// This file is Copyright its original authors, visible in version control // history. // // This file is licensed under the Apache License, Version 2.0 or the MIT license // , at your option. // You may not use this file except in accordance with one or both of these // licenses. //! Utilities for scoring payment channels. //! //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path //! finding when a custom [`Score`] implementation is not needed. //! //! # Example //! //! ``` //! # extern crate secp256k1; //! # //! # use lightning::routing::network_graph::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters}; //! # use lightning::util::logger::{Logger, Record}; //! # use secp256k1::key::PublicKey; //! # //! # struct FakeLogger {}; //! # impl Logger for FakeLogger { //! # fn log(&self, record: &Record) { unimplemented!() } //! # } //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) { //! # let logger = FakeLogger {}; //! # //! // Use the default channel penalties. //! let params = ProbabilisticScoringParameters::default(); //! let scorer = ProbabilisticScorer::new(params, &network_graph); //! //! // Or use custom channel penalties. //! let params = ProbabilisticScoringParameters { //! liquidity_penalty_multiplier_msat: 2 * 1000, //! ..ProbabilisticScoringParameters::default() //! }; //! let scorer = ProbabilisticScorer::new(params, &network_graph); //! //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer); //! # } //! ``` //! //! # Note //! //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses //! different types and thus is undefined. //! //! [`find_route`]: crate::routing::router::find_route use ln::msgs::DecodeError; use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; use util::ser::{Readable, ReadableArgs, Writeable, Writer}; use prelude::*; use core::cell::{RefCell, RefMut}; use core::ops::{Deref, DerefMut}; use core::time::Duration; use io::{self, Read}; use sync::{Mutex, MutexGuard}; /// We define Score ever-so-slightly differently based on whether we are being built for C bindings /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now /// you have the original, concrete, `Score` type, which presumably implements `Writeable`. /// /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that. /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we /// do here by defining `Score` differently for `cfg(c_bindings)`. macro_rules! define_score { ($($supertrait: path)*) => { /// An interface used to score payment channels for path finding. /// /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel. pub trait Score $(: $supertrait)* { /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the /// given channel in the direction from `source` to `target`. /// /// The channel's capacity (less any other MPP parts that are also being considered for use in /// the same payment) is given by `capacity_msat`. It may be determined from various sources /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount. /// Thus, implementations should be overflow-safe. fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64; /// Handles updating channel penalties after failing to route through a channel. fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64); /// Handles updating channel penalties after successfully routing along a path. fn payment_path_successful(&mut self, path: &[&RouteHop]); } impl $(+ $supertrait)*> Score for T { fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, source: &NodeId, target: &NodeId) -> u64 { self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, capacity_msat, source, target) } fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) { self.deref_mut().payment_path_failed(path, short_channel_id) } fn payment_path_successful(&mut self, path: &[&RouteHop]) { self.deref_mut().payment_path_successful(path) } } } } #[cfg(c_bindings)] define_score!(Writeable); #[cfg(not(c_bindings))] define_score!(); /// A scorer that is accessed under a lock. /// /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while /// having shared ownership of a scorer but without requiring internal locking in [`Score`] /// implementations. Internal locking would be detrimental to route finding performance and could /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel. /// /// [`find_route`]: crate::routing::router::find_route pub trait LockableScore<'a> { /// The locked [`Score`] type. type Locked: 'a + Score; /// Returns the locked scorer. fn lock(&'a self) -> Self::Locked; } /// (C-not exported) impl<'a, T: 'a + Score> LockableScore<'a> for Mutex { type Locked = MutexGuard<'a, T>; fn lock(&'a self) -> MutexGuard<'a, T> { Mutex::lock(self).unwrap() } } impl<'a, T: 'a + Score> LockableScore<'a> for RefCell { type Locked = RefMut<'a, T>; fn lock(&'a self) -> RefMut<'a, T> { self.borrow_mut() } } #[cfg(c_bindings)] /// A concrete implementation of [`LockableScore`] which supports multi-threading. pub struct MultiThreadedLockableScore { score: Mutex, } #[cfg(c_bindings)] /// (C-not exported) impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore { type Locked = MutexGuard<'a, T>; fn lock(&'a self) -> MutexGuard<'a, T> { Mutex::lock(&self.score).unwrap() } } #[cfg(c_bindings)] impl MultiThreadedLockableScore { /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`]. pub