Merge pull request #3616 from TheBlueMatt/2025-02-scoring-overflow

Fix overflow in historical scoring model point count summation

Author: TheBlueMatt

lightning/src/routing/scoring.rs

@@ -2060,15 +2060,17 @@ mod bucketed_history {
 		}
 
 		fn recalculate_valid_point_count(&mut self) {
-			let mut total_valid_points_tracked = 0;
+			let mut total_valid_points_tracked = 0u128;
 			for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
 				for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
 					// In testing, raising the weights of buckets to a high power led to better
 					// scoring results. Thus, we raise the bucket weights to the 4th power here (by
-					// squaring the result of multiplying the weights).
+					// squaring the result of multiplying the weights). This results in
+					// bucket_weight having at max 64 bits, which means we have to do our summation
+					// in 128-bit math.
 					let mut bucket_weight = (*min_bucket as u64) * (*max_bucket as u64);
 					bucket_weight *= bucket_weight;
-					total_valid_points_tracked += bucket_weight;
+					total_valid_points_tracked += bucket_weight as u128;
 				}
 			}
 			self.total_valid_points_tracked = total_valid_points_tracked as f64;
@@ -2161,12 +2163,12 @@ mod bucketed_history {
 
 			let total_valid_points_tracked = self.tracker.total_valid_points_tracked;
 			#[cfg(debug_assertions)] {
-				let mut actual_valid_points_tracked = 0;
+				let mut actual_valid_points_tracked = 0u128;
 				for (min_idx, min_bucket) in min_liquidity_offset_history_buckets.iter().enumerate() {
 					for max_bucket in max_liquidity_offset_history_buckets.iter().take(32 - min_idx) {
 						let mut bucket_weight = (*min_bucket as u64) * (*max_bucket as u64);
 						bucket_weight *= bucket_weight;
-						actual_valid_points_tracked += bucket_weight;
+						actual_valid_points_tracked += bucket_weight as u128;
 					}
 				}
 				assert_eq!(total_valid_points_tracked, actual_valid_points_tracked as f64);
@@ -2193,7 +2195,7 @@ mod bucketed_history {
 				// max-bucket with at least BUCKET_FIXED_POINT_ONE.
 				let mut highest_max_bucket_with_points = 0;
 				let mut highest_max_bucket_with_full_points = None;
-				let mut total_weight = 0;
+				let mut total_weight = 0u128;
 				for (max_idx, max_bucket) in max_liquidity_offset_history_buckets.iter().enumerate() {
 					if *max_bucket >= BUCKET_FIXED_POINT_ONE {
 						highest_max_bucket_with_full_points = Some(cmp::max(highest_max_bucket_with_full_points.unwrap_or(0), max_idx));
@@ -2206,7 +2208,7 @@ mod bucketed_history {
 					// squaring the result of multiplying the weights), matching the logic in
 					// `recalculate_valid_point_count`.
 					let bucket_weight = (*max_bucket as u64) * (min_liquidity_offset_history_buckets[0] as u64);
-					total_weight += bucket_weight * bucket_weight;
+					total_weight += (bucket_weight * bucket_weight) as u128;
 				}
 				debug_assert!(total_weight as f64 <= total_valid_points_tracked);
 				// Use the highest max-bucket with at least BUCKET_FIXED_POINT_ONE, but if none is
@@ -2343,6 +2345,26 @@ mod bucketed_history {
 
 			assert_ne!(probability1, probability);
 		}
+
+		#[test]
+		fn historical_heavy_buckets_operations() {
+			// Checks that we don't hit overflows when working with tons of data (even an
+			// impossible-to-reach amount of data).
+			let mut tracker = HistoricalLiquidityTracker::new();
+			tracker.min_liquidity_offset_history.buckets = [0xffff; 32];
+			tracker.max_liquidity_offset_history.buckets = [0xffff; 32];
+			tracker.recalculate_valid_point_count();
+			tracker.merge(&tracker.clone());
+			assert_eq!(tracker.min_liquidity_offset_history.buckets, [0xffff; 32]);
+			assert_eq!(tracker.max_liquidity_offset_history.buckets, [0xffff; 32]);
+
+			let mut directed = tracker.as_directed_mut(true);
+			let default_params = ProbabilisticScoringFeeParameters::default();
+			directed.calculate_success_probability_times_billion(&default_params, 42, 1000);
+			directed.track_datapoint(42, 52, 1000);
+
+			tracker.decay_buckets(1.0);
+		}
 	}
 }