#[doc(hidden)]
|
||||
pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time> {
|
||||
params: ProbabilisticScoringParameters,
|
||||
network_graph: G,
|
||||
// TODO: Remove entries of closed channels.
|
||||
channel_liquidities: HashMap<u64, ChannelLiquidity>,
|
||||
channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
|
||||
}
|
||||
|
||||
/// Parameters for configuring [`ProbabilisticScorer`].
|
||||
#[derive(Clone, Copy)]
|
||||
pub struct ProbabilisticScoringParameters {
|
||||
/// A penalty applied after multiplying by the negative `log10` of the channel's success
|
||||
/// A multiplier used to determine the amount in msats willing to be paid to avoid routing
|
||||
/// through a channel, as per multiplying by the negative `log10` of the channel's success
|
||||
/// probability for a payment.
|
||||
///
|
||||
/// The success probability is determined by the effective channel capacity, the payment amount,
|
||||
/// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
|
||||
/// the success probability is 0.01, effectively limiting the penalty to the range
|
||||
/// `0..=2*liquidity_penalty_multiplier_msat`.
|
||||
/// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
|
||||
/// on [`liquidity_offset_half_life`].
|
||||
///
|
||||
/// Default value: 10,000 msat
|
||||
///
|
||||
/// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
|
||||
pub liquidity_penalty_multiplier_msat: u64,
|
||||
|
||||
/// The time required to elapse before any knowledge learned about channel liquidity balances is
|
||||
/// cut in half.
|
||||
///
|
||||
/// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
|
||||
/// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
|
||||
/// the certainty of the channel liquidity balance.
|
||||
///
|
||||
/// Default value: 1 hour
|
||||
///
|
||||
/// # Note
|
||||
///
|
||||
/// When built with the `no-std` feature, time will never elapse. Therefore, the channel
|
||||
/// liquidity knowledge will never decay except when the bounds cross.
|
||||
pub liquidity_offset_half_life: Duration,
|
||||
}
|
||||
|
||||
impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
|
||||
(0, liquidity_penalty_multiplier_msat, required),
|
||||
(2, liquidity_offset_half_life, required),
|
||||
});
|
||||
|
||||
/// Accounting for channel liquidity balance uncertainty.
|
||||
|
|
@ -492,22 +527,29 @@ impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
|
|||
/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
|
||||
/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
|
||||
/// offset fields gives the opposite direction.
|
||||
struct ChannelLiquidity {
|
||||
struct ChannelLiquidity<T: Time> {
|
||||
/// Lower channel liquidity bound in terms of an offset from zero.
|
||||
min_liquidity_offset_msat: u64,
|
||||
|
||||
/// Upper channel liquidity bound in terms of an offset from the effective capacity.
|
||||
max_liquidity_offset_msat: u64,
|
||||
|
||||
/// Time when the liquidity bounds were last modified.
|
||||
last_updated: T,
|
||||
}
|
||||
|
||||
/// A view of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
|
||||
struct DirectedChannelLiquidity<L: Deref<Target = u64>> {
|
||||
/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
|
||||
/// decayed with a given half life.
|
||||
struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
|
||||
min_liquidity_offset_msat: L,
|
||||
max_liquidity_offset_msat: L,
|
||||
capacity_msat: u64,
|
||||
last_updated: U,
|
||||
now: T,
|
||||
half_life: Duration,
|
||||
}
|
||||
|
||||
impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
|
||||
impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T> {
|
||||
/// Creates a new scorer using the given scoring parameters for sending payments from a node
|
||||
/// through a network graph.