fn new(score: T) -> Self { MultiThreadedLockableScore { score: Mutex::new(score) } } } #[cfg(c_bindings)] /// (C-not exported) impl<'a, T: Writeable> Writeable for RefMut<'a, T> { fn write(&self, writer: &mut W) -> Result<(), io::Error> { T::write(&**self, writer) } } #[cfg(c_bindings)] /// (C-not exported) impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { fn write(&self, writer: &mut W) -> Result<(), io::Error> { S::write(&**self, writer) } } #[derive(Clone)] /// [`Score`] implementation that uses a fixed penalty. pub struct FixedPenaltyScorer { 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 { Self { penalty_msat } } } impl Score for FixedPenaltyScorer { fn channel_penalty_msat(&self, _: u64, _: u64, _: u64, _: &NodeId, _: &NodeId) -> u64 { self.penalty_msat } fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} } /// [`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 and [`ScoringParameters`] for customization. /// /// # Note /// /// Mixing the `no-std` feature between serialization and deserialization results in undefined /// behavior. /// /// [module-level documentation]: crate::routing::scoring #[deprecated( since = "0.0.105", note = "ProbabilisticScorer should be used instead of Scorer.", )] pub type Scorer = ScorerUsingTime::; #[cfg(not(feature = "no-std"))] type ConfiguredTime = std::time::Instant; #[cfg(feature = "no-std")] 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 // methods at all. /// [`Score`] implementation. /// /// (C-not exported) generally all users should use the [`Scorer`] type alias. pub struct ScorerUsingTime { params: ScoringParameters, // TODO: Remove entries of closed channels. channel_failures: HashMap>, } #[derive(Clone)] /// Parameters for configuring [`Scorer`]. pub struct ScoringParameters { /// A fixed penalty in msats to apply to each channel. /// /// Default value: 500 msat pub base_penalty_msat: u64, /// A penalty in msats to apply to a channel upon failing to relay a payment. /// /// This accumulates for each failure but may be reduced over time based on /// [`failure_penalty_half_life`] or when successfully routing through a channel. /// /// Default value: 1,024,000 msat /// /// [`failure_penalty_half_life`]: Self::failure_penalty_half_life pub failure_penalty_msat: u64, /// When the amount being sent over a channel is this many 1024ths of the total channel /// capacity, we begin applying [`overuse_penalty_msat_per_1024th`]. /// /// Default value: 128 1024ths (i.e. begin penalizing when an HTLC uses 1/8th of a channel) /// /// [`overuse_penalty_msat_per_1024th`]: Self::overuse_penalty_msat_per_1024th pub overuse_penalty_start_1024th: u16, /// A penalty applied, per whole 1024ths of the channel capacity which the amount being sent /// over the channel exceeds [`overuse_penalty_start_1024th`] by. /// /// Default value: 20 msat (i.e. 2560 msat penalty to use 1/4th of a channel, 7680 msat penalty /// to use half a channel, and 12,560 msat penalty to use 3/4ths of a channel) /// /// [`overuse_penalty_start_1024th`]: Self::overuse_penalty_start_1024th pub overuse_penalty_msat_per_1024th: u64, /// The time required to elapse before any accumulated [`failure_penalty_msat`] penalties are /// cut in half. /// /// 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 /// never decay. /// /// [`failure_penalty_msat`]: Self::failure_penalty_msat pub failure_penalty_half_life: Duration, } impl_writeable_tlv_based!(ScoringParameters, { (0, base_penalty_msat, required), (1, overuse_penalty_start_1024th, (default_value, 128)), (2, failure_penalty_msat, required), (3, overuse_penalty_msat_per_1024th, (default_value, 20)), (4, failure_penalty_half_life, required), }); /// Accounting for penalties against a channel for failing to relay any payments. /// /// Penalties decay over time, though accumulate as more failures occur. struct ChannelFailure { /// Accumulated penalty in msats for the channel as of `last_updated`. undecayed_penalty_msat: u64, /// Last time the channel either failed to route or successfully routed a payment. Used to decay /// `undecayed_penalty_msat`. last_updated: T, } impl ScorerUsingTime { /// Creates a new scorer using the given scoring parameters. pub fn new(params: ScoringParameters) -> Self { Self { params, channel_failures: HashMap::new(), } } } impl ChannelFailure { fn new(failure_penalty_msat: u64) -> Self { Self { undecayed_penalty_msat: failure_penalty_msat, last_updated: T::now(), } } fn add_penalty(&mut self, failure_penalty_msat: u64, half_life: Duration) { self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) + failure_penalty_msat; self.last_updated = T::now(); } fn reduce_penalty(&mut self, half_life: Duration) { self.undecayed_penalty_msat = self.decayed_penalty_msat(half_life) >> 1; self.last_updated = T::now(); } fn decayed_penalty_msat(&self, half_life: Duration) -> u64 { self.last_updated.elapsed().as_secs() .checked_div(half_life.as_secs()) .and_then(|decays| self.undecayed_penalty_msat.checked_shr(decays as u32)) .unwrap_or(0) } } impl Default for ScorerUsingTime { fn default() -> Self { Self::new(ScoringParameters::default()) } } impl Default for ScoringParameters { fn default() -> Self { Self { base_penalty_msat: 500, failure_penalty_msat: 1024 * 