1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp $(: $supertrait)* {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate $(: $supertrait)* {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 impl<SP: Sized, S: ScoreLookUp<ScoreParams = SP>, T: Deref<Target=S> $(+ $supertrait)*> ScoreLookUp for T {
126 type ScoreParams = SP;
127 fn channel_penalty_msat(
128 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
130 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
134 impl<S: ScoreUpdate, T: DerefMut<Target=S> $(+ $supertrait)*> ScoreUpdate for T {
135 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
136 self.deref_mut().payment_path_failed(path, short_channel_id)
139 fn payment_path_successful(&mut self, path: &Path) {
140 self.deref_mut().payment_path_successful(path)
143 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
144 self.deref_mut().probe_failed(path, short_channel_id)
147 fn probe_successful(&mut self, path: &Path) {
148 self.deref_mut().probe_successful(path)
154 define_score!(Writeable);
156 #[cfg(not(c_bindings))]
159 /// A scorer that is accessed under a lock.
161 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
162 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
163 /// implementations. Internal locking would be detrimental to route finding performance and could
164 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
166 /// [`find_route`]: crate::routing::router::find_route
167 pub trait LockableScore<'a> {
168 /// The [`ScoreUpdate`] type.
169 type ScoreUpdate: 'a + ScoreUpdate;
170 /// The [`ScoreLookUp`] type.
171 type ScoreLookUp: 'a + ScoreLookUp;
173 /// The write locked [`ScoreUpdate`] type.
174 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
176 /// The read locked [`ScoreLookUp`] type.
177 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
179 /// Returns read locked scorer.
180 fn read_lock(&'a self) -> Self::ReadLocked;
182 /// Returns write locked scorer.
183 fn write_lock(&'a self) -> Self::WriteLocked;
186 /// Refers to a scorer that is accessible under lock and also writeable to disk
188 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
189 /// use the Persister to persist it.
190 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
192 #[cfg(not(c_bindings))]
193 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
194 #[cfg(not(c_bindings))]
195 impl<'a, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for Mutex<T> {
196 type ScoreUpdate = T;
197 type ScoreLookUp = T;
199 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
200 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
202 fn read_lock(&'a self) -> Self::ReadLocked {
203 Mutex::lock(self).unwrap()
206 fn write_lock(&'a self) -> Self::WriteLocked {
207 Mutex::lock(self).unwrap()
211 #[cfg(not(c_bindings))]
212 impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RefCell<T> {
213 type ScoreUpdate = T;
214 type ScoreLookUp = T;
216 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
217 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
219 fn write_lock(&'a self) -> Self::WriteLocked {
223 fn read_lock(&'a self) -> Self::ReadLocked {
228 #[cfg(not(c_bindings))]
229 impl<'a, SP:Sized, T: 'a + ScoreUpdate + ScoreLookUp<ScoreParams = SP>> LockableScore<'a> for RwLock<T> {
230 type ScoreUpdate = T;
231 type ScoreLookUp = T;
233 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
234 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
236 fn read_lock(&'a self) -> Self::ReadLocked {
237 RwLock::read(self).unwrap()
240 fn write_lock(&'a self) -> Self::WriteLocked {
241 RwLock::write(self).unwrap()
246 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
247 pub struct MultiThreadedLockableScore<T: ScoreLookUp + ScoreUpdate> {
252 impl<'a, SP:Sized, T: 'a + ScoreLookUp<ScoreParams = SP> + ScoreUpdate> LockableScore<'a> for MultiThreadedLockableScore<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
255 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
256 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
258 fn read_lock(&'a self) -> Self::ReadLocked {
259 MultiThreadedScoreLockRead(self.score.read().unwrap())
262 fn write_lock(&'a self) -> Self::WriteLocked {
263 MultiThreadedScoreLockWrite(self.score.write().unwrap())
268 impl<T: ScoreUpdate + ScoreLookUp> Writeable for MultiThreadedLockableScore<T> {
269 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
270 self.score.read().unwrap().write(writer)
275 impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
278 impl<T: ScoreLookUp + ScoreUpdate> MultiThreadedLockableScore<T> {
279 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
280 pub fn new(score: T) -> Self {
281 MultiThreadedLockableScore { score: RwLock::new(score) }
286 /// A locked `MultiThreadedLockableScore`.
287 pub struct MultiThreadedScoreLockRead<'a, T: ScoreLookUp>(RwLockReadGuard<'a, T>);
290 /// A locked `MultiThreadedLockableScore`.
291 pub struct MultiThreadedScoreLockWrite<'a, T: ScoreUpdate>(RwLockWriteGuard<'a, T>);
294 impl<'a, T: 'a + ScoreLookUp> Deref for MultiThreadedScoreLockRead<'a, T> {
297 fn deref(&self) -> &Self::Target {
303 impl<'a, T: 'a + ScoreUpdate> Writeable for MultiThreadedScoreLockWrite<'a, T> {
304 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
310 impl<'a, T: 'a + ScoreUpdate> Deref for MultiThreadedScoreLockWrite<'a, T> {
313 fn deref(&self) -> &Self::Target {
319 impl<'a, T: 'a + ScoreUpdate> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
320 fn deref_mut(&mut self) -> &mut Self::Target {
326 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
327 #[derive(Clone, Copy, Debug, PartialEq)]
328 pub struct ChannelUsage {
329 /// The amount to send through the channel, denominated in millisatoshis.
330 pub amount_msat: u64,
332 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
333 /// as part of a multi-path payment.
334 pub inflight_htlc_msat: u64,
336 /// The effective capacity of the channel.
337 pub effective_capacity: EffectiveCapacity,
341 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
342 pub struct FixedPenaltyScorer {
346 impl FixedPenaltyScorer {
347 /// Creates a new scorer using `penalty_msat`.
348 pub fn with_penalty(penalty_msat: u64) -> Self {
349 Self { penalty_msat }
353 impl ScoreLookUp for FixedPenaltyScorer {
354 type ScoreParams = ();
355 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
360 impl ScoreUpdate for FixedPenaltyScorer {
361 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
363 fn payment_path_successful(&mut self, _path: &Path) {}
365 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
367 fn probe_successful(&mut self, _path: &Path) {}
370 impl Writeable for FixedPenaltyScorer {
372 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
373 write_tlv_fields!(w, {});
378 impl ReadableArgs<u64> for FixedPenaltyScorer {
380 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
381 read_tlv_fields!(r, {});
382 Ok(Self { penalty_msat })
386 #[cfg(not(feature = "no-std"))]
387 type ConfiguredTime = crate::util::time::MonotonicTime;
388 #[cfg(feature = "no-std")]
389 use crate::util::time::Eternity;
390 #[cfg(feature = "no-std")]
391 type ConfiguredTime = Eternity;
393 /// [`ScoreLookUp`] implementation using channel success probability distributions.
395 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
396 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
397 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
398 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
400 /// These bounds are then used to determine a success probability using the formula from
401 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
402 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
404 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
405 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
406 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
407 /// terms of the entire path's success probability. This allows the router to directly compare
408 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
410 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
412 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
413 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
414 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
415 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
420 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
423 /// [1]: https://arxiv.org/abs/2107.05322
424 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
425 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
426 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
427 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
428 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
429 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
431 /// Probabilistic [`ScoreLookUp`] implementation.
433 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
434 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
435 where L::Target: Logger {
436 decay_params: ProbabilisticScoringDecayParameters,
439 // TODO: Remove entries of closed channels.
440 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
443 /// Parameters for configuring [`ProbabilisticScorer`].
445 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
446 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
448 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
451 pub struct ProbabilisticScoringFeeParameters {
452 /// A fixed penalty in msats to apply to each channel.
454 /// Default value: 500 msat
455 pub base_penalty_msat: u64,
457 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
458 /// applied to each channel, in excess of the [`base_penalty_msat`].
460 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
461 /// fees plus penalty) for large payments. The penalty is computed as the product of this
462 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
463 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
465 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
467 /// Default value: 8,192 msat
469 /// [`base_penalty_msat`]: Self::base_penalty_msat
470 pub base_penalty_amount_multiplier_msat: u64,
472 /// A multiplier used in conjunction with the negative `log10` of the channel's success
473 /// probability for a payment, as determined by our latest estimates of the channel's
474 /// liquidity, to determine the liquidity penalty.
476 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
477 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
478 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
479 /// lower bounding the success probability to `0.01`) when the amount falls within the
480 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
481 /// result in a `u64::max_value` penalty, however.
483 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
485 /// Default value: 30,000 msat
487 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
488 pub liquidity_penalty_multiplier_msat: u64,
490 /// A multiplier used in conjunction with the total amount flowing over a channel and the
491 /// negative `log10` of the channel's success probability for the payment, as determined by our
492 /// latest estimates of the channel's liquidity, to determine the amount penalty.
494 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
495 /// fees plus penalty) for large payments. The penalty is computed as the product of this
496 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
497 /// `log10` of the success probability.
499 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
501 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
502 /// the amount will result in a penalty of the multiplier. And, as the success probability
503 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
504 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
507 /// Default value: 192 msat
508 pub liquidity_penalty_amount_multiplier_msat: u64,
510 /// A multiplier used in conjunction with the negative `log10` of the channel's success
511 /// probability for the payment, as determined based on the history of our estimates of the
512 /// channel's available liquidity, to determine a penalty.
514 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
515 /// only our latest estimate for the current liquidity available in the channel, it estimates
516 /// success probability based on the estimated liquidity available in the channel through
517 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
518 /// track which of several buckets those bounds fall into, exponentially decaying the
519 /// probability of each bucket as new samples are added.
