diff --git a/fuzz/src/full_stack.rs b/fuzz/src/full_stack.rs index 7db5aadcdd7..9db04b645e4 100644 --- a/fuzz/src/full_stack.rs +++ b/fuzz/src/full_stack.rs @@ -39,7 +39,7 @@ use lightning::ln::msgs::DecodeError; use lightning::ln::script::ShutdownScript; use lightning::routing::network_graph::{NetGraphMsgHandler, NetworkGraph}; use lightning::routing::router::{find_route, PaymentParameters, RouteParameters}; -use lightning::routing::scoring::Scorer; +use lightning::routing::scoring::FixedPenaltyScorer; use lightning::util::config::UserConfig; use lightning::util::errors::APIError; use lightning::util::events::Event; @@ -393,7 +393,7 @@ pub fn do_test(data: &[u8], logger: &Arc) { let our_id = PublicKey::from_secret_key(&Secp256k1::signing_only(), &keys_manager.get_node_secret()); let network_graph = Arc::new(NetworkGraph::new(genesis_block(network).block_hash())); let net_graph_msg_handler = Arc::new(NetGraphMsgHandler::new(Arc::clone(&network_graph), None, Arc::clone(&logger))); - let scorer = Scorer::with_fixed_penalty(0); + let scorer = FixedPenaltyScorer::with_penalty(0); let peers = RefCell::new([false; 256]); let mut loss_detector = MoneyLossDetector::new(&peers, channelmanager.clone(), monitor.clone(), PeerManager::new(MessageHandler { diff --git a/fuzz/src/router.rs b/fuzz/src/router.rs index efa244d9bf5..095059c5183 100644 --- a/fuzz/src/router.rs +++ b/fuzz/src/router.rs @@ -17,7 +17,7 @@ use lightning::ln::channelmanager::{ChannelDetails, ChannelCounterparty}; use lightning::ln::features::InitFeatures; use lightning::ln::msgs; use lightning::routing::router::{find_route, PaymentParameters, RouteHint, RouteHintHop, RouteParameters}; -use lightning::routing::scoring::Scorer; +use lightning::routing::scoring::FixedPenaltyScorer; use lightning::util::logger::Logger; use lightning::util::ser::Readable; use lightning::routing::network_graph::{NetworkGraph, RoutingFees}; @@ -249,7 +249,7 @@ pub fn do_test(data: &[u8], out: Out) { }])); } } - let scorer = Scorer::with_fixed_penalty(0); + let scorer = FixedPenaltyScorer::with_penalty(0); for target in node_pks.iter() { let route_params = RouteParameters { payment_params: PaymentParameters::from_node_id(*target).with_route_hints(last_hops.clone()), diff --git a/lightning-background-processor/src/lib.rs b/lightning-background-processor/src/lib.rs index b60dc6c8304..6e5e60e5014 100644 --- a/lightning-background-processor/src/lib.rs +++ b/lightning-background-processor/src/lib.rs @@ -673,7 +673,7 @@ mod tests { let data_dir = nodes[0].persister.get_data_dir(); let persister = move |node: &ChannelManager, Arc, Arc, Arc, Arc>| FilesystemPersister::persist_manager(data_dir.clone(), node); let router = DefaultRouter::new(Arc::clone(&nodes[0].network_graph), Arc::clone(&nodes[0].logger)); - let scorer = Arc::new(Mutex::new(test_utils::TestScorer::default())); + let scorer = Arc::new(Mutex::new(test_utils::TestScorer::with_penalty(0))); let invoice_payer = Arc::new(InvoicePayer::new(Arc::clone(&nodes[0].node), router, scorer, Arc::clone(&nodes[0].logger), |_: &_| {}, RetryAttempts(2))); let event_handler = Arc::clone(&invoice_payer); let bg_processor = BackgroundProcessor::start(persister, event_handler, nodes[0].chain_monitor.clone(), nodes[0].node.clone(), nodes[0].net_graph_msg_handler.clone(), nodes[0].peer_manager.clone(), nodes[0].logger.clone()); diff --git a/lightning-invoice/src/payment.rs b/lightning-invoice/src/payment.rs index f2486969e76..82c07199f0d 100644 --- a/lightning-invoice/src/payment.rs +++ b/lightning-invoice/src/payment.rs @@ -90,7 +90,7 @@ //! # } //! # impl Score for FakeScorer { //! # fn channel_penalty_msat( -//! # &self, _short_channel_id: u64, _send_amt: u64, _chan_amt: Option, _source: &NodeId, _target: &NodeId +//! # &self, _short_channel_id: u64, _send_amt: u64, _chan_amt: u64, _source: &NodeId, _target: &NodeId //! # ) -> u64 { 0 } //! # fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} //! # fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} @@ -1327,7 +1327,7 @@ mod tests { impl Score for TestScorer { fn channel_penalty_msat( - &self, _short_channel_id: u64, _send_amt: u64, _chan_amt: Option, _source: &NodeId, _target: &NodeId + &self, _short_channel_id: u64, _send_amt: u64, _chan_amt: u64, _source: &NodeId, _target: &NodeId ) -> u64 { 0 } fn payment_path_failed(&mut self, actual_path: &[&RouteHop], actual_short_channel_id: u64) { diff --git a/lightning-invoice/src/utils.rs b/lightning-invoice/src/utils.rs index 390290768de..ef95b3e355b 100644 --- a/lightning-invoice/src/utils.rs +++ b/lightning-invoice/src/utils.rs @@ -227,7 +227,7 @@ mod test { let first_hops = nodes[0].node.list_usable_channels(); let network_graph = node_cfgs[0].network_graph; let logger = test_utils::TestLogger::new(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = find_route( &nodes[0].node.get_our_node_id(), &route_params, network_graph, Some(&first_hops.iter().collect::>()), &logger, &scorer, diff --git a/lightning/src/ln/channelmanager.rs b/lightning/src/ln/channelmanager.rs index 2097dfda9f1..451d6d5f8ef 100644 --- a/lightning/src/ln/channelmanager.rs +++ b/lightning/src/ln/channelmanager.rs @@ -6901,7 +6901,7 @@ mod tests { let node_chanmgrs = create_node_chanmgrs(2, &node_cfgs, &[None, None]); let nodes = create_network(2, &node_cfgs, &node_chanmgrs); create_announced_chan_between_nodes(&nodes, 0, 1, InitFeatures::known(), InitFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // To start (1), send a regular payment but don't claim it. let expected_route = [&nodes[1]]; @@ -7006,7 +7006,7 @@ mod tests { }; let network_graph = nodes[0].network_graph; let first_hops = nodes[0].node.list_usable_channels(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = find_route( &payer_pubkey, &route_params, network_graph, Some(&first_hops.iter().collect::>()), nodes[0].logger, &scorer @@ -7049,7 +7049,7 @@ mod tests { }; let network_graph = nodes[0].network_graph; let first_hops = nodes[0].node.list_usable_channels(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = find_route( &payer_pubkey, &route_params, network_graph, Some(&first_hops.iter().collect::>()), nodes[0].logger, &scorer @@ -7143,7 +7143,6 @@ pub mod bench { use ln::msgs::{ChannelMessageHandler, Init}; use routing::network_graph::NetworkGraph; use routing::router::{PaymentParameters, get_route}; - use routing::scoring::Scorer; use util::test_utils; use util::config::UserConfig; use util::events::{Event, MessageSendEvent, MessageSendEventsProvider, PaymentPurpose}; @@ -7253,7 +7252,7 @@ pub mod bench { let usable_channels = $node_a.list_usable_channels(); let payment_params = PaymentParameters::from_node_id($node_b.get_our_node_id()) .with_features(InvoiceFeatures::known()); - let scorer = Scorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route(&$node_a.get_our_node_id(), &payment_params, &dummy_graph, Some(&usable_channels.iter().map(|r| r).collect::>()), 10_000, TEST_FINAL_CLTV, &logger_a, &scorer).unwrap(); diff --git a/lightning/src/ln/functional_test_utils.rs b/lightning/src/ln/functional_test_utils.rs index b7d7011c933..e8931c1edc0 100644 --- a/lightning/src/ln/functional_test_utils.rs +++ b/lightning/src/ln/functional_test_utils.rs @@ -1085,7 +1085,7 @@ macro_rules! get_route_and_payment_hash { let payment_params = $crate::routing::router::PaymentParameters::from_node_id($recv_node.node.get_our_node_id()) .with_features($crate::ln::features::InvoiceFeatures::known()) .with_route_hints($last_hops); - let scorer = $crate::util::test_utils::TestScorer::with_fixed_penalty(0); + let scorer = $crate::util::test_utils::TestScorer::with_penalty(0); let route = $crate::routing::router::get_route( &$send_node.node.get_our_node_id(), &payment_params, $send_node.network_graph, Some(&$send_node.node.list_usable_channels().iter().collect::>()), @@ -1540,7 +1540,7 @@ pub const TEST_FINAL_CLTV: u32 = 70; pub fn route_payment<'a, 'b, 'c>(origin_node: &Node<'a, 'b, 'c>, expected_route: &[&Node<'a, 'b, 'c>], recv_value: u64) -> (PaymentPreimage, PaymentHash, PaymentSecret) { let payment_params = PaymentParameters::from_node_id(expected_route.last().unwrap().node.get_our_node_id()) .with_features(InvoiceFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route( &origin_node.node.get_our_node_id(), &payment_params, &origin_node.network_graph, Some(&origin_node.node.list_usable_channels().iter().collect::>()), @@ -1558,7 +1558,7 @@ pub fn route_payment<'a, 'b, 'c>(origin_node: &Node<'a, 'b, 'c>, expected_route: pub fn route_over_limit<'a, 'b, 'c>(origin_node: &Node<'a, 'b, 'c>, expected_route: &[&Node<'a, 'b, 'c>], recv_value: u64) { let payment_params = PaymentParameters::from_node_id(expected_route.last().unwrap().node.get_our_node_id()) .with_features(InvoiceFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route( &origin_node.node.get_our_node_id(), &payment_params, origin_node.network_graph, None, recv_value, TEST_FINAL_CLTV, origin_node.logger, &scorer).unwrap(); diff --git a/lightning/src/ln/functional_tests.rs b/lightning/src/ln/functional_tests.rs index 6f6e51a6f98..fc527ddce95 100644 --- a/lightning/src/ln/functional_tests.rs +++ b/lightning/src/ln/functional_tests.rs @@ -7439,7 +7439,7 @@ fn test_check_htlc_underpaying() { // Create some initial channels create_announced_chan_between_nodes(&nodes, 0, 1, InitFeatures::known(), InitFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[1].node.get_our_node_id()).with_features(InvoiceFeatures::known()); let route = get_route(&nodes[0].node.get_our_node_id(), &payment_params, nodes[0].network_graph, None, 10_000, TEST_FINAL_CLTV, nodes[0].logger, &scorer).unwrap(); let (_, our_payment_hash, _) = get_payment_preimage_hash!