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Merge pull request #1375 from jkczyz/2022-03-scorer-followup
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ProbabilisticScorer optimizations
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@valentinewallace
valentinewallace authored Mar 25, 2022
2 parents 77cab14 + 9596cc7 commit eb68b5f
Showing 1 changed file with 87 additions and 32 deletions.
119 changes: 87 additions & 32 deletions lightning/src/routing/scoring.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -197,10 +197,6 @@ 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 {
Expand All @@ -218,6 +214,22 @@ impl Score for FixedPenaltyScorer {
fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
}

impl Writeable for FixedPenaltyScorer {
#[inline]
fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
write_tlv_fields!(w, {});
Ok(())
}
}

impl ReadableArgs<u64> for FixedPenaltyScorer {
#[inline]
fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
read_tlv_fields!(r, {});
Ok(Self { penalty_msat })
}
}

/// [`Score`] implementation that provides reasonable default behavior.
///
/// Used to apply a fixed penalty to each channel, thus avoiding long paths when shorter paths with
Expand Down Expand Up @@ -504,19 +516,24 @@ pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph>, T: Time
}

/// Parameters for configuring [`ProbabilisticScorer`].
///
/// Used to configure a base penalty and a liquidity penalty, the sum of which is the channel
/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
#[derive(Clone, Copy)]
pub struct ProbabilisticScoringParameters {
/// A multiplier used to determine the amount in msats willing to be paid to avoid routing
/// through a channel, as per multiplying by the negative `log10` of the channel's success
/// probability for a payment.
/// A fixed penalty in msats to apply to each channel.
///
/// The success probability is determined by the effective channel capacity, the payment amount,
/// and knowledge learned from prior successful and unsuccessful payments. The lower bound of
/// the success probability is 0.01, effectively limiting the penalty to the range
/// `0..=2*liquidity_penalty_multiplier_msat`. The knowledge learned is decayed over time based
/// on [`liquidity_offset_half_life`].
/// Default value: 500 msat
pub base_penalty_msat: u64,

/// A multiplier used in conjunction with the negative `log10` of the channel's success
/// probability for a payment to determine the liquidity penalty.
///
/// The penalty is based in part by the knowledge learned from prior successful and unsuccessful
/// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
/// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat`.
///
/// Default value: 10,000 msat
/// Default value: 40,000 msat
///
/// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
pub liquidity_penalty_multiplier_msat: u64,
Expand All @@ -537,11 +554,6 @@ pub struct ProbabilisticScoringParameters {
pub liquidity_offset_half_life: Duration,
}

impl_writeable_tlv_based!(ProbabilisticScoringParameters, {
(0, liquidity_penalty_multiplier_msat, required),
(2, liquidity_offset_half_life, required),
});

/// Accounting for channel liquidity balance uncertainty.
///
/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
Expand Down Expand Up @@ -590,7 +602,8 @@ impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T
impl Default for ProbabilisticScoringParameters {
fn default() -> Self {
Self {
liquidity_penalty_multiplier_msat: 10_000,
base_penalty_msat: 500,
liquidity_penalty_multiplier_msat: 40_000,
liquidity_offset_half_life: Duration::from_secs(3600),
}
}
Expand Down Expand Up @@ -653,20 +666,21 @@ impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiqui
/// Returns a penalty for routing the given HTLC `amount_msat` through the channel in this
/// direction.
fn penalty_msat(&self, amount_msat: u64, liquidity_penalty_multiplier_msat: u64) -> u64 {
let max_penalty_msat = liquidity_penalty_multiplier_msat.saturating_mul(2);
let max_liquidity_msat = self.max_liquidity_msat();
let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
if amount_msat > max_liquidity_msat {
u64::max_value()
max_penalty_msat
} else if amount_msat <= min_liquidity_msat {
0
} else {
let numerator = max_liquidity_msat + 1 - amount_msat;
let denominator = max_liquidity_msat + 1 - min_liquidity_msat;
approx::negative_log10_times_1024(numerator, denominator)
.saturating_mul(liquidity_penalty_multiplier_msat) / 1024
let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
let penalty_msat = approx::negative_log10_times_1024(numerator, denominator)
.saturating_mul(liquidity_penalty_multiplier_msat) / 1024;
// Upper bound the penalty to ensure some channel is selected.
penalty_msat.min(max_penalty_msat)
}
// Upper bound the penalty to ensure some channel is selected.
.min(2 * liquidity_penalty_multiplier_msat)
}