521 /// Default value: 10,000 msat
523 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
524 pub historical_liquidity_penalty_multiplier_msat: u64,
526 /// A multiplier used in conjunction with the total amount flowing over a channel and the
527 /// negative `log10` of the channel's success probability for the payment, as determined based
528 /// on the history of our estimates of the channel's available liquidity, to determine a
531 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
532 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
533 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
536 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
537 /// of using only our latest estimate for the current liquidity available in the channel, it
538 /// estimates success probability based on the estimated liquidity available in the channel
539 /// through history. Specifically, every time we update our liquidity bounds on a given
540 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
541 /// the probability of each bucket as new samples are added.
543 /// Default value: 64 msat
545 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
546 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
548 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
549 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
550 /// considered during path finding.
552 /// This is not exported to bindings users
553 pub manual_node_penalties: HashMap<NodeId, u64>,
555 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
556 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
557 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
558 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
559 /// to restrict `htlc_maximum_msat` and improve privacy.
561 /// Default value: 250 msat
562 pub anti_probing_penalty_msat: u64,
564 /// This penalty is applied when the total amount flowing over a channel exceeds our current
565 /// estimate of the channel's available liquidity. The total amount is the amount of the
566 /// current HTLC plus any HTLCs which we've sent over the same channel.
568 /// Note that in this case all other penalties, including the
569 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
570 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
571 /// applicable, are still included in the overall penalty.
573 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
574 /// `u64::max_value()` will guarantee that.
576 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
578 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
579 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
580 /// [`base_penalty_msat`]: Self::base_penalty_msat
581 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
582 pub considered_impossible_penalty_msat: u64,
585 impl Default for ProbabilisticScoringFeeParameters {
586 fn default() -> Self {
588 base_penalty_msat: 500,
589 base_penalty_amount_multiplier_msat: 8192,
590 liquidity_penalty_multiplier_msat: 30_000,
591 liquidity_penalty_amount_multiplier_msat: 192,
592 manual_node_penalties: HashMap::new(),
593 anti_probing_penalty_msat: 250,
594 considered_impossible_penalty_msat: 1_0000_0000_000,
595 historical_liquidity_penalty_multiplier_msat: 10_000,
596 historical_liquidity_penalty_amount_multiplier_msat: 64,
601 impl ProbabilisticScoringFeeParameters {
602 /// Marks the node with the given `node_id` as banned,
603 /// i.e it will be avoided during path finding.
604 pub fn add_banned(&mut self, node_id: &NodeId) {
605 self.manual_node_penalties.insert(*node_id, u64::max_value());
608 /// Marks all nodes in the given list as banned, i.e.,
609 /// they will be avoided during path finding.
610 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
612 self.manual_node_penalties.insert(id, u64::max_value());
616 /// Removes the node with the given `node_id` from the list of nodes to avoid.
617 pub fn remove_banned(&mut self, node_id: &NodeId) {
618 self.manual_node_penalties.remove(node_id);
621 /// Sets a manual penalty for the given node.
622 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
623 self.manual_node_penalties.insert(*node_id, penalty);
626 /// Removes the node with the given `node_id` from the list of manual penalties.
627 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
628 self.manual_node_penalties.remove(node_id);
631 /// Clears the list of manual penalties that are applied during path finding.
632 pub fn clear_manual_penalties(&mut self) {
633 self.manual_node_penalties = HashMap::new();
638 impl ProbabilisticScoringFeeParameters {
639 fn zero_penalty() -> Self {
641 base_penalty_msat: 0,
642 base_penalty_amount_multiplier_msat: 0,
643 liquidity_penalty_multiplier_msat: 0,
644 liquidity_penalty_amount_multiplier_msat: 0,
645 historical_liquidity_penalty_multiplier_msat: 0,
646 historical_liquidity_penalty_amount_multiplier_msat: 0,
647 manual_node_penalties: HashMap::new(),
648 anti_probing_penalty_msat: 0,
649 considered_impossible_penalty_msat: 0,
654 /// Parameters for configuring [`ProbabilisticScorer`].
656 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
657 /// these decay parameters affect the score of the channel penalty and are not changed on a
658 /// per-route penalty cost call.
659 #[derive(Copy, Clone)]
660 pub struct ProbabilisticScoringDecayParameters {
661 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
662 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
663 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
665 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
667 /// Note that after 16 or more half lives all historical data will be completely gone.
669 /// Default value: 14 days
671 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
672 pub historical_no_updates_half_life: Duration,
674 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
675 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
676 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
679 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
680 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
681 /// struct documentation for more info on the way the liquidity bounds are used.
683 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
684 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
685 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
687 /// Default value: 6 hours
691 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
692 /// liquidity knowledge will never decay except when the bounds cross.
693 pub liquidity_offset_half_life: Duration,
696 impl Default for ProbabilisticScoringDecayParameters {
697 fn default() -> Self {
699 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
700 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
706 impl ProbabilisticScoringDecayParameters {
707 fn zero_penalty() -> Self {
709 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
710 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
715 /// Accounting for channel liquidity balance uncertainty.
717 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
718 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
719 /// offset fields gives the opposite direction.
720 struct ChannelLiquidity<T: Time> {
721 /// Lower channel liquidity bound in terms of an offset from zero.
722 min_liquidity_offset_msat: u64,
724 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
725 max_liquidity_offset_msat: u64,
727 /// Time when the liquidity bounds were last modified.
730 min_liquidity_offset_history: HistoricalBucketRangeTracker,
731 max_liquidity_offset_history: HistoricalBucketRangeTracker,
734 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
735 /// decayed with a given half life.
736 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
737 min_liquidity_offset_msat: L,
738 max_liquidity_offset_msat: L,
739 liquidity_history: HistoricalMinMaxBuckets<BRT>,
743 decay_params: ProbabilisticScoringDecayParameters,
746 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
747 /// Creates a new scorer using the given scoring parameters for sending payments from a node
748 /// through a network graph.
749 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
754 channel_liquidities: HashMap::new(),
759 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
760 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
764 /// Dump the contents of this scorer into the configured logger.
766 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
767 /// which may be a substantial amount of log output.
768 pub fn debug_log_liquidity_stats(&self) {
771 let graph = self.network_graph.read_only();
772 for (scid, liq) in self.channel_liquidities.iter() {
773 if let Some(chan_debug) = graph.channels().get(scid) {
774 let log_direction = |source, target| {
775 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
776 let amt = directed_info.effective_capacity().as_msat();
777 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
779 let (min_buckets, max_buckets) = dir_liq.liquidity_history
780 .get_decayed_buckets(now, *dir_liq.last_updated,
781 self.decay_params.historical_no_updates_half_life)
782 .unwrap_or(([0; 32], [0; 32]));
784 log_debug!(self.logger, core::concat!(
785 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
786 "\tHistorical min liquidity bucket relative probabilities:\n",
787 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
788 "\tHistorical max liquidity bucket relative probabilities:\n",
789 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
790 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
791 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
792 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
793 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
794 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
795 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
796 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
797 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
798 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
799 // Note that the liquidity buckets are an offset from the edge, so we
800 // inverse the max order to get the probabilities from zero.
801 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
802 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
803 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
804 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
805 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
806 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
807 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
808 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
810 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
814 log_direction(&chan_debug.node_one, &chan_debug.node_two);
815 log_direction(&chan_debug.node_two, &chan_debug.node_one);
817 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
822 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
823 /// channel with `scid` towards the given `target` node.
824 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
825 let graph = self.network_graph.read_only();
827 if let Some(chan) = graph.channels().get(&scid) {
828 if let Some(liq) = self.channel_liquidities.get(&scid) {
829 if let Some((directed_info, source)) = chan.as_directed_to(target) {
830 let amt = directed_info.effective_capacity().as_msat();
831 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
832 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
839 /// Query the historical estimated minimum and maximum liquidity available for sending a
840 /// payment over the channel with `scid` towards the given `target` node.
842 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
843 /// the second set describes the upper-bound liquidity history. Each bucket describes the
844 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
845 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
846 /// more recent data points are weighted more heavily than older datapoints.
848 /// Note that the range of each bucket varies by its location to provide more granular results
849 /// at the edges of a channel's capacity, where it is more likely to sit.
851 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
852 /// is calculated by dividing that bucket's value with the total value of all buckets.
854 /// For example, using a lower bucket count for illustrative purposes, a value of
855 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
856 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
857 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
858 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
860 /// Because the datapoints are decayed slowly over time, values will eventually return to
861 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
863 /// In order to fetch a single success probability from the buckets provided here, as used in
864 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
865 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
866 -> Option<([u16; 32], [u16; 32])> {
867 let graph = self.network_graph.read_only();
869 if let Some(chan) = graph.channels().get(&scid) {
870 if let Some(liq) = self.channel_liquidities.get(&scid) {
871 if let Some((directed_info, source)) = chan.as_directed_to(target) {
872 let amt = directed_info.effective_capacity().as_msat();
873 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
875 let (min_buckets, mut max_buckets) =
876 dir_liq.liquidity_history.get_decayed_buckets(
877 dir_liq.now, *dir_liq.last_updated,
878 self.decay_params.historical_no_updates_half_life
881 // Note that the liquidity buckets are an offset from the edge, so we inverse
882 // the max order to get the probabilities from zero.
883 max_buckets.reverse();
884 return Some((min_buckets, max_buckets));
891 /// Query the probability of payment success sending the given `amount_msat` over the channel
892 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
895 /// These are the same bounds as returned by
896 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
897 /// [`Self::estimated_channel_liquidity_range`]).
