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rust-lightning/lightning/src/routing/scoring.rs
Jeffrey Czyz 1a734492d9
Merge pull request #1347 from jkczyz/2022-03-log-approximation 
Use log approximation in ProbabilisticScorer
2022-03-09 10:19:25 -06:00

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// This file is Copyright its original authors, visible in version control
// history.
//
// This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
// or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or http://opensource.org/licenses/MIT>, 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<S: Score, T: DerefMut<Target=S> $(+ $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<T> {
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<T> {
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<S: Score> {
score: Mutex<S>,
}
#[cfg(c_bindings)]
/// (C-not exported)
impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
type Locked = MutexGuard<'a, T>;
fn lock(&'a self) -> MutexGuard<'a, T> {
Mutex::lock(&self.score).unwrap()
}
}
#[cfg(c_bindings)]
impl<T: Score> MultiThreadedLockableScore<T> {
/// 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<W: Writer>(&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<W: Writer>(&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::<ConfiguredTime>;
#[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<T: Time> {
params: ScoringParameters,
// TODO: Remove entries of closed channels.
channel_failures: HashMap<u64, ChannelFailure<T>>,
}
#[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<T: Time> {
/// 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<T: Time> ScorerUsingTime<T> {
/// Creates a new scorer using the given scoring parameters.
pub fn new(params: ScoringParameters) -> Self {
Self {
params,
channel_failures: HashMap::new(),
}
}
}
impl<T: Time> ChannelFailure<T> {
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<T: Time> Default for ScorerUsingTime<T> {
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<T: Time> Score for ScorerUsingTime<T> {
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<T: Time> Writeable for ScorerUsingTime<T> {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
self.params.write(w)?;
self.channel_failures.write(w)?;
write_tlv_fields!(w, {});
Ok(())
}
}
impl<T: Time> Readable for ScorerUsingTime<T> {
#[inline]
fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
let res = Ok(Self {
params: Readable::read(r)?,
channel_failures: Readable::read(r)?,
});
read_tlv_fields!(r, {});
res
}
}
impl<T: Time> Writeable for ChannelFailure<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.undecayed_penalty_msat, required),
(2, duration_since_epoch, required),
});
Ok(())
}
}
impl<T: Time> Readable for ChannelFailure<T> {
#[inline]
fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
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<G> = ProbabilisticScorerUsingTime::<G, ConfiguredTime>;
/// Probabilistic [`Score`] implementation.
///
/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
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<T>>,
}
/// 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<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 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>, 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 {
Self {
params,
network_graph,
channel_liquidities: HashMap::new(),
}
}
#[cfg(test)]
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
}
}
impl Default for ProbabilisticScoringParameters {
fn default() -> Self {
Self {
liquidity_penalty_multiplier_msat: 10_000,
liquidity_offset_half_life: Duration::from_secs(3600),
}
}
}
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, 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<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
/// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
/// direction.
fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
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<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() {
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<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;
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<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, {
(0, self.channel_liquidities, required)
});
Ok(())
}
}
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)
) -> Result<Self, DecodeError> {
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<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<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,
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<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.
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<Duration> 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<Duration> = 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<Duration> 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::<SinceEpoch>;
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 = <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 = <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<RouteHop> {
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::<Vec<_>>(), 41);
assert_eq!(scorer.channel_penalty_msat(41, 500, 1_000, &sender, &source), 300);
scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
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::<Vec<_>>(), 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::<Vec<_>>(), 42);
assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 300);
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000);
assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 2_000);
}
#[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::<Vec<_>>());
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::<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), 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::<Vec<_>>(), 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::<Vec<_>>(), 42);
scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 274);
// 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::<Vec<_>>());
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::<Vec<_>>(), 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::<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), 472);
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), 472);
scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300);
SinceEpoch::advance(Duration::from_secs(10));
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
}
}
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