|
||||
pub fn new(params: ProbabilisticScoringParameters, network_graph: G) -> Self {
|
||||
|
|
@ -519,7 +561,7 @@ impl<G: Deref<Target = NetworkGraph>> ProbabilisticScorer<G> {
|
|||
}
|
||||
|
||||
#[cfg(test)]
|
||||
fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
|
||||
fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
|
||||
assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
|
||||
self
|
||||
}
|
||||
|
|
@ -529,24 +571,26 @@ impl Default for ProbabilisticScoringParameters {
|
|||
fn default() -> Self {
|
||||
Self {
|
||||
liquidity_penalty_multiplier_msat: 10_000,
|
||||
liquidity_offset_half_life: Duration::from_secs(3600),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl ChannelLiquidity {
|
||||
impl<T: Time> ChannelLiquidity<T> {
|
||||
#[inline]
|
||||
fn new() -> Self {
|
||||
Self {
|
||||
min_liquidity_offset_msat: 0,
|
||||
max_liquidity_offset_msat: 0,
|
||||
last_updated: T::now(),
|
||||
}
|
||||
}
|
||||
|
||||
/// Returns a view of the channel liquidity directed from `source` to `target` assuming
|
||||
/// `capacity_msat`.
|
||||
fn as_directed(
|
||||
&self, source: &NodeId, target: &NodeId, capacity_msat: u64
|
||||
) -> DirectedChannelLiquidity<&u64> {
|
||||
&self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
|
||||
) -> DirectedChannelLiquidity<&u64, T, &T> {
|
||||
let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
|
||||
(&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
|
||||
} else {
|
||||
|
|
@ -557,14 +601,17 @@ impl ChannelLiquidity {
|
|||
min_liquidity_offset_msat,
|
||||
max_liquidity_offset_msat,
|
||||
capacity_msat,
|
||||
last_updated: &self.last_updated,
|
||||
now: T::now(),
|
||||
half_life,
|
||||
}
|
||||
}
|
||||
|
||||
/// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
|
||||
/// `capacity_msat`.
|
||||
fn as_directed_mut(
|
||||
&mut self, source: &NodeId, target: &NodeId, capacity_msat: u64
|
||||
) -> DirectedChannelLiquidity<&mut u64> {
|
||||
&mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
|
||||
) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
|
||||
let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
|
||||
(&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
|
||||
} else {
|
||||
|
|
@ -575,11 +622,14 @@ impl ChannelLiquidity {
|
|||
min_liquidity_offset_msat,
|
||||
max_liquidity_offset_msat,
|
||||
capacity_msat,
|
||||
last_updated: &mut self.last_updated,
|
||||
now: T::now(),
|
||||
half_life,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
|
||||
impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
|
||||
/// Returns the success probability of routing the given HTLC `amount_msat` through the channel
|
||||
/// in this direction.
|
||||
fn success_probability(&self, amount_msat: u64) -> f64 {
|
||||
|
|
@ -598,16 +648,25 @@ impl<L: Deref<Target = u64>> DirectedChannelLiquidity<L> {
|
|||
|
||||
/// Returns the lower bound of the channel liquidity balance in this direction.
|
||||
fn min_liquidity_msat(&self) -> u64 {
|
||||
*self.min_liquidity_offset_msat
|
||||
self.decayed_offset_msat(*self.min_liquidity_offset_msat)
|
||||
}
|
||||
|
||||
/// Returns the upper bound of the channel liquidity balance in this direction.
|
||||
fn max_liquidity_msat(&self) -> u64 {
|
||||
self.capacity_msat.checked_sub(*self.max_liquidity_offset_msat).unwrap_or(0)
|
||||
self.capacity_msat
|
||||
.checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
|
||||
.unwrap_or(0)
|
||||
}
|
||||
|
||||
fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
|
||||
self.now.duration_since(*self.last_updated).as_secs()
|
||||
.checked_div(self.half_life.as_secs())
|
||||
.and_then(|decays| offset_msat.checked_shr(decays as u32))
|
||||
.unwrap_or(0)
|
||||
}
|
||||
}
|
||||
|
||||
impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
|
||||
impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
|
||||
/// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
|
||||
fn failed_at_channel(&mut self, amount_msat: u64) {
|
||||
if amount_msat < self.max_liquidity_msat() {
|
||||
|
|
@ -631,32 +690,37 @@ impl<L: DerefMut<Target = u64>> DirectedChannelLiquidity<L> {
|
|||
/// Adjusts the lower bound of the channel liquidity balance in this direction.