898 pub fn historical_estimated_payment_success_probability(
899 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
901 let graph = self.network_graph.read_only();
903 if let Some(chan) = graph.channels().get(&scid) {
904 if let Some(liq) = self.channel_liquidities.get(&scid) {
905 if let Some((directed_info, source)) = chan.as_directed_to(target) {
906 let capacity_msat = directed_info.effective_capacity().as_msat();
907 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
909 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
910 dir_liq.now, *dir_liq.last_updated,
911 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
913 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
921 impl<T: Time> ChannelLiquidity<T> {
925 min_liquidity_offset_msat: 0,
926 max_liquidity_offset_msat: 0,
927 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
928 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
929 last_updated: T::now(),
933 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
936 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
937 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
938 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
940 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
941 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
943 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
944 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
947 DirectedChannelLiquidity {
948 min_liquidity_offset_msat,
949 max_liquidity_offset_msat,
950 liquidity_history: HistoricalMinMaxBuckets {
951 min_liquidity_offset_history,
952 max_liquidity_offset_history,
955 last_updated: &self.last_updated,
957 decay_params: decay_params,
961 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
964 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
965 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
966 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
968 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
969 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
971 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
972 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
975 DirectedChannelLiquidity {
976 min_liquidity_offset_msat,
977 max_liquidity_offset_msat,
978 liquidity_history: HistoricalMinMaxBuckets {
979 min_liquidity_offset_history,
980 max_liquidity_offset_history,
983 last_updated: &mut self.last_updated,
985 decay_params: decay_params,
990 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
992 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
994 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
995 /// ratio, as X in 1/X.
996 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
998 /// The divisor used when computing the amount penalty.
999 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1000 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1002 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1003 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1005 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1007 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1008 /// (recently) seen an HTLC successfully complete over this channel.
1010 fn success_probability(
1011 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1012 _params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1014 debug_assert!(min_liquidity_msat <= amount_msat);
1015 debug_assert!(amount_msat < max_liquidity_msat);
1016 debug_assert!(max_liquidity_msat <= capacity_msat);
1018 let numerator = max_liquidity_msat - amount_msat;
1019 let mut denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1020 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1021 denominator < u64::max_value() / 21
1023 // If we have no knowledge of the channel, scale probability down by ~75%
1024 // Note that we prefer to increase the denominator rather than decrease the numerator as
1025 // the denominator is more likely to be larger and thus provide greater precision. This is
1026 // mostly an overoptimization but makes a large difference in tests.
1027 denominator = denominator * 21 / 16
1030 (numerator, denominator)
1033 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1034 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1036 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1037 let available_capacity = self.capacity_msat;
1038 let max_liquidity_msat = self.max_liquidity_msat();
1039 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1041 let mut res = if amount_msat <= min_liquidity_msat {
1043 } else if amount_msat >= max_liquidity_msat {
1044 // Equivalent to hitting the else clause below with the amount equal to the effective
1045 // capacity and without any certainty on the liquidity upper bound, plus the
1046 // impossibility penalty.
1047 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1048 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1049 score_params.liquidity_penalty_multiplier_msat,
1050 score_params.liquidity_penalty_amount_multiplier_msat)
1051 .saturating_add(score_params.considered_impossible_penalty_msat)
1053 let (numerator, denominator) = success_probability(amount_msat,
1054 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1055 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1056 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1057 // don't bother trying to use the log approximation as it gets too noisy to be
1058 // particularly helpful, instead just round down to 0.
1061 let negative_log10_times_2048 =
1062 approx::negative_log10_times_2048(numerator, denominator);
1063 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1064 score_params.liquidity_penalty_multiplier_msat,
1065 score_params.liquidity_penalty_amount_multiplier_msat)
1069 if amount_msat >= available_capacity {
1070 // We're trying to send more than the capacity, use a max penalty.
1071 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1072 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1073 score_params.historical_liquidity_penalty_multiplier_msat,
1074 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1078 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1079 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1080 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1081 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1082 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1085 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1086 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1087 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1088 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1090 // If we don't have any valid points (or, once decayed, we have less than a full
1091 // point), redo the non-historical calculation with no liquidity bounds tracked and
1092 // the historical penalty multipliers.
1093 let (numerator, denominator) = success_probability(amount_msat, 0,
1094 available_capacity, available_capacity, score_params, true);
1095 let negative_log10_times_2048 =
1096 approx::negative_log10_times_2048(numerator, denominator);
1097 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1098 score_params.historical_liquidity_penalty_multiplier_msat,
1099 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1106 /// Computes the liquidity penalty from the penalty multipliers.
1108 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1109 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1111 negative_log10_times_2048 =
1112 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1114 // Upper bound the liquidity penalty to ensure some channel is selected.
1115 let liquidity_penalty_msat = negative_log10_times_2048
1116 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1117 let amount_penalty_msat = negative_log10_times_2048
1118 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1119 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1121 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1124 /// Returns the lower bound of the channel liquidity balance in this direction.
1126 fn min_liquidity_msat(&self) -> u64 {
1127 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1130 /// Returns the upper bound of the channel liquidity balance in this direction.
1132 fn max_liquidity_msat(&self) -> u64 {
1134 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1137 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1138 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1140 // Decay the offset by the appropriate number of half lives. If half of the next half
1141 // life has passed, approximate an additional three-quarter life to help smooth out the
1143 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1144 let half_decays = elapsed_time / (half_life / 2);
1145 let decays = half_decays / 2;
1146 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1147 if half_decays % 2 == 0 {
1150 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1152 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1160 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1161 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1162 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1163 let existing_max_msat = self.max_liquidity_msat();
1164 if amount_msat < existing_max_msat {
1165 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1166 self.set_max_liquidity_msat(amount_msat);
1168 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1169 chan_descr, existing_max_msat, amount_msat);
1171 self.update_history_buckets(0);
1174 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1175 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1176 let existing_min_msat = self.min_liquidity_msat();
1177 if amount_msat > existing_min_msat {
1178 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1179 self.set_min_liquidity_msat(amount_msat);
1181 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1182 chan_descr, existing_min_msat, amount_msat);
1184 self.update_history_buckets(0);
1187 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1188 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1189 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1190 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1191 self.set_max_liquidity_msat(max_liquidity_msat);
1192 self.update_history_buckets(amount_msat);
1195 /// Updates the history buckets for this channel. Because the history buckets track what we now
1196 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1197 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1198 /// represents the amount of the successful payment we just made.
1199 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1200 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1201 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1202 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1203 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1204 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1206 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1207 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1208 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1210 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1211 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1212 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1216 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1217 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1218 *self.min_liquidity_offset_msat = amount_msat;
1219 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1222 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1224 *self.last_updated = self.now;
1227 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1228 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1229 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1230 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1233 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1235 *self.last_updated = self.now;
1239 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1240 type ScoreParams = ProbabilisticScoringFeeParameters;
1241 fn channel_penalty_msat(
1242 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1244 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1248 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1249 score_params.base_penalty_amount_multiplier_msat
1250 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1252 let mut anti_probing_penalty_msat = 0;
1253 match usage.effective_capacity {
1254 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1255 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1257 if usage.amount_msat > amount_msat {
1258 return u64::max_value();
1260 return base_penalty_msat;
1263 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1264 if htlc_maximum_msat >= capacity_msat/2 {
1265 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1271 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1272 let capacity_msat = usage.effective_capacity.as_msat();
1273 self.channel_liquidities
1274 .get(&short_channel_id)
1275 .unwrap_or(&ChannelLiquidity::new())
1276 .as_directed(source, target, capacity_msat, self.decay_params)
1277 .penalty_msat(amount_msat, score_params)
1278 .saturating_add(anti_probing_penalty_msat)
1279 .saturating_add(base_penalty_msat)
1283 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1284 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1285 let amount_msat = path.final_value_msat();
1286 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1287 let network_graph = self.network_graph.read_only();
1288 for (hop_idx, hop) in path.hops.iter().enumerate() {
1289 let target = NodeId::from_pubkey(&hop.pubkey);
1290 let channel_directed_from_source = network_graph.channels()
1291 .get(&hop.short_channel_id)
1292 .and_then(|channel| channel.as_directed_to(&target));
1294 let at_failed_channel = hop.short_channel_id == short_channel_id;
1295 if at_failed_channel && hop_idx == 0 {
1296 log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
1299 // Only score announced channels.
1300 if let Some((channel, source)) = channel_directed_from_source {
1301 let capacity_msat = channel.effective_capacity().as_msat();
1302 if at_failed_channel {
1303 self.channel_liquidities
1304 .entry(hop.short_channel_id)
1305 .or_insert_with(ChannelLiquidity::new)
1306 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1307 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1309 self.channel_liquidities
1310 .entry(hop.short_channel_id)
1311 .or_insert_with(ChannelLiquidity::new)
1312 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1313 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1316 log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1317 hop.short_channel_id);
1319 if at_failed_channel { break; }
1323 fn payment_path_successful(&mut self, path: &Path) {
1324 let amount_msat = path.final_value_msat();
1325 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1326 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1327 let network_graph = self.network_graph.read_only();
1328 for hop in &path.hops {
1329 let target = NodeId::from_pubkey(&hop.pubkey);
1330 let channel_directed_from_source = network_graph.channels()
1331 .get(&hop.short_channel_id)
1332 .and_then(|channel| channel.as_directed_to(&target));
1334 // Only score announced channels.