1000, failure_penalty_half_life: Duration::from_secs(3600), overuse_penalty_start_1024th: 1024 / 8, overuse_penalty_msat_per_1024th: 20, } } } impl Score for ScorerUsingTime { fn channel_penalty_msat( &self, short_channel_id: u64, send_amt_msat: u64, capacity_msat: u64, _source: &NodeId, _target: &NodeId ) -> u64 { let failure_penalty_msat = self.channel_failures .get(&short_channel_id) .map_or(0, |value| value.decayed_penalty_msat(self.params.failure_penalty_half_life)); let mut penalty_msat = self.params.base_penalty_msat + failure_penalty_msat; let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / capacity_msat; if send_1024ths > self.params.overuse_penalty_start_1024th as u64 { penalty_msat = penalty_msat.checked_add( (send_1024ths - self.params.overuse_penalty_start_1024th as u64) .checked_mul(self.params.overuse_penalty_msat_per_1024th).unwrap_or(u64::max_value())) .unwrap_or(u64::max_value()); } penalty_msat } fn payment_path_failed(&mut self, _path: &[&RouteHop], short_channel_id: u64) { let failure_penalty_msat = self.params.failure_penalty_msat; let half_life = self.params.failure_penalty_half_life; self.channel_failures .entry(short_channel_id) .and_modify(|failure| failure.add_penalty(failure_penalty_msat, half_life)) .or_insert_with(|| ChannelFailure::new(failure_penalty_msat)); } fn payment_path_successful(&mut self, path: &[&RouteHop]) { let half_life = self.params.failure_penalty_half_life; for hop in path.iter() { self.channel_failures .entry(hop.short_channel_id) .and_modify(|failure| failure.reduce_penalty(half_life)); } } } impl Writeable for ScorerUsingTime { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { self.params.write(w)?; self.channel_failures.write(w)?; write_tlv_fields!(w, {}); Ok(()) } } impl Readable for ScorerUsingTime { #[inline] fn read(r: &mut R) -> Result { let res = Ok(Self { params: Readable::read(r)?, channel_failures: Readable::read(r)?, }); read_tlv_fields!(r, {}); res } } impl Writeable for ChannelFailure { #[inline] fn write(&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.undecayed_penalty_msat, required), (2, duration_since_epoch, required), }); Ok(()) } } impl Readable for ChannelFailure { #[inline] fn read(r: &mut R) -> Result { let mut undecayed_penalty_msat = 0; let mut duration_since_epoch = Duration::from_secs(0); read_tlv_fields!(r, { (0, undecayed_penalty_msat, required), (2, duration_since_epoch, required), }); Ok(Self { undecayed_penalty_msat, last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), }) } } /// [`Score`] implementation using channel success probability distributions. /// /// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt /// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability /// distributions are defined based on knowledge learned from successful and unsuccessful attempts. /// 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 type ProbabilisticScorer = ProbabilisticScorerUsingTime::; /// Probabilistic [`Score`] implementation. /// /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias. pub struct ProbabilisticScorerUsingTime, T: Time> { params: ProbabilisticScoringParameters, network_graph: G, // TODO: Remove entries of closed channels. channel_liquidities: HashMap>, } /// Parameters for configuring [`ProbabilisticScorer`]. #[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. /// /// 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: 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. /// /// 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 { /// 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 snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and /// decayed with a given half life. struct DirectedChannelLiquidity, T: Time, U: Deref> { min_liquidity_offset_msat: L, max_liquidity_offset_msat: L, capacity_msat: u64, last_updated: U, now: T, half_life: Duration, } impl, T: Time> ProbabilisticScorerUsingTime { /// 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 { Self { params, network_graph, channel_liquidities: HashMap::new(), } } #[cfg(test)] fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self { assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none()); self } } impl Default for ProbabilisticScoringParameters { fn default() -> Self { Self { liquidity_penalty_multiplier_msat: 10_000, liquidity_offset_half_life: Duration::from_secs(3600), } } } impl ChannelLiquidity { #[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, 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 { (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat) }; DirectedChannelLiquidity { 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, 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 { (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat) }; DirectedChannelLiquidity { min_liquidity_offset_msat, max_liquidity_offset_msat, capacity_msat, last_updated: &mut self.last_updated, now: T::now(), half_life, } } } impl, T: Time, U: Deref> DirectedChannelLiquidity { /// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this /// direction. fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 { let max_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 { 0 } else { let numerator = max_liquidity_msat + 1 - amount_msat; let denominator = max_liquidity_msat + 1 - min_liquidity_msat; approx::negative_log10_times_1024(numerator, denominator) .saturating_mul(liquidity_penalty_multiplier_msat) / 1024 } // Upper bound the penalty to ensure some channel is selected. .min(2 * liquidity_penalty_multiplier_msat) } /// Returns the lower bound of the channel liquidity balance in this direction. fn min_liquidity_msat(&self) -> u64 { 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.