|
||||
fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
|
||||
*self.min_liquidity_offset_msat = amount_msat;
|
||||
|
||||
if amount_msat > self.max_liquidity_msat() {
|
||||
*self.max_liquidity_offset_msat = 0;
|
||||
}
|
||||
*self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
|
||||
0
|
||||
} else {
|
||||
self.decayed_offset_msat(*self.max_liquidity_offset_msat)
|
||||
};
|
||||
*self.last_updated = self.now;
|
||||
}
|
||||
|
||||
/// Adjusts the upper bound of the channel liquidity balance in this direction.
|
||||
fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
|
||||
*self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
|
||||
|
||||
if amount_msat < self.min_liquidity_msat() {
|
||||
*self.min_liquidity_offset_msat = 0;
|
||||
}
|
||||
*self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
|
||||
0
|
||||
} else {
|
||||
self.decayed_offset_msat(*self.min_liquidity_offset_msat)
|
||||
};
|
||||
*self.last_updated = self.now;
|
||||
}
|
||||
}
|
||||
|
||||
impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
|
||||
impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsingTime<G, T> {
|
||||
fn channel_penalty_msat(
|
||||
&self, short_channel_id: u64, amount_msat: u64, capacity_msat: u64, source: &NodeId,
|
||||
target: &NodeId
|
||||
) -> u64 {
|
||||
let liquidity_penalty_multiplier_msat = self.params.liquidity_penalty_multiplier_msat;
|
||||
let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
|
||||
let success_probability = self.channel_liquidities
|
||||
.get(&short_channel_id)
|
||||
.unwrap_or(&ChannelLiquidity::new())
|
||||
.as_directed(source, target, capacity_msat)
|
||||
.as_directed(source, target, capacity_msat, liquidity_offset_half_life)
|
||||
.success_probability(amount_msat);
|
||||
// NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return
|
||||
// u64::max_value instead.
|
||||
|
|
@ -666,6 +730,7 @@ impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
|
|||
|
||||
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
|
||||
let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
|
||||
let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
|
||||
let network_graph = self.network_graph.read_only();
|
||||
for hop in path {
|
||||
let target = NodeId::from_pubkey(&hop.pubkey);
|
||||
|
|
@ -680,7 +745,7 @@ impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
|
|||
self.channel_liquidities
|
||||
.entry(hop.short_channel_id)
|
||||
.or_insert_with(ChannelLiquidity::new)
|
||||
.as_directed_mut(source, &target, capacity_msat)
|
||||
.as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
|
||||
.failed_at_channel(amount_msat);
|
||||
break;
|
||||
}
|
||||
|
|
@ -688,7 +753,7 @@ impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
|
|||
self.channel_liquidities
|
||||
.entry(hop.short_channel_id)
|
||||
.or_insert_with(ChannelLiquidity::new)
|
||||
.as_directed_mut(source, &target, capacity_msat)
|
||||
.as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
|
||||
.failed_downstream(amount_msat);
|
||||
}
|
||||
}
|
||||
|
|
@ -696,6 +761,7 @@ impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
|
|||
|
||||
fn payment_path_successful(&mut self, path: &[&RouteHop]) {
|
||||
let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
|
||||
let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
|
||||
let network_graph = self.network_graph.read_only();
|
||||