1335 if let Some((channel, source)) = channel_directed_from_source {
1336 let capacity_msat = channel.effective_capacity().as_msat();
1337 self.channel_liquidities
1338 .entry(hop.short_channel_id)
1339 .or_insert_with(ChannelLiquidity::new)
1340 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1341 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1343 log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1344 hop.short_channel_id);
1349 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1350 self.payment_path_failed(path, short_channel_id)
1353 fn probe_successful(&mut self, path: &Path) {
1354 self.payment_path_failed(path, u64::max_value())
1359 const BITS: u32 = 64;
1360 const HIGHEST_BIT: u32 = BITS - 1;
1361 const LOWER_BITS: u32 = 6;
1362 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1363 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1365 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1366 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1367 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1368 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1369 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1370 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1371 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1372 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1373 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1374 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1375 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1376 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1377 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1378 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1379 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1380 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1381 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1382 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1383 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1384 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1385 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1386 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1387 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1388 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1389 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1390 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1391 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1392 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1393 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1394 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1395 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1396 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1397 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1398 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1399 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1400 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1401 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1402 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1403 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1404 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1405 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1406 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1407 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1408 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1409 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1410 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1411 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1412 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1413 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1414 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1415 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1416 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1417 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1418 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1419 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1420 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1421 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1422 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1423 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1424 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1425 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1426 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1427 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1428 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1429 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1430 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1431 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1432 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1433 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1434 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1435 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1436 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1437 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1438 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1439 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1440 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1441 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1442 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1443 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1444 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1445 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1446 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1447 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1448 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1449 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1450 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1451 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1452 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1453 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1454 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1455 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1456 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1457 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1458 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1459 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1460 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1461 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1462 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1463 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1464 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1465 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1466 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1467 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1468 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1469 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1470 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1471 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1472 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1473 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1474 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1475 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1476 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1477 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1478 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1479 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1480 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1481 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1482 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1483 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1484 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1485 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1486 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1487 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1488 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1489 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1490 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1491 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1492 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1493 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1494 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1495 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1496 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1497 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1498 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1499 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1500 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1501 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1502 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1503 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1504 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1505 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1506 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1507 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1508 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1509 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1510 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1511 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1512 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1513 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1514 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1515 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1516 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1517 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1518 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1519 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1520 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1521 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1522 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1523 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1524 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1525 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1526 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1527 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1528 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1529 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1530 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1531 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1532 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1533 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1534 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1535 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1536 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1537 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1538 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1539 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1540 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1541 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1542 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1543 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1544 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1545 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1546 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1547 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1548 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1549 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1550 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1551 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1552 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1553 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1554 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1555 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1556 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1557 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1558 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1559 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1560 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1561 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1562 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1563 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1564 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1565 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1566 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1567 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1568 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1569 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1570 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1571 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1572 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1573 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1574 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1575 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1576 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1577 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1578 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1579 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1580 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1581 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1582 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1583 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1584 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1585 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1586 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1587 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1588 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1589 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1590 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1591 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1592 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1593 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1594 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1595 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1596 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1597 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1598 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1599 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1600 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1601 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1602 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1603 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1604 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1605 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1606 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1607 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1608 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1609 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1610 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1611 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1612 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1613 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1614 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1615 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1616 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1617 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1618 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1619 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1620 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1621 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1622 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1623 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1626 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1628 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1629 // Multiply the -1 through to avoid needing to use signed numbers.
1630 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1634 fn log10_times_2048(x: u64) -> u16 {
1635 debug_assert_ne!(x, 0);
1636 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1637 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1638 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1646 fn prints_negative_log10_times_2048_lookup_table() {
1647 for msb in 0..BITS {
1648 for i in 0..LOWER_BITS_BOUND {
1649 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1650 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1651 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1653 if i % LOWER_BITS_BOUND == 0 {
1654 print!("\t\t[{}, ", log10_times_2048);
1655 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1656 println!("{}],", log10_times_2048);
1657 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1658 print!("{},\n\t\t\t", log10_times_2048);
1660 print!("{}, ", log10_times_2048);
1668 mod bucketed_history {
1671 // Because liquidity is often skewed heavily in one direction, we store historical state
1672 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1673 // must fit evenly into the buckets here.
1675 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1676 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1677 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1678 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1680 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1681 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1682 // buckets in total.
1684 const BUCKET_START_POS: [u16; 33] = [
1685 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1686 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1689 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1690 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1693 const POSITION_TICKS: u16 = 1 << 14;
1695 fn pos_to_bucket(pos: u16) -> usize {
1696 for bucket in 0..32 {
1697 if pos < BUCKET_START_POS[bucket + 1] {
1701 debug_assert!(false);
1707 fn check_bucket_maps() {
1708 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1709 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1710 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1712 let mut min_size_iter = 0;
1713 let mut legacy_bucket_iter = 0;
1714 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1715 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1716 for i in 0..*width {
1717 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1719 min_size_iter += *width;
1720 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1721 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1722 if legacy_bucket_iter + 1 < 8 {
1723 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1725 legacy_bucket_iter += 1;
1728 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1729 assert_eq!(min_size_iter, POSITION_TICKS);
1733 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1734 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1735 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1736 .try_into().unwrap_or(POSITION_TICKS)
1738 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1739 // division. This branch should only be hit in fuzz testing since the amount would
1740 // need to be over 2.88 million BTC in practice.
1741 ((amount_msat as u128) * (POSITION_TICKS as u128)
1742 / (capacity_msat as u128).saturating_add(1))
1743 .try_into().unwrap_or(POSITION_TICKS)
1745 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1746 // capacity to change due to a `channel_update` message which, if received while a payment
1747 // is in-flight, could cause this to fail. Thus, we only assert in test.
1749 debug_assert!(pos < POSITION_TICKS);
1753 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1754 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1755 /// support reading the legacy values here for backwards compatibility.
1756 pub(super) struct LegacyHistoricalBucketRangeTracker {
1760 impl LegacyHistoricalBucketRangeTracker {
1761 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1762 let mut buckets = [0; 32];
1763 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1764 let mut new_val = *legacy_bucket;
1765 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1766 new_val /= (end - start) as u16;
1767 for i in start..end {
1768 buckets[i as usize] = new_val;
1771 HistoricalBucketRangeTracker { buckets }
1775 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1776 /// in each of 32 buckets.
1777 #[derive(Clone, Copy)]
1778 pub(super) struct HistoricalBucketRangeTracker {
1782 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1783 /// "one" is 32, or this constant.
1784 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1786 impl HistoricalBucketRangeTracker {
1787 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1788 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1789 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1790 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1792 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1793 // the buckets for the current min and max liquidity offset positions.
1795 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1796 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1797 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1799 // In total, this allows us to track data for the last 8,000 or so payments across a given
1802 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1803 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1804 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1807 // The constants were picked experimentally, selecting a decay amount that restricts us
1808 // from overflowing buckets without having to cap them manually.
1810 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1811 if pos < POSITION_TICKS {
1812 for e in self.buckets.iter_mut() {
1813 *e = ((*e as u32) * 2047 / 2048) as u16;
1815 let bucket = pos_to_bucket(pos);
1816 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1819 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1820 /// datapoints as we receive newer information.
1822 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1823 for e in self.buckets.iter_mut() {
1824 *e = e.checked_shr(half_lives).unwrap_or(0);
1829 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1830 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1832 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1833 /// liquidity bounds for a given channel.
1834 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1835 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1837 pub(super) min_liquidity_offset_history: D,
1838 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1840 pub(super) max_liquidity_offset_history: D,
1843 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1844 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1845 -> Option<([u16; 32], [u16; 32])> {
1846 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1848 let mut min_buckets = *self.min_liquidity_offset_history;
1849 min_buckets.time_decay_data(required_decays);
1850 let mut max_buckets = *self.max_liquidity_offset_history;
1851 max_buckets.time_decay_data(required_decays);
1852 Some((min_buckets.buckets, max_buckets.buckets))
1855 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1856 -> Option<(u64, u32)> {
1857 let required_decays = now.duration_since(last_updated).as_secs()
1858 .checked_div(half_life.as_secs())
1859 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1861 let mut total_valid_points_tracked = 0;
1862 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1863 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1864 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1868 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1869 // treat it as if we were fully decayed.
1870 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1871 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1875 Some((total_valid_points_tracked, required_decays))
1879 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1880 &self, now: T, last_updated: T, half_life: Duration,
1881 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
1883 // If historical penalties are enabled, we try to calculate a probability of success
1884 // given our historical distribution of min- and max-liquidity bounds in a channel.
1885 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1886 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1887 // state). For each pair, we calculate the probability as if the bucket's corresponding
1888 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1889 // that probability by the weight of the selected buckets.
1890 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1891 if payment_pos >= POSITION_TICKS { return None; }
1893 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1894 // don't actually use the decayed buckets, though, as that would lose precision.
1895 let (total_valid_points_tracked, _)
1896 = self.get_total_valid_points(now, last_updated, half_life)?;
1898 let mut cumulative_success_prob_times_billion = 0;
1899 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1900 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1901 // points against the 0th min bucket. This avoids the case where we fail to route
1902 // increasingly lower values over a channel, but treat each failure as a separate
1903 // datapoint, many of which may have relatively high maximum-available-liquidity
1904 // values, which will result in us thinking we have some nontrivial probability of
1905 // routing up to that amount.
1906 if self.min_liquidity_offset_history.buckets[0] != 0 {
1907 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1908 let mut total_max_points = 0; // Total points in max-buckets to consider
1909 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1910 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1911 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1913 total_max_points += *max_bucket as u64;
1915 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1916 if payment_pos < max_bucket_end_pos {
1917 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
1918 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
1919 let bucket_prob_times_billion =
1920 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1921 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1922 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1923 numerator / denominator;
1927 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1928 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1929 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1930 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1931 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1932 // 30 bits is 62 bits.
