Fix division by zero in ProbabilisticScorer
#2072
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ProbabilisticScorer takes a ChannelUsage when computing a penalty for a channel. The formula for calculating the liquidity penalty reduces the maximum capacity by the amount of in-flight HTLCs (available capacity) and adds one to prevent division by zero. However, since the available capacity is passed to DirectedChannelLiquidity as the capacity, other penalty formulas may use the available (i.e., reduced) capacity inadvertently. In practice, this has two ramifications for the historical liquidity penalty computation: 1. The bucket formula doesn't have a consistent denominator for a given channel. 2. The bucket formula may divide by zero when the in-flight HTLC amount equals or exceeds the effective capacity. Fixing this involves only using the available capacity when appropriate.
Even when there is no change in min/max liquidity knowledge, tracking should still be updated to include the additional data point.
Since a node may announce that the htlc_maximum_msat of a channel is zero, adding one to the denominator in the bucket formulas will prevent the panic from ever happening. While the routing algorithm may never select such a channel to score, this precaution may still be useful in case the algorithm changes or if the scorer is used with a different routing algorithm.
TheBlueMatt
approved these changes
Mar 3, 2023
| @@ -1022,7 +1033,16 @@ impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, | |||
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| if params.historical_liquidity_penalty_multiplier_msat != 0 || | |||
| params.historical_liquidity_penalty_amount_multiplier_msat != 0 { | |||
| let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat; | |||
| let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 { | |||
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In the future I think we should add the in-flight amount to the amount here to properly account for the total transiting a channel.
| @@ -1234,13 +1256,13 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for Probabilis | |||
| self.channel_liquidities | |||
| .entry(hop.short_channel_id) | |||
| .or_insert_with(ChannelLiquidity::new) | |||
| .as_directed_mut(source, &target, capacity_msat, &self.params) | |||
| .as_directed_mut(source, &target, 0, capacity_msat, &self.params) | |||
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In a followup we should consider the in-flight amounts on failure as well, I think.
wpaulino
approved these changes
Mar 3, 2023
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ProbabilisticScorer takes a ChannelUsage when computing a penalty for a
channel. The formula for calculating the liquidity penalty reduces the
maximum capacity by the amount of in-flight HTLCs (available capacity)
and adds one to prevent division by zero.
However, since the available capacity is passed to
DirectedChannelLiquidity as the capacity, other penalty formulas may use
the available (i.e., reduced) capacity inadvertently. In practice, this
has two ramifications for the historical liquidity penalty computation:
channel.
equals or exceeds the effective capacity.
Fixing this involves only using the available capacity when appropriate.
Since a node may announce that the htlc_maximum_msat of a channel is
zero, adding one to the denominator in the bucket formulas will prevent
the panic from ever happening. While the routing algorithm may never
select such a channel to score, this precaution may still be useful in
case the algorithm changes or if the scorer is used with a different
routing algorithm.