for hop in path {
|
||||
let target = NodeId::from_pubkey(&hop.pubkey);
|
||||
|
|
@ -709,14 +775,14 @@ impl<G: Deref<Target = NetworkGraph>> Score for ProbabilisticScorer<G> {
|
|||
self.channel_liquidities
|
||||
.entry(hop.short_channel_id)
|
||||
.or_insert_with(ChannelLiquidity::new)
|
||||
.as_directed_mut(source, &target, capacity_msat)
|
||||
.as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
|
||||
.successful(amount_msat);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
|
||||
impl<G: Deref<Target = NetworkGraph>, T: Time> Writeable for ProbabilisticScorerUsingTime<G, T> {
|
||||
#[inline]
|
||||
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
|
||||
write_tlv_fields!(w, {
|
||||
|
|
@ -726,8 +792,11 @@ impl<G: Deref<Target = NetworkGraph>> Writeable for ProbabilisticScorer<G> {
|
|||
}
|
||||
}
|
||||
|
||||
impl<G: Deref<Target = NetworkGraph>> ReadableArgs<(ProbabilisticScoringParameters, G)>
|
||||
for ProbabilisticScorer<G> {
|
||||
impl<G, T> ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime<G, T>
|
||||
where
|
||||
G: Deref<Target = NetworkGraph>,
|
||||
T: Time,
|
||||
{
|
||||
#[inline]
|
||||
fn read<R: Read>(
|
||||
r: &mut R, args: (ProbabilisticScoringParameters, G)
|
||||
|
|
@ -745,29 +814,34 @@ for ProbabilisticScorer<G> {
|
|||
}
|
||||
}
|
||||
|
||||
impl Writeable for ChannelLiquidity {
|
||||
impl<T: Time> Writeable for ChannelLiquidity<T> {
|
||||
#[inline]
|
||||
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
|
||||
let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
|
||||
write_tlv_fields!(w, {
|
||||
(0, self.min_liquidity_offset_msat, required),
|
||||
(2, self.max_liquidity_offset_msat, required),
|
||||
(4, duration_since_epoch, required),
|
||||
});
|
||||
Ok(())
|
||||
}
|
||||
}
|
||||
|
||||
impl Readable for ChannelLiquidity {
|
||||
impl<T: Time> Readable for ChannelLiquidity<T> {
|
||||
#[inline]
|
||||
fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
|
||||
let mut min_liquidity_offset_msat = 0;
|
||||
let mut max_liquidity_offset_msat = 0;
|
||||
let mut duration_since_epoch = Duration::from_secs(0);
|
||||
read_tlv_fields!(r, {
|
||||
(0, min_liquidity_offset_msat, required),
|
||||
(2, max_liquidity_offset_msat, required),
|
||||
(4, duration_since_epoch, required),
|
||||
});
|
||||
Ok(Self {
|
||||
min_liquidity_offset_msat,
|
||||
max_liquidity_offset_msat
|
||||
max_liquidity_offset_msat,
|
||||
last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch),
|
||||
})
|
||||
}
|
||||
}
|
||||
|
|
@ -776,13 +850,16 @@ pub(crate) mod time {
|
|||
use core::ops::Sub;
|
||||
use core::time::Duration;
|
||||
/// A measurement of time.
|
||||
pub trait Time: Sub<Duration, Output = Self> where Self: Sized {
|
||||
pub trait Time: Copy + Sub<Duration, Output = Self> where Self: Sized {
|
||||
/// Returns an instance corresponding to the current moment.
|
||||
fn now() -> Self;
|
||||
|
||||
/// Returns the amount of time elapsed since `self` was created.
|
||||
fn elapsed(&self) -> Duration;
|
||||
|
||||
/// Returns the amount of time passed between `earlier` and `self`.
|
||||
fn duration_since(&self, earlier: Self) -> Duration;
|
||||
|
||||
/// Returns the amount of time passed since the beginning of [`Time`].
|
||||
///
|
||||
/// Used during (de-)serialization.
|
||||
|
|
@ -790,7 +867,7 @@ pub(crate) mod time {
|
|||
}
|
||||
|
||||
/// A state in which time has no meaning.