1933 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1934 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1935 if payment_pos >= max_bucket_end_pos {
1936 // Success probability 0, the payment amount may be above the max liquidity
1938 } else if payment_pos < min_bucket_start_pos {
1939 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1941 let (numerator, denominator) = success_probability(payment_pos as u64,
1942 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
1943 POSITION_TICKS as u64 - 1, params, true);
1944 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1945 numerator / denominator;
1950 Some(cumulative_success_prob_times_billion)
1954 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1956 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1958 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1959 write_tlv_fields!(w, {
1960 (0, self.channel_liquidities, required),
1966 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1967 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1970 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1971 ) -> Result<Self, DecodeError> {
1972 let (decay_params, network_graph, logger) = args;
1973 let mut channel_liquidities = HashMap::new();
1974 read_tlv_fields!(r, {
1975 (0, channel_liquidities, required),
1981 channel_liquidities,
1986 impl<T: Time> Writeable for ChannelLiquidity<T> {
1988 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1989 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1990 write_tlv_fields!(w, {
1991 (0, self.min_liquidity_offset_msat, required),
1992 // 1 was the min_liquidity_offset_history in octile form
1993 (2, self.max_liquidity_offset_msat, required),
1994 // 3 was the max_liquidity_offset_history in octile form
1995 (4, duration_since_epoch, required),
1996 (5, Some(self.min_liquidity_offset_history), option),
1997 (7, Some(self.max_liquidity_offset_history), option),
2003 impl<T: Time> Readable for ChannelLiquidity<T> {
2005 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2006 let mut min_liquidity_offset_msat = 0;
2007 let mut max_liquidity_offset_msat = 0;
2008 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2009 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2010 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2011 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2012 let mut duration_since_epoch = Duration::from_secs(0);
2013 read_tlv_fields!(r, {
2014 (0, min_liquidity_offset_msat, required),
2015 (1, legacy_min_liq_offset_history, option),
2016 (2, max_liquidity_offset_msat, required),
2017 (3, legacy_max_liq_offset_history, option),
2018 (4, duration_since_epoch, required),
2019 (5, min_liquidity_offset_history, option),
2020 (7, max_liquidity_offset_history, option),
2022 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2023 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2024 // is a time from a monotonic clock usually represented as an offset against boot time).
2025 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2026 // from the one that was written. However, because `Instant` can panic if we construct one
2027 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2028 // using `Instant::now()` in that case.
2029 let wall_clock_now = T::duration_since_epoch();
2031 let last_updated = if wall_clock_now > duration_since_epoch {
2032 now - (wall_clock_now - duration_since_epoch)
2034 if min_liquidity_offset_history.is_none() {
2035 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2036 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2038 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2041 if max_liquidity_offset_history.is_none() {
2042 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2043 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2045 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2049 min_liquidity_offset_msat,
2050 max_liquidity_offset_msat,
2051 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2052 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2060 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2061 use crate::blinded_path::{BlindedHop, BlindedPath};
2062 use crate::util::config::UserConfig;
2063 use crate::util::time::Time;
2064 use crate::util::time::tests::SinceEpoch;
2066 use crate::ln::channelmanager;
2067 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2068 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2069 use crate::routing::router::{BlindedTail, Path, RouteHop};
2070 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2071 use crate::util::ser::{ReadableArgs, Writeable};
2072 use crate::util::test_utils::{self, TestLogger};
2074 use bitcoin::blockdata::constants::genesis_block;
2075 use bitcoin::hashes::Hash;
2076 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2077 use bitcoin::network::constants::Network;
2078 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2079 use core::time::Duration;
2082 fn source_privkey() -> SecretKey {
2083 SecretKey::from_slice(&[42; 32]).unwrap()
2086 fn target_privkey() -> SecretKey {
2087 SecretKey::from_slice(&[43; 32]).unwrap()
2090 fn source_pubkey() -> PublicKey {
2091 let secp_ctx = Secp256k1::new();
2092 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2095 fn target_pubkey() -> PublicKey {
2096 let secp_ctx = Secp256k1::new();
2097 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2100 fn source_node_id() -> NodeId {
2101 NodeId::from_pubkey(&source_pubkey())
2104 fn target_node_id() -> NodeId {
2105 NodeId::from_pubkey(&target_pubkey())
2108 // `ProbabilisticScorer` tests
2110 /// A probabilistic scorer for testing with time that can be manually advanced.
2111 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2113 fn sender_privkey() -> SecretKey {
2114 SecretKey::from_slice(&[41; 32]).unwrap()
2117 fn recipient_privkey() -> SecretKey {
2118 SecretKey::from_slice(&[45; 32]).unwrap()
2121 fn sender_pubkey() -> PublicKey {
2122 let secp_ctx = Secp256k1::new();
2123 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2126 fn recipient_pubkey() -> PublicKey {
2127 let secp_ctx = Secp256k1::new();
2128 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2131 fn sender_node_id() -> NodeId {
2132 NodeId::from_pubkey(&sender_pubkey())
2135 fn recipient_node_id() -> NodeId {
2136 NodeId::from_pubkey(&recipient_pubkey())
2139 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2140 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2141 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2142 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2148 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2149 node_2_key: SecretKey
2151 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2152 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2153 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2154 let secp_ctx = Secp256k1::new();
2155 let unsigned_announcement = UnsignedChannelAnnouncement {
2156 features: channelmanager::provided_channel_features(&UserConfig::default()),
2157 chain_hash: genesis_hash,
2159 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2160 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2161 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2162 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2163 excess_data: Vec::new(),
2165 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2166 let signed_announcement = ChannelAnnouncement {
2167 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2168 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2169 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2170 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2171 contents: unsigned_announcement,
2173 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2174 network_graph.update_channel_from_announcement(
2175 &signed_announcement, &chain_source).unwrap();
2176 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2177 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2181 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2182 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2184 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2185 let secp_ctx = Secp256k1::new();
2186 let unsigned_update = UnsignedChannelUpdate {
2187 chain_hash: genesis_hash,
2191 cltv_expiry_delta: 18,
2192 htlc_minimum_msat: 0,
2195 fee_proportional_millionths: 0,
2196 excess_data: Vec::new(),
2198 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2199 let signed_update = ChannelUpdate {
2200 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2201 contents: unsigned_update,
2203 network_graph.update_channel(&signed_update).unwrap();
2206 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2207 let config = UserConfig::default();
2210 node_features: channelmanager::provided_node_features(&config),
2212 channel_features: channelmanager::provided_channel_features(&config),
2214 cltv_expiry_delta: 18,
2218 fn payment_path_for_amount(amount_msat: u64) -> Path {
2221 path_hop(source_pubkey(), 41, 1),
2222 path_hop(target_pubkey(), 42, 2),
2223 path_hop(recipient_pubkey(), 43, amount_msat),
2224 ], blinded_tail: None,
2229 fn liquidity_bounds_directed_from_lowest_node_id() {
2230 let logger = TestLogger::new();
2231 let last_updated = SinceEpoch::now();
2232 let network_graph = network_graph(&logger);
2233 let decay_params = ProbabilisticScoringDecayParameters::default();
2234 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2237 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2238 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2239 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2243 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2244 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2245 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2247 let source = source_node_id();
2248 let target = target_node_id();
2249 let recipient = recipient_node_id();
2250 assert!(source > target);
2251 assert!(target < recipient);
2253 // Update minimum liquidity.
2255 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2256 .as_directed(&source, &target, 1_000, decay_params);
2257 assert_eq!(liquidity.min_liquidity_msat(), 100);
2258 assert_eq!(liquidity.max_liquidity_msat(), 300);
2260 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2261 .as_directed(&target, &source, 1_000, decay_params);
2262 assert_eq!(liquidity.min_liquidity_msat(), 700);
2263 assert_eq!(liquidity.max_liquidity_msat(), 900);
2265 scorer.channel_liquidities.get_mut(&42).unwrap()
2266 .as_directed_mut(&source, &target, 1_000, decay_params)
2267 .set_min_liquidity_msat(200);
2269 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2270 .as_directed(&source, &target, 1_000, decay_params);
2271 assert_eq!(liquidity.min_liquidity_msat(), 200);
2272 assert_eq!(liquidity.max_liquidity_msat(), 300);
2274 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2275 .as_directed(&target, &source, 1_000, decay_params);
2276 assert_eq!(liquidity.min_liquidity_msat(), 700);
2277 assert_eq!(liquidity.max_liquidity_msat(), 800);
2279 // Update maximum liquidity.
2281 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2282 .as_directed(&target, &recipient, 1_000, decay_params);
2283 assert_eq!(liquidity.min_liquidity_msat(), 700);
2284 assert_eq!(liquidity.max_liquidity_msat(), 900);
2286 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2287 .as_directed(&recipient, &target, 1_000, decay_params);
2288 assert_eq!(liquidity.min_liquidity_msat(), 100);
2289 assert_eq!(liquidity.max_liquidity_msat(), 300);
2291 scorer.channel_liquidities.get_mut(&43).unwrap()
2292 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2293 .set_max_liquidity_msat(200);
2295 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2296 .as_directed(&target, &recipient, 1_000, decay_params);
2297 assert_eq!(liquidity.min_liquidity_msat(), 0);
2298 assert_eq!(liquidity.max_liquidity_msat(), 200);
2300 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2301 .as_directed(&recipient, &target, 1_000, decay_params);
2302 assert_eq!(liquidity.min_liquidity_msat(), 800);
2303 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2307 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2308 let logger = TestLogger::new();
2309 let last_updated = SinceEpoch::now();
2310 let network_graph = network_graph(&logger);
2311 let decay_params = ProbabilisticScoringDecayParameters::default();
2312 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2315 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2316 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2317 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2319 let source = source_node_id();
2320 let target = target_node_id();
2321 assert!(source > target);
2323 // Check initial bounds.
2324 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2325 .as_directed(&source, &target, 1_000, decay_params);
2326 assert_eq!(liquidity.min_liquidity_msat(), 400);
2327 assert_eq!(liquidity.max_liquidity_msat(), 800);
2329 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2330 .as_directed(&target, &source, 1_000, decay_params);
2331 assert_eq!(liquidity.min_liquidity_msat(), 200);
2332 assert_eq!(liquidity.max_liquidity_msat(), 600);
2334 // Reset from source to target.
