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Make the ProbabilisticScorer impossibility penalty configurable
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When we consider sending an HTLC over a given channel impossible
due to our current knowledge of the channel's liquidity, we
currently always assign a penalty of `u64::max_value()`. However,
because we now refuse to retry a payment along the same path in
the router itself, we can now make this value configurable. This
allows users to have a relatively high knowledge decay interval
without the side-effect of refusing to try the only available path
in cases where a channel is intermittently available.
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@TheBlueMatt
TheBlueMatt committed Jul 6, 2022
1 parent a94b2e5 commit 149fc6e
Showing 1 changed file with 34 additions and 19 deletions.
53 changes: 34 additions & 19 deletions lightning/src/routing/scoring.rs
View file
Expand Up @@ -374,6 +374,19 @@ pub struct ProbabilisticScoringParameters {
///
/// Default value: 250 msat
pub anti_probing_penalty_msat: u64,

/// This penalty is applied when the amount we're attempting to send over a channel exceeds our
/// current estimate of the liquidity available on a channel.
///
/// Note that in this case the liquidity penalties are still included to ensure such channels
/// which may have enough liquidity are scored worse than channels which we do not believe have
/// enough.
///
/// Note if you wish to avoid creating paths with such channels entirely, a penalty of
/// `u64::max_value()` will guarantee that.
///
/// Default value: `u64::max_value()`
pub considered_impossible_penalty_msat: u64,
}

/// Accounting for channel liquidity balance uncertainty.
Expand Down Expand Up @@ -492,6 +505,7 @@ impl ProbabilisticScoringParameters {
amount_penalty_multiplier_msat: 0,
banned_nodes: HashSet::new(),
anti_probing_penalty_msat: 0,
considered_impossible_penalty_msat: 0,
}
}

Expand All @@ -513,6 +527,7 @@ impl Default for ProbabilisticScoringParameters {
amount_penalty_multiplier_msat: 256,
banned_nodes: HashSet::new(),
anti_probing_penalty_msat: 250,
considered_impossible_penalty_msat: u64::max_value(),
}
}
}
Expand Down Expand Up @@ -590,17 +605,12 @@ impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiqui
if amount_msat <= min_liquidity_msat {
0
} else if amount_msat >= max_liquidity_msat {
if amount_msat > max_liquidity_msat {
u64::max_value()
} else if max_liquidity_msat != self.capacity_msat {
// Avoid using the failed channel on retry.
u64::max_value()
} else {
// Equivalent to hitting the else clause below with the amount equal to the
// effective capacity and without any certainty on the liquidity upper bound.
let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
}
// Equivalent to hitting the else clause below with the amount equal to the effective
// capacity and without any certainty on the liquidity upper bound, plus the
// impossibility penalty.
let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
.saturating_add(params.considered_impossible_penalty_msat)
} else {
let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
Expand Down Expand Up @@ -1574,7 +1584,7 @@ mod tests {
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 102_400, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
let usage = ChannelUsage { amount_msat: 1_024_000, ..usage };
let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);

let usage = ChannelUsage {
Expand Down Expand Up @@ -1604,6 +1614,7 @@ mod tests {
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
Expand Down Expand Up @@ -1695,6 +1706,7 @@ mod tests {
let network_graph = network_graph(&logger);
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
Expand Down Expand Up @@ -1761,6 +1773,7 @@ mod tests {
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
Expand All @@ -1770,10 +1783,10 @@ mod tests {
let usage = ChannelUsage {
amount_msat: 0,
inflight_htlc_msat: 0,
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
};
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);

scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
Expand Down Expand Up @@ -1817,20 +1830,20 @@ mod tests {
let usage = ChannelUsage { amount_msat: 1_023, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

// Fully decay liquidity upper bound.
SinceEpoch::advance(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

SinceEpoch::advance(Duration::from_secs(10));
let usage = ChannelUsage { amount_msat: 0, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
let usage = ChannelUsage { amount_msat: 1_024, ..usage };
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
}

#[test]
Expand Down Expand Up @@ -1915,6 +1928,7 @@ mod tests {
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
Expand Down Expand Up @@ -1951,6 +1965,7 @@ mod tests {
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
considered_impossible_penalty_msat: u64::max_value(),
..ProbabilisticScoringParameters::zero_penalty()
};
let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
Expand Down Expand Up @@ -2110,11 +2125,11 @@ mod tests {
};

let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 40_000,
considered_impossible_penalty_msat: 42_420,
..ProbabilisticScoringParameters::zero_penalty()
};
let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 42_420);
}

#[test]
Expand Down

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