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, T: Time, U: DerefMut> DirectedChannelLiquidity { /// 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() { self.set_max_liquidity_msat(amount_msat); } } /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream. fn failed_downstream(&mut self, amount_msat: u64) { if amount_msat > self.min_liquidity_msat() { self.set_min_liquidity_msat(amount_msat); } } /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`. fn successful(&mut self, amount_msat: u64) { let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0); self.set_max_liquidity_msat(max_liquidity_msat); } /// 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; *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); *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, T: Time> Score for ProbabilisticScorerUsingTime { 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; 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) } 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); let channel_directed_from_source = network_graph.channels() .get(&hop.short_channel_id) .and_then(|channel| channel.as_directed_to(&target)); // Only score announced channels. if let Some((channel, source)) = channel_directed_from_source { let capacity_msat = channel.effective_capacity().as_msat(); if hop.short_channel_id == short_channel_id { self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) .failed_at_channel(amount_msat); break; } self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) .failed_downstream(amount_msat); } } } 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); let channel_directed_from_source = network_graph.channels() .get(&hop.short_channel_id) .and_then(|channel| channel.as_directed_to(&target)); // Only score announced channels. if let Some((channel, source)) = channel_directed_from_source { let capacity_msat = channel.effective_capacity().as_msat(); self.channel_liquidities .entry(hop.short_channel_id) .or_insert_with(ChannelLiquidity::new) .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life) .successful(amount_msat); } } } } 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_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 /// 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], ]; /// Approximate `log10(numerator / denominator) * 1024` using a look-up table. #[inline] pub fn negative_log10_times_1024(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 } #[inline] fn log10_times_1024(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] } #[cfg(test)] mod tests { use super::*; #[test] fn prints_negative_log10_times_1024_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]); if i % LOWER_BITS_BOUND == 0 { print!("\t\t[{}, ", log10_times_1024); } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 { println!("{}],", log10_times_1024); } else { print!("{}, ", log10_times_1024); } } } } } } impl, T: Time> Writeable for ProbabilisticScorerUsingTime { #[inline] fn write(&self, w: &mut W) -> Result<(), io::Error> { write_tlv_fields!(w, { (0, self.channel_liquidities, required) }); Ok(()) } } impl ReadableArgs<(ProbabilisticScoringParameters, G)> for ProbabilisticScorerUsingTime where G: Deref, T: Time, { #[inline] fn read( r: &mut R, args: (ProbabilisticScoringParameters, G) ) -> Result { let (params, network_graph) = args; let mut channel_liquidities = HashMap::new(); read_tlv_fields!(r, { (0, channel_liquidities, required) }); Ok(Self { params, network_graph, channel_liquidities, }) } } impl Writeable for ChannelLiquidity { #[inline] fn write(&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 { #[inline] fn read(r: &mut R) -> Result { 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, last_updated: T::now() - (T::duration_since_epoch() - duration_since_epoch), }) } } pub(crate) mod time { use core::ops::Sub; use core::time::Duration; /// A measurement of time. pub trait Time: Copy + Sub 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. fn duration_since_epoch() -> Duration; } /// A state in which time has no meaning. #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub struct Eternity; #[cfg(not(feature = "no-std"))] impl Time for std::time::Instant { fn now() -> Self { 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() } fn elapsed(&self) -> Duration { std::time::Instant::elapsed(self) } } impl Time for Eternity { fn now() -> Self { Self } fn duration_since(&self, _earlier: Self) -> Duration { Duration::from_secs(0) } fn duration_since_epoch() -> Duration { Duration::from_secs(0) } fn elapsed(&self) -> Duration { Duration::from_secs(0) } } impl Sub for Eternity { type Output = Self; fn sub(self, _other: Duration) -> Self { self } } } pub(crate) use self::time::Time; #[cfg(test)] mod tests { use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime, ScoringParameters, ScorerUsingTime, Time}; use