(nodes[0]); @@ -7842,7 +7842,7 @@ fn test_bump_penalty_txn_on_revoked_htlcs() { let chan = create_announced_chan_between_nodes_with_value(&nodes, 0, 1, 1000000, 59000000, InitFeatures::known(), InitFeatures::known()); // Lock HTLC in both directions (using a slightly lower CLTV delay to provide timely RBF bumps) let payment_params = PaymentParameters::from_node_id(nodes[1].node.get_our_node_id()).with_features(InvoiceFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route(&nodes[0].node.get_our_node_id(), &payment_params, &nodes[0].network_graph, None, 3_000_000, 50, nodes[0].logger, &scorer).unwrap(); let payment_preimage = send_along_route(&nodes[0], route, &[&nodes[1]], 3_000_000).0; @@ -9379,7 +9379,7 @@ fn test_keysend_payments_to_public_node() { final_value_msat: 10000, final_cltv_expiry_delta: 40, }; - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = find_route(&payer_pubkey, &route_params, network_graph, None, nodes[0].logger, &scorer).unwrap(); let test_preimage = PaymentPreimage([42; 32]); @@ -9413,7 +9413,7 @@ fn test_keysend_payments_to_private_node() { }; let network_graph = nodes[0].network_graph; let first_hops = nodes[0].node.list_usable_channels(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = find_route( &payer_pubkey, &route_params, network_graph, Some(&first_hops.iter().collect::>()), nodes[0].logger, &scorer diff --git a/lightning/src/ln/payment_tests.rs b/lightning/src/ln/payment_tests.rs index a86676422ed..2435c3b7a97 100644 --- a/lightning/src/ln/payment_tests.rs +++ b/lightning/src/ln/payment_tests.rs @@ -723,7 +723,7 @@ fn get_ldk_payment_preimage() { let payment_params = PaymentParameters::from_node_id(nodes[1].node.get_our_node_id()) .with_features(InvoiceFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route( &nodes[0].node.get_our_node_id(), &payment_params, &nodes[0].network_graph, Some(&nodes[0].node.list_usable_channels().iter().collect::>()), diff --git a/lightning/src/ln/shutdown_tests.rs b/lightning/src/ln/shutdown_tests.rs index 7cfca4b86fb..a687df8886c 100644 --- a/lightning/src/ln/shutdown_tests.rs +++ b/lightning/src/ln/shutdown_tests.rs @@ -76,7 +76,7 @@ fn updates_shutdown_wait() { let chan_1 = create_announced_chan_between_nodes(&nodes, 0, 1, InitFeatures::known(), InitFeatures::known()); let chan_2 = create_announced_chan_between_nodes(&nodes, 1, 2, InitFeatures::known(), InitFeatures::known()); let logger = test_utils::TestLogger::new(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let (payment_preimage, _, _) = route_payment(&nodes[0], &[&nodes[1], &nodes[2]], 100000); diff --git a/lightning/src/routing/network_graph.rs b/lightning/src/routing/network_graph.rs index a26b549b43d..ee310830afa 100644 --- a/lightning/src/routing/network_graph.rs +++ b/lightning/src/routing/network_graph.rs @@ -593,9 +593,8 @@ where } #[derive(Clone, Debug, PartialEq)] -/// Details about one direction of a channel. Received -/// within a channel update. -pub struct DirectionalChannelInfo { +/// Details about one direction of a channel as received within a [`ChannelUpdate`]. +pub struct ChannelUpdateInfo { /// When the last update to the channel direction was issued. /// Value is opaque, as set in the announcement. pub last_update: u32, @@ -616,14 +615,14 @@ pub struct DirectionalChannelInfo { pub last_update_message: Option, } -impl fmt::Display for DirectionalChannelInfo { +impl fmt::Display for ChannelUpdateInfo { fn fmt(&self, f: &mut fmt::Formatter) -> Result<(), fmt::Error> { write!(f, "last_update {}, enabled {}, cltv_expiry_delta {}, htlc_minimum_msat {}, fees {:?}", self.last_update, self.enabled, self.cltv_expiry_delta, self.htlc_minimum_msat, self.fees)?; Ok(()) } } -impl_writeable_tlv_based!(DirectionalChannelInfo, { +impl_writeable_tlv_based!(ChannelUpdateInfo, { (0, last_update, required), (2, enabled, required), (4, cltv_expiry_delta, required), @@ -642,11 +641,11 @@ pub struct ChannelInfo { /// Source node of the first direction of a channel pub node_one: NodeId, /// Details about the first direction of a channel - pub one_to_two: Option, + pub one_to_two: Option, /// Source node of the second direction of a channel pub node_two: NodeId, /// Details about the second direction of a channel - pub two_to_one: Option, + pub two_to_one: Option, /// The channel capacity as seen on-chain, if chain lookup is available. pub capacity_sats: Option, /// An initial announcement of the channel @@ -660,6 +659,23 @@ pub struct ChannelInfo { announcement_received_time: u64, } +impl ChannelInfo { + /// Returns a [`DirectedChannelInfo`] for the channel directed to the given `target` from a + /// returned `source`, or `None` if `target` is not one of the channel's counterparties. + pub fn as_directed_to(&self, target: &NodeId) -> Option<(DirectedChannelInfo, &NodeId)> { + let (direction, source) = { + if target == &self.node_one { + (self.two_to_one.as_ref(), &self.node_two) + } else if target == &self.node_two { + (self.one_to_two.as_ref(), &self.node_one) + } else { + return None; + } + }; + Some((DirectedChannelInfo { channel: self, direction }, source)) + } +} + impl fmt::Display for ChannelInfo { fn fmt(&self, f: &mut fmt::Formatter) -> Result<(), fmt::Error> { write!(f, "features: {}, node_one: {}, one_to_two: {:?}, node_two: {}, two_to_one: {:?}", @@ -679,6 +695,132 @@ impl_writeable_tlv_based!(ChannelInfo, { (12, announcement_message, required), }); +/// A wrapper around [`ChannelInfo`] representing information about the channel as directed from a +/// source node to a target node. +#[derive(Clone)] +pub struct DirectedChannelInfo<'a> { + channel: &'a ChannelInfo, + direction: Option<&'a ChannelUpdateInfo>, +} + +impl<'a> DirectedChannelInfo<'a> { + /// Returns information for the channel. + pub fn channel(&self) -> &'a ChannelInfo { self.channel } + + /// Returns information for the direction. + pub fn direction(&self) -> Option<&'a ChannelUpdateInfo> { self.direction } + + /// Returns the [`EffectiveCapacity`] of the channel in the direction. + /// + /// This is either the total capacity from the funding transaction, if known, or the + /// `htlc_maximum_msat` for the direction as advertised by the gossip network, if known, + /// whichever is smaller. + pub fn effective_capacity(&self) -> EffectiveCapacity { + let capacity_msat = self.channel.capacity_sats.map(|capacity_sats| capacity_sats * 1000); + self.direction + .and_then(|direction| direction.htlc_maximum_msat) + .map(|max_htlc_msat| { + let capacity_msat = capacity_msat.unwrap_or(u64::max_value()); + if max_htlc_msat < capacity_msat { + EffectiveCapacity::MaximumHTLC { amount_msat: max_htlc_msat } + } else { + EffectiveCapacity::Total { capacity_msat } + } + }) + .or_else(|| capacity_msat.map(|capacity_msat| + EffectiveCapacity::Total { capacity_msat })) + .unwrap_or(EffectiveCapacity::Unknown) + } + + /// Returns `Some` if [`ChannelUpdateInfo`] is available in the direction. + pub(super) fn with_update(self) -> Option> { + match self.direction { + Some(_) => Some(DirectedChannelInfoWithUpdate { inner: self }), + None => None, + } + } +} + +impl<'a> fmt::Debug for DirectedChannelInfo<'a> { + fn fmt(&self, f: &mut fmt::Formatter) -> Result<(), fmt::Error> { + f.debug_struct("DirectedChannelInfo") + .field("channel", &self.channel) + .finish() + } +} + +/// A [`DirectedChannelInfo`] with [`ChannelUpdateInfo`] available in its direction. +#[derive(Clone)] +pub(super) struct DirectedChannelInfoWithUpdate<'a> { + inner: DirectedChannelInfo<'a>, +} + +impl<'a> DirectedChannelInfoWithUpdate<'a> { + /// Returns information for the channel. + #[inline] + pub(super) fn channel(&self) -> &'a ChannelInfo { &self.inner.channel } + + /// Returns information for the direction. + #[inline] + pub(super) fn direction(&self) -> &'a ChannelUpdateInfo { self.inner.direction.unwrap() } + + /// Returns the [`EffectiveCapacity`] of the channel in the direction. + #[inline] + pub(super) fn effective_capacity(&self) -> EffectiveCapacity { self.inner.effective_capacity() } +} + +impl<'a> fmt::Debug for DirectedChannelInfoWithUpdate<'a> { + fn fmt(&self, f: &mut fmt::Formatter) -> Result<(), fmt::Error> { + self.inner.fmt(f) + } +} + +/// The effective capacity of a channel for routing purposes. +/// +/// While this may be smaller than the actual channel capacity, amounts greater than +/// [`Self::as_msat`] should not be routed through the channel. +pub enum EffectiveCapacity { + /// The available liquidity in the channel known from being a channel counterparty, and thus a + /// direct hop. + ExactLiquidity { + /// Either the inbound or outbound liquidity depending on the direction, denominated in + /// millisatoshi. + liquidity_msat: u64, + }, + /// The maximum HTLC amount in one direction as advertised on the gossip network. + MaximumHTLC { + /// The maximum HTLC amount denominated in millisatoshi. + amount_msat: u64, + }, + /// The total capacity of the channel as determined by the funding transaction. + Total { + /// The funding amount denominated in millisatoshi. + capacity_msat: u64, + }, + /// A capacity sufficient to route any payment, typically used for private channels provided by + /// an invoice. + Infinite, + /// A capacity that is unknown possibly because either the chain state is unavailable to know + /// the total capacity or the `htlc_maximum_msat` was not advertised on the gossip network. + Unknown, +} + +/// The presumed channel capacity denominated in millisatoshi for [`EffectiveCapacity::Unknown`] to +/// use when making routing decisions. +pub const UNKNOWN_CHANNEL_CAPACITY_MSAT: u64 = 250_000 * 1000; + +impl EffectiveCapacity { + /// Returns the effective capacity denominated in millisatoshi. + pub fn as_msat(&self) -> u64 { + match self { + EffectiveCapacity::ExactLiquidity { liquidity_msat } => *liquidity_msat, + EffectiveCapacity::MaximumHTLC { amount_msat } => *amount_msat, + EffectiveCapacity::Total { capacity_msat } => *capacity_msat, + EffectiveCapacity::Infinite => u64::max_value(), + EffectiveCapacity::Unknown => UNKNOWN_CHANNEL_CAPACITY_MSAT, + } + } +} /// Fees for routing via a given channel or a node #[derive(Eq, PartialEq, Copy, Clone, Debug, Hash)] @@ -1227,7 +1369,7 @@ impl NetworkGraph { let last_update_message = if msg.excess_data.len() <= MAX_EXCESS_BYTES_FOR_RELAY { full_msg.cloned() } else { None }; - let updated_channel_dir_info = DirectionalChannelInfo { + let updated_channel_update_info = ChannelUpdateInfo { enabled: chan_enabled, last_update: msg.timestamp, cltv_expiry_delta: msg.cltv_expiry_delta, @@ -1239,7 +1381,7 @@ impl NetworkGraph { }, last_update_message }; - $target = Some(updated_channel_dir_info); + $target = Some(updated_channel_update_info); } } diff --git a/lightning/src/routing/router.rs b/lightning/src/routing/router.rs index cf2afbbbadb..a21cf79a144 100644 --- a/lightning/src/routing/router.rs +++ b/lightning/src/routing/router.rs @@ -18,7 +18,7 @@ use ln::channelmanager::ChannelDetails; use ln::features::{ChannelFeatures, InvoiceFeatures, NodeFeatures}; use ln::msgs::{DecodeError, ErrorAction, LightningError, MAX_VALUE_MSAT}; use routing::scoring::Score; -use routing::network_graph::{NetworkGraph, NodeId, RoutingFees}; +use routing::network_graph::{DirectedChannelInfoWithUpdate, EffectiveCapacity, NetworkGraph, NodeId, RoutingFees}; use util::ser::{Writeable, Readable}; use util::logger::{Level, Logger}; @@ -344,11 +344,79 @@ impl cmp::PartialOrd for RouteGraphNode { } } -struct DummyDirectionalChannelInfo { - cltv_expiry_delta: u32, - htlc_minimum_msat: u64, - htlc_maximum_msat: Option, - fees: RoutingFees, +/// A wrapper around the various hop representations. +/// +/// Used to construct a [`PathBuildingHop`] and to estimate [`EffectiveCapacity`]. +#[derive(Clone, Debug)] +enum CandidateRouteHop<'a> { + /// A hop from the payer, where the outbound liquidity is known. + FirstHop { + details: &'a ChannelDetails, + }, + /// A hop found in the [`NetworkGraph`], where the channel capacity may or may not be known. + PublicHop { + info: DirectedChannelInfoWithUpdate<'a>, + short_channel_id: u64, + }, + /// A hop to the payee found in the payment invoice, though not necessarily a direct channel. + PrivateHop { + hint: &'a RouteHintHop, + } +} + +impl<'a> CandidateRouteHop<'a> { + fn short_channel_id(&self) -> u64 { + match self { + CandidateRouteHop::FirstHop { details } => details.short_channel_id.unwrap(), + CandidateRouteHop::PublicHop { short_channel_id, .. } => *short_channel_id, + CandidateRouteHop::PrivateHop { hint } => hint.short_channel_id, + } + } + + // NOTE: This may alloc memory so avoid calling it in a hot code path. + fn features(&self) -> ChannelFeatures { + match self { + CandidateRouteHop::FirstHop { details } => details.counterparty.features.to_context(), + CandidateRouteHop::PublicHop { info, .. } => info.channel().features.clone(), + CandidateRouteHop::PrivateHop { .. } => ChannelFeatures::empty(), + } + } + + fn cltv_expiry_delta(&self) -> u32 { + match self { + CandidateRouteHop::FirstHop { .. } => 0, + CandidateRouteHop::PublicHop { info, .. } => info.direction().cltv_expiry_delta as u32, + CandidateRouteHop::PrivateHop { hint } => hint.cltv_expiry_delta as u32, + } + } + + fn htlc_minimum_msat(&self) -> u64 { + match self { + CandidateRouteHop::FirstHop { .. } => 0, + CandidateRouteHop::PublicHop { info, .. } => info.direction().htlc_minimum_msat, + CandidateRouteHop::PrivateHop { hint } => hint.htlc_minimum_msat.unwrap_or(0), + } + } + + fn fees(&self) -> RoutingFees { + match self { + CandidateRouteHop::FirstHop { .. } => RoutingFees { + base_msat: 0, proportional_millionths: 0, + }, + CandidateRouteHop::PublicHop { info, .. } => info.direction().fees, + CandidateRouteHop::PrivateHop { hint } => hint.fees, + } + } + + fn effective_capacity(&self) -> EffectiveCapacity { + match self { + CandidateRouteHop::FirstHop { details } => EffectiveCapacity::ExactLiquidity { + liquidity_msat: details.outbound_capacity_msat, + }, + CandidateRouteHop::PublicHop { info, .. } => info.effective_capacity(), + CandidateRouteHop::PrivateHop { .. } => EffectiveCapacity::Infinite, + } + } } /// It's useful to keep track of the hops associated with the fees required to use them, @@ -357,21 +425,17 @@ struct DummyDirectionalChannelInfo { /// These fee values are useful to choose hops as we traverse the graph "payee-to-payer". #[derive(Clone, Debug)] struct PathBuildingHop<'a> { - // The RouteHintHop fields which will eventually be used if this hop is used in a final Route. - // Note that node_features is calculated separately after our initial graph walk. + // Note that this should be dropped in favor of loading it from CandidateRouteHop, but doing so + // is a larger refactor and will require careful performance analysis. node_id: NodeId, - short_channel_id: u64, - channel_features: &'a ChannelFeatures, + candidate: CandidateRouteHop<'a>, fee_msat: u64, - cltv_expiry_delta: u32, /// Minimal fees required to route to the source node of the current hop via any of its inbound channels. src_lowest_inbound_fees: RoutingFees, - /// Fees of the channel used in this hop. - channel_fees: RoutingFees, /// All the fees paid *after* this channel on the way to the destination next_hops_fee_msat: u64, - /// Fee paid for the use of the current channel (see channel_fees). + /// Fee paid for the use of the current channel (see candidate.fees()). /// The value will be actually deducted from the counterparty balance on the previous link. hop_use_fee_msat: u64, /// Used to compare channels when choosing the for routing. @@ -379,10 +443,6 @@ struct PathBuildingHop<'a> { /// an estimated cost of reaching this hop. /// Might get stale when fees are recomputed. Primarily for internal use. total_fee_msat: u64, - /// This is useful for update_value_and_recompute_fees to make sure - /// we don't fall below the minimum. Should not be updated manually and - /// generally should not be accessed. - htlc_minimum_msat: u64, /// A mirror of the same field in RouteGraphNode. Note that this is only used during the graph /// walk and may be invalid thereafter. path_htlc_minimum_msat: u64, @@ -461,7 +521,7 @@ impl<'a> PaymentPath<'a> { // set it too high just to maliciously take more fees by exploiting this // match htlc_minimum_msat logic. let mut cur_hop_transferred_amount_msat = total_fee_paid_msat + value_msat; - if let Some(extra_fees_msat) = cur_hop.htlc_minimum_msat.checked_sub(cur_hop_transferred_amount_msat) { + if let Some(extra_fees_msat) = cur_hop.candidate.htlc_minimum_msat().checked_sub(cur_hop_transferred_amount_msat) { // Note that there is a risk that *previous hops* (those closer to us, as we go // payee->our_node here) would exceed their htlc_maximum_msat or available balance. // @@ -489,7 +549,7 @@ impl<'a> PaymentPath<'a> { // Irrelevant for the first hop, as it doesn't have the previous hop, and the use of // this channel is free for us. if i != 0 { - if let Some(new_fee) = compute_fees(cur_hop_transferred_amount_msat, cur_hop.channel_fees) { + if let Some(new_fee) = compute_fees(cur_hop_transferred_amount_msat, cur_hop.candidate.fees()) { cur_hop.hop_use_fee_msat = new_fee; total_fee_paid_msat += new_fee; } else { @@ -648,15 +708,6 @@ where L::Target: Logger { let network_graph = network.read_only(); let network_channels = network_graph.channels(); let network_nodes = network_graph.nodes(); - let dummy_directional_info = DummyDirectionalChannelInfo { // used for first_hops routes - cltv_expiry_delta: 0, - htlc_minimum_msat: 0, - htlc_maximum_msat: None, - fees: RoutingFees { - base_msat: 0, - proportional_millionths: 0, - } - }; // Allow MPP only if we have a features set from somewhere that indicates the payee supports // it. If the payee supports it they're supposed to include it in the invoice, so that should @@ -675,24 +726,26 @@ where L::Target: Logger { // Prepare the data we'll use for payee-to-payer search by // inserting first hops suggested by the caller as targets. // Our search will then attempt to reach them while traversing from the payee node. - let mut first_hop_targets: HashMap<_, Vec<(_, ChannelFeatures, _, NodeFeatures)>> = + let mut first_hop_targets: HashMap<_, Vec<&ChannelDetails>> = HashMap::with_capacity(if first_hops.is_some() { first_hops.as_ref().unwrap().len() } else { 0 }); if let Some(hops) = first_hops { for chan in hops { - let short_channel_id = chan.short_channel_id.expect("first_hops should be filled in with usable channels, not pending ones"); + if chan.short_channel_id.is_none() { + panic!("first_hops should be filled in with usable channels, not pending ones"); + } if chan.counterparty.node_id == *our_node_pubkey { return Err(LightningError{err: "First hop cannot have our_node_pubkey as a destination.".to_owned(), action: ErrorAction::IgnoreError}); } - first_hop_targets.entry(NodeId::from_pubkey(&chan.counterparty.node_id)).or_insert(Vec::new()) - .push((short_channel_id, chan.counterparty.features.to_context(), chan.outbound_capacity_msat, chan.counterparty.features.to_context())); + first_hop_targets + .entry(NodeId::from_pubkey(&chan.counterparty.node_id)) + .or_insert(Vec::new()) + .push(chan); } if first_hop_targets.is_empty() { return Err(LightningError{err: "Cannot route when there are no outbound routes away from us".to_owned(), action: ErrorAction::IgnoreError}); } } - let empty_channel_features = ChannelFeatures::empty(); - // The main heap containing all candidate next-hops sorted by their score (max(A* fee, // htlc_minimum)). Ideally this would be a heap which allowed cheap score reduction instead of // adding duplicate entries when we find a better path to a given node. @@ -731,42 +784,24 @@ where L::Target: Logger { log_trace!(logger, "Building path from {} (payee) to {} (us/payer) for value {} msat.", payment_params.payee_pubkey, our_node_pubkey, final_value_msat); macro_rules! add_entry { - // Adds entry which goes from $src_node_id to $dest_node_id - // over the channel with id $chan_id with fees described in - // $directional_info. + // Adds entry which goes from $src_node_id to $dest_node_id over the $candidate hop. // $next_hops_fee_msat represents the fees paid for using all the channels *after* this one, // since that value has to be transferred over this channel. // Returns whether this channel caused an update to `targets`. - ( $chan_id: expr, $src_node_id: expr, $dest_node_id: expr, $directional_info: expr, $capacity_sats: expr, $chan_features: expr, $next_hops_fee_msat: expr, - $next_hops_value_contribution: expr, $next_hops_path_htlc_minimum_msat: expr, $next_hops_path_penalty_msat: expr, $next_hops_cltv_delta: expr ) => { { + ( $candidate: expr, $src_node_id: expr, $dest_node_id: expr, $next_hops_fee_msat: expr, + $next_hops_value_contribution: expr, $next_hops_path_htlc_minimum_msat: expr, + $next_hops_path_penalty_msat: expr, $next_hops_cltv_delta: expr ) => { { // We "return" whether we updated the path at the end, via this: let mut did_add_update_path_to_src_node = false; // Channels to self should not be used. This is more of belt-and-suspenders, because in // practice these cases should be caught earlier: // - for regular channels at channel announcement (TODO) // - for first and last hops early in get_route - if $src_node_id != $dest_node_id.clone() { - let available_liquidity_msat = bookkept_channels_liquidity_available_msat.entry($chan_id.clone()).or_insert_with(|| { - let mut initial_liquidity_available_msat = None; - if let Some(capacity_sats) = $capacity_sats { - initial_liquidity_available_msat = Some(capacity_sats * 1000); - } - - if let Some(htlc_maximum_msat) = $directional_info.htlc_maximum_msat { - if let Some(available_msat) = initial_liquidity_available_msat { - initial_liquidity_available_msat = Some(cmp::min(available_msat, htlc_maximum_msat)); - } else { - initial_liquidity_available_msat = Some(htlc_maximum_msat); - } - } - - match initial_liquidity_available_msat { - Some(available_msat) => available_msat, - // We assume channels with unknown balance have - // a capacity of 0.0025 BTC (or 250_000 sats). - None => 250_000 * 1000 - } - }); + if $src_node_id != $dest_node_id { + let short_channel_id = $candidate.short_channel_id(); + let available_liquidity_msat = bookkept_channels_liquidity_available_msat + .entry(short_channel_id) + .or_insert_with(|| $candidate.effective_capacity().as_msat()); // It is tricky to substract $next_hops_fee_msat from available liquidity here. // It may be misleading because we might later choose to reduce the value transferred @@ -800,11 +835,10 @@ where L::Target: Logger { // Verify the liquidity offered by this channel complies to the minimal contribution. let contributes_sufficient_value = available_value_contribution_msat >= minimal_value_contribution_msat; - // Do not consider candidates that exceed the maximum total cltv expiry limit. let max_total_cltv_expiry_delta = payment_params.max_total_cltv_expiry_delta; let hop_total_cltv_delta = ($next_hops_cltv_delta as u32) - .checked_add($directional_info.cltv_expiry_delta as u32) + .checked_add($candidate.cltv_expiry_delta()) .unwrap_or(u32::max_value()); let doesnt_exceed_cltv_delta_limit = hop_total_cltv_delta <= max_total_cltv_expiry_delta; @@ -816,7 +850,7 @@ where L::Target: Logger { None => unreachable!