/// Returns the lower bound of the channel liquidity balance in this direction.
Expand Down Expand Up @@ -745,6 +759,7 @@ impl<G: Deref<Target = NetworkGraph>, T: Time> Score for ProbabilisticScorerUsin
.unwrap_or(&ChannelLiquidity::new())
.as_directed(source, target, capacity_msat, liquidity_offset_half_life)
.penalty_msat(amount_msat, liquidity_penalty_multiplier_msat)
.saturating_add(self.params.base_penalty_msat)
}

fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
Expand Down Expand Up @@ -1722,7 +1737,7 @@ mod tests {
fn increased_penalty_nearing_liquidity_upper_bound() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
Expand All @@ -1747,7 +1762,7 @@ mod tests {
let last_updated = SinceEpoch::now();
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph)
.with_channel(42,
Expand All @@ -1767,7 +1782,7 @@ mod tests {
fn does_not_further_penalize_own_channel() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
Expand All @@ -1788,7 +1803,7 @@ mod tests {
fn sets_liquidity_lower_bound_on_downstream_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
Expand All @@ -1810,7 +1825,7 @@ mod tests {
fn sets_liquidity_upper_bound_on_failure() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let source = source_node_id();
Expand All @@ -1832,7 +1847,7 @@ mod tests {
fn reduces_liquidity_upper_bound_along_path_on_success() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let mut scorer = ProbabilisticScorer::new(params, &network_graph);
let sender = sender_node_id();
Expand All @@ -1856,6 +1871,7 @@ mod tests {
fn decays_liquidity_bounds_over_time() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
Expand Down Expand Up @@ -1907,6 +1923,7 @@ mod tests {
fn decays_liquidity_bounds_without_shift_overflow() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
Expand All @@ -1931,6 +1948,7 @@ mod tests {
fn restricts_liquidity_bounds_after_decay() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
Expand Down Expand Up @@ -1968,6 +1986,7 @@ mod tests {
fn restores_persisted_liquidity_bounds() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
Expand Down Expand Up @@ -1997,6 +2016,7 @@ mod tests {
fn decays_persisted_liquidity_bounds() {
let network_graph = network_graph();
let params = ProbabilisticScoringParameters {
base_penalty_msat: 0,
liquidity_penalty_multiplier_msat: 1_000,
liquidity_offset_half_life: Duration::from_secs(10),
};
Expand All @@ -2023,4 +2043,39 @@ mod tests {
SinceEpoch::advance(Duration::from_secs(10));
assert_eq!(deserialized_scorer.channel_penalty_msat(42, 500, 1_000, &source, &target), 371);
}

#[test]
fn adds_base_penalty_to_liquidity_penalty() {
let network_graph = network_graph();
let source = source_node_id();
let target = target_node_id();

let params = ProbabilisticScoringParameters {
base_penalty_msat: 0, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 58);

let params = ProbabilisticScoringParameters {
base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 558);
}

#[test]
fn calculates_log10_without_overflowing_u64_max_value() {
let network_graph = network_graph();
let source = source_node_id();
let target = target_node_id();

let params = ProbabilisticScoringParameters {
base_penalty_msat: 0, ..Default::default()
};
let scorer = ProbabilisticScorer::new(params, &network_graph);
assert_eq!(
scorer.channel_penalty_msat(42, u64::max_value(), u64::max_value(), &source, &target),
80_000,
);
}
}

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