super::time::Eternity; use ln::features::{ChannelFeatures, NodeFeatures}; use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate}; use routing::scoring::Score; use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; use util::ser::{Readable, ReadableArgs, Writeable}; use bitcoin::blockdata::constants::genesis_block; use bitcoin::hashes::Hash; use bitcoin::hashes::sha256d::Hash as Sha256dHash; use bitcoin::network::constants::Network; use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey}; use core::cell::Cell; use core::ops::Sub; use core::time::Duration; use io; // `Time` tests /// Time that can be advanced manually in tests. #[derive(Clone, Copy, Debug, PartialEq, Eq)] struct SinceEpoch(Duration); impl SinceEpoch { thread_local! { static ELAPSED: Cell = core::cell::Cell::new(Duration::from_secs(0)); } fn advance(duration: Duration) { Self::ELAPSED.with(|elapsed| elapsed.set(elapsed.get() + duration)) } } impl Time for SinceEpoch { fn now() -> Self { 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()) } fn elapsed(&self) -> Duration { Self::duration_since_epoch() - self.0 } } impl Sub for SinceEpoch { type Output = Self; fn sub(self, other: Duration) -> Self { Self(self.0 - other) } } #[test] fn time_passes_when_advanced() { let now = SinceEpoch::now(); assert_eq!(now.elapsed(), Duration::from_secs(0)); SinceEpoch::advance(Duration::from_secs(1)); SinceEpoch::advance(Duration::from_secs(1)); let elapsed = now.elapsed(); let later = SinceEpoch::now(); assert_eq!(elapsed, Duration::from_secs(2)); assert_eq!(later - elapsed, now); } #[test] fn time_never_passes_in_an_eternity() { let now = Eternity::now(); let elapsed = now.elapsed(); let later = Eternity::now(); assert_eq!(now.elapsed(), Duration::from_secs(0)); assert_eq!(later - elapsed, now); } // `Scorer` tests /// A scorer for testing with time that can be manually advanced. type Scorer = ScorerUsingTime::; fn source_privkey() -> SecretKey { SecretKey::from_slice(&[42; 32]).unwrap() } fn target_privkey() -> SecretKey { SecretKey::from_slice(&[43; 32]).unwrap() } fn source_pubkey() -> PublicKey { let secp_ctx = Secp256k1::new(); PublicKey::from_secret_key(&secp_ctx, &source_privkey()) } fn target_pubkey() -> PublicKey { let secp_ctx = Secp256k1::new(); PublicKey::from_secret_key(&secp_ctx, &target_privkey()) } fn source_node_id() -> NodeId { NodeId::from_pubkey(&source_pubkey()) } fn target_node_id() -> NodeId { NodeId::from_pubkey(&target_pubkey()) } #[test] fn penalizes_without_channel_failures() { let scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(1), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); SinceEpoch::advance(Duration::from_secs(1)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] fn accumulates_channel_failure_penalties() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 64, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192); } #[test] fn decays_channel_failure_penalties_over_time() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(9)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(1)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); SinceEpoch::advance(Duration::from_secs(10 * 8)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_001); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] fn decays_channel_failure_penalties_without_shift_overflow() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); // An unchecked right shift 64 bits or more in ChannelFailure::decayed_penalty_msat would // cause an overflow. SinceEpoch::advance(Duration::from_secs(10 * 64)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] fn accumulates_channel_failure_penalties_after_decay() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_768); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384); } #[test] fn reduces_channel_failure_penalties_after_success() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); let hop = RouteHop { pubkey: PublicKey::from_slice(target.as_slice()).unwrap(), node_features: NodeFeatures::known(), short_channel_id: 42, channel_features: ChannelFeatures::known(), fee_msat: 1, cltv_expiry_delta: 18, }; scorer.payment_path_successful(&[&hop]); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064); } #[test] fn restores_persisted_channel_failure_penalties() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); scorer.payment_path_failed(&[], 43); assert_eq!(scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); let deserialized_scorer = ::read(&mut io::Cursor::new(&serialized_scorer)).unwrap(); assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, 1, &source, &target), 1_512); } #[test] fn decays_persisted_channel_failure_penalties() { let mut scorer = Scorer::new(ScoringParameters { base_penalty_msat: 1_000, failure_penalty_msat: 512, failure_penalty_half_life: Duration::from_secs(10), overuse_penalty_start_1024th: 1024, overuse_penalty_msat_per_1024th: 0, }); let source = source_node_id(); let target = target_node_id(); scorer.payment_path_failed(&[], 42); assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_512); let mut serialized_scorer = Vec::new(); scorer.write(&mut serialized_scorer).unwrap(); SinceEpoch::advance(Duration::from_secs(10)); let deserialized_scorer = ::read(&mut io::Cursor::new(&serialized_scorer)).unwrap(); assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); } #[test] fn charges_per_1024th_penalty() { let scorer = Scorer::new(ScoringParameters { base_penalty_msat: 0, failure_penalty_msat: 0, failure_penalty_half_life: Duration::from_secs(0), overuse_penalty_start_1024th: 256, overuse_penalty_msat_per_1024th: 100, }); let source = source_node_id(); let target = target_node_id(); assert_eq!