(), }; #[allow(unused_comparisons)] // $next_hops_path_htlc_minimum_msat is 0 in some calls so rustc complains - let over_path_minimum_msat = amount_to_transfer_over_msat >= $directional_info.htlc_minimum_msat && + let over_path_minimum_msat = amount_to_transfer_over_msat >= $candidate.htlc_minimum_msat() && amount_to_transfer_over_msat >= $next_hops_path_htlc_minimum_msat; // If HTLC minimum is larger than the amount we're going to transfer, we shouldn't @@ -831,16 +865,16 @@ where L::Target: Logger { // might violate htlc_minimum_msat on the hops which are next along the // payment path (upstream to the payee). To avoid that, we recompute // path fees knowing the final path contribution after constructing it. - let path_htlc_minimum_msat = compute_fees($next_hops_path_htlc_minimum_msat, $directional_info.fees) + let path_htlc_minimum_msat = compute_fees($next_hops_path_htlc_minimum_msat, $candidate.fees()) .and_then(|fee_msat| fee_msat.checked_add($next_hops_path_htlc_minimum_msat)) - .map(|fee_msat| cmp::max(fee_msat, $directional_info.htlc_minimum_msat)) + .map(|fee_msat| cmp::max(fee_msat, $candidate.htlc_minimum_msat())) .unwrap_or_else(|| u64::max_value()); let hm_entry = dist.entry($src_node_id); let old_entry = hm_entry.or_insert_with(|| { - // If there was previously no known way to access - // the source node (recall it goes payee-to-payer) of $chan_id, first add - // a semi-dummy record just to compute the fees to reach the source node. - // This will affect our decision on selecting $chan_id + // If there was previously no known way to access the source node + // (recall it goes payee-to-payer) of short_channel_id, first add a + // semi-dummy record just to compute the fees to reach the source node. + // This will affect our decision on selecting short_channel_id // as a way to reach the $dest_node_id. let mut fee_base_msat = u32::max_value(); let mut fee_proportional_millionths = u32::max_value(); @@ -850,19 +884,15 @@ where L::Target: Logger { } PathBuildingHop { node_id: $dest_node_id.clone(), - short_channel_id: 0, - channel_features: $chan_features, + candidate: $candidate.clone(), fee_msat: 0, - cltv_expiry_delta: 0, src_lowest_inbound_fees: RoutingFees { base_msat: fee_base_msat, proportional_millionths: fee_proportional_millionths, }, - channel_fees: $directional_info.fees, next_hops_fee_msat: u64::max_value(), hop_use_fee_msat: u64::max_value(), total_fee_msat: u64::max_value(), - htlc_minimum_msat: $directional_info.htlc_minimum_msat, path_htlc_minimum_msat, path_penalty_msat: u64::max_value(), was_processed: false, @@ -887,7 +917,7 @@ where L::Target: Logger { // Ignore hop_use_fee_msat for channel-from-us as we assume all channels-from-us // will have the same effective-fee if $src_node_id != our_node_id { - match compute_fees(amount_to_transfer_over_msat, $directional_info.fees) { + match compute_fees(amount_to_transfer_over_msat, $candidate.fees()) { // max_value means we'll always fail // the old_entry.total_fee_msat > total_fee_msat check None => total_fee_msat = u64::max_value(), @@ -917,7 +947,7 @@ where L::Target: Logger { } let path_penalty_msat = $next_hops_path_penalty_msat.checked_add( - scorer.channel_penalty_msat($chan_id.clone(), amount_to_transfer_over_msat, Some(*available_liquidity_msat), + scorer.channel_penalty_msat(short_channel_id, amount_to_transfer_over_msat, *available_liquidity_msat, &$src_node_id, &$dest_node_id)).unwrap_or_else(|| u64::max_value()); let new_graph_node = RouteGraphNode { node_id: $src_node_id, @@ -929,7 +959,7 @@ where L::Target: Logger { path_penalty_msat, }; - // Update the way of reaching $src_node_id with the given $chan_id (from $dest_node_id), + // Update the way of reaching $src_node_id with the given short_channel_id (from $dest_node_id), // if this way is cheaper than the already known // (considering the cost to "reach" this channel from the route destination, // the cost of using this channel, @@ -958,12 +988,8 @@ where L::Target: Logger { old_entry.hop_use_fee_msat = hop_use_fee_msat; old_entry.total_fee_msat = total_fee_msat; old_entry.node_id = $dest_node_id.clone(); - old_entry.short_channel_id = $chan_id.clone(); - old_entry.channel_features = $chan_features; + old_entry.candidate = $candidate.clone(); old_entry.fee_msat = 0; // This value will be later filled with hop_use_fee_msat of the following channel - old_entry.cltv_expiry_delta = $directional_info.cltv_expiry_delta as u32; - old_entry.channel_fees = $directional_info.fees; - old_entry.htlc_minimum_msat = $directional_info.htlc_minimum_msat; old_entry.path_htlc_minimum_msat = path_htlc_minimum_msat; old_entry.path_penalty_msat = path_penalty_msat; #[cfg(any(test, feature = "fuzztarget"))] @@ -1030,8 +1056,9 @@ where L::Target: Logger { if !skip_node { if let Some(first_channels) = first_hop_targets.get(&$node_id) { - for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels { - add_entry!(first_hop, our_node_id, $node_id, dummy_directional_info, Some(outbound_capacity_msat / 1000), features, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta); + for details in first_channels { + let candidate = CandidateRouteHop::FirstHop { details }; + add_entry!(candidate, our_node_id, $node_id, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta); } } @@ -1045,21 +1072,16 @@ where L::Target: Logger { for chan_id in $node.channels.iter() { let chan = network_channels.get(chan_id).unwrap(); if !chan.features.requires_unknown_bits() { - if chan.node_one == $node_id { - // ie $node is one, ie next hop in A* is two, via the two_to_one channel - if first_hops.is_none() || chan.node_two != our_node_id { - if let Some(two_to_one) = chan.two_to_one.as_ref() { - if two_to_one.enabled { - add_entry!(chan_id, chan.node_two, chan.node_one, two_to_one, chan.capacity_sats, &chan.features, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta); - } - } - } - } else { - if first_hops.is_none() || chan.node_one != our_node_id{ - if let Some(one_to_two) = chan.one_to_two.as_ref() { - if one_to_two.enabled { - add_entry!(chan_id, chan.node_one, chan.node_two, one_to_two, chan.capacity_sats, &chan.features, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta); - } + let (directed_channel, source) = + chan.as_directed_to(&$node_id).expect("inconsistent NetworkGraph"); + if first_hops.is_none() || *source != our_node_id { + if let Some(direction) = directed_channel.direction() { + if direction.enabled { + let candidate = CandidateRouteHop::PublicHop { + info: directed_channel.with_update().unwrap(), + short_channel_id: *chan_id, + }; + add_entry!(candidate, *source, $node_id, $fee_to_target_msat, $next_hops_value_contribution, $next_hops_path_htlc_minimum_msat, $next_hops_path_penalty_msat, $next_hops_cltv_delta); } } } @@ -1084,9 +1106,10 @@ where L::Target: Logger { // If first hop is a private channel and the only way to reach the payee, this is the only // place where it could be added. if let Some(first_channels) = first_hop_targets.get(&payee_node_id) { - for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels { - let added = add_entry!(first_hop, our_node_id, payee_node_id, dummy_directional_info, Some(outbound_capacity_msat / 1000), features, 0, path_value_msat, 0, 0u64, 0); - log_trace!(logger, "{} direct route to payee via SCID {}", if added { "Added" } else { "Skipped" }, first_hop); + for details in first_channels { + let candidate = CandidateRouteHop::FirstHop { details }; + let added = add_entry!(candidate, our_node_id, payee_node_id, 0, path_value_msat, 0, 0u64, 0); + log_trace!(logger, "{} direct route to payee via SCID {}", if added { "Added" } else { "Skipped" }, candidate.short_channel_id()); } } @@ -1128,43 +1151,27 @@ where L::Target: Logger { let mut aggregate_next_hops_cltv_delta: u32 = 0; for (idx, (hop, prev_hop_id)) in hop_iter.zip(prev_hop_iter).enumerate() { - // BOLT 11 doesn't allow inclusion of features for the last hop hints, which - // really sucks, cause we're gonna need that eventually. - let hop_htlc_minimum_msat: u64 = hop.htlc_minimum_msat.unwrap_or(0); - - let directional_info = DummyDirectionalChannelInfo { - cltv_expiry_delta: hop.cltv_expiry_delta as u32, - htlc_minimum_msat: hop_htlc_minimum_msat, - htlc_maximum_msat: hop.htlc_maximum_msat, - fees: hop.fees, - }; - - // We want a value of final_value_msat * ROUTE_CAPACITY_PROVISION_FACTOR but we - // need it to increment at each hop by the fee charged at later hops. Further, - // we need to ensure we round up when we divide to get satoshis. - let channel_cap_msat = final_value_msat - .checked_mul(ROUTE_CAPACITY_PROVISION_FACTOR).and_then(|v| v.checked_add(aggregate_next_hops_fee_msat)) - .unwrap_or(u64::max_value()); - let channel_cap_sat = match channel_cap_msat.checked_add(999) { - None => break, // We overflowed above, just ignore this route hint - Some(val) => Some(val / 1000), - }; - - let src_node_id = NodeId::from_pubkey(&hop.src_node_id); - let dest_node_id = NodeId::from_pubkey(&prev_hop_id); + let source = NodeId::from_pubkey(&hop.src_node_id); + let target = NodeId::from_pubkey(&prev_hop_id); + let candidate = network_channels + .get(&hop.short_channel_id) + .and_then(|channel| channel.as_directed_to(&target)) + .and_then(|(channel, _)| channel.with_update()) + .map(|info| CandidateRouteHop::PublicHop { + info, + short_channel_id: hop.short_channel_id, + }) + .unwrap_or_else(|| CandidateRouteHop::PrivateHop { hint: hop }); + let capacity_msat = candidate.effective_capacity().as_msat(); aggregate_next_hops_path_penalty_msat = aggregate_next_hops_path_penalty_msat - .checked_add(scorer.channel_penalty_msat(hop.short_channel_id, final_value_msat, None, &src_node_id, &dest_node_id)) + .checked_add(scorer.channel_penalty_msat(hop.short_channel_id, final_value_msat, capacity_msat, &source, &target)) .unwrap_or_else(|| u64::max_value()); aggregate_next_hops_cltv_delta = aggregate_next_hops_cltv_delta .checked_add(hop.cltv_expiry_delta as u32) .unwrap_or_else(|| u32::max_value()); - // We assume that the recipient only included route hints for routes which had - // sufficient value to route `final_value_msat`. Note that in the case of "0-value" - // invoices where the invoice does not specify value this may not be the case, but - // better to include the hints than not. - if !add_entry!