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Add a base penalty to ProbabilisticScorer

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ProbabilisticScorer tends to prefer longer routes to shorter ones. Make
the default scoring behavior include a customizable base penalty to
avoid longer routes.
This commit is contained in:
Jeffrey Czyz 2022-03-21 19:11:48 -05:00
parent 188f919a15
commit 5b36449c59
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GPG key ID: 3A4E08275D5E96D2
1 changed files with 45 additions and 19 deletions
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64
lightning/src/routing/scoring.rs
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@ -516,17 +516,22 @@ pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time
}
/// Parameters for configuring [`ProbabilisticScorer`].
///
/// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel
/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
#[derive(Clone, Copy)]
pub struct ProbabilisticScoringParameters {
/// A multiplier used to determine the amount in msats willing to be paid to avoid routing
/// through a channel, as per multiplying by the negative `log10` of the channel's success
/// probability for a payment.
/// A fixed penalty in msats to apply to each channel.
///
/// The success probability is determined by the effective channel capacity, the payment amount,
/// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
/// the success probability is 0.01, effectively limiting the penalty to the range
/// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
/// on [`liquidity_offset_half_life`].
/// Default value: 500 msat
pub base_penalty_msat: u64,
/// A multiplier used in conjunction with the negative `log10` of the channel's success
/// probability for a payment to determine the liquidity penalty.
///
/// The penalty is based in part by the knowledge learned from prior successful and unsuccessful
/// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
/// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat`.
///
/// Default value: 10,000 msat
///
@ -549,11 +554,6 @@ pub struct ProbabilisticScoringParameters {
pub liquidity_offset_half_life: Duration,
}
impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
(0, liquidity_penalty_multiplier_msat, required),
(2, liquidity_offset_half_life, required),
});
/// Accounting for channel liquidity balance uncertainty.
///
/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
@ -602,6 +602,7 @@ impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T
impl Default for ProbabilisticScoringParameters {
fn default() -> Self {
Self {
base_penalty_msat: 500,
liquidity_penalty_multiplier_msat: 10_000,
liquidity_offset_half_life: Duration::from_secs(3600),
}
@ -757,6 +758,7 @@ impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsin
.unwrap_or(&ChannelLiquidity::new())
.as_directed(source, target, capacity_msat, liquidity_offset_half_life)
.penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
.saturating_add(self.params.base_penalty_msat)
}
fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
@ -1734,7 +1736,7 @@ mod tests {
fn increased_penalty_nearing_liquidity_upper_bound() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
@ -1759,7 +1761,7 @@ mod tests {
let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
@ -1779,7 +1781,7 @@ mod tests {
fn does_not_further_penalize_own_channel() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
@ -1800,7 +1802,7 @@ mod tests {
fn sets_liquidity_lower_bound_on_downstream_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
@ -1822,7 +1824,7 @@ mod tests {
fn sets_liquidity_upper_bound_on_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
@ -1844,7 +1846,7 @@ mod tests {
fn reduces_liquidity_upper_bound_along_path_on_success() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
@ -1868,6 +1870,7 @@ mod tests {
fn decays_liquidity_bounds_over_time() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
@ -1919,6 +1922,7 @@ mod tests {
fn decays_liquidity_bounds_without_shift_overflow() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
@ -1943,6 +1947,7 @@ mod tests {
fn restricts_liquidity_bounds_after_decay() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
@ -1980,6 +1985,7 @@ mod tests {
fn restores_persisted_liquidity_bounds() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
@ -2009,6 +2015,7 @@ mod tests {
fn decays_persisted_liquidity_bounds() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
@ -2035,4 +2042,23 @@ mod tests {
SinceEpoch::advance(Duration::from_secs(10));
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
}
#[test]
fn adds_base_penalty_to_liquidity_penalty() {
let network_graph = network_graph();
let source = source_node_id();
let target = target_node_id();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 585);
let params = ProbabilisticScoringParameters {
base_penalty_msat: 500, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085);
}
}