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, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
65 use crate::prelude::*;
67 use core::cell::{RefCell, RefMut, Ref};
68 use core::convert::TryInto;
69 use core::ops::{Deref, DerefMut};
70 use core::time::Duration;
71 use crate::io::{self, Read};
72 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
74 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
75 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
76 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
77 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
79 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
80 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
81 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
82 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
83 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
84 /// do here by defining `Score` differently for `cfg(c_bindings)`.
85 macro_rules! define_score { ($($supertrait: path)*) => {
86 /// An interface used to score payment channels for path finding.
88 /// `ScoreLookUp` is used to determine the penalty for a given channel.
90 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
91 pub trait ScoreLookUp {
92 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
93 /// on a per-routefinding-call basis through to the scorer methods,
94 /// which are used to determine the parameters for the suitability of channels for use.
96 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
97 /// given channel in the direction from `source` to `target`.
99 /// The channel's capacity (less any other MPP parts that are also being considered for use in
100 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
101 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
102 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
103 /// Thus, implementations should be overflow-safe.
104 fn channel_penalty_msat(
105 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
109 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
110 pub trait ScoreUpdate {
111 /// Handles updating channel penalties after failing to route through a channel.
112 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
114 /// Handles updating channel penalties after successfully routing along a path.
115 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
117 /// Handles updating channel penalties after a probe over the given path failed.
118 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
120 /// Handles updating channel penalties after a probe over the given path succeeded.
121 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
123 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
124 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
125 /// of this object should call this method regularly (generally via the
126 /// `lightning-background-processor` crate).
127 fn time_passed(&mut self, duration_since_epoch: Duration);
130 /// A trait which can both lookup and update routing channel penalty scores.
132 /// This is used in places where both bounds are required and implemented for all types which
133 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
135 /// Bindings users may need to manually implement this for their custom scoring implementations.
136 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
138 #[cfg(not(c_bindings))]
139 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
141 #[cfg(not(c_bindings))]
142 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
143 type ScoreParams = S::ScoreParams;
144 fn channel_penalty_msat(
145 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
147 self.deref().channel_penalty_msat(candidate, usage, score_params)
151 #[cfg(not(c_bindings))]
152 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
153 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
154 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
157 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
158 self.deref_mut().payment_path_successful(path, duration_since_epoch)
161 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
162 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
165 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
166 self.deref_mut().probe_successful(path, duration_since_epoch)
169 fn time_passed(&mut self, duration_since_epoch: Duration) {
170 self.deref_mut().time_passed(duration_since_epoch)
176 define_score!(Writeable);
178 #[cfg(not(c_bindings))]
181 /// A scorer that is accessed under a lock.
183 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
184 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
185 /// implementations. Internal locking would be detrimental to route finding performance and could
186 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
188 /// [`find_route`]: crate::routing::router::find_route
189 pub trait LockableScore<'a> {
190 /// The [`ScoreUpdate`] type.
191 type ScoreUpdate: 'a + ScoreUpdate;
192 /// The [`ScoreLookUp`] type.
193 type ScoreLookUp: 'a + ScoreLookUp;
195 /// The write locked [`ScoreUpdate`] type.
196 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
198 /// The read locked [`ScoreLookUp`] type.
199 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
201 /// Returns read locked scorer.
202 fn read_lock(&'a self) -> Self::ReadLocked;
204 /// Returns write locked scorer.
205 fn write_lock(&'a self) -> Self::WriteLocked;
208 /// Refers to a scorer that is accessible under lock and also writeable to disk
210 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
211 /// use the Persister to persist it.
212 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
214 #[cfg(not(c_bindings))]
215 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
216 #[cfg(not(c_bindings))]
217 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
218 type ScoreUpdate = T;
219 type ScoreLookUp = T;
221 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
222 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
224 fn read_lock(&'a self) -> Self::ReadLocked {
225 Mutex::lock(self).unwrap()
228 fn write_lock(&'a self) -> Self::WriteLocked {
229 Mutex::lock(self).unwrap()
233 #[cfg(not(c_bindings))]
234 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
235 type ScoreUpdate = T;
236 type ScoreLookUp = T;
238 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
239 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
241 fn write_lock(&'a self) -> Self::WriteLocked {
245 fn read_lock(&'a self) -> Self::ReadLocked {
250 #[cfg(not(c_bindings))]
251 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
252 type ScoreUpdate = T;
253 type ScoreLookUp = T;
255 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
256 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
258 fn read_lock(&'a self) -> Self::ReadLocked {
259 RwLock::read(self).unwrap()
262 fn write_lock(&'a self) -> Self::WriteLocked {
263 RwLock::write(self).unwrap()
268 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
269 pub struct MultiThreadedLockableScore<T: Score> {
274 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
275 type ScoreUpdate = T;
276 type ScoreLookUp = T;
277 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
278 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
280 fn read_lock(&'a self) -> Self::ReadLocked {
281 MultiThreadedScoreLockRead(self.score.read().unwrap())
284 fn write_lock(&'a self) -> Self::WriteLocked {
285 MultiThreadedScoreLockWrite(self.score.write().unwrap())
290 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
291 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
292 self.score.read().unwrap().write(writer)
297 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
300 impl<T: Score> MultiThreadedLockableScore<T> {
301 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
302 pub fn new(score: T) -> Self {
303 MultiThreadedLockableScore { score: RwLock::new(score) }
308 /// A locked `MultiThreadedLockableScore`.
309 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
312 /// A locked `MultiThreadedLockableScore`.
313 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
316 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
319 fn deref(&self) -> &Self::Target {
325 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
326 type ScoreParams = T::ScoreParams;
327 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
329 self.0.channel_penalty_msat(candidate, usage, score_params)
334 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
335 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
341 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
344 fn deref(&self) -> &Self::Target {
350 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
351 fn deref_mut(&mut self) -> &mut Self::Target {
357 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
358 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
359 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
362 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
363 self.0.payment_path_successful(path, duration_since_epoch)
366 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
367 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
370 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
371 self.0.probe_successful(path, duration_since_epoch)
374 fn time_passed(&mut self, duration_since_epoch: Duration) {
375 self.0.time_passed(duration_since_epoch)
380 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
381 #[derive(Clone, Copy, Debug, PartialEq)]
382 pub struct ChannelUsage {
383 /// The amount to send through the channel, denominated in millisatoshis.
384 pub amount_msat: u64,
386 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
387 /// as part of a multi-path payment.
388 pub inflight_htlc_msat: u64,
390 /// The effective capacity of the channel.
391 pub effective_capacity: EffectiveCapacity,
395 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
396 pub struct FixedPenaltyScorer {
400 impl FixedPenaltyScorer {
401 /// Creates a new scorer using `penalty_msat`.
402 pub fn with_penalty(penalty_msat: u64) -> Self {
403 Self { penalty_msat }
407 impl ScoreLookUp for FixedPenaltyScorer {
408 type ScoreParams = ();
409 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
414 impl ScoreUpdate for FixedPenaltyScorer {
415 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
417 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
419 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
421 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
423 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
426 impl Writeable for FixedPenaltyScorer {
428 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
429 write_tlv_fields!(w, {});
434 impl ReadableArgs<u64> for FixedPenaltyScorer {
436 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
437 read_tlv_fields!(r, {});
438 Ok(Self { penalty_msat })
442 /// [`ScoreLookUp`] implementation using channel success probability distributions.
444 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
445 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
446 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
447 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
449 /// These bounds are then used to determine a success probability using the formula from
450 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
451 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
453 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
454 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
455 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
456 /// terms of the entire path's success probability. This allows the router to directly compare
457 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
459 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
461 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
462 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
463 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
464 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
467 /// [1]: https://arxiv.org/abs/2107.05322
468 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
469 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
470 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
471 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
472 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
473 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
474 where L::Target: Logger {
475 decay_params: ProbabilisticScoringDecayParameters,
478 channel_liquidities: HashMap<u64, ChannelLiquidity>,
481 /// Parameters for configuring [`ProbabilisticScorer`].
483 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
484 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
486 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
489 pub struct ProbabilisticScoringFeeParameters {
490 /// A fixed penalty in msats to apply to each channel.
492 /// Default value: 500 msat
493 pub base_penalty_msat: u64,
495 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
496 /// applied to each channel, in excess of the [`base_penalty_msat`].
498 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
499 /// fees plus penalty) for large payments. The penalty is computed as the product of this
500 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
501 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
503 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
505 /// Default value: 8,192 msat
507 /// [`base_penalty_msat`]: Self::base_penalty_msat
508 pub base_penalty_amount_multiplier_msat: u64,
510 /// A multiplier used in conjunction with the negative `log10` of the channel's success
511 /// probability for a payment, as determined by our latest estimates of the channel's
512 /// liquidity, to determine the liquidity penalty.
514 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
515 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
516 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
517 /// lower bounding the success probability to `0.01`) when the amount falls within the
518 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
519 /// result in a `u64::max_value` penalty, however.
521 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
523 /// Default value: 30,000 msat
525 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
526 pub liquidity_penalty_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the total amount flowing over a channel and the
529 /// negative `log10` of the channel's success probability for the payment, as determined by our
530 /// latest estimates of the channel's liquidity, to determine the amount penalty.