(hop.short_channel_id, src_node_id, dest_node_id, directional_info, channel_cap_sat, &empty_channel_features, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta) { + if !add_entry!(candidate, source, target, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta) { // If this hop was not used then there is no use checking the preceding hops // in the RouteHint. We can break by just searching for a direct channel between // last checked hop and first_hop_targets @@ -1173,8 +1180,9 @@ where L::Target: Logger { // Searching for a direct channel between last checked hop and first_hop_targets if let Some(first_channels) = first_hop_targets.get(&NodeId::from_pubkey(&prev_hop_id)) { - for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels { - add_entry!(first_hop, our_node_id , NodeId::from_pubkey(&prev_hop_id), dummy_directional_info, Some(outbound_capacity_msat / 1000), features, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta); + for details in first_channels { + let candidate = CandidateRouteHop::FirstHop { details }; + add_entry!(candidate, our_node_id, NodeId::from_pubkey(&prev_hop_id), aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta); } } @@ -1191,6 +1199,7 @@ where L::Target: Logger { .map_or(None, |inc| inc.checked_add(aggregate_next_hops_fee_msat)); aggregate_next_hops_fee_msat = if let Some(val) = hops_fee { val } else { break; }; + let hop_htlc_minimum_msat = candidate.htlc_minimum_msat(); let hop_htlc_minimum_msat_inc = if let Some(val) = compute_fees(aggregate_next_hops_path_htlc_minimum_msat, hop.fees) { val } else { break; }; let hops_path_htlc_minimum = aggregate_next_hops_path_htlc_minimum_msat .checked_add(hop_htlc_minimum_msat_inc); @@ -1207,8 +1216,9 @@ where L::Target: Logger { // always assumes that the third argument is a node to which we have a // path. if let Some(first_channels) = first_hop_targets.get(&NodeId::from_pubkey(&hop.src_node_id)) { - for (ref first_hop, ref features, ref outbound_capacity_msat, _) in first_channels { - add_entry!(first_hop, our_node_id , NodeId::from_pubkey(&hop.src_node_id), dummy_directional_info, Some(outbound_capacity_msat / 1000), features, aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta); + for details in first_channels { + let candidate = CandidateRouteHop::FirstHop { details }; + add_entry!(candidate, our_node_id, NodeId::from_pubkey(&hop.src_node_id), aggregate_next_hops_fee_msat, path_value_msat, aggregate_next_hops_path_htlc_minimum_msat, aggregate_next_hops_path_penalty_msat, aggregate_next_hops_cltv_delta); } } } @@ -1242,9 +1252,9 @@ where L::Target: Logger { 'path_walk: loop { let mut features_set = false; if let Some(first_channels) = first_hop_targets.get(&ordered_hops.last().unwrap().0.node_id) { - for (scid, _, _, ref features) in first_channels { - if *scid == ordered_hops.last().unwrap().0.short_channel_id { - ordered_hops.last_mut().unwrap().1 = features.clone(); + for details in first_channels { + if details.short_channel_id.unwrap() == ordered_hops.last().unwrap().0.candidate.short_channel_id() { + ordered_hops.last_mut().unwrap().1 = details.counterparty.features.to_context(); features_set = true; break; } @@ -1284,12 +1294,10 @@ where L::Target: Logger { // so that fees paid for a HTLC forwarding on the current channel are // associated with the previous channel (where they will be subtracted). ordered_hops.last_mut().unwrap().0.fee_msat = new_entry.hop_use_fee_msat; - ordered_hops.last_mut().unwrap().0.cltv_expiry_delta = new_entry.cltv_expiry_delta; ordered_hops.push((new_entry.clone(), NodeFeatures::empty())); } ordered_hops.last_mut().unwrap().0.fee_msat = value_contribution_msat; ordered_hops.last_mut().unwrap().0.hop_use_fee_msat = 0; - ordered_hops.last_mut().unwrap().0.cltv_expiry_delta = final_cltv_expiry_delta; log_trace!(logger, "Found a path back to us from the target with {} hops contributing up to {} msat: {:?}", ordered_hops.len(), value_contribution_msat, ordered_hops); @@ -1314,7 +1322,7 @@ where L::Target: Logger { // on the same liquidity in future paths. let mut prevented_redundant_path_selection = false; for (payment_hop, _) in payment_path.hops.iter() { - let channel_liquidity_available_msat = bookkept_channels_liquidity_available_msat.get_mut(&payment_hop.short_channel_id).unwrap(); + let channel_liquidity_available_msat = bookkept_channels_liquidity_available_msat.get_mut(&payment_hop.candidate.short_channel_id()).unwrap(); let mut spent_on_hop_msat = value_contribution_msat; let next_hops_fee_msat = payment_hop.next_hops_fee_msat; spent_on_hop_msat += next_hops_fee_msat; @@ -1329,7 +1337,7 @@ where L::Target: Logger { // If we weren't capped by hitting a liquidity limit on a channel in the path, // we'll probably end up picking the same path again on the next iteration. // Decrease the available liquidity of a hop in the middle of the path. - let victim_scid = payment_path.hops[(payment_path.hops.len() - 1) / 2].0.short_channel_id; + let victim_scid = payment_path.hops[(payment_path.hops.len() - 1) / 2].0.candidate.short_channel_id(); log_trace!(logger, "Disabling channel {} for future path building iterations to avoid duplicates.", victim_scid); let victim_liquidity = bookkept_channels_liquidity_available_msat.get_mut(&victim_scid).unwrap(); *victim_liquidity = 0; @@ -1460,7 +1468,7 @@ where L::Target: Logger { // Now, substract the overpaid value from the most-expensive path. // TODO: this could also be optimized by also sorting by feerate_per_sat_routed, // so that the sender pays less fees overall. And also htlc_minimum_msat. - cur_route.sort_by_key(|path| { path.hops.iter().map(|hop| hop.0.channel_fees.proportional_millionths as u64).sum::() }); + cur_route.sort_by_key(|path| { path.hops.iter().map(|hop| hop.0.candidate.fees().proportional_millionths as u64).sum::() }); let expensive_payment_path = cur_route.first_mut().unwrap(); // We already dropped all the small channels above, meaning all the // remaining channels are larger than remaining overpaid_value_msat. @@ -1478,16 +1486,22 @@ where L::Target: Logger { drawn_routes.sort_by_key(|paths| paths.iter().map(|path| path.get_total_fee_paid_msat()).sum::()); let mut selected_paths = Vec::>>::new(); for payment_path in drawn_routes.first().unwrap() { - selected_paths.push(payment_path.hops.iter().map(|(payment_hop, node_features)| { + let mut path = payment_path.hops.iter().map(|(payment_hop, node_features)| { Ok(RouteHop { pubkey: PublicKey::from_slice(payment_hop.node_id.as_slice()).map_err(|_| LightningError{err: format!("Public key {:?} is invalid", &payment_hop.node_id), action: ErrorAction::IgnoreAndLog(Level::Trace)})?, node_features: node_features.clone(), - short_channel_id: payment_hop.short_channel_id, - channel_features: payment_hop.channel_features.clone(), + short_channel_id: payment_hop.candidate.short_channel_id(), + channel_features: payment_hop.candidate.features(), fee_msat: payment_hop.fee_msat, - cltv_expiry_delta: payment_hop.cltv_expiry_delta, + cltv_expiry_delta: payment_hop.candidate.cltv_expiry_delta(), }) - }).collect()); + }).collect::>(); + // Propagate the cltv_expiry_delta one hop backwards since the delta from the current hop is + // applicable for the previous hop. + path.iter_mut().rev().fold(final_cltv_expiry_delta, |prev_cltv_expiry_delta, hop| { + core::mem::replace(&mut hop.as_mut().unwrap().cltv_expiry_delta, prev_cltv_expiry_delta) + }); + selected_paths.push(path); } if let Some(features) = &payment_params.features { @@ -1508,7 +1522,7 @@ where L::Target: Logger { #[cfg(test)] mod tests { - use routing::scoring::Score; + use routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Score}; use routing::network_graph::{NetworkGraph, NetGraphMsgHandler, NodeId}; use routing::router::{get_route, PaymentParameters, Route, RouteHint, RouteHintHop, RouteHop, RoutingFees}; use chain::transaction::OutPoint; @@ -1983,7 +1997,7 @@ mod tests { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[2]); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Simple route to 2 via 1 @@ -2014,7 +2028,7 @@ mod tests { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[2]); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Simple route to 2 via 1 @@ -2033,7 +2047,7 @@ mod tests { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[2]); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Simple route to 2 via 1 @@ -2158,7 +2172,7 @@ mod tests { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // A route to node#2 via two paths. // One path allows transferring 35-40 sats, another one also allows 35-40 sats. @@ -2294,7 +2308,7 @@ mod tests { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[2]); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // // Disable channels 4 and 12 by flags=2 update_channel(&net_graph_msg_handler, &secp_ctx, &privkeys[1], UnsignedChannelUpdate { @@ -2352,7 +2366,7 @@ mod tests { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (_, our_id, privkeys, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[2]); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Disable nodes 1, 2, and 8 by requiring unknown feature bits let unknown_features = NodeFeatures::known().set_unknown_feature_required(); @@ -2393,7 +2407,7 @@ mod tests { fn our_chans_test() { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Route to 1 via 2 and 3 because our channel to 1 is disabled let payment_params = PaymentParameters::from_node_id(nodes[0]); @@ -2522,7 +2536,7 @@ mod tests { fn partial_route_hint_test() { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Simple test across 2, 3, 5, and 4 via a last_hop channel // Tests the behaviour when the RouteHint contains a suboptimal hop. @@ -2621,7 +2635,7 @@ mod tests { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(empty_last_hop(&nodes)); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Test handling of an empty RouteHint passed in Invoice. @@ -2703,7 +2717,7 @@ mod tests { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (_, our_id, privkeys, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(multi_hint_last_hops(&nodes)); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Test through channels 2, 3, 5, 8. // Test shows that multiple hop hints are considered. @@ -2809,7 +2823,7 @@ mod tests { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(last_hops_with_public_channel(&nodes)); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // This test shows that public routes can be present in the invoice // which would be handled in the same manner. @@ -2844,7 +2858,7 @@ mod tests { // If we have a peer in the node map, we'll use their features here since we don't have // a way of figuring out their features from the invoice: assert_eq!