2335 scorer.channel_liquidities.get_mut(&42).unwrap()
2336 .as_directed_mut(&source, &target, 1_000, decay_params)
2337 .set_min_liquidity_msat(900);
2339 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2340 .as_directed(&source, &target, 1_000, decay_params);
2341 assert_eq!(liquidity.min_liquidity_msat(), 900);
2342 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2344 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2345 .as_directed(&target, &source, 1_000, decay_params);
2346 assert_eq!(liquidity.min_liquidity_msat(), 0);
2347 assert_eq!(liquidity.max_liquidity_msat(), 100);
2349 // Reset from target to source.
2350 scorer.channel_liquidities.get_mut(&42).unwrap()
2351 .as_directed_mut(&target, &source, 1_000, decay_params)
2352 .set_min_liquidity_msat(400);
2354 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2355 .as_directed(&source, &target, 1_000, decay_params);
2356 assert_eq!(liquidity.min_liquidity_msat(), 0);
2357 assert_eq!(liquidity.max_liquidity_msat(), 600);
2359 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2360 .as_directed(&target, &source, 1_000, decay_params);
2361 assert_eq!(liquidity.min_liquidity_msat(), 400);
2362 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2366 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2367 let logger = TestLogger::new();
2368 let last_updated = SinceEpoch::now();
2369 let network_graph = network_graph(&logger);
2370 let decay_params = ProbabilisticScoringDecayParameters::default();
2371 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2374 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2375 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2376 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2378 let source = source_node_id();
2379 let target = target_node_id();
2380 assert!(source > target);
2382 // Check initial bounds.
2383 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2384 .as_directed(&source, &target, 1_000, decay_params);
2385 assert_eq!(liquidity.min_liquidity_msat(), 400);
2386 assert_eq!(liquidity.max_liquidity_msat(), 800);
2388 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2389 .as_directed(&target, &source, 1_000, decay_params);
2390 assert_eq!(liquidity.min_liquidity_msat(), 200);
2391 assert_eq!(liquidity.max_liquidity_msat(), 600);
2393 // Reset from source to target.
2394 scorer.channel_liquidities.get_mut(&42).unwrap()
2395 .as_directed_mut(&source, &target, 1_000, decay_params)
2396 .set_max_liquidity_msat(300);
2398 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2399 .as_directed(&source, &target, 1_000, decay_params);
2400 assert_eq!(liquidity.min_liquidity_msat(), 0);
2401 assert_eq!(liquidity.max_liquidity_msat(), 300);
2403 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2404 .as_directed(&target, &source, 1_000, decay_params);
2405 assert_eq!(liquidity.min_liquidity_msat(), 700);
2406 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2408 // Reset from target to source.
2409 scorer.channel_liquidities.get_mut(&42).unwrap()
2410 .as_directed_mut(&target, &source, 1_000, decay_params)
2411 .set_max_liquidity_msat(600);
2413 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2414 .as_directed(&source, &target, 1_000, decay_params);
2415 assert_eq!(liquidity.min_liquidity_msat(), 400);
2416 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2419 .as_directed(&target, &source, 1_000, decay_params);
2420 assert_eq!(liquidity.min_liquidity_msat(), 0);
2421 assert_eq!(liquidity.max_liquidity_msat(), 600);
2425 fn increased_penalty_nearing_liquidity_upper_bound() {
2426 let logger = TestLogger::new();
2427 let network_graph = network_graph(&logger);
2428 let params = ProbabilisticScoringFeeParameters {
2429 liquidity_penalty_multiplier_msat: 1_000,
2430 ..ProbabilisticScoringFeeParameters::zero_penalty()
2432 let decay_params = ProbabilisticScoringDecayParameters::default();
2433 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2434 let source = source_node_id();
2435 let target = target_node_id();
2437 let usage = ChannelUsage {
2439 inflight_htlc_msat: 0,
2440 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2443 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2444 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2445 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2447 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2450 let usage = ChannelUsage {
2452 inflight_htlc_msat: 0,
2453 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2455 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2456 let usage = ChannelUsage { amount_msat: 256, ..usage };
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2458 let usage = ChannelUsage { amount_msat: 374, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2460 let usage = ChannelUsage { amount_msat: 512, ..usage };
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2462 let usage = ChannelUsage { amount_msat: 640, ..usage };
2463 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2464 let usage = ChannelUsage { amount_msat: 768, ..usage };
2465 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2466 let usage = ChannelUsage { amount_msat: 896, ..usage };
2467 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2471 fn constant_penalty_outside_liquidity_bounds() {
2472 let logger = TestLogger::new();
2473 let last_updated = SinceEpoch::now();
2474 let network_graph = network_graph(&logger);
2475 let params = ProbabilisticScoringFeeParameters {
2476 liquidity_penalty_multiplier_msat: 1_000,
2477 considered_impossible_penalty_msat: u64::max_value(),
2478 ..ProbabilisticScoringFeeParameters::zero_penalty()
2480 let decay_params = ProbabilisticScoringDecayParameters {
2481 ..ProbabilisticScoringDecayParameters::zero_penalty()
2483 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2486 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2487 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2488 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2490 let source = source_node_id();
2491 let target = target_node_id();
2493 let usage = ChannelUsage {
2495 inflight_htlc_msat: 0,
2496 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2498 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2499 let usage = ChannelUsage { amount_msat: 50, ..usage };
2500 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2501 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2502 let usage = ChannelUsage { amount_msat: 61, ..usage };
2503 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2507 fn does_not_further_penalize_own_channel() {
2508 let logger = TestLogger::new();
2509 let network_graph = network_graph(&logger);
2510 let params = ProbabilisticScoringFeeParameters {
2511 liquidity_penalty_multiplier_msat: 1_000,
2512 ..ProbabilisticScoringFeeParameters::zero_penalty()
2514 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2515 let sender = sender_node_id();
2516 let source = source_node_id();
2517 let usage = ChannelUsage {
2519 inflight_htlc_msat: 0,
2520 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2522 let failed_path = payment_path_for_amount(500);
2523 let successful_path = payment_path_for_amount(200);
2525 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2527 scorer.payment_path_failed(&failed_path, 41);
2528 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2530 scorer.payment_path_successful(&successful_path);
2531 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2535 fn sets_liquidity_lower_bound_on_downstream_failure() {
2536 let logger = TestLogger::new();
2537 let network_graph = network_graph(&logger);
2538 let params = ProbabilisticScoringFeeParameters {
2539 liquidity_penalty_multiplier_msat: 1_000,
2540 ..ProbabilisticScoringFeeParameters::zero_penalty()
2542 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2543 let source = source_node_id();
2544 let target = target_node_id();
2545 let path = payment_path_for_amount(500);
2547 let usage = ChannelUsage {
2549 inflight_htlc_msat: 0,
2550 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2552 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2553 let usage = ChannelUsage { amount_msat: 500, ..usage };
2554 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2555 let usage = ChannelUsage { amount_msat: 750, ..usage };
2556 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2558 scorer.payment_path_failed(&path, 43);
2560 let usage = ChannelUsage { amount_msat: 250, ..usage };
2561 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2562 let usage = ChannelUsage { amount_msat: 500, ..usage };
2563 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2564 let usage = ChannelUsage { amount_msat: 750, ..usage };
2565 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2569 fn sets_liquidity_upper_bound_on_failure() {
2570 let logger = TestLogger::new();
2571 let network_graph = network_graph(&logger);
2572 let params = ProbabilisticScoringFeeParameters {
2573 liquidity_penalty_multiplier_msat: 1_000,
2574 considered_impossible_penalty_msat: u64::max_value(),
2575 ..ProbabilisticScoringFeeParameters::zero_penalty()
2577 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2578 let source = source_node_id();
2579 let target = target_node_id();
2580 let path = payment_path_for_amount(500);
2582 let usage = ChannelUsage {
2584 inflight_htlc_msat: 0,
2585 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2587 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2588 let usage = ChannelUsage { amount_msat: 500, ..usage };
2589 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2590 let usage = ChannelUsage { amount_msat: 750, ..usage };
2591 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2593 scorer.payment_path_failed(&path, 42);
2595 let usage = ChannelUsage { amount_msat: 250, ..usage };
2596 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2597 let usage = ChannelUsage { amount_msat: 500, ..usage };
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2599 let usage = ChannelUsage { amount_msat: 750, ..usage };
2600 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2604 fn ignores_channels_after_removed_failed_channel() {
2605 // Previously, if we'd tried to send over a channel which was removed from the network
2606 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2607 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2608 // channels in the route, even ones which they payment never reached. This tests to ensure
2609 // we do not score such channels.
2610 let secp_ctx = Secp256k1::new();
2611 let logger = TestLogger::new();
2612 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2613 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2614 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2615 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2616 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2617 add_channel(&mut network_graph, 42, secret_a, secret_b);
2618 // Don't add the channel from B -> C.