532 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
533 /// fees plus penalty) for large payments. The penalty is computed as the product of this
534 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
535 /// `log10` of the success probability.
537 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
539 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
540 /// the amount will result in a penalty of the multiplier. And, as the success probability
541 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
542 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
545 /// Default value: 192 msat
546 pub liquidity_penalty_amount_multiplier_msat: u64,
548 /// A multiplier used in conjunction with the negative `log10` of the channel's success
549 /// probability for the payment, as determined based on the history of our estimates of the
550 /// channel's available liquidity, to determine a penalty.
552 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
553 /// only our latest estimate for the current liquidity available in the channel, it estimates
554 /// success probability based on the estimated liquidity available in the channel through
555 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
556 /// track which of several buckets those bounds fall into, exponentially decaying the
557 /// probability of each bucket as new samples are added.
559 /// Default value: 10,000 msat
561 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
562 pub historical_liquidity_penalty_multiplier_msat: u64,
564 /// A multiplier used in conjunction with the total amount flowing over a channel and the
565 /// negative `log10` of the channel's success probability for the payment, as determined based
566 /// on the history of our estimates of the channel's available liquidity, to determine a
569 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
570 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
571 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
574 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
575 /// of using only our latest estimate for the current liquidity available in the channel, it
576 /// estimates success probability based on the estimated liquidity available in the channel
577 /// through history. Specifically, every time we update our liquidity bounds on a given
578 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
579 /// the probability of each bucket as new samples are added.
581 /// Default value: 64 msat
583 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
584 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
586 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
587 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
588 /// considered during path finding.
590 /// This is not exported to bindings users
591 pub manual_node_penalties: HashMap<NodeId, u64>,
593 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
594 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
595 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
596 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
597 /// to restrict `htlc_maximum_msat` and improve privacy.
599 /// Default value: 250 msat
600 pub anti_probing_penalty_msat: u64,
602 /// This penalty is applied when the total amount flowing over a channel exceeds our current
603 /// estimate of the channel's available liquidity. The total amount is the amount of the
604 /// current HTLC plus any HTLCs which we've sent over the same channel.
606 /// Note that in this case all other penalties, including the
607 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
608 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
609 /// applicable, are still included in the overall penalty.
611 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
612 /// `u64::max_value()` will guarantee that.
614 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
616 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
617 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
618 /// [`base_penalty_msat`]: Self::base_penalty_msat
619 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
620 pub considered_impossible_penalty_msat: u64,
622 /// In order to calculate most of the scores above, we must first convert a lower and upper
623 /// bound on the available liquidity in a channel into the probability that we think a payment
624 /// will succeed. That probability is derived from a Probability Density Function for where we
625 /// think the liquidity in a channel likely lies, given such bounds.
627 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
628 /// liquidity in a channel is just as likely to be at any point between our lower and upper
631 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
632 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
633 /// matches experimental results - most routing nodes do not aggressively rebalance their
634 /// channels and flows in the network are often unbalanced, leaving liquidity usually
637 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
638 /// of floating-point multiplications in the hottest routing code, which may lead to routing
639 /// performance degradation on some machines.
641 /// Default value: false
642 pub linear_success_probability: bool,
645 impl Default for ProbabilisticScoringFeeParameters {
646 fn default() -> Self {
648 base_penalty_msat: 500,
649 base_penalty_amount_multiplier_msat: 8192,
650 liquidity_penalty_multiplier_msat: 30_000,
651 liquidity_penalty_amount_multiplier_msat: 192,
652 manual_node_penalties: HashMap::new(),
653 anti_probing_penalty_msat: 250,
654 considered_impossible_penalty_msat: 1_0000_0000_000,
655 historical_liquidity_penalty_multiplier_msat: 10_000,
656 historical_liquidity_penalty_amount_multiplier_msat: 64,
657 linear_success_probability: false,
662 impl ProbabilisticScoringFeeParameters {
663 /// Marks the node with the given `node_id` as banned,
664 /// i.e it will be avoided during path finding.
665 pub fn add_banned(&mut self, node_id: &NodeId) {
666 self.manual_node_penalties.insert(*node_id, u64::max_value());
669 /// Marks all nodes in the given list as banned, i.e.,
670 /// they will be avoided during path finding.
671 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
673 self.manual_node_penalties.insert(id, u64::max_value());
677 /// Removes the node with the given `node_id` from the list of nodes to avoid.
678 pub fn remove_banned(&mut self, node_id: &NodeId) {
679 self.manual_node_penalties.remove(node_id);
682 /// Sets a manual penalty for the given node.
683 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
684 self.manual_node_penalties.insert(*node_id, penalty);
687 /// Removes the node with the given `node_id` from the list of manual penalties.
688 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
689 self.manual_node_penalties.remove(node_id);
692 /// Clears the list of manual penalties that are applied during path finding.
693 pub fn clear_manual_penalties(&mut self) {
694 self.manual_node_penalties = HashMap::new();
699 impl ProbabilisticScoringFeeParameters {
700 fn zero_penalty() -> Self {
702 base_penalty_msat: 0,
703 base_penalty_amount_multiplier_msat: 0,
704 liquidity_penalty_multiplier_msat: 0,
705 liquidity_penalty_amount_multiplier_msat: 0,
706 historical_liquidity_penalty_multiplier_msat: 0,
707 historical_liquidity_penalty_amount_multiplier_msat: 0,
708 manual_node_penalties: HashMap::new(),
709 anti_probing_penalty_msat: 0,
710 considered_impossible_penalty_msat: 0,
711 linear_success_probability: true,
716 /// Parameters for configuring [`ProbabilisticScorer`].
718 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
719 /// these decay parameters affect the score of the channel penalty and are not changed on a
720 /// per-route penalty cost call.
721 #[derive(Copy, Clone)]
722 pub struct ProbabilisticScoringDecayParameters {
723 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
724 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
725 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
727 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
729 /// Note that after 16 or more half lives all historical data will be completely gone.
731 /// Default value: 14 days
733 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
734 pub historical_no_updates_half_life: Duration,
736 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
737 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
738 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
741 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
742 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
743 /// struct documentation for more info on the way the liquidity bounds are used.
745 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
746 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
747 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
749 /// Default value: 6 hours
753 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
754 /// liquidity knowledge will never decay except when the bounds cross.
755 pub liquidity_offset_half_life: Duration,
758 impl Default for ProbabilisticScoringDecayParameters {
759 fn default() -> Self {
761 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
762 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
768 impl ProbabilisticScoringDecayParameters {
769 fn zero_penalty() -> Self {
771 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
772 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
777 /// Accounting for channel liquidity balance uncertainty.
779 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
780 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
781 /// offset fields gives the opposite direction.
782 struct ChannelLiquidity {
783 /// Lower channel liquidity bound in terms of an offset from zero.
784 min_liquidity_offset_msat: u64,
786 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
787 max_liquidity_offset_msat: u64,
789 min_liquidity_offset_history: HistoricalBucketRangeTracker,
790 max_liquidity_offset_history: HistoricalBucketRangeTracker,
792 /// Time when either liquidity bound was last modified as an offset since the unix epoch.
793 last_updated: Duration,
795 /// Time when the historical liquidity bounds were last modified as an offset against the unix
797 offset_history_last_updated: Duration,
800 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
801 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
802 min_liquidity_offset_msat: L,
803 max_liquidity_offset_msat: L,
804 liquidity_history: HistoricalMinMaxBuckets<BRT>,
807 offset_history_last_updated: T,
810 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
811 /// Creates a new scorer using the given scoring parameters for sending payments from a node
812 /// through a network graph.
813 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
818 channel_liquidities: HashMap::new(),
823 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
824 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
828 /// Dump the contents of this scorer into the configured logger.
830 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
831 /// which may be a substantial amount of log output.
832 pub fn debug_log_liquidity_stats(&self) {
833 let graph = self.network_graph.read_only();
834 for (scid, liq) in self.channel_liquidities.iter() {
835 if let Some(chan_debug) = graph.channels().get(scid) {
836 let log_direction = |source, target| {
837 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
838 let amt = directed_info.effective_capacity().as_msat();
839 let dir_liq = liq.as_directed(source, target, amt);
841 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
842 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
844 log_debug!(self.logger, core::concat!(
845 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
846 "\tHistorical min liquidity bucket relative probabilities:\n",
847 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
848 "\tHistorical max liquidity bucket relative probabilities:\n",
849 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
850 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
851 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
852 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
853 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
854 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
855 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
856 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
857 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
858 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
859 // Note that the liquidity buckets are an offset from the edge, so we
860 // inverse the max order to get the probabilities from zero.
861 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
862 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
863 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
864 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
865 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
866 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
867 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
868 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
870 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
874 log_direction(&chan_debug.node_one, &chan_debug.node_two);
875 log_direction(&chan_debug.node_two, &chan_debug.node_one);
877 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
882 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
883 /// channel with `scid` towards the given `target` node.
884 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
885 let graph = self.network_graph.read_only();
887 if let Some(chan) = graph.channels().get(&scid) {
888 if let Some(liq) = self.channel_liquidities.get(&scid) {
889 if let Some((directed_info, source)) = chan.as_directed_to(target) {
890 let amt = directed_info.effective_capacity().as_msat();
891 let dir_liq = liq.as_directed(source, target, amt);
892 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
899 /// Query the historical estimated minimum and maximum liquidity available for sending a
900 /// payment over the channel with `scid` towards the given `target` node.