(route.paths[0][3].node_features.le_flags(), &id_to_feature_flags(4)); - assert_eq!(route.paths[0][3].channel_features.le_flags(), &Vec::::new()); + assert_eq!(route.paths[0][3].channel_features.le_flags(), &id_to_feature_flags(11)); assert_eq!(route.paths[0][4].pubkey, nodes[6]); assert_eq!(route.paths[0][4].short_channel_id, 8); @@ -2858,7 +2872,7 @@ mod tests { fn our_chans_last_hop_connect_test() { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Simple test with outbound channel to 4 to test that last_hops and first_hops connect let our_chans = vec![get_channel_details(Some(42), nodes[3].clone(), InitFeatures::from_le_bytes(vec![0b11]), 250_000_000)]; @@ -2979,7 +2993,7 @@ mod tests { }]); let payment_params = PaymentParameters::from_node_id(target_node_id).with_route_hints(vec![last_hops]); let our_chans = vec![get_channel_details(Some(42), middle_node_id, InitFeatures::from_le_bytes(vec![0b11]), outbound_capacity_msat)]; - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); get_route(&source_node_id, &payment_params, &NetworkGraph::new(genesis_block(Network::Testnet).header.block_hash()), Some(&our_chans.iter().collect::>()), route_val, 42, &test_utils::TestLogger::new(), &scorer) } @@ -3033,7 +3047,7 @@ mod tests { let (secp_ctx, network_graph, mut net_graph_msg_handler, chain_monitor, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known()); // We will use a simple single-path route from @@ -3305,7 +3319,7 @@ mod tests { // one of the latter hops is limited. let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known()); // Path via {node7, node2, node4} is channels {12, 13, 6, 11}. @@ -3428,7 +3442,7 @@ mod tests { fn ignore_fee_first_hop_test() { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[2]); // Path via node0 is channels {1, 3}. Limit them to 100 and 50 sats (total limit 50). @@ -3474,7 +3488,7 @@ mod tests { fn simple_mpp_route_test() { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known()); // We need a route consisting of 3 paths: @@ -3605,7 +3619,7 @@ mod tests { fn long_mpp_route_test() { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known()); // We need a route consisting of 3 paths: @@ -3767,7 +3781,7 @@ mod tests { fn mpp_cheaper_route_test() { let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known()); // This test checks that if we have two cheaper paths and one more expensive path, @@ -3934,7 +3948,7 @@ mod tests { // if the fee is not properly accounted for, the behavior is different. let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[3]).with_features(InvoiceFeatures::known()); // We need a route consisting of 2 paths: @@ -4113,7 +4127,7 @@ mod tests { // This bug appeared in production in some specific channel configurations. let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(PublicKey::from_slice(&[02; 33]).unwrap()).with_features(InvoiceFeatures::known()) .with_route_hints(vec![RouteHint(vec![RouteHintHop { src_node_id: nodes[2], @@ -4201,7 +4215,7 @@ mod tests { // path finding we realize that we found more capacity than we need. let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known()); // We need a route consisting of 3 paths: @@ -4358,7 +4372,7 @@ mod tests { let network_graph = Arc::new(NetworkGraph::new(genesis_block(Network::Testnet).header.block_hash())); let net_graph_msg_handler = NetGraphMsgHandler::new(Arc::clone(&network_graph), None, Arc::clone(&logger)); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[6]); add_channel(&net_graph_msg_handler, &secp_ctx, &our_privkey, &privkeys[1], ChannelFeatures::from_le_bytes(id_to_feature_flags(6)), 6); @@ -4487,7 +4501,7 @@ mod tests { // we calculated fees on a higher value, resulting in us ignoring such paths. let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, _, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[2]); // We modify the graph to set the htlc_maximum of channel 2 to below the value we wish to @@ -4549,7 +4563,7 @@ mod tests { // resulting in us thinking there is no possible path, even if other paths exist. let (secp_ctx, network_graph, net_graph_msg_handler, _, logger) = build_graph(); let (our_privkey, our_id, privkeys, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[2]).with_features(InvoiceFeatures::known()); // We modify the graph to set the htlc_minimum of channel 2 and 4 as needed - channel 2 @@ -4616,7 +4630,7 @@ mod tests { let (_, our_id, _, nodes) = get_nodes(&secp_ctx); let logger = Arc::new(test_utils::TestLogger::new()); let network_graph = NetworkGraph::new(genesis_block(Network::Testnet).header.block_hash()); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let payment_params = PaymentParameters::from_node_id(nodes[0]).with_features(InvoiceFeatures::known()); { @@ -4657,7 +4671,7 @@ mod tests { let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(last_hops(&nodes)); // Without penalizing each hop 100 msats, a longer path with lower fees is chosen. - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route( &our_id, &payment_params, &network_graph, None, 100, 42, Arc::clone(&logger), &scorer @@ -4670,7 +4684,7 @@ mod tests { // Applying a 100 msat penalty to each hop results in taking channels 7 and 10 to nodes[6] // from nodes[2] rather than channel 6, 11, and 8, even though the longer path is cheaper. - let scorer = test_utils::TestScorer::with_fixed_penalty(100); + let scorer = test_utils::TestScorer::with_penalty(100); let route = get_route( &our_id, &payment_params, &network_graph, None, 100, 42, Arc::clone(&logger), &scorer @@ -4691,7 +4705,7 @@ mod tests { fn write(&self, _w: &mut W) -> Result<(), ::io::Error> { unimplemented!() } } impl Score for BadChannelScorer { - fn channel_penalty_msat(&self, short_channel_id: u64, _send_amt: u64, _chan_amt: Option, _source: &NodeId, _target: &NodeId) -> u64 { + fn channel_penalty_msat(&self, short_channel_id: u64, _send_amt: u64, _capacity_msat: u64, _source: &NodeId, _target: &NodeId) -> u64 { if short_channel_id == self.short_channel_id { u64::max_value() } else { 0 } } @@ -4709,7 +4723,7 @@ mod tests { } impl Score for BadNodeScorer { - fn channel_penalty_msat(&self, _short_channel_id: u64, _send_amt: u64, _chan_amt: Option, _source: &NodeId, target: &NodeId) -> u64 { + fn channel_penalty_msat(&self, _short_channel_id: u64, _send_amt: u64, _capacity_msat: u64, _source: &NodeId, target: &NodeId) -> u64 { if *target == self.node_id { u64::max_value() } else { 0 } } @@ -4724,7 +4738,7 @@ mod tests { let payment_params = PaymentParameters::from_node_id(nodes[6]).with_route_hints(last_hops(&nodes)); // A path to nodes[6] exists when no penalties are applied to any channel. - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); let route = get_route( &our_id, &payment_params, &network_graph, None, 100, 42, Arc::clone(&logger), &scorer @@ -4836,7 +4850,7 @@ mod tests { let (secp_ctx, network_graph, _, _, logger) = build_graph(); let (_, our_id, _, nodes) = get_nodes(&secp_ctx); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); + let scorer = test_utils::TestScorer::with_penalty(0); // Make sure that generally there is at least one route available let feasible_max_total_cltv_delta = 1008; @@ -4881,7 +4895,6 @@ mod tests { }, }; let graph = NetworkGraph::read(&mut d).unwrap(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); // First, get 100 (source, destination) pairs for which route-getting actually succeeds... let mut seed = random_init_seed() as usize; @@ -4894,6 +4907,8 @@ mod tests { let dst = PublicKey::from_slice(nodes.keys().skip(seed % nodes.len()).next().unwrap().as_slice()).unwrap(); let payment_params = PaymentParameters::from_node_id(dst); let amt = seed as u64 % 200_000_000; + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &graph); if get_route(src, &payment_params, &graph, None, amt, 42, &test_utils::TestLogger::new(), &scorer).is_ok() { continue 'load_endpoints; } @@ -4912,7 +4927,6 @@ mod tests { }, }; let graph = NetworkGraph::read(&mut d).unwrap(); - let scorer = test_utils::TestScorer::with_fixed_penalty(0); // First, get 100 (source, destination) pairs for which route-getting actually succeeds... let mut seed = random_init_seed() as usize; @@ -4925,6 +4939,8 @@ mod tests { let dst = PublicKey::from_slice(nodes.keys().skip(seed % nodes.len()).next().unwrap().as_slice()).unwrap(); let payment_params = PaymentParameters::from_node_id(dst).with_features(InvoiceFeatures::known()); let amt = seed as u64 % 200_000_000; + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &graph); if get_route(src, &payment_params, &graph, None, amt, 42, &test_utils::TestLogger::new(), &scorer).is_ok() { continue 'load_endpoints; } @@ -4968,7 +4984,7 @@ mod benches { use chain::transaction::OutPoint; use ln::channelmanager::{ChannelCounterparty, ChannelDetails}; use ln::features::{InitFeatures, InvoiceFeatures}; - use routing::scoring::Scorer; + use routing::scoring::{FixedPenaltyScorer, ProbabilisticScorer, ProbabilisticScoringParameters, Scorer}; use util::logger::{Logger, Record}; use test::Bencher; @@ -4978,15 +4994,6 @@ mod benches { fn log(&self, _record: &Record) {} } - struct ZeroPenaltyScorer; - impl Score for ZeroPenaltyScorer { - fn channel_penalty_msat( - &self, _short_channel_id: u64, _send_amt: u64, _capacity_msat: Option, _source: &NodeId, _target: &NodeId - ) -> u64 { 0 } - fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {} - fn payment_path_successful(&mut self, _path: &[&RouteHop]) {} - } - fn read_network_graph() -> NetworkGraph { let mut d = test_utils::get_route_file().unwrap(); NetworkGraph::read(&mut d).unwrap() @@ -5029,14 +5036,14 @@ mod benches { #[bench] fn generate_routes_with_zero_penalty_scorer(bench: &mut Bencher) { let network_graph = read_network_graph(); - let scorer = ZeroPenaltyScorer; + let scorer = FixedPenaltyScorer::with_penalty(0); generate_routes(bench, &network_graph, scorer, InvoiceFeatures::empty()); } #[bench] fn generate_mpp_routes_with_zero_penalty_scorer(bench: &mut Bencher) { let network_graph = read_network_graph(); - let scorer = ZeroPenaltyScorer; + let scorer = FixedPenaltyScorer::with_penalty(0); generate_routes(bench, &network_graph, scorer, InvoiceFeatures::known()); } @@ -5054,6 +5061,22 @@ mod benches { generate_routes(bench, &network_graph, scorer, InvoiceFeatures::known()); } + #[bench] + fn generate_routes_with_probabilistic_scorer(bench: &mut Bencher) { + let network_graph = read_network_graph(); + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &network_graph); + generate_routes(bench, &network_graph, scorer, InvoiceFeatures::empty()); + } + + #[bench] + fn generate_mpp_routes_with_probabilistic_scorer(bench: &mut Bencher) { + let network_graph = read_network_graph(); + let params = ProbabilisticScoringParameters::default(); + let scorer = ProbabilisticScorer::new(params, &network_graph); + generate_routes(bench, &network_graph, scorer, InvoiceFeatures::known()); + } + fn generate_routes( bench: &mut Bencher, graph: &NetworkGraph, mut scorer: S, features: InvoiceFeatures ) { diff --git a/lightning/src/routing/scoring.rs b/lightning/src/routing/scoring.rs index 20a8afcabcf..b02b61fa9f6 100644 --- a/lightning/src/routing/scoring.rs +++ b/lightning/src/routing/scoring.rs @@ -9,8 +9,8 @@ //! Utilities for scoring payment channels. //! -//! [`Scorer`] may be given to [`find_route`] to score payment channels during path finding when a -//! custom [`Score`] implementation is not needed. +//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path +//! finding when a custom [`Score`] implementation is not needed. //! //! # Example //! @@ -19,7 +19,7 @@ //! # //! # use lightning::routing::network_graph::NetworkGraph; //! # use lightning::routing::router::{RouteParameters, find_route}; -//! # use lightning::routing::scoring::{Scorer, ScoringParameters}; +//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters, Scorer, ScoringParameters}; //! # use lightning::util::logger::{Logger, Record}; //! # use secp256k1::key::PublicKey; //! # @@ -27,20 +27,21 @@ //! # impl Logger for FakeLogger { //! # fn log(&self, record: &Record) { unimplemented!() } //! # } -//! # fn find_scored_route(payer: PublicKey, params: RouteParameters, network_graph: NetworkGraph) { +//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph) { //! # let logger = FakeLogger {}; //! # //! // Use the default channel penalties. -//! let scorer = Scorer::default(); +//! let params = ProbabilisticScoringParameters::default(); +//! let scorer = ProbabilisticScorer::new(params, &network_graph); //! //! // Or use custom channel penalties. -//! let scorer = Scorer::new(ScoringParameters { -//! base_penalty_msat: 1000, -//! failure_penalty_msat: 2 * 1024 * 1000, -//! ..ScoringParameters::default() -//! }); +//! let params = ProbabilisticScoringParameters { +//! liquidity_penalty_multiplier_msat: 2 * 1000, +//! ..ProbabilisticScoringParameters::default() +//! }; +//! let scorer = ProbabilisticScorer::new(params, &network_graph); //! -//! let route = find_route(&payer, ¶ms, &network_graph, None, &logger, &scorer); +//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer); //! # } //! ``` //! @@ -52,13 +53,13 @@ //! [`find_route`]: crate::routing::router::find_route use ln::msgs::DecodeError; -use routing::network_graph::NodeId; +use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; -use util::ser::{Readable, Writeable, Writer}; +use util::ser::{Readable, ReadableArgs, Writeable, Writer}; use prelude::*; use core::cell::{RefCell, RefMut}; -use core::ops::DerefMut; +use core::ops::{Deref, DerefMut}; use core::time::Duration; use io::{self, Read}; use sync::{Mutex, MutexGuard}; @@ -82,16 +83,12 @@ 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 which are also being considered for use in - /// the same payment) is given by `channel_capacity_msat`. It may be guessed from various - /// sources or assumed from no data at all. - /// - /// For hints provided in the invoice, we assume the channel has sufficient capacity to accept - /// the invoice's full amount, and provide a `channel_capacity_msat` of `None`. In all other - /// cases it is set to `Some`, even if we're guessing at the channel value. - /// - /// Your code should be overflow-safe through a `channel_capacity_msat` of 21 million BTC. - fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option, source: &NodeId, target: &NodeId) -> u64; + /// 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); @@ -101,8 +98,8 @@ pub trait Score $(: $supertrait)* { } impl $(+ $supertrait)*> Score for T { - fn channel_penalty_msat(&self, short_channel_id: u64, send_amt_msat: u64, channel_capacity_msat: Option, source: &NodeId, target: &NodeId) -> u64 { - self.deref().channel_penalty_msat(short_channel_id, send_amt_msat, channel_capacity_msat, source, target) + 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) { @@ -192,26 +189,55 @@ impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> { } } +/// [`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. -/// -/// [module-level documentation]: crate::routing::scoring -#[cfg(not(feature = "no-std"))] -pub type Scorer = ScorerUsingTime::; -/// [`Score`] implementation that provides reasonable default behavior. +/// See [module-level documentation] for usage and [`ScoringParameters`] for customization. /// -/// 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. +/// # Note /// -/// See [module-level documentation] for usage and [`ScoringParameters`] for customization. +/// 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")] -pub type Scorer = ScorerUsingTime::; +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 @@ -219,14 +245,8 @@ pub type Scorer = ScorerUsingTime::; /// [`Score`] implementation. /// -/// See [`Scorer`] for details. -/// -/// # Note -/// -/// Mixing the `no-std` feature between serialization and deserialization results in undefined -/// behavior. -/// /// (C-not exported) generally all users should use the [`Scorer`] type alias. +#[doc(hidden)] pub struct ScorerUsingTime { params: ScoringParameters, // TODO: Remove entries of closed channels. @@ -272,6 +292,8 @@ pub struct ScoringParameters { /// /// Successfully routing through a channel will immediately cut the penalty in half as well. /// + /// Default value: 1 hour + /// /// # Note /// /// When built with the `no-std` feature, time will never elapse. Therefore, this penalty will @@ -309,18 +331,6 @@ impl ScorerUsingTime { channel_failures: HashMap::new(), } } - - /// Creates a new scorer using `penalty_msat` as a fixed channel penalty. - #[cfg(any(test, feature = "fuzztarget", feature = "_test_utils"))] - pub fn with_fixed_penalty(penalty_msat: u64) -> Self { - Self::new(ScoringParameters { - base_penalty_msat: penalty_msat, - failure_penalty_msat: 0, - failure_penalty_half_life: Duration::from_secs(0), - overuse_penalty_start_1024th: 1024, - overuse_penalty_msat_per_1024th: 0, - }) - } } impl ChannelFailure { @@ -369,23 +379,19 @@ impl Default for ScoringParameters { impl Score for ScorerUsingTime { fn channel_penalty_msat( - &self, short_channel_id: u64, send_amt_msat: u64, chan_capacity_opt: Option, _source: &NodeId, _target: &NodeId + &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; - - if let Some(chan_capacity_msat) = chan_capacity_opt { - let send_1024ths = send_amt_msat.checked_mul(1024).unwrap_or(u64::max_value()) / chan_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()); - } + 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 @@ -460,17 +466,418 @@ impl Readable for ChannelFailure { } } +/// [`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. +#[doc(hidden)] +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 the success probability of routing the given HTLC `amount_msat` through the channel + /// in this direction. + fn success_probability(&self, amount_msat: u64) -> f64 { + 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 { + 0.0 + } else if amount_msat <= min_liquidity_msat { + 1.0 + } else { + let numerator = max_liquidity_msat + 1 - amount_msat; + let denominator = max_liquidity_msat + 1 - min_liquidity_msat; + numerator as f64 / denominator as f64 + }.max(0.01) // Lower bound the success probability to ensure some channel is selected. + } + + /// 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; + let success_probability = self.channel_liquidities + .get(&short_channel_id) + .unwrap_or(&ChannelLiquidity::new()) + .as_directed(source, target, capacity_msat, liquidity_offset_half_life) + .success_probability(amount_msat); + // NOTE: If success_probability is ever changed to return 0.0, log10 is undefined so return + // u64::max_value instead. + debug_assert!