(scorer.channel_penalty_msat(42, 1_000, 1_024_000, &source, &target), 0); assert_eq!(scorer.channel_penalty_msat(42, 256_999, 1_024_000, &source, &target), 0); assert_eq!(scorer.channel_penalty_msat(42, 257_000, 1_024_000, &source, &target), 100); assert_eq!(scorer.channel_penalty_msat(42, 258_000, 1_024_000, &source, &target), 200); assert_eq!(scorer.channel_penalty_msat(42, 512_000, 1_024_000, &source, &target), 256 * 100); } // `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() } fn recipient_privkey() -> SecretKey { SecretKey::from_slice(&[45; 32]).unwrap() } fn sender_pubkey() -> PublicKey { let secp_ctx = Secp256k1::new(); PublicKey::from_secret_key(&secp_ctx, &sender_privkey()) } fn recipient_pubkey() -> PublicKey { let secp_ctx = Secp256k1::new(); PublicKey::from_secret_key(&secp_ctx, &recipient_privkey()) } fn sender_node_id() -> NodeId { NodeId::from_pubkey(&sender_pubkey()) } fn recipient_node_id() -> NodeId { NodeId::from_pubkey(&recipient_pubkey()) } fn network_graph() -> NetworkGraph { let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); let mut network_graph = NetworkGraph::new(genesis_hash); add_channel(&mut network_graph, 42, source_privkey(), target_privkey()); add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey()); network_graph } fn add_channel( network_graph: &mut NetworkGraph, short_channel_id: u64, node_1_key: SecretKey, node_2_key: SecretKey ) { let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap(); let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap(); let secp_ctx = Secp256k1::new(); let unsigned_announcement = UnsignedChannelAnnouncement { features: ChannelFeatures::known(), chain_hash: genesis_hash, short_channel_id, node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key), node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key), bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret), bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret), excess_data: Vec::new(), }; let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]); let signed_announcement = ChannelAnnouncement { node_signature_1: secp_ctx.sign(&msghash, &node_1_key), node_signature_2: secp_ctx.sign(&msghash, &node_2_key), bitcoin_signature_1: secp_ctx.sign(&msghash, &node_1_secret), bitcoin_signature_2: secp_ctx.sign(&msghash, &node_2_secret), contents: unsigned_announcement, }; let chain_source: Option<&::util::test_utils::TestChainSource> = None; network_graph.update_channel_from_announcement( &signed_announcement, &chain_source, &secp_ctx).unwrap(); update_channel(network_graph, short_channel_id, node_1_key, 0); update_channel(network_graph, short_channel_id, node_2_key, 1); } fn update_channel( network_graph: &mut NetworkGraph, short_channel_id: u64, node_key: SecretKey, flags: u8 ) { let genesis_hash = genesis_block(Network::Testnet).header.block_hash(); let secp_ctx = Secp256k1::new(); let unsigned_update = UnsignedChannelUpdate { chain_hash: genesis_hash, short_channel_id, timestamp: 100, flags, cltv_expiry_delta: 18, htlc_minimum_msat: 0, htlc_maximum_msat: OptionalField::Present(1_000), fee_base_msat: 1, fee_proportional_millionths: 0, excess_data: Vec::new(), }; let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]); let signed_update = ChannelUpdate { signature: secp_ctx.sign(&msghash, &node_key), contents: unsigned_update, }; network_graph.update_channel(&signed_update, &secp_ctx).unwrap(); } fn payment_path_for_amount(amount_msat: u64) -> Vec { vec![ RouteHop { pubkey: source_pubkey(), node_features: NodeFeatures::known(), short_channel_id: 41, channel_features: ChannelFeatures::known(), fee_msat: 1, cltv_expiry_delta: 18, }, RouteHop { pubkey: target_pubkey(), node_features: NodeFeatures::known(), short_channel_id: 42, channel_features: ChannelFeatures::known(), fee_msat: 2, cltv_expiry_delta: 18, }, RouteHop { pubkey: recipient_pubkey(), node_features: NodeFeatures::known(), short_channel_id: 43, channel_features: ChannelFeatures::known(), fee_msat: amount_msat, cltv_expiry_delta: 18, }, ] } #[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, last_updated }) .with_channel(43, ChannelLiquidity { 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(); assert!(source > target); assert!(target < recipient); // 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, 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, 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, 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, liquidity_offset_half_life) .set_min_liquidity_msat(900); let liquidity = scorer.channel_liquidities.get(&42).unwrap() .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, 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, liquidity_offset_half_life) .set_min_liquidity_msat(400); let liquidity = scorer.channel_liquidities.get(&42).unwrap() .