902 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
903 /// the second set describes the upper-bound liquidity history. Each bucket describes the
904 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
905 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
906 /// more recent data points are weighted more heavily than older datapoints.
908 /// Note that the range of each bucket varies by its location to provide more granular results
909 /// at the edges of a channel's capacity, where it is more likely to sit.
911 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
912 /// is calculated by dividing that bucket's value with the total value of all buckets.
914 /// For example, using a lower bucket count for illustrative purposes, a value of
915 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
916 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
917 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
918 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
920 /// Because the datapoints are decayed slowly over time, values will eventually return to
921 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
923 /// In order to fetch a single success probability from the buckets provided here, as used in
924 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
925 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
926 -> Option<([u16; 32], [u16; 32])> {
927 let graph = self.network_graph.read_only();
929 if let Some(chan) = graph.channels().get(&scid) {
930 if let Some(liq) = self.channel_liquidities.get(&scid) {
931 if let Some((directed_info, source)) = chan.as_directed_to(target) {
932 let amt = directed_info.effective_capacity().as_msat();
933 let dir_liq = liq.as_directed(source, target, amt);
935 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
936 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
938 // Note that the liquidity buckets are an offset from the edge, so we inverse
939 // the max order to get the probabilities from zero.
940 max_buckets.reverse();
941 return Some((min_buckets, max_buckets));
948 /// Query the probability of payment success sending the given `amount_msat` over the channel
949 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
952 /// These are the same bounds as returned by
953 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
954 /// [`Self::estimated_channel_liquidity_range`]).
955 pub fn historical_estimated_payment_success_probability(
956 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
958 let graph = self.network_graph.read_only();
960 if let Some(chan) = graph.channels().get(&scid) {
961 if let Some(liq) = self.channel_liquidities.get(&scid) {
962 if let Some((directed_info, source)) = chan.as_directed_to(target) {
963 let capacity_msat = directed_info.effective_capacity().as_msat();
964 let dir_liq = liq.as_directed(source, target, capacity_msat);
966 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
967 ¶ms, amount_msat, capacity_msat
968 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
976 impl ChannelLiquidity {
977 fn new(last_updated: Duration) -> Self {
979 min_liquidity_offset_msat: 0,
980 max_liquidity_offset_msat: 0,
981 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
982 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
984 offset_history_last_updated: last_updated,
988 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
991 &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
992 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
993 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
995 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
996 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
998 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
999 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1002 DirectedChannelLiquidity {
1003 min_liquidity_offset_msat,
1004 max_liquidity_offset_msat,
1005 liquidity_history: HistoricalMinMaxBuckets {
1006 min_liquidity_offset_history,
1007 max_liquidity_offset_history,
1010 last_updated: &self.last_updated,
1011 offset_history_last_updated: &self.offset_history_last_updated,
1015 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1016 /// `capacity_msat`.
1018 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1019 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1020 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1021 if source < target {
1022 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1023 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1025 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1026 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1029 DirectedChannelLiquidity {
1030 min_liquidity_offset_msat,
1031 max_liquidity_offset_msat,
1032 liquidity_history: HistoricalMinMaxBuckets {
1033 min_liquidity_offset_history,
1034 max_liquidity_offset_history,
1037 last_updated: &mut self.last_updated,
1038 offset_history_last_updated: &mut self.offset_history_last_updated,
1043 &self, offset: u64, duration_since_epoch: Duration,
1044 decay_params: ProbabilisticScoringDecayParameters,
1046 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1047 if half_life != 0.0 {
1048 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1049 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1056 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1058 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1060 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1061 /// ratio, as X in 1/X.
1062 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1064 /// The divisor used when computing the amount penalty.
1065 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1066 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1068 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1070 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1071 (a * a * a, b * b * b, c * c * c)
1074 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1075 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1077 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1079 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1080 /// (recently) seen an HTLC successfully complete over this channel.
1082 fn success_probability(
1083 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1084 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1086 debug_assert!(min_liquidity_msat <= amount_msat);
1087 debug_assert!(amount_msat < max_liquidity_msat);
1088 debug_assert!(max_liquidity_msat <= capacity_msat);
1090 let (numerator, mut denominator) =
1091 if params.linear_success_probability {
1092 (max_liquidity_msat - amount_msat,
1093 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1095 let capacity = capacity_msat as f64;
1096 let min = (min_liquidity_msat as f64) / capacity;
1097 let max = (max_liquidity_msat as f64) / capacity;
1098 let amount = (amount_msat as f64) / capacity;
1100 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1101 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1102 // liquidity bounds is thus the integral under the curve from the amount to maximum
1103 // estimated liquidity, divided by the same integral from the minimum to the maximum
1104 // estimated liquidity bounds.
1106 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1107 // calculate the cumulative density function between the min/max bounds trivially. Note
1108 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1109 // division of num / den.
1110 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1111 let num = max_pow - amt_pow;
1112 let den = max_pow - min_pow;
1114 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1115 // quite a large factor to get something useful (ideally in the 2^30 range).
1116 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1117 let numerator = (num * BILLIONISH) as u64 + 1;
1118 let denominator = (den * BILLIONISH) as u64 + 1;
1119 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1120 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1121 (numerator, denominator)
1124 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1125 denominator < u64::max_value() / 21
1127 // If we have no knowledge of the channel, scale probability down by ~75%
1128 // Note that we prefer to increase the denominator rather than decrease the numerator as
1129 // the denominator is more likely to be larger and thus provide greater precision. This is
1130 // mostly an overoptimization but makes a large difference in tests.
1131 denominator = denominator * 21 / 16
1134 (numerator, denominator)
1137 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1138 DirectedChannelLiquidity< L, BRT, T> {
1139 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1141 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1142 let available_capacity = self.capacity_msat;
1143 let max_liquidity_msat = self.max_liquidity_msat();
1144 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1146 let mut res = if amount_msat <= min_liquidity_msat {
1148 } else if amount_msat >= max_liquidity_msat {
1149 // Equivalent to hitting the else clause below with the amount equal to the effective
1150 // capacity and without any certainty on the liquidity upper bound, plus the
1151 // impossibility penalty.
1152 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1153 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1154 score_params.liquidity_penalty_multiplier_msat,
1155 score_params.liquidity_penalty_amount_multiplier_msat)
1156 .saturating_add(score_params.considered_impossible_penalty_msat)
1158 let (numerator, denominator) = success_probability(amount_msat,
1159 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1160 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1161 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1162 // don't bother trying to use the log approximation as it gets too noisy to be
1163 // particularly helpful, instead just round down to 0.
1166 let negative_log10_times_2048 =
1167 approx::negative_log10_times_2048(numerator, denominator);
1168 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1169 score_params.liquidity_penalty_multiplier_msat,
1170 score_params.liquidity_penalty_amount_multiplier_msat)
1174 if amount_msat >= available_capacity {
1175 // We're trying to send more than the capacity, use a max penalty.
1176 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1177 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1178 score_params.historical_liquidity_penalty_multiplier_msat,
1179 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1183 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1184 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1185 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1186 .calculate_success_probability_times_billion(
1187 score_params, amount_msat, self.capacity_msat)
1189 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1190 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1191 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1192 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1194 // If we don't have any valid points (or, once decayed, we have less than a full
1195 // point), redo the non-historical calculation with no liquidity bounds tracked and
1196 // the historical penalty multipliers.
1197 let (numerator, denominator) = success_probability(amount_msat, 0,
1198 available_capacity, available_capacity, score_params, true);
1199 let negative_log10_times_2048 =
1200 approx::negative_log10_times_2048(numerator, denominator);
1201 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1202 score_params.historical_liquidity_penalty_multiplier_msat,
1203 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1210 /// Computes the liquidity penalty from the penalty multipliers.
1212 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1213 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1215 negative_log10_times_2048 =
1216 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1218 // Upper bound the liquidity penalty to ensure some channel is selected.
1219 let liquidity_penalty_msat = negative_log10_times_2048
1220 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1221 let amount_penalty_msat = negative_log10_times_2048
1222 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1223 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1225 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1228 /// Returns the lower bound of the channel liquidity balance in this direction.
1230 fn min_liquidity_msat(&self) -> u64 {
1231 *self.min_liquidity_offset_msat
1234 /// Returns the upper bound of the channel liquidity balance in this direction.
1236 fn max_liquidity_msat(&self) -> u64 {
1238 .saturating_sub(*self.max_liquidity_offset_msat)
1242 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1243 DirectedChannelLiquidity<L, BRT, T> {
1244 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1245 fn failed_at_channel<Log: Deref>(
1246 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1247 ) where Log::Target: Logger {
1248 let existing_max_msat = self.max_liquidity_msat();
1249 if amount_msat < existing_max_msat {
1250 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1251 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1253 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1254 chan_descr, existing_max_msat, amount_msat);
1256 self.update_history_buckets(0, duration_since_epoch);
1259 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1260 fn failed_downstream<Log: Deref>(
1261 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1262 ) where Log::Target: Logger {
1263 let existing_min_msat = self.min_liquidity_msat();
1264 if amount_msat > existing_min_msat {
1265 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1266 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1268 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1269 chan_descr, existing_min_msat, amount_msat);
1271 self.update_history_buckets(0, duration_since_epoch);
1274 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1275 fn successful<Log: Deref>(&mut self,
1276 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1277 ) where Log::Target: Logger {
1278 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1279 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1280 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1281 self.update_history_buckets(amount_msat, duration_since_epoch);
1284 /// Updates the history buckets for this channel. Because the history buckets track what we now
1285 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1286 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1287 /// represents the amount of the successful payment we just made.