(success_probability > core::f64::EPSILON); + (-(success_probability.log10()) * liquidity_penalty_multiplier_msat as f64) as u64 + } + + 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); + } + } + } +} + +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: Sub where Self: Sized { + 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. @@ -478,7 +885,7 @@ pub(crate) mod time { } /// A state in which time has no meaning. - #[derive(Debug, PartialEq, Eq)] + #[derive(Clone, Copy, Debug, PartialEq, Eq)] pub struct Eternity; #[cfg(not(feature = "no-std"))] @@ -487,6 +894,10 @@ pub(crate) mod time { std::time::Instant::now() } + fn duration_since(&self, earlier: Self) -> Duration { + self.duration_since(earlier) + } + fn duration_since_epoch() -> Duration { use std::time::SystemTime; SystemTime::now().duration_since(SystemTime::UNIX_EPOCH).unwrap() @@ -502,6 +913,10 @@ pub(crate) mod time { Self } + fn duration_since(&self, _earlier: Self) -> Duration { + Duration::from_secs(0) + } + fn duration_since_epoch() -> Duration { Duration::from_secs(0) } @@ -524,23 +939,30 @@ pub(crate) use self::time::Time; #[cfg(test)] mod tests { - use super::{ScoringParameters, ScorerUsingTime, Time}; + 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::NodeId; + use routing::network_graph::{NetworkGraph, NodeId}; use routing::router::RouteHop; - use util::ser::{Readable, Writeable}; + use util::ser::{Readable, ReadableArgs, Writeable}; - use bitcoin::secp256k1::PublicKey; + 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(Debug, PartialEq, Eq)] + #[derive(Clone, Copy, Debug, PartialEq, Eq)] struct SinceEpoch(Duration); impl SinceEpoch { @@ -558,6 +980,10 @@ mod tests { Self(Self::duration_since_epoch()) } + fn duration_since(&self, earlier: Self) -> Duration { + self.0 - earlier.0 + } + fn duration_since_epoch() -> Duration { Self::ELAPSED.with(|elapsed| elapsed.get()) } @@ -600,15 +1026,35 @@ mod tests { 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(&PublicKey::from_slice(&hex::decode("02eec7245d6b7d2ccb30380bfbe2a3648cd7a942653f5aa340edcea1f283686619").unwrap()[..]).unwrap()) + NodeId::from_pubkey(&source_pubkey()) } fn target_node_id() -> NodeId { - NodeId::from_pubkey(&PublicKey::from_slice(&hex::decode("0324653eac434488002cc06bbfb7f10fe18991e35f9fe4302dbea6d2353dc0ab1c").unwrap()[..]).unwrap()) + NodeId::from_pubkey(&target_pubkey()) } #[test] @@ -622,10 +1068,10 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] @@ -639,16 +1085,16 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_064); + 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, Some(1), &source, &target), 1_128); + 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, Some(1), &source, &target), 1_192); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_192); } #[test] @@ -662,25 +1108,25 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_256); + 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, Some(1), &source, &target), 1_001); + 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, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] @@ -694,18 +1140,18 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_000); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_000); } #[test] @@ -719,19 +1165,19 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_256); + 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, Some(1), &source, &target), 1_768); + 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, Some(1), &source, &target), 1_384); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_384); } #[test] @@ -745,13 +1191,13 @@ mod tests { }); let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_000); + 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, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_256); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_256); let hop = RouteHop { pubkey: PublicKey::from_slice(target.as_slice()).unwrap(), @@ -762,10 +1208,10 @@ mod tests { cltv_expiry_delta: 18, }; scorer.payment_path_successful(&[&hop]); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_128); + 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, Some(1), &source, &target), 1_064); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_064); } #[test] @@ -781,20 +1227,20 @@ mod tests { let target = target_node_id(); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_256); + 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, Some(1), &source, &target), 1_512); + 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, Some(1), &source, &target), 1_256); - assert_eq!(deserialized_scorer.channel_penalty_msat(43, 1, Some(1), &source, &target), 1_512); + 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] @@ -810,7 +1256,7 @@ mod tests { let target = target_node_id(); scorer.payment_path_failed(&[], 42); - assert_eq!(scorer.channel_penalty_msat(42, 1, Some(1), &source, &target), 1_512); + 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(); @@ -818,10 +1264,10 @@ mod tests { 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, Some(1), &source, &target), 1_256); + 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, Some(1), &source, &target), 1_128); + assert_eq!(deserialized_scorer.channel_penalty_msat(42, 1, 1, &source, &target), 1_128); } #[test] @@ -836,11 +1282,631 @@ mod tests { let source = source_node_id(); let target = target_node_id(); - assert_eq!(scorer.channel_penalty_msat(42, 1_000, None, &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 1_000, Some(1_024_000), &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 256_999, Some(1_024_000), &source, &target), 0); - assert_eq!(scorer.channel_penalty_msat(42, 257_000, Some(1_024_000), &source, &target), 100); - assert_eq!(scorer.channel_penalty_msat(42, 258_000, Some(1_024_000), &source, &target), 200); - assert_eq!(scorer.channel_penalty_msat(42, 512_000, Some(1_024_000), &source, &target), 256 * 100); + 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, 100, 100_000, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_000, 100_000, &source, &target), 4); + assert_eq!(scorer.channel_penalty_msat(42, 10_000, 100_000, &source, &target), 45); + assert_eq!(scorer.channel_penalty_msat(42, 100_000, 100_000, &source, &target), 2_000); + + assert_eq!(scorer.channel_penalty_msat(42, 125, 1_000, &source, &target), 57); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(42, 375, 1_000, &source, &target), 203); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 300); + assert_eq!(scorer.channel_penalty_msat(42, 625, 1_000, &source, &target), 425); + assert_eq!(scorer.channel_penalty_msat(42, 750, 1_000, &source, &target), 600); + assert_eq!(scorer.channel_penalty_msat(42, 875, 1_000, &source, &target), 900); + } + + #[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), 124); + 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), 600); + + 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), 124); + 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), 600); + + 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), 124); + assert_eq!(scorer.channel_penalty_msat(42, 250, 1_000, &source, &target), 124); + assert_eq!(scorer.channel_penalty_msat(43, 250, 1_000, &target, &recipient), 124); + + scorer.payment_path_successful(&path.iter().collect::>()); + + assert_eq!(scorer.channel_penalty_msat(41, 250, 1_000, &sender, &source), 124); + 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), 92); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(9)); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 92); + assert_eq!(scorer.channel_penalty_msat(42, 768, 1_024, &source, &target), 1_424); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(1)); + assert_eq!(scorer.channel_penalty_msat(42, 64, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 34); + assert_eq!(scorer.channel_penalty_msat(42, 896, 1_024, &source, &target), 1_812); + assert_eq!(scorer.channel_penalty_msat(42, 960, 1_024, &source, &target), 2_000); + + // Fully decay liquidity lower bound. + SinceEpoch::advance(Duration::from_secs(10 * 7)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_023, 1_024, &source, &target), 2_000); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + // Fully decay liquidity upper bound. + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 0, 1_024, &source, &target), 0); + assert_eq!(scorer.channel_penalty_msat(42, 1_024, 1_024, &source, &target), 2_000); + } + + #[test] + fn decays_liquidity_bounds_without_shift_overflow() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + + scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 281); + + // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat + // would cause an overflow. + SinceEpoch::advance(Duration::from_secs(10 * 64)); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 256, 1_024, &source, &target), 124); + } + + #[test] + fn restricts_liquidity_bounds_after_decay() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 300); + + // More knowledge gives higher confidence (256, 768), meaning a lower penalty. + scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::>(), 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), 281); + + // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty. + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 293); + + // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512) + // is closer to the upper bound, meaning a higher penalty. + scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::>()); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 333); + + // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512) + // is closer to the lower bound, meaning a lower penalty. + scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::>(), 43); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 247); + + // Further decaying affects the lower bound more than the upper bound (128, 928). + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 512, 1_024, &source, &target), 280); + } + + #[test] + fn restores_persisted_liquidity_bounds() { + let network_graph = network_graph(); + let params = ProbabilisticScoringParameters { + liquidity_penalty_multiplier_msat: 1_000, + liquidity_offset_half_life: Duration::from_secs(10), + }; + let mut scorer = ProbabilisticScorer::new(params, &network_graph); + let source = source_node_id(); + let target = target_node_id(); + + scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::>(), 42); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 2_000); + + SinceEpoch::advance(Duration::from_secs(10)); + assert_eq!(scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 475); + + scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::>(), 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), 475); + + 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), 367); } } diff --git a/lightning/src/util/test_utils.rs b/lightning/src/util/test_utils.rs index dee6907832e..0e1c92d009c 100644 --- a/lightning/src/util/test_utils.rs +++ b/lightning/src/util/test_utils.rs @@ -21,8 +21,7 @@ use ln::features::{ChannelFeatures, InitFeatures}; use ln::msgs; use ln::msgs::OptionalField; use ln::script::ShutdownScript; -use routing::scoring::ScorerUsingTime; -use routing::scoring::time::Eternity; +use routing::scoring::FixedPenaltyScorer; use util::enforcing_trait_impls::{EnforcingSigner, EnforcementState}; use util::events; use util::logger::{Logger, Level, Record}; @@ -724,4 +723,4 @@ impl core::fmt::Debug for OnRegisterOutput { } /// A scorer useful in testing, when the passage of time isn't a concern. -pub type TestScorer = ScorerUsingTime; +pub type TestScorer = FixedPenaltyScorer;