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, 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, 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, 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, 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, liquidity_offset_half_life) .set_max_liquidity_msat(300); let liquidity = scorer.channel_liquidities.get(&42).unwrap() .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, 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, liquidity_offset_half_life) .set_max_liquidity_msat(600); let liquidity = scorer.channel_liquidities.get(&42).unwrap() .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, liquidity_offset_half_life); assert_eq!(liquidity.min_liquidity_msat(), 0); assert_eq!(liquidity.max_liquidity_msat(), 600); } #[test] fn increased_penalty_nearing_liquidity_upper_bound() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..Default::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, 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, 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, 768, 1_024, &source, &target), 602); assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 903); } #[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, last_updated }); let source = source_node_id(); let target = target_node_id(); 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); } #[test] fn does_not_further_penalize_own_channel() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let sender = sender_node_id(); let source = source_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); scorer.payment_path_failed(&failed_path.iter().collect::>(), 41); assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); scorer.payment_path_successful(&successful_path.iter().collect::>()); assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300); } #[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() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let source = source_node_id(); let target = target_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); scorer.payment_path_failed(&path.iter().collect::>(), 43); assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 0); assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 0); assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 300); } #[test] fn sets_liquidity_upper_bound_on_failure() { let network_graph = network_graph(); let params = ProbabilisticScoringParameters { liquidity_penalty_multiplier_msat: 1_000, ..Default::default() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let source = source_node_id(); let target = target_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); scorer.payment_path_failed(&path.iter().collect::>(), 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); } #[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() }; let mut scorer = ProbabilisticScorer::new(params, &network_graph); let sender = sender_node_id(); let source = source_node_id(); let target = target_node_id(); let recipient = recipient_node_id(); let path = payment_path_for_amount(500); assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128); assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 128); assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 128); scorer.payment_path_successful(&path.iter().collect::>()); assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 128); 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::>(), 42); scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::>(), 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); 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); 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); // 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), 125); scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 42); assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 274); // 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), 125); SinceEpoch::advance(Duration::from_secs(10)); assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 125); } #[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), 301); // More knowledge gives higher confidence (256, 768), meaning a lower penalty. scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 42); scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274); // 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); // 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::>()); assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 342); // 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::>(), 43); assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 255); // 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); } #[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::>(), 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), 472); scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 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 = ::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::>(), 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 = ::read(&mut serialized_scorer, (params, &network_graph)).unwrap(); assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 472); scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 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); } }