1288 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1289 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1290 *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1292 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1293 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1295 *self.offset_history_last_updated = duration_since_epoch;
1298 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1299 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1300 *self.min_liquidity_offset_msat = amount_msat;
1301 if amount_msat > self.max_liquidity_msat() {
1302 *self.max_liquidity_offset_msat = 0;
1304 *self.last_updated = duration_since_epoch;
1307 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1308 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1309 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1310 if amount_msat < *self.min_liquidity_offset_msat {
1311 *self.min_liquidity_offset_msat = 0;
1313 *self.last_updated = duration_since_epoch;
1317 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1318 type ScoreParams = ProbabilisticScoringFeeParameters;
1319 fn channel_penalty_msat(
1320 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1322 let (scid, target) = match candidate {
1323 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1324 (short_channel_id, info.target())
1328 let source = candidate.source();
1329 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1333 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1334 score_params.base_penalty_amount_multiplier_msat
1335 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1337 let mut anti_probing_penalty_msat = 0;
1338 match usage.effective_capacity {
1339 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1340 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1342 if usage.amount_msat > amount_msat {
1343 return u64::max_value();
1345 return base_penalty_msat;
1348 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1349 if htlc_maximum_msat >= capacity_msat/2 {
1350 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1356 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1357 let capacity_msat = usage.effective_capacity.as_msat();
1358 self.channel_liquidities
1360 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1361 .as_directed(&source, &target, capacity_msat)
1362 .penalty_msat(amount_msat, score_params)
1363 .saturating_add(anti_probing_penalty_msat)
1364 .saturating_add(base_penalty_msat)
1368 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1369 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1370 let amount_msat = path.final_value_msat();
1371 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1372 let network_graph = self.network_graph.read_only();
1373 for (hop_idx, hop) in path.hops.iter().enumerate() {
1374 let target = NodeId::from_pubkey(&hop.pubkey);
1375 let channel_directed_from_source = network_graph.channels()
1376 .get(&hop.short_channel_id)
1377 .and_then(|channel| channel.as_directed_to(&target));
1379 let at_failed_channel = hop.short_channel_id == short_channel_id;
1380 if at_failed_channel && hop_idx == 0 {
1381 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);
1384 // Only score announced channels.
1385 if let Some((channel, source)) = channel_directed_from_source {
1386 let capacity_msat = channel.effective_capacity().as_msat();
1387 if at_failed_channel {
1388 self.channel_liquidities
1389 .entry(hop.short_channel_id)
1390 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1391 .as_directed_mut(source, &target, capacity_msat)
1392 .failed_at_channel(amount_msat, duration_since_epoch,
1393 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1395 self.channel_liquidities
1396 .entry(hop.short_channel_id)
1397 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1398 .as_directed_mut(source, &target, capacity_msat)
1399 .failed_downstream(amount_msat, duration_since_epoch,
1400 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1403 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).",
1404 hop.short_channel_id);
1406 if at_failed_channel { break; }
1410 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1411 let amount_msat = path.final_value_msat();
1412 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1413 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1414 let network_graph = self.network_graph.read_only();
1415 for hop in &path.hops {
1416 let target = NodeId::from_pubkey(&hop.pubkey);
1417 let channel_directed_from_source = network_graph.channels()
1418 .get(&hop.short_channel_id)
1419 .and_then(|channel| channel.as_directed_to(&target));
1421 // Only score announced channels.
1422 if let Some((channel, source)) = channel_directed_from_source {
1423 let capacity_msat = channel.effective_capacity().as_msat();
1424 self.channel_liquidities
1425 .entry(hop.short_channel_id)
1426 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1427 .as_directed_mut(source, &target, capacity_msat)
1428 .successful(amount_msat, duration_since_epoch,
1429 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1431 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).",
1432 hop.short_channel_id);
1437 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1438 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1441 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1442 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1445 fn time_passed(&mut self, duration_since_epoch: Duration) {
1446 let decay_params = self.decay_params;
1447 self.channel_liquidities.retain(|_scid, liquidity| {
1448 liquidity.min_liquidity_offset_msat =
1449 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1450 liquidity.max_liquidity_offset_msat =
1451 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1452 liquidity.last_updated = duration_since_epoch;
1455 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1456 if elapsed_time > decay_params.historical_no_updates_half_life {
1457 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1458 if half_life != 0.0 {
1459 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1460 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1461 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1463 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1464 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1466 liquidity.offset_history_last_updated = duration_since_epoch;
1469 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1470 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1471 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1477 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1478 where L::Target: Logger {}
1480 #[cfg(feature = "std")]
1482 fn powf64(n: f64, exp: f64) -> f64 {
1485 #[cfg(not(feature = "std"))]
1486 fn powf64(n: f64, exp: f64) -> f64 {
1487 libm::powf(n as f32, exp as f32) as f64
1491 const BITS: u32 = 64;
1492 const HIGHEST_BIT: u32 = BITS - 1;
1493 const LOWER_BITS: u32 = 6;
1494 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1495 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1497 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1498 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1499 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1500 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1501 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1502 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1503 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1504 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1505 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1506 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1507 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1508 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1509 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1510 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1511 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1512 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1513 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1514 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1515 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1516 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1517 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1518 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1519 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1520 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1521 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1522 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1523 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1524 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1525 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1526 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1527 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1528 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1529 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1530 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1531 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1532 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1533 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1534 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1535 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1536 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1537 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1538 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1539 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1540 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1541 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1542 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1543 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1544 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1545 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1546 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1547 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1548 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1549 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1550 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1551 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1552 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1553 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1554 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1555 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1556 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1557 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1558 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1559 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1560 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1561 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1562 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1563 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1564 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1565 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1566 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1567 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1568 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1569 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1570 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1571 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1572 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1573 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1574 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1575 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1576 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1577 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1578 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1579 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1580 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1581 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1582 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1583 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1584 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1585 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1586 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1587 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1588 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1589 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1590 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1591 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1592 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1593 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1594 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1595 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1596 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1597 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1598 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1599 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1600 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1601 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1602 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1603 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1604 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1605 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1606 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1607 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1608 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1609 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1610 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1611 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1612 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1613 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1614 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1615 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1616 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1617 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1618 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1619 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1620 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1621 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1622 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1623 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1624 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1625 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1626 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1627 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1628 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1629 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1630 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1631 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1632 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1633 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1634 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1635 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1636 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1637 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1638 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1639 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1640 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1641 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1642 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1643 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1644 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1645 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1646 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1647 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1648 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1649 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1650 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1651 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1652 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1653 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1654 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1655 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1656 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1657 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1658 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1659 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1660 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1661 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1662 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1663 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1664 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1665 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1666 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1667 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1668 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1669 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1670 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1671 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1672 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1673 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1674 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1675 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1676 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1677 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1678 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1679 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1680 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1681 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1682 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1683 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1684 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1685 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1686 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1687 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1688 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1689 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1690 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1691 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1692 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1693 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1694 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1695 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1696 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1697 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1698 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1699 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1700 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1701 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1702 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1703 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1704 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1705 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1706 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1707 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1708 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1709 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1710 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1711 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1712 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1713 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1714 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1715 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1716 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1717 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1718 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1719 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1720 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1721 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1722 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1723 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1724 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1725 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1726 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1727 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1728 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1729 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1730 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1731 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1732 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1733 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1734 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1735 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1736 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1737 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1738 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1739 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1740 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1741 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1742 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1743 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1744 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1745 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1746 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1747 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1748 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1749 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1750 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1751 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1752 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1753 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1754 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1755 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1758 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1760 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1761 // Multiply the -1 through to avoid needing to use signed numbers.
1762 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1766 fn log10_times_2048(x: u64) -> u16 {
1767 debug_assert_ne!(x, 0);
1768 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1769 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1770 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1778 fn prints_negative_log10_times_2048_lookup_table() {
1779 for msb in 0..BITS {
1780 for i in 0..LOWER_BITS_BOUND {
1781 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1782 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1783 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1785 if i % LOWER_BITS_BOUND == 0 {
1786 print!("\t\t[{}, ", log10_times_2048);
1787 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1788 println!("{}],", log10_times_2048);
1789 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1790 print!("{},\n\t\t\t", log10_times_2048);
1792 print!("{}, ", log10_times_2048);
1800 mod bucketed_history {
1803 // Because liquidity is often skewed heavily in one direction, we store historical state
1804 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1805 // must fit evenly into the buckets here.
1807 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1808 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1809 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1810 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1812 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1813 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1814 // buckets in total.