|
||||
#[derive(Debug, PartialEq, Eq)]
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
|
||||
pub struct Eternity;
|
||||
|
||||
#[cfg(not(feature = "no-std"))]
|
||||
|
|
@ -799,6 +876,10 @@ pub(crate) mod time {
|
|||
std::time::Instant::now()
|
||||
}
|
||||
|
||||
fn duration_since(&self, earlier: Self) -> Duration {
|
||||
self.duration_since(earlier)
|
||||
}
|
||||
|
||||
fn duration_since_epoch() -> Duration {
|
||||
use std::time::SystemTime;
|
||||
SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap()
|
||||
|
|
@ -814,6 +895,10 @@ pub(crate) mod time {
|
|||
Self
|
||||
}
|
||||
|
||||
fn duration_since(&self, _earlier: Self) -> Duration {
|
||||
Duration::from_secs(0)
|
||||
}
|
||||
|
||||
fn duration_since_epoch() -> Duration {
|
||||
Duration::from_secs(0)
|
||||
}
|
||||
|
|
@ -836,7 +921,7 @@ pub(crate) use self::time::Time;
|
|||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorer, ScoringParameters, ScorerUsingTime, Time};
|
||||
use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time};
|
||||
use super::time::Eternity;
|
||||
|
||||
use ln::features::{ChannelFeatures, NodeFeatures};
|
||||
|
|
@ -844,7 +929,7 @@ mod tests {
|
|||
use routing::scoring::Score;
|
||||
use routing::network_graph::{NetworkGraph, NodeId};
|
||||
use routing::router::RouteHop;
|
||||
use util::ser::{Readable, Writeable};
|
||||
use util::ser::{Readable, ReadableArgs, Writeable};
|
||||
|
||||
use bitcoin::blockdata::constants::genesis_block;
|
||||
use bitcoin::hashes::Hash;
|
||||
|
|
@ -859,7 +944,7 @@ mod tests {
|
|||
// `Time` tests
|
||||
|
||||
/// Time that can be advanced manually in tests.
|
||||
#[derive(Debug, PartialEq, Eq)]
|
||||
#[derive(Clone, Copy, Debug, PartialEq, Eq)]
|
||||
struct SinceEpoch(Duration);
|
||||
|
||||
impl SinceEpoch {
|
||||
|
|
@ -877,6 +962,10 @@ mod tests {
|
|||
Self(Self::duration_since_epoch())
|
||||
}
|
||||
|
||||
fn duration_since(&self, earlier: Self) -> Duration {
|
||||
self.0 - earlier.0
|
||||
}
|
||||
|
||||
fn duration_since_epoch() -> Duration {
|
||||
Self::ELAPSED.with(|elapsed| elapsed.get())
|
||||
}
|
||||
|
|
@ -1184,6 +1273,9 @@ mod tests {
|
|||
|
||||
// `ProbabilisticScorer` tests
|
||||
|
||||
/// A probabilistic scorer for testing with time that can be manually advanced.
|
||||
type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph, SinceEpoch>;
|
||||
|
||||
fn sender_privkey() -> SecretKey {
|
||||
SecretKey::from_slice(&[41; 32]).unwrap()
|
||||
}
|
||||
|
|
@ -1308,154 +1400,188 @@ mod tests {
|
|||
|
||||
#[test]
|
||||
fn liquidity_bounds_directed_from_lowest_node_id() {
|
||||
let last_updated = SinceEpoch::now();
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters::default();
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph)
|
||||
.with_channel(42,
|
||||
ChannelLiquidity {
|
||||
min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
|
||||
min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
|
||||
})
|
||||
.with_channel(43,
|
||||
ChannelLiquidity {
|
||||
min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100
|
||||
min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
|
||||
});
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
let recipient = recipient_node_id();
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get_mut(&42).unwrap();
|
||||
assert!(source > target);
|
||||
assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 100);
|
||||
assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
|
||||
assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 900);
|
||||
|
||||
liquidity.as_directed_mut(&source, &target, 1_000).set_min_liquidity_msat(200);
|
||||
assert_eq!(liquidity.as_directed(&source, &target, 1_000).min_liquidity_msat(), 200);
|
||||
assert_eq!(liquidity.as_directed(&source, &target, 1_000).max_liquidity_msat(), 300);
|
||||
assert_eq!(liquidity.as_directed(&target, &source, 1_000).min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.as_directed(&target, &source, 1_000).max_liquidity_msat(), 800);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get_mut(&43).unwrap();
|
||||
assert!(target < recipient);
|
||||
assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 900);
|
||||
assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 100);
|
||||
assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 300);
|
||||
|
||||
liquidity.as_directed_mut(&target, &recipient, 1_000).set_max_liquidity_msat(200);
|
||||
assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).min_liquidity_msat(), 0);
|
||||
assert_eq!(liquidity.as_directed(&target, &recipient, 1_000).max_liquidity_msat(), 200);
|
||||
assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).min_liquidity_msat(), 800);
|
||||
assert_eq!(liquidity.as_directed(&recipient, &target, 1_000).max_liquidity_msat(), 1000);
|
||||
// Update minimum liquidity.
