Add a base penalty to ProbabilisticScorer

ProbabilisticScorer tends to prefer longer routes to shorter ones. Make
the default scoring behavior include a customizable base penalty to
avoid longer routes.

Author: jkczyz

lightning/src/routing/scoring.rs

@@ -516,17 +516,22 @@ 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
 	///
@@ -549,11 +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
@@ -602,6 +602,7 @@ impl<G: Deref<Target = NetworkGraph>, T: Time> ProbabilisticScorerUsingTime<G, T
 impl Default for ProbabilisticScoringParameters {
 	fn default() -> Self {
 		Self {
+			base_penalty_msat: 500,
 			liquidity_penalty_multiplier_msat: 10_000,
 			liquidity_offset_half_life: Duration::from_secs(3600),
 		}
@@ -757,6 +758,7 @@ 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) {
@@ -1734,7 +1736,7 @@ 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();
@@ -1759,7 +1761,7 @@ 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,
@@ -1779,7 +1781,7 @@ 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();
@@ -1800,7 +1802,7 @@ 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();
@@ -1822,7 +1824,7 @@ 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();
@@ -1844,7 +1846,7 @@ 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();
@@ -1868,6 +1870,7 @@ 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),
 		};
@@ -1919,6 +1922,7 @@ 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),
 		};
@@ -1943,6 +1947,7 @@ 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),
 		};
@@ -1980,6 +1985,7 @@ 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),
 		};
@@ -2009,6 +2015,7 @@ 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),
 		};
@@ -2035,4 +2042,23 @@ 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, ..Default::default()
+		};
+		let scorer = ProbabilisticScorer::new(params, &network_graph);
+		assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 585);
+
+		let params = ProbabilisticScoringParameters {
+			base_penalty_msat: 500, ..Default::default()
+		};
+		let scorer = ProbabilisticScorer::new(params, &network_graph);
+		assert_eq!(scorer.channel_penalty_msat(42, 128, 1_024, &source, &target), 1085);
+	}
 }