1816 const BUCKET_START_POS: [u16; 33] = [
1817 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1818 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1821 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1822 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1825 const POSITION_TICKS: u16 = 1 << 14;
1827 fn pos_to_bucket(pos: u16) -> usize {
1828 for bucket in 0..32 {
1829 if pos < BUCKET_START_POS[bucket + 1] {
1833 debug_assert!(false);
1839 fn check_bucket_maps() {
1840 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1841 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1842 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1844 let mut min_size_iter = 0;
1845 let mut legacy_bucket_iter = 0;
1846 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1847 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1848 for i in 0..*width {
1849 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1851 min_size_iter += *width;
1852 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1853 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1854 if legacy_bucket_iter + 1 < 8 {
1855 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1857 legacy_bucket_iter += 1;
1860 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1861 assert_eq!(min_size_iter, POSITION_TICKS);
1865 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1866 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1867 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1868 .try_into().unwrap_or(POSITION_TICKS)
1870 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1871 // division. This branch should only be hit in fuzz testing since the amount would
1872 // need to be over 2.88 million BTC in practice.
1873 ((amount_msat as u128) * (POSITION_TICKS as u128)
1874 / (capacity_msat as u128).saturating_add(1))
1875 .try_into().unwrap_or(POSITION_TICKS)
1877 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1878 // capacity to change due to a `channel_update` message which, if received while a payment
1879 // is in-flight, could cause this to fail. Thus, we only assert in test.
1881 debug_assert!(pos < POSITION_TICKS);
1885 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1886 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1887 /// support reading the legacy values here for backwards compatibility.
1888 pub(super) struct LegacyHistoricalBucketRangeTracker {
1892 impl LegacyHistoricalBucketRangeTracker {
1893 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1894 let mut buckets = [0; 32];
1895 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1896 let mut new_val = *legacy_bucket;
1897 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1898 new_val /= (end - start) as u16;
1899 for i in start..end {
1900 buckets[i as usize] = new_val;
1903 HistoricalBucketRangeTracker { buckets }
1907 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1908 /// in each of 32 buckets.
1909 #[derive(Clone, Copy)]
1910 pub(super) struct HistoricalBucketRangeTracker {
1911 pub(super) buckets: [u16; 32],
1914 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1915 /// "one" is 32, or this constant.
1916 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1918 impl HistoricalBucketRangeTracker {
1919 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1920 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1921 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1922 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1924 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1925 // the buckets for the current min and max liquidity offset positions.
1927 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1928 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1929 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1931 // In total, this allows us to track data for the last 8,000 or so payments across a given
1934 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1935 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1936 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1939 // The constants were picked experimentally, selecting a decay amount that restricts us
1940 // from overflowing buckets without having to cap them manually.
1942 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1943 if pos < POSITION_TICKS {
1944 for e in self.buckets.iter_mut() {
1945 *e = ((*e as u32) * 2047 / 2048) as u16;
1947 let bucket = pos_to_bucket(pos);
1948 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1953 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1954 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1956 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1957 /// liquidity bounds for a given channel.
1958 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1959 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1961 pub(super) min_liquidity_offset_history: D,
1962 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1964 pub(super) max_liquidity_offset_history: D,
1967 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1969 pub(super) fn calculate_success_probability_times_billion(
1970 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1973 // If historical penalties are enabled, we try to calculate a probability of success
1974 // given our historical distribution of min- and max-liquidity bounds in a channel.
1975 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1976 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1977 // state). For each pair, we calculate the probability as if the bucket's corresponding
1978 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1979 // that probability by the weight of the selected buckets.
1980 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1981 if payment_pos >= POSITION_TICKS { return None; }
1983 let mut total_valid_points_tracked = 0;
1984 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1985 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1986 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1990 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1991 // treat it as if we were fully decayed.
1992 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1993 if total_valid_points_tracked < FULLY_DECAYED.into() {
1997 let mut cumulative_success_prob_times_billion = 0;
1998 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1999 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2000 // points against the 0th min bucket. This avoids the case where we fail to route
2001 // increasingly lower values over a channel, but treat each failure as a separate
2002 // datapoint, many of which may have relatively high maximum-available-liquidity
2003 // values, which will result in us thinking we have some nontrivial probability of
2004 // routing up to that amount.
2005 if self.min_liquidity_offset_history.buckets[0] != 0 {
2006 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2007 let mut total_max_points = 0; // Total points in max-buckets to consider
2008 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2009 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2010 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2012 total_max_points += *max_bucket as u64;
2014 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2015 if payment_pos < max_bucket_end_pos {
2016 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2017 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2018 let bucket_prob_times_billion =
2019 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2020 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2021 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2022 numerator / denominator;
2026 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2027 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2028 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2029 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2030 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2031 // 30 bits is 62 bits.
2032 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2033 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2034 if payment_pos >= max_bucket_end_pos {
2035 // Success probability 0, the payment amount may be above the max liquidity
2037 } else if payment_pos < min_bucket_start_pos {
2038 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2040 let (numerator, denominator) = success_probability(payment_pos as u64,
2041 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2042 POSITION_TICKS as u64 - 1, params, true);
2043 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2044 numerator / denominator;
2049 Some(cumulative_success_prob_times_billion)
2053 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2055 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
2057 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2058 write_tlv_fields!(w, {
2059 (0, self.channel_liquidities, required),
2065 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
2066 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
2069 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2070 ) -> Result<Self, DecodeError> {
2071 let (decay_params, network_graph, logger) = args;
2072 let mut channel_liquidities = HashMap::new();
2073 read_tlv_fields!(r, {
2074 (0, channel_liquidities, required),
2080 channel_liquidities,
2085 impl Writeable for ChannelLiquidity {
2087 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2088 write_tlv_fields!(w, {
2089 (0, self.min_liquidity_offset_msat, required),
2090 // 1 was the min_liquidity_offset_history in octile form
2091 (2, self.max_liquidity_offset_msat, required),
2092 // 3 was the max_liquidity_offset_history in octile form
2093 (4, self.last_updated, required),
2094 (5, Some(self.min_liquidity_offset_history), option),
2095 (7, Some(self.max_liquidity_offset_history), option),
2096 (9, self.offset_history_last_updated, required),
2102 impl Readable for ChannelLiquidity {
2104 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2105 let mut min_liquidity_offset_msat = 0;
2106 let mut max_liquidity_offset_msat = 0;
2107 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2108 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2109 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2110 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2111 let mut last_updated = Duration::from_secs(0);
2112 let mut offset_history_last_updated = None;
2113 read_tlv_fields!(r, {
2114 (0, min_liquidity_offset_msat, required),
2115 (1, legacy_min_liq_offset_history, option),
2116 (2, max_liquidity_offset_msat, required),
2117 (3, legacy_max_liq_offset_history, option),
2118 (4, last_updated, required),
2119 (5, min_liquidity_offset_history, option),
2120 (7, max_liquidity_offset_history, option),
2121 (9, offset_history_last_updated, option),
2124 if min_liquidity_offset_history.is_none() {
2125 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2126 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2128 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2131 if max_liquidity_offset_history.is_none() {
2132 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2133 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2135 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2139 min_liquidity_offset_msat,
2140 max_liquidity_offset_msat,
2141 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2142 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2144 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2151 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
2152 use crate::blinded_path::{BlindedHop, BlindedPath};
2153 use crate::util::config::UserConfig;
2155 use crate::ln::channelmanager;
2156 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2157 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2158 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2159 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2160 use crate::util::ser::{ReadableArgs, Writeable};
2161 use crate::util::test_utils::{self, TestLogger};
2163 use bitcoin::blockdata::constants::ChainHash;
2164 use bitcoin::hashes::Hash;
2165 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2166 use bitcoin::network::constants::Network;
2167 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2168 use core::time::Duration;
2171 fn source_privkey() -> SecretKey {
2172 SecretKey::from_slice(&[42; 32]).unwrap()
2175 fn target_privkey() -> SecretKey {
2176 SecretKey::from_slice(&[43; 32]).unwrap()
2179 fn source_pubkey() -> PublicKey {
2180 let secp_ctx = Secp256k1::new();
2181 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2184 fn target_pubkey() -> PublicKey {
2185 let secp_ctx = Secp256k1::new();
2186 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2189 fn source_node_id() -> NodeId {
2190 NodeId::from_pubkey(&source_pubkey())
2193 fn target_node_id() -> NodeId {
2194 NodeId::from_pubkey(&target_pubkey())
2197 // `ProbabilisticScorer` tests
2199 fn sender_privkey() -> SecretKey {
2200 SecretKey::from_slice(&[41; 32]).unwrap()
2203 fn recipient_privkey() -> SecretKey {
2204 SecretKey::from_slice(&[45; 32]).unwrap()
2207 fn sender_pubkey() -> PublicKey {
2208 let secp_ctx = Secp256k1::new();
2209 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2212 fn recipient_pubkey() -> PublicKey {
2213 let secp_ctx = Secp256k1::new();
2214 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2217 fn recipient_node_id() -> NodeId {
2218 NodeId::from_pubkey(&recipient_pubkey())
2221 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2222 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2223 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2224 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2230 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2231 node_2_key: SecretKey
2233 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2234 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2235 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2236 let secp_ctx = Secp256k1::new();
2237 let unsigned_announcement = UnsignedChannelAnnouncement {
2238 features: channelmanager::provided_channel_features(&UserConfig::default()),
2239 chain_hash: genesis_hash,
2241 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2242 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2243 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2244 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2245 excess_data: Vec::new(),
2247 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2248 let signed_announcement = ChannelAnnouncement {
2249 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2250 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2251 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2252 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2253 contents: unsigned_announcement,
2255 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2256 network_graph.update_channel_from_announcement(
2257 &signed_announcement, &chain_source).unwrap();
2258 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2259 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2263 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2264 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2266 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2267 let secp_ctx = Secp256k1::new();
2268 let unsigned_update = UnsignedChannelUpdate {
2269 chain_hash: genesis_hash,
2273 cltv_expiry_delta: 18,
2274 htlc_minimum_msat: 0,
2277 fee_proportional_millionths: 0,
2278 excess_data: Vec::new(),
2280 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2281 let signed_update = ChannelUpdate {
2282 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2283 contents: unsigned_update,
2285 network_graph.update_channel(&signed_update).unwrap();
2288 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2289 let config = UserConfig::default();
2292 node_features: channelmanager::provided_node_features(&config),
2294 channel_features: channelmanager::provided_channel_features(&config),
2296 cltv_expiry_delta: 18,
2297 maybe_announced_channel: true,
2301 fn payment_path_for_amount(amount_msat: u64) -> Path {
2304 path_hop(source_pubkey(), 41, 1),
2305 path_hop(target_pubkey(), 42, 2),
2306 path_hop(recipient_pubkey(), 43, amount_msat),
2307 ], blinded_tail: None,
2312 fn liquidity_bounds_directed_from_lowest_node_id() {
2313 let logger = TestLogger::new();
2314 let last_updated = Duration::ZERO;
2315 let offset_history_last_updated = Duration::ZERO;
2316 let network_graph = network_graph(&logger);
2317 let decay_params = ProbabilisticScoringDecayParameters::default();
2318 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2321 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2322 last_updated, offset_history_last_updated,
2323 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2324 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2328 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2329 last_updated, offset_history_last_updated,
2330 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2331 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2333 let source = source_node_id();
2334 let target = target_node_id();
2335 let recipient = recipient_node_id();
2336 assert!(source > target);
2337 assert!(target < recipient);
2339 // Update minimum liquidity.