|
||||
|
||||
let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 100);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 300);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 900);
|
||||
|
||||
scorer.channel_liquidities.get_mut(&42).unwrap()
|
||||
.as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
|
||||
.set_min_liquidity_msat(200);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 200);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 300);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 800);
|
||||
|
||||
// Update maximum liquidity.
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
|
||||
.as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 900);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
|
||||
.as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 100);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 300);
|
||||
|
||||
scorer.channel_liquidities.get_mut(&43).unwrap()
|
||||
.as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
|
||||
.set_max_liquidity_msat(200);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
|
||||
.as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 0);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 200);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&43).unwrap()
|
||||
.as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 800);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 1000);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
|
||||
let last_updated = SinceEpoch::now();
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters::default();
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph)
|
||||
.with_channel(42,
|
||||
ChannelLiquidity {
|
||||
min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
|
||||
min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
|
||||
});
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
assert!(source > target);
|
||||
|
||||
// Check initial bounds.
|
||||
let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000);
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 400);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 800);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000);
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 200);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 600);
|
||||
|
||||
// Reset from source to target.
|
||||
scorer.channel_liquidities.get_mut(&42).unwrap()
|
||||
.as_directed_mut(&source, &target, 1_000)
|
||||
.as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
|
||||
.set_min_liquidity_msat(900);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000);
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 900);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000);
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 0);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 100);
|
||||
|
||||
// Reset from target to source.
|
||||
scorer.channel_liquidities.get_mut(&42).unwrap()
|
||||
.as_directed_mut(&target, &source, 1_000)
|
||||
.as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
|
||||
.set_min_liquidity_msat(400);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000);
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 0);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 600);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000);
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 400);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
|
||||
let last_updated = SinceEpoch::now();
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters::default();
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph)
|
||||
.with_channel(42,
|
||||
ChannelLiquidity {
|
||||
min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400
|
||||
min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
|
||||
});
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
assert!(source > target);
|
||||
|
||||
// Check initial bounds.
|
||||
let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000);
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 400);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 800);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000);
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 200);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 600);
|
||||
|
||||
// Reset from source to target.
|
||||
scorer.channel_liquidities.get_mut(&42).unwrap()
|
||||
.as_directed_mut(&source, &target, 1_000)
|
||||
.as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
|
||||
.set_max_liquidity_msat(300);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000);
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 0);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 300);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000);
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 700);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
|
||||
|
||||
// Reset from target to source.