2619 add_channel(&mut network_graph, 44, secret_c, secret_d);
2621 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2622 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2623 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2624 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2627 path_hop(pub_b, 42, 1),
2628 path_hop(pub_c, 43, 2),
2629 path_hop(pub_d, 44, 100),
2632 let node_a = NodeId::from_pubkey(&pub_a);
2633 let node_b = NodeId::from_pubkey(&pub_b);
2634 let node_c = NodeId::from_pubkey(&pub_c);
2635 let node_d = NodeId::from_pubkey(&pub_d);
2637 let params = ProbabilisticScoringFeeParameters {
2638 liquidity_penalty_multiplier_msat: 1_000,
2639 ..ProbabilisticScoringFeeParameters::zero_penalty()
2641 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2643 let usage = ChannelUsage {
2645 inflight_htlc_msat: 0,
2646 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2648 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2649 // Note that a default liquidity bound is used for B -> C as no channel exists
2650 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2651 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2653 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2655 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2656 // Note that a default liquidity bound is used for B -> C as no channel exists
2657 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2658 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2662 fn reduces_liquidity_upper_bound_along_path_on_success() {
2663 let logger = TestLogger::new();
2664 let network_graph = network_graph(&logger);
2665 let params = ProbabilisticScoringFeeParameters {
2666 liquidity_penalty_multiplier_msat: 1_000,
2667 ..ProbabilisticScoringFeeParameters::zero_penalty()
2669 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2670 let sender = sender_node_id();
2671 let source = source_node_id();
2672 let target = target_node_id();
2673 let recipient = recipient_node_id();
2674 let usage = ChannelUsage {
2676 inflight_htlc_msat: 0,
2677 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2680 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2681 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2682 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2684 scorer.payment_path_successful(&payment_path_for_amount(500));
2686 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2687 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2688 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2692 fn decays_liquidity_bounds_over_time() {
2693 let logger = TestLogger::new();
2694 let network_graph = network_graph(&logger);
2695 let params = ProbabilisticScoringFeeParameters {
2696 liquidity_penalty_multiplier_msat: 1_000,
2697 considered_impossible_penalty_msat: u64::max_value(),
2698 ..ProbabilisticScoringFeeParameters::zero_penalty()
2700 let decay_params = ProbabilisticScoringDecayParameters {
2701 liquidity_offset_half_life: Duration::from_secs(10),
2702 ..ProbabilisticScoringDecayParameters::zero_penalty()
2704 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2705 let source = source_node_id();
2706 let target = target_node_id();
2708 let usage = ChannelUsage {
2710 inflight_htlc_msat: 0,
2711 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2713 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2714 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2715 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2717 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2718 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2720 // Initial penalties
2721 let usage = ChannelUsage { amount_msat: 128, ..usage };
2722 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2723 let usage = ChannelUsage { amount_msat: 256, ..usage };
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2725 let usage = ChannelUsage { amount_msat: 768, ..usage };
2726 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2727 let usage = ChannelUsage { amount_msat: 896, ..usage };
2728 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2731 SinceEpoch::advance(Duration::from_secs(4));
2732 let usage = ChannelUsage { amount_msat: 128, ..usage };
2733 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2734 let usage = ChannelUsage { amount_msat: 256, ..usage };
2735 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2736 let usage = ChannelUsage { amount_msat: 768, ..usage };
2737 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2738 let usage = ChannelUsage { amount_msat: 896, ..usage };
2739 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2741 // Half decay (i.e., three-quarter life)
2742 SinceEpoch::advance(Duration::from_secs(1));
2743 let usage = ChannelUsage { amount_msat: 128, ..usage };
2744 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2745 let usage = ChannelUsage { amount_msat: 256, ..usage };
2746 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2747 let usage = ChannelUsage { amount_msat: 768, ..usage };
2748 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 921);
2749 let usage = ChannelUsage { amount_msat: 896, ..usage };
2750 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2752 // One decay (i.e., half life)
2753 SinceEpoch::advance(Duration::from_secs(5));
2754 let usage = ChannelUsage { amount_msat: 64, ..usage };
2755 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2756 let usage = ChannelUsage { amount_msat: 128, ..usage };
2757 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2758 let usage = ChannelUsage { amount_msat: 896, ..usage };
2759 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2760 let usage = ChannelUsage { amount_msat: 960, ..usage };
2761 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2763 // Fully decay liquidity lower bound.
2764 SinceEpoch::advance(Duration::from_secs(10 * 7));
2765 let usage = ChannelUsage { amount_msat: 0, ..usage };
2766 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2767 let usage = ChannelUsage { amount_msat: 1, ..usage };
2768 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2769 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2770 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2771 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2772 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2774 // Fully decay liquidity upper bound.
2775 SinceEpoch::advance(Duration::from_secs(10));
2776 let usage = ChannelUsage { amount_msat: 0, ..usage };
2777 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2778 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2779 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2781 SinceEpoch::advance(Duration::from_secs(10));
2782 let usage = ChannelUsage { amount_msat: 0, ..usage };
2783 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2784 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2785 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2789 fn decays_liquidity_bounds_without_shift_overflow() {
2790 let logger = TestLogger::new();
2791 let network_graph = network_graph(&logger);
2792 let params = ProbabilisticScoringFeeParameters {
2793 liquidity_penalty_multiplier_msat: 1_000,
2794 ..ProbabilisticScoringFeeParameters::zero_penalty()
2796 let decay_params = ProbabilisticScoringDecayParameters {
2797 liquidity_offset_half_life: Duration::from_secs(10),
2798 ..ProbabilisticScoringDecayParameters::default()
2800 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2801 let source = source_node_id();
2802 let target = target_node_id();
2803 let usage = ChannelUsage {
2805 inflight_htlc_msat: 0,
2806 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2808 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2810 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2811 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2813 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2814 // would cause an overflow.
2815 SinceEpoch::advance(Duration::from_secs(10 * 64));
2816 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2818 SinceEpoch::advance(Duration::from_secs(10));
2819 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2823 fn restricts_liquidity_bounds_after_decay() {
2824 let logger = TestLogger::new();
2825 let network_graph = network_graph(&logger);
2826 let params = ProbabilisticScoringFeeParameters {
2827 liquidity_penalty_multiplier_msat: 1_000,
2828 ..ProbabilisticScoringFeeParameters::zero_penalty()
2830 let decay_params = ProbabilisticScoringDecayParameters {
2831 liquidity_offset_half_life: Duration::from_secs(10),
2832 ..ProbabilisticScoringDecayParameters::default()
2834 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2835 let source = source_node_id();
2836 let target = target_node_id();
2837 let usage = ChannelUsage {
2839 inflight_htlc_msat: 0,
2840 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2843 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2845 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2846 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2847 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2848 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2850 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2851 SinceEpoch::advance(Duration::from_secs(10));
2852 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2854 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2855 // is closer to the upper bound, meaning a higher penalty.
2856 scorer.payment_path_successful(&payment_path_for_amount(64));
2857 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2859 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2860 // is closer to the lower bound, meaning a lower penalty.
2861 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2862 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2864 // Further decaying affects the lower bound more than the upper bound (128, 928).
2865 SinceEpoch::advance(Duration::from_secs(10));
2866 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2870 fn restores_persisted_liquidity_bounds() {
2871 let logger = TestLogger::new();
2872 let network_graph = network_graph(&logger);
2873 let params = ProbabilisticScoringFeeParameters {
2874 liquidity_penalty_multiplier_msat: 1_000,
2875 considered_impossible_penalty_msat: u64::max_value(),
2876 ..ProbabilisticScoringFeeParameters::zero_penalty()
2878 let decay_params = ProbabilisticScoringDecayParameters {
2879 liquidity_offset_half_life: Duration::from_secs(10),
2880 ..ProbabilisticScoringDecayParameters::default()
2882 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2883 let source = source_node_id();
2884 let target = target_node_id();
2885 let usage = ChannelUsage {
2887 inflight_htlc_msat: 0,
2888 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2891 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2892 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2894 SinceEpoch::advance(Duration::from_secs(10));
2895 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2897 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2898 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2900 let mut serialized_scorer = Vec::new();
2901 scorer.write(&mut serialized_scorer).unwrap();
2903 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2904 let deserialized_scorer =
2905 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2906 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2910 fn decays_persisted_liquidity_bounds() {
2911 let logger = TestLogger::new();
2912 let network_graph = network_graph(&logger);
2913 let params = ProbabilisticScoringFeeParameters {
2914 liquidity_penalty_multiplier_msat: 1_000,
2915 considered_impossible_penalty_msat: u64::max_value(),
2916 ..ProbabilisticScoringFeeParameters::zero_penalty()
2918 let decay_params = ProbabilisticScoringDecayParameters {
2919 liquidity_offset_half_life: Duration::from_secs(10),
2920 ..ProbabilisticScoringDecayParameters::zero_penalty()
2922 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2923 let source = source_node_id();
2924 let target = target_node_id();
2925 let usage = ChannelUsage {
2927 inflight_htlc_msat: 0,
2928 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2931 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2932 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2934 let mut serialized_scorer = Vec::new();
2935 scorer.write(&mut serialized_scorer).unwrap();
2937 SinceEpoch::advance(Duration::from_secs(10));
2939 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2940 let deserialized_scorer =
2941 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2942 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2944 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2945 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2947 SinceEpoch::advance(Duration::from_secs(10));
2948 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 370);
2952 fn scores_realistic_payments() {
2953 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2954 // 50k sat reserve).