2341 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2342 .as_directed(&source, &target, 1_000);
2343 assert_eq!(liquidity.min_liquidity_msat(), 100);
2344 assert_eq!(liquidity.max_liquidity_msat(), 300);
2346 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2347 .as_directed(&target, &source, 1_000);
2348 assert_eq!(liquidity.min_liquidity_msat(), 700);
2349 assert_eq!(liquidity.max_liquidity_msat(), 900);
2351 scorer.channel_liquidities.get_mut(&42).unwrap()
2352 .as_directed_mut(&source, &target, 1_000)
2353 .set_min_liquidity_msat(200, Duration::ZERO);
2355 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2356 .as_directed(&source, &target, 1_000);
2357 assert_eq!(liquidity.min_liquidity_msat(), 200);
2358 assert_eq!(liquidity.max_liquidity_msat(), 300);
2360 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2361 .as_directed(&target, &source, 1_000);
2362 assert_eq!(liquidity.min_liquidity_msat(), 700);
2363 assert_eq!(liquidity.max_liquidity_msat(), 800);
2365 // Update maximum liquidity.
2367 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2368 .as_directed(&target, &recipient, 1_000);
2369 assert_eq!(liquidity.min_liquidity_msat(), 700);
2370 assert_eq!(liquidity.max_liquidity_msat(), 900);
2372 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2373 .as_directed(&recipient, &target, 1_000);
2374 assert_eq!(liquidity.min_liquidity_msat(), 100);
2375 assert_eq!(liquidity.max_liquidity_msat(), 300);
2377 scorer.channel_liquidities.get_mut(&43).unwrap()
2378 .as_directed_mut(&target, &recipient, 1_000)
2379 .set_max_liquidity_msat(200, Duration::ZERO);
2381 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2382 .as_directed(&target, &recipient, 1_000);
2383 assert_eq!(liquidity.min_liquidity_msat(), 0);
2384 assert_eq!(liquidity.max_liquidity_msat(), 200);
2386 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2387 .as_directed(&recipient, &target, 1_000);
2388 assert_eq!(liquidity.min_liquidity_msat(), 800);
2389 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2393 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2394 let logger = TestLogger::new();
2395 let last_updated = Duration::ZERO;
2396 let offset_history_last_updated = Duration::ZERO;
2397 let network_graph = network_graph(&logger);
2398 let decay_params = ProbabilisticScoringDecayParameters::default();
2399 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2402 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2403 last_updated, offset_history_last_updated,
2404 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2405 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2407 let source = source_node_id();
2408 let target = target_node_id();
2409 assert!(source > target);
2411 // Check initial bounds.
2412 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2413 .as_directed(&source, &target, 1_000);
2414 assert_eq!(liquidity.min_liquidity_msat(), 400);
2415 assert_eq!(liquidity.max_liquidity_msat(), 800);
2417 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2418 .as_directed(&target, &source, 1_000);
2419 assert_eq!(liquidity.min_liquidity_msat(), 200);
2420 assert_eq!(liquidity.max_liquidity_msat(), 600);
2422 // Reset from source to target.
2423 scorer.channel_liquidities.get_mut(&42).unwrap()
2424 .as_directed_mut(&source, &target, 1_000)
2425 .set_min_liquidity_msat(900, Duration::ZERO);
2427 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2428 .as_directed(&source, &target, 1_000);
2429 assert_eq!(liquidity.min_liquidity_msat(), 900);
2430 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2432 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2433 .as_directed(&target, &source, 1_000);
2434 assert_eq!(liquidity.min_liquidity_msat(), 0);
2435 assert_eq!(liquidity.max_liquidity_msat(), 100);
2437 // Reset from target to source.
2438 scorer.channel_liquidities.get_mut(&42).unwrap()
2439 .as_directed_mut(&target, &source, 1_000)
2440 .set_min_liquidity_msat(400, Duration::ZERO);
2442 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2443 .as_directed(&source, &target, 1_000);
2444 assert_eq!(liquidity.min_liquidity_msat(), 0);
2445 assert_eq!(liquidity.max_liquidity_msat(), 600);
2447 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2448 .as_directed(&target, &source, 1_000);
2449 assert_eq!(liquidity.min_liquidity_msat(), 400);
2450 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2454 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2455 let logger = TestLogger::new();
2456 let last_updated = Duration::ZERO;
2457 let offset_history_last_updated = Duration::ZERO;
2458 let network_graph = network_graph(&logger);
2459 let decay_params = ProbabilisticScoringDecayParameters::default();
2460 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2463 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2464 last_updated, offset_history_last_updated,
2465 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2466 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2468 let source = source_node_id();
2469 let target = target_node_id();
2470 assert!(source > target);
2472 // Check initial bounds.
2473 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2474 .as_directed(&source, &target, 1_000);
2475 assert_eq!(liquidity.min_liquidity_msat(), 400);
2476 assert_eq!(liquidity.max_liquidity_msat(), 800);
2478 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2479 .as_directed(&target, &source, 1_000);
2480 assert_eq!(liquidity.min_liquidity_msat(), 200);
2481 assert_eq!(liquidity.max_liquidity_msat(), 600);
2483 // Reset from source to target.
2484 scorer.channel_liquidities.get_mut(&42).unwrap()
2485 .as_directed_mut(&source, &target, 1_000)
2486 .set_max_liquidity_msat(300, Duration::ZERO);
2488 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2489 .as_directed(&source, &target, 1_000);
2490 assert_eq!(liquidity.min_liquidity_msat(), 0);
2491 assert_eq!(liquidity.max_liquidity_msat(), 300);
2493 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2494 .as_directed(&target, &source, 1_000);
2495 assert_eq!(liquidity.min_liquidity_msat(), 700);
2496 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2498 // Reset from target to source.
