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ProbabilisticScorer optimizations #1375

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Merged
merged 5 commits into from
Mar 25, 2022
Merged

ProbabilisticScorer optimizations #1375

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188f919
Don't serialize FixedPenaltyScorer parameters
jkczyz Mar 21, 2022
5b36449
Add a base penalty to ProbabilisticScorer
jkczyz Mar 22, 2022
4ea18e3
Fix overflow in ProbabilisticScorer
jkczyz Mar 24, 2022
c6348cb
Move max penalty cap in ProbabilisticScorer
jkczyz Mar 25, 2022
9596cc7
Increase default liquidity_penalty_multiplier_msat
jkczyz Mar 25, 2022
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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
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nit: s/in part by/in part on

/// 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,
);
}
}