2955 let logger = TestLogger::new();
2956 let network_graph = network_graph(&logger);
2957 let params = ProbabilisticScoringFeeParameters::default();
2958 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2959 let source = source_node_id();
2960 let target = target_node_id();
2962 let usage = ChannelUsage {
2963 amount_msat: 100_000_000,
2964 inflight_htlc_msat: 0,
2965 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2967 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 6262);
2968 let usage = ChannelUsage {
2969 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2971 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4634);
2972 let usage = ChannelUsage {
2973 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2975 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4186);
2976 let usage = ChannelUsage {
2977 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2979 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3909);
2980 let usage = ChannelUsage {
2981 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2983 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3556);
2984 let usage = ChannelUsage {
2985 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2987 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3533);
2988 let usage = ChannelUsage {
2989 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2991 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3172);
2992 let usage = ChannelUsage {
2993 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2995 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3211);
2996 let usage = ChannelUsage {
2997 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2999 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3243);
3000 let usage = ChannelUsage {
3001 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3003 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3297);
3004 let usage = ChannelUsage {
3005 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3007 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 3250);
3011 fn adds_base_penalty_to_liquidity_penalty() {
3012 let logger = TestLogger::new();
3013 let network_graph = network_graph(&logger);
3014 let source = source_node_id();
3015 let target = target_node_id();
3016 let usage = ChannelUsage {
3018 inflight_htlc_msat: 0,
3019 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3022 let params = ProbabilisticScoringFeeParameters {
3023 liquidity_penalty_multiplier_msat: 1_000,
3024 ..ProbabilisticScoringFeeParameters::zero_penalty()
3026 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3027 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
3029 let params = ProbabilisticScoringFeeParameters {
3030 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3031 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3033 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3034 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
3036 let params = ProbabilisticScoringFeeParameters {
3037 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3038 base_penalty_amount_multiplier_msat: (1 << 30),
3039 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3042 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3043 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
3047 fn adds_amount_penalty_to_liquidity_penalty() {
3048 let logger = TestLogger::new();
3049 let network_graph = network_graph(&logger);
3050 let source = source_node_id();
3051 let target = target_node_id();
3052 let usage = ChannelUsage {
3053 amount_msat: 512_000,
3054 inflight_htlc_msat: 0,
3055 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3058 let params = ProbabilisticScoringFeeParameters {
3059 liquidity_penalty_multiplier_msat: 1_000,
3060 liquidity_penalty_amount_multiplier_msat: 0,
3061 ..ProbabilisticScoringFeeParameters::zero_penalty()
3063 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3064 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3066 let params = ProbabilisticScoringFeeParameters {
3067 liquidity_penalty_multiplier_msat: 1_000,
3068 liquidity_penalty_amount_multiplier_msat: 256,
3069 ..ProbabilisticScoringFeeParameters::zero_penalty()
3071 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3072 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
3076 fn calculates_log10_without_overflowing_u64_max_value() {
3077 let logger = TestLogger::new();
3078 let network_graph = network_graph(&logger);
3079 let source = source_node_id();
3080 let target = target_node_id();
3081 let usage = ChannelUsage {
3082 amount_msat: u64::max_value(),
3083 inflight_htlc_msat: 0,
3084 effective_capacity: EffectiveCapacity::Infinite,
3087 let params = ProbabilisticScoringFeeParameters {
3088 liquidity_penalty_multiplier_msat: 40_000,
3089 ..ProbabilisticScoringFeeParameters::zero_penalty()
3091 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3092 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3093 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
3097 fn accounts_for_inflight_htlc_usage() {
3098 let logger = TestLogger::new();
3099 let network_graph = network_graph(&logger);
3100 let params = ProbabilisticScoringFeeParameters {
3101 considered_impossible_penalty_msat: u64::max_value(),
3102 ..ProbabilisticScoringFeeParameters::zero_penalty()
3104 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3105 let source = source_node_id();
3106 let target = target_node_id();
3108 let usage = ChannelUsage {
3110 inflight_htlc_msat: 0,
3111 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3113 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3115 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3116 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3120 fn removes_uncertainity_when_exact_liquidity_known() {
3121 let logger = TestLogger::new();
3122 let network_graph = network_graph(&logger);
3123 let params = ProbabilisticScoringFeeParameters::default();
3124 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3125 let source = source_node_id();
3126 let target = target_node_id();
3128 let base_penalty_msat = params.base_penalty_msat;
3129 let usage = ChannelUsage {
3131 inflight_htlc_msat: 0,
3132 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3136 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3137 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3139 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3140 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3144 fn remembers_historical_failures() {
3145 let logger = TestLogger::new();
3146 let network_graph = network_graph(&logger);
3147 let params = ProbabilisticScoringFeeParameters {
3148 historical_liquidity_penalty_multiplier_msat: 1024,
3149 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3150 ..ProbabilisticScoringFeeParameters::zero_penalty()
3152 let decay_params = ProbabilisticScoringDecayParameters {
3153 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3154 historical_no_updates_half_life: Duration::from_secs(10),
3156 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3157 let source = source_node_id();
3158 let target = target_node_id();
3160 let usage = ChannelUsage {
3162 inflight_htlc_msat: 0,
3163 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3165 let usage_1 = ChannelUsage {
3167 inflight_htlc_msat: 0,
3168 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3171 // With no historical data the normal liquidity penalty calculation is used.
3172 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
3173 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3175 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3178 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3179 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3180 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 249);
3181 // The "it failed" increment is 32, where the probability should lie several buckets into
3182 // the first octile.
3183 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3184 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3185 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3186 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3188 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3191 // Even after we tell the scorer we definitely have enough available liquidity, it will
3192 // still remember that there was some failure in the past, and assign a non-0 penalty.
3193 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3194 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 105);
3195 // The first points should be decayed just slightly and the last bucket has a new point.
3196 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3197 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3198 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3200 // The exact success probability is a bit complicated and involves integer rounding, so we
3201 // simply check bounds here.
3202 let five_hundred_prob =
3203 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3204 assert!(five_hundred_prob > 0.59);
3205 assert!(five_hundred_prob < 0.60);
3207 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3208 assert!(one_prob < 0.85);
3209 assert!(one_prob > 0.84);
3211 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3212 // gone), and check that we're back to where we started.
3213 SinceEpoch::advance(Duration::from_secs(10 * 16));
3214 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
3215 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3216 // data entirely instead.
3217 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3219 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3221 let mut usage = ChannelUsage {
3223 inflight_htlc_msat: 1024,
3224 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3226 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3227 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2050);
3228 usage.inflight_htlc_msat = 0;
3229 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3231 let usage = ChannelUsage {
3233 inflight_htlc_msat: 0,
3234 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3236 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3238 // Advance to decay all liquidity offsets to zero.
3239 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3241 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3242 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3244 path_hop(target_pubkey(), 43, 2),
3245 path_hop(source_pubkey(), 42, 1),
3246 path_hop(sender_pubkey(), 41, 0),
3248 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3252 fn adds_anti_probing_penalty() {
3253 let logger = TestLogger::new();
3254 let network_graph = network_graph(&logger);
3255 let source = source_node_id();
3256 let target = target_node_id();
3257 let params = ProbabilisticScoringFeeParameters {
3258 anti_probing_penalty_msat: 500,
3259 ..ProbabilisticScoringFeeParameters::zero_penalty()
3261 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3263 // Check we receive no penalty for a low htlc_maximum_msat.
3264 let usage = ChannelUsage {
3265 amount_msat: 512_000,
3266 inflight_htlc_msat: 0,
3267 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3269 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3271 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3272 let usage = ChannelUsage {
3273 amount_msat: 512_000,
3274 inflight_htlc_msat: 0,
3275 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3277 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3279 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3280 let usage = ChannelUsage {
3281 amount_msat: 512_000,
3282 inflight_htlc_msat: 0,
3283 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3285 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3287 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3288 let usage = ChannelUsage {
3289 amount_msat: 512_000,
3290 inflight_htlc_msat: 0,
3291 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3293 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3297 fn scores_with_blinded_path() {
3298 // Make sure we'll account for a blinded path's final_value_msat in scoring
3299 let logger = TestLogger::new();
3300 let network_graph = network_graph(&logger);
3301 let params = ProbabilisticScoringFeeParameters {
3302 liquidity_penalty_multiplier_msat: 1_000,
3303 ..ProbabilisticScoringFeeParameters::zero_penalty()
3305 let decay_params = ProbabilisticScoringDecayParameters::default();
3306 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3307 let source = source_node_id();
3308 let target = target_node_id();
3309 let usage = ChannelUsage {
3311 inflight_htlc_msat: 0,
3312 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3314 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3316 let mut path = payment_path_for_amount(768);
3317 let recipient_hop = path.hops.pop().unwrap();
3318 let blinded_path = BlindedPath {
3319 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3320 blinding_point: test_utils::pubkey(42),
3322 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3325 path.blinded_tail = Some(BlindedTail {
3326 hops: blinded_path.blinded_hops,
3327 blinding_point: blinded_path.blinding_point,
3328 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3329 final_value_msat: recipient_hop.fee_msat,
3332 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3333 // final value is taken into account.
3334 assert!(scorer.channel_liquidities.get(&42).is_none());
3336 scorer.payment_path_failed(&path, 42);
3337 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3338 scorer.payment_path_failed(&path, 43);
3340 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3341 .as_directed(&source, &target, 1_000, decay_params);
3342 assert_eq!(liquidity.min_liquidity_msat(), 256);
3343 assert_eq!(liquidity.max_liquidity_msat(), 768);
3347 fn realistic_historical_failures() {
3348 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3349 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3351 let logger = TestLogger::new();
3352 let mut network_graph = network_graph(&logger);
3353 let params = ProbabilisticScoringFeeParameters {
3354 historical_liquidity_penalty_multiplier_msat: 1024,
3355 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3356 ..ProbabilisticScoringFeeParameters::zero_penalty()
3358 let decay_params = ProbabilisticScoringDecayParameters {
3359 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3360 historical_no_updates_half_life: Duration::from_secs(10),
3361 ..ProbabilisticScoringDecayParameters::default()
3364 let capacity_msat = 100_000_000_000;
3365 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3366 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3368 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3369 let source = source_node_id();
3370 let target = target_node_id();
3372 let mut amount_msat = 10_000_000;
3373 let usage = ChannelUsage {
3375 inflight_htlc_msat: 0,
3376 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3378 // With no historical data the normal liquidity penalty calculation is used, which results
3379 // in a success probability of ~75%.
3380 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1269);
3381 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3383 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3386 // Fail to pay once, and then check the buckets and penalty.
3387 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3388 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3389 // same bucket which is the only maximum datapoint.
3390 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3391 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3392 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3393 // 6k sats and 12k sats).
3394 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3395 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3396 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3397 // The success probability estimate itself should be zero.
3398 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3401 // Now test again with the amount in the bottom bucket.
3403 // The new amount is entirely within the only minimum bucket with score, so the probability
3404 // we assign is 1/2.
3405 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3408 // ...but once we see a failure, we consider the payment to be substantially less likely,
3409 // even though not a probability of zero as we still look at the second max bucket which
3411 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3412 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3413 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3414 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3415 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),