2499 scorer.channel_liquidities.get_mut(&42).unwrap()
2500 .as_directed_mut(&target, &source, 1_000)
2501 .set_max_liquidity_msat(600, Duration::ZERO);
2503 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2504 .as_directed(&source, &target, 1_000);
2505 assert_eq!(liquidity.min_liquidity_msat(), 400);
2506 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2508 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2509 .as_directed(&target, &source, 1_000);
2510 assert_eq!(liquidity.min_liquidity_msat(), 0);
2511 assert_eq!(liquidity.max_liquidity_msat(), 600);
2515 fn increased_penalty_nearing_liquidity_upper_bound() {
2516 let logger = TestLogger::new();
2517 let network_graph = network_graph(&logger);
2518 let params = ProbabilisticScoringFeeParameters {
2519 liquidity_penalty_multiplier_msat: 1_000,
2520 ..ProbabilisticScoringFeeParameters::zero_penalty()
2522 let decay_params = ProbabilisticScoringDecayParameters::default();
2523 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2524 let source = source_node_id();
2526 let usage = ChannelUsage {
2528 inflight_htlc_msat: 0,
2529 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2531 let network_graph = network_graph.read_only();
2532 let channel = network_graph.channel(42).unwrap();
2533 let (info, _) = channel.as_directed_from(&source).unwrap();
2534 let candidate = CandidateRouteHop::PublicHop {
2536 short_channel_id: 42,
2538 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2539 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2540 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2541 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2542 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2543 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2544 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2546 let usage = ChannelUsage {
2548 inflight_htlc_msat: 0,
2549 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2551 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2552 let usage = ChannelUsage { amount_msat: 256, ..usage };
2553 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2554 let usage = ChannelUsage { amount_msat: 374, ..usage };
2555 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2556 let usage = ChannelUsage { amount_msat: 512, ..usage };
2557 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2558 let usage = ChannelUsage { amount_msat: 640, ..usage };
2559 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2560 let usage = ChannelUsage { amount_msat: 768, ..usage };
2561 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2562 let usage = ChannelUsage { amount_msat: 896, ..usage };
2563 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2567 fn constant_penalty_outside_liquidity_bounds() {
2568 let logger = TestLogger::new();
2569 let last_updated = Duration::ZERO;
2570 let offset_history_last_updated = Duration::ZERO;
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 decay_params = ProbabilisticScoringDecayParameters {
2578 ..ProbabilisticScoringDecayParameters::zero_penalty()
2580 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2583 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2584 last_updated, offset_history_last_updated,
2585 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2586 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2588 let source = source_node_id();
2590 let usage = ChannelUsage {
2592 inflight_htlc_msat: 0,
2593 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2595 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2596 let (info, _) = channel.as_directed_from(&source).unwrap();
2597 let candidate = CandidateRouteHop::PublicHop {
2599 short_channel_id: 42,
2601 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2602 let usage = ChannelUsage { amount_msat: 50, ..usage };
2603 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2604 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2605 let usage = ChannelUsage { amount_msat: 61, ..usage };
2606 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2610 fn does_not_further_penalize_own_channel() {
2611 let logger = TestLogger::new();
2612 let network_graph = network_graph(&logger);
2613 let params = ProbabilisticScoringFeeParameters {
2614 liquidity_penalty_multiplier_msat: 1_000,
2615 ..ProbabilisticScoringFeeParameters::zero_penalty()
2617 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2618 let source = source_node_id();
2619 let usage = ChannelUsage {
2621 inflight_htlc_msat: 0,
2622 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2624 let failed_path = payment_path_for_amount(500);
2625 let successful_path = payment_path_for_amount(200);
2626 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2627 let (info, _) = channel.as_directed_from(&source).unwrap();
2628 let candidate = CandidateRouteHop::PublicHop {
2630 short_channel_id: 41,
2633 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2635 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2636 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2638 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2639 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2643 fn sets_liquidity_lower_bound_on_downstream_failure() {
2644 let logger = TestLogger::new();
2645 let network_graph = network_graph(&logger);
2646 let params = ProbabilisticScoringFeeParameters {
2647 liquidity_penalty_multiplier_msat: 1_000,
2648 ..ProbabilisticScoringFeeParameters::zero_penalty()
2650 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2651 let source = source_node_id();
2652 let path = payment_path_for_amount(500);
2654 let usage = ChannelUsage {
2656 inflight_htlc_msat: 0,
2657 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2659 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2660 let (info, _) = channel.as_directed_from(&source).unwrap();
2661 let candidate = CandidateRouteHop::PublicHop {
2663 short_channel_id: 42,
2665 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2666 let usage = ChannelUsage { amount_msat: 500, ..usage };
2667 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2668 let usage = ChannelUsage { amount_msat: 750, ..usage };
2669 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2671 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2673 let usage = ChannelUsage { amount_msat: 250, ..usage };
2674 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2675 let usage = ChannelUsage { amount_msat: 500, ..usage };
2676 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2677 let usage = ChannelUsage { amount_msat: 750, ..usage };
2678 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2682 fn sets_liquidity_upper_bound_on_failure() {
2683 let logger = TestLogger::new();
2684 let network_graph = network_graph(&logger);
2685 let params = ProbabilisticScoringFeeParameters {
2686 liquidity_penalty_multiplier_msat: 1_000,
2687 considered_impossible_penalty_msat: u64::max_value(),
2688 ..ProbabilisticScoringFeeParameters::zero_penalty()
2690 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2691 let source = source_node_id();
2692 let path = payment_path_for_amount(500);
2694 let usage = ChannelUsage {
2696 inflight_htlc_msat: 0,
2697 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2699 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2700 let (info, _) = channel.as_directed_from(&source).unwrap();
2701 let candidate = CandidateRouteHop::PublicHop {
2703 short_channel_id: 42,
2705 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2706 let usage = ChannelUsage { amount_msat: 500, ..usage };
2707 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2708 let usage = ChannelUsage { amount_msat: 750, ..usage };
2709 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2711 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2713 let usage = ChannelUsage { amount_msat: 250, ..usage };
2714 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2715 let usage = ChannelUsage { amount_msat: 500, ..usage };
2716 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2717 let usage = ChannelUsage { amount_msat: 750, ..usage };
2718 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2722 fn ignores_channels_after_removed_failed_channel() {
2723 // Previously, if we'd tried to send over a channel which was removed from the network
2724 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2725 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2726 // channels in the route, even ones which they payment never reached. This tests to ensure
2727 // we do not score such channels.
2728 let secp_ctx = Secp256k1::new();
2729 let logger = TestLogger::new();
2730 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2731 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2732 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2733 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2734 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2735 add_channel(&mut network_graph, 42, secret_a, secret_b);
2736 // Don't add the channel from B -> C.
2737 add_channel(&mut network_graph, 44, secret_c, secret_d);
2739 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2740 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2741 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2742 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2745 path_hop(pub_b, 42, 1),
2746 path_hop(pub_c, 43, 2),
2747 path_hop(pub_d, 44, 100),
2750 let node_a = NodeId::from_pubkey(&pub_a);
2751 let node_b = NodeId::from_pubkey(&pub_b);
2752 let node_c = NodeId::from_pubkey(&pub_c);
2754 let params = ProbabilisticScoringFeeParameters {
2755 liquidity_penalty_multiplier_msat: 1_000,
2756 ..ProbabilisticScoringFeeParameters::zero_penalty()
2758 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2760 let usage = ChannelUsage {
2762 inflight_htlc_msat: 0,
2763 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2765 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2766 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2767 let candidate = CandidateRouteHop::PublicHop {
2769 short_channel_id: 42,
2771 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2772 // Note that a default liquidity bound is used for B -> C as no channel exists
2773 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2774 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2775 let candidate = CandidateRouteHop::PublicHop {
2777 short_channel_id: 43,
2779 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2780 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2781 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2782 let candidate = CandidateRouteHop::PublicHop {
2784 short_channel_id: 44,
2786 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2788 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2790 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2791 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2792 let candidate = CandidateRouteHop::PublicHop {
2794 short_channel_id: 42,
2796 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2797 // Note that a default liquidity bound is used for B -> C as no channel exists
2798 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2799 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2800 let candidate = CandidateRouteHop::PublicHop {
2802 short_channel_id: 43,
2804 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2805 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2806 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2807 let candidate = CandidateRouteHop::PublicHop {
2809 short_channel_id: 44,
2811 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2815 fn reduces_liquidity_upper_bound_along_path_on_success() {
2816 let logger = TestLogger::new();
2817 let network_graph = network_graph(&logger);
2818 let params = ProbabilisticScoringFeeParameters {
2819 liquidity_penalty_multiplier_msat: 1_000,
2820 ..ProbabilisticScoringFeeParameters::zero_penalty()
2822 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2823 let source = source_node_id();
2824 let usage = ChannelUsage {
2826 inflight_htlc_msat: 0,
2827 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2829 let network_graph = network_graph.read_only().channels().clone();
2830 let channel_42 = network_graph.get(&42).unwrap();
2831 let channel_43 = network_graph.get(&43).unwrap();
2832 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2833 let candidate_41 = CandidateRouteHop::PublicHop {
2835 short_channel_id: 41,
2837 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2838 let candidate_42 = CandidateRouteHop::PublicHop {
2840 short_channel_id: 42,
2842 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2843 let candidate_43 = CandidateRouteHop::PublicHop {
2845 short_channel_id: 43,
2847 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2848 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2849 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2851 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2853 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2854 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2855 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2859 fn decays_liquidity_bounds_over_time() {
2860 let logger = TestLogger::new();
2861 let network_graph = network_graph(&logger);
2862 let params = ProbabilisticScoringFeeParameters {
2863 liquidity_penalty_multiplier_msat: 1_000,
2864 considered_impossible_penalty_msat: u64::max_value(),
2865 ..ProbabilisticScoringFeeParameters::zero_penalty()
2867 let decay_params = ProbabilisticScoringDecayParameters {
2868 liquidity_offset_half_life: Duration::from_secs(10),
2869 ..ProbabilisticScoringDecayParameters::zero_penalty()
2871 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2872 let source = source_node_id();
2874 let usage = ChannelUsage {
2876 inflight_htlc_msat: 0,
2877 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2879 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2880 let (info, _) = channel.as_directed_from(&source).unwrap();
2881 let candidate = CandidateRouteHop::PublicHop {
2883 short_channel_id: 42,
2885 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2886 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2887 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2889 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2890 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2892 // Initial penalties
2893 let usage = ChannelUsage { amount_msat: 128, ..usage };
2894 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2895 let usage = ChannelUsage { amount_msat: 256, ..usage };
2896 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2897 let usage = ChannelUsage { amount_msat: 768, ..usage };
2898 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2899 let usage = ChannelUsage { amount_msat: 896, ..usage };
2900 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2902 // Half decay (i.e., three-quarter life)
2903 scorer.time_passed(Duration::from_secs(5));
2904 let usage = ChannelUsage { amount_msat: 128, ..usage };
2905 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2906 let usage = ChannelUsage { amount_msat: 256, ..usage };
2907 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2908 let usage = ChannelUsage { amount_msat: 768, ..usage };
2909 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2910 let usage = ChannelUsage { amount_msat: 896, ..usage };
2911 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2913 // One decay (i.e., half life)
2914 scorer.time_passed(Duration::from_secs(10));
2915 let usage = ChannelUsage { amount_msat: 64, ..usage };
2916 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2917 let usage = ChannelUsage { amount_msat: 128, ..usage };
2918 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2919 let usage = ChannelUsage { amount_msat: 896, ..usage };
2920 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2921 let usage = ChannelUsage { amount_msat: 960, ..usage };
2922 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2924 // Fully decay liquidity lower bound.