|
||||
scorer.channel_liquidities.get_mut(&42).unwrap()
|
||||
.as_directed_mut(&target, &source, 1_000)
|
||||
.as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
|
||||
.set_max_liquidity_msat(600);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&source, &target, 1_000);
|
||||
.as_directed(&source, &target, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 400);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 1_000);
|
||||
|
||||
let liquidity = scorer.channel_liquidities.get(&42).unwrap()
|
||||
.as_directed(&target, &source, 1_000);
|
||||
.as_directed(&target, &source, 1_000, liquidity_offset_half_life);
|
||||
assert_eq!(liquidity.min_liquidity_msat(), 0);
|
||||
assert_eq!(liquidity.max_liquidity_msat(), 600);
|
||||
}
|
||||
|
|
@ -1486,13 +1612,16 @@ mod tests {
|
|||
|
||||
#[test]
|
||||
fn constant_penalty_outside_liquidity_bounds() {
|
||||
let last_updated = SinceEpoch::now();
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters {
|
||||
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
|
||||
};
|
||||
let scorer = ProbabilisticScorer::new(params, &network_graph)
|
||||
.with_channel(42,
|
||||
ChannelLiquidity { min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40 });
|
||||
ChannelLiquidity {
|
||||
min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
|
||||
});
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
|
||||
|
|
@ -1590,4 +1719,176 @@ mod tests {
|
|||
assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
|
||||
assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 300);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn decays_liquidity_bounds_over_time() {
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters {
|
||||
liquidity_penalty_multiplier_msat: 1_000,
|
||||
liquidity_offset_half_life: Duration::from_secs(10),
|
||||
};
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
|
||||
|
||||
scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
|
||||
scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
|
||||
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(9));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000);
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(1));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000);
|
||||
|
||||
// Fully decay liquidity lower bound.
|
||||
SinceEpoch::advance(Duration::from_secs(10 * 7));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
|
||||
|
||||
// Fully decay liquidity upper bound.
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn decays_liquidity_bounds_without_shift_overflow() {
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters {
|
||||
liquidity_penalty_multiplier_msat: 1_000,
|
||||
liquidity_offset_half_life: Duration::from_secs(10),
|
||||
};
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
|
||||
|
||||
scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281);
|
||||
|
||||
// An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
|
||||
// would cause an overflow.
|
||||
SinceEpoch::advance(Duration::from_secs(10 * 64));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn restricts_liquidity_bounds_after_decay() {
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters {
|
||||
liquidity_penalty_multiplier_msat: 1_000,
|
||||
liquidity_offset_half_life: Duration::from_secs(10),
|
||||
};
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300);
|
||||
|
||||
// More knowledge gives higher confidence (256, 768), meaning a lower penalty.
|
||||
scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
|
||||
scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 281);
|
||||
|
||||
// Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293);
|
||||
|
||||
// Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
|
||||
// is closer to the upper bound, meaning a higher penalty.
|
||||
scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333);
|
||||
|
||||
// Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
|
||||
// is closer to the lower bound, meaning a lower penalty.
|
||||
scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247);
|
||||
|
||||
// Further decaying affects the lower bound more than the upper bound (128, 928).
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn restores_persisted_liquidity_bounds() {
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters {
|
||||
liquidity_penalty_multiplier_msat: 1_000,
|
||||
liquidity_offset_half_life: Duration::from_secs(10),
|
||||
};
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
|
||||
scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
|
||||
|
||||
scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
|
||||
|
||||
let mut serialized_scorer = Vec::new();
|
||||
scorer.write(&mut serialized_scorer).unwrap();
|
||||
|
||||
let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
|
||||
let deserialized_scorer =
|
||||
<ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
|
||||
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn decays_persisted_liquidity_bounds() {
|
||||
let network_graph = network_graph();
|
||||
let params = ProbabilisticScoringParameters {
|
||||
liquidity_penalty_multiplier_msat: 1_000,
|
||||
liquidity_offset_half_life: Duration::from_secs(10),
|
||||
};
|
||||
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
|
||||
let source = source_node_id();
|
||||
let target = target_node_id();
|
||||
|
||||
scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
|
||||
|
||||
let mut serialized_scorer = Vec::new();
|
||||
scorer.write(&mut serialized_scorer).unwrap();
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
|
||||
let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
|
||||
let deserialized_scorer =
|
||||
<ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph)).unwrap();
|
||||
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475);
|
||||
|
||||
scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
|
||||
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
|
||||
|
||||
SinceEpoch::advance(Duration::from_secs(10));
|
||||
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 367);
|
||||
}
|
||||
}
|
||||
|
|
|
|||
Loading…
Add table
Reference in a new issue