2925 scorer.time_passed(Duration::from_secs(10 * 8));
2926 let usage = ChannelUsage { amount_msat: 0, ..usage };
2927 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2928 let usage = ChannelUsage { amount_msat: 1, ..usage };
2929 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2930 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2931 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2932 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2933 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2935 // Fully decay liquidity upper bound.
2936 scorer.time_passed(Duration::from_secs(10 * 9));
2937 let usage = ChannelUsage { amount_msat: 0, ..usage };
2938 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2939 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2940 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2942 scorer.time_passed(Duration::from_secs(10 * 10));
2943 let usage = ChannelUsage { amount_msat: 0, ..usage };
2944 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2945 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2946 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2950 fn restricts_liquidity_bounds_after_decay() {
2951 let logger = TestLogger::new();
2952 let network_graph = network_graph(&logger);
2953 let params = ProbabilisticScoringFeeParameters {
2954 liquidity_penalty_multiplier_msat: 1_000,
2955 ..ProbabilisticScoringFeeParameters::zero_penalty()
2957 let decay_params = ProbabilisticScoringDecayParameters {
2958 liquidity_offset_half_life: Duration::from_secs(10),
2959 ..ProbabilisticScoringDecayParameters::default()
2961 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2962 let source = source_node_id();
2963 let usage = ChannelUsage {
2965 inflight_htlc_msat: 0,
2966 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2968 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2969 let (info, _) = channel.as_directed_from(&source).unwrap();
2970 let candidate = CandidateRouteHop::PublicHop {
2972 short_channel_id: 42,
2975 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2977 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2978 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2979 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2982 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2983 scorer.time_passed(Duration::from_secs(10));
2984 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
2986 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2987 // is closer to the upper bound, meaning a higher penalty.
2988 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
2989 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
2991 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2992 // is closer to the lower bound, meaning a lower penalty.
2993 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
2994 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
2996 // Further decaying affects the lower bound more than the upper bound (128, 928).
2997 scorer.time_passed(Duration::from_secs(20));
2998 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3002 fn restores_persisted_liquidity_bounds() {
3003 let logger = TestLogger::new();
3004 let network_graph = network_graph(&logger);
3005 let params = ProbabilisticScoringFeeParameters {
3006 liquidity_penalty_multiplier_msat: 1_000,
3007 considered_impossible_penalty_msat: u64::max_value(),
3008 ..ProbabilisticScoringFeeParameters::zero_penalty()
3010 let decay_params = ProbabilisticScoringDecayParameters {
3011 liquidity_offset_half_life: Duration::from_secs(10),
3012 ..ProbabilisticScoringDecayParameters::default()
3014 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3015 let source = source_node_id();
3016 let usage = ChannelUsage {
3018 inflight_htlc_msat: 0,
3019 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3022 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3023 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3024 let (info, _) = channel.as_directed_from(&source).unwrap();
3025 let candidate = CandidateRouteHop::PublicHop {
3027 short_channel_id: 42,
3029 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3031 scorer.time_passed(Duration::from_secs(10));
3032 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3034 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3035 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3037 let mut serialized_scorer = Vec::new();
3038 scorer.write(&mut serialized_scorer).unwrap();
3040 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3041 let deserialized_scorer =
3042 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3043 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3046 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3047 let logger = TestLogger::new();
3048 let network_graph = network_graph(&logger);
3049 let params = ProbabilisticScoringFeeParameters {
3050 liquidity_penalty_multiplier_msat: 1_000,
3051 considered_impossible_penalty_msat: u64::max_value(),
3052 ..ProbabilisticScoringFeeParameters::zero_penalty()
3054 let decay_params = ProbabilisticScoringDecayParameters {
3055 liquidity_offset_half_life: Duration::from_secs(10),
3056 ..ProbabilisticScoringDecayParameters::zero_penalty()
3058 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3059 let source = source_node_id();
3060 let usage = ChannelUsage {
3062 inflight_htlc_msat: 0,
3063 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3066 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3067 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3068 let (info, _) = channel.as_directed_from(&source).unwrap();
3069 let candidate = CandidateRouteHop::PublicHop {
3071 short_channel_id: 42,
3073 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3075 if decay_before_reload {
3076 scorer.time_passed(Duration::from_secs(10));
3079 let mut serialized_scorer = Vec::new();
3080 scorer.write(&mut serialized_scorer).unwrap();
3082 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3083 let mut deserialized_scorer =
3084 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3085 if !decay_before_reload {
3086 scorer.time_passed(Duration::from_secs(10));
3087 deserialized_scorer.time_passed(Duration::from_secs(10));
3089 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3091 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3092 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3094 deserialized_scorer.time_passed(Duration::from_secs(20));
3095 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3099 fn decays_persisted_liquidity_bounds() {
3100 do_decays_persisted_liquidity_bounds(false);
3101 do_decays_persisted_liquidity_bounds(true);
3105 fn scores_realistic_payments() {
3106 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3107 // 50k sat reserve).
3108 let logger = TestLogger::new();
3109 let network_graph = network_graph(&logger);
3110 let params = ProbabilisticScoringFeeParameters::default();
3111 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3112 let source = source_node_id();
3114 let usage = ChannelUsage {
3115 amount_msat: 100_000_000,
3116 inflight_htlc_msat: 0,
3117 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3119 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3120 let (info, _) = channel.as_directed_from(&source).unwrap();
3121 let candidate = CandidateRouteHop::PublicHop {
3123 short_channel_id: 42,
3125 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3126 let usage = ChannelUsage {
3127 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3129 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3130 let usage = ChannelUsage {
3131 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3133 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3134 let usage = ChannelUsage {
3135 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3137 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3138 let usage = ChannelUsage {
3139 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3141 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3142 let usage = ChannelUsage {
3143 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3145 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3146 let usage = ChannelUsage {
3147 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3149 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3150 let usage = ChannelUsage {
3151 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3153 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3154 let usage = ChannelUsage {
3155 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3157 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3158 let usage = ChannelUsage {
3159 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3161 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3162 let usage = ChannelUsage {
3163 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3165 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3169 fn adds_base_penalty_to_liquidity_penalty() {
3170 let logger = TestLogger::new();
3171 let network_graph = network_graph(&logger);
3172 let source = source_node_id();
3173 let usage = ChannelUsage {
3175 inflight_htlc_msat: 0,
3176 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3179 let params = ProbabilisticScoringFeeParameters {
3180 liquidity_penalty_multiplier_msat: 1_000,
3181 ..ProbabilisticScoringFeeParameters::zero_penalty()
3183 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3184 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3185 let (info, _) = channel.as_directed_from(&source).unwrap();
3186 let candidate = CandidateRouteHop::PublicHop {
3188 short_channel_id: 42,
3190 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3192 let params = ProbabilisticScoringFeeParameters {
3193 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3194 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3196 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3197 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3199 let params = ProbabilisticScoringFeeParameters {
3200 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3201 base_penalty_amount_multiplier_msat: (1 << 30),
3202 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3205 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3206 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3210 fn adds_amount_penalty_to_liquidity_penalty() {
3211 let logger = TestLogger::new();
3212 let network_graph = network_graph(&logger);
3213 let source = source_node_id();
3214 let usage = ChannelUsage {
3215 amount_msat: 512_000,
3216 inflight_htlc_msat: 0,
3217 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3220 let params = ProbabilisticScoringFeeParameters {
3221 liquidity_penalty_multiplier_msat: 1_000,
3222 liquidity_penalty_amount_multiplier_msat: 0,
3223 ..ProbabilisticScoringFeeParameters::zero_penalty()
3225 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3226 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3227 let (info, _) = channel.as_directed_from(&source).unwrap();
3228 let candidate = CandidateRouteHop::PublicHop {
3230 short_channel_id: 42,
3232 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3234 let params = ProbabilisticScoringFeeParameters {
3235 liquidity_penalty_multiplier_msat: 1_000,
3236 liquidity_penalty_amount_multiplier_msat: 256,
3237 ..ProbabilisticScoringFeeParameters::zero_penalty()
3239 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3240 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3244 fn calculates_log10_without_overflowing_u64_max_value() {
3245 let logger = TestLogger::new();
3246 let network_graph = network_graph(&logger);
3247 let source = source_node_id();
3248 let usage = ChannelUsage {
3249 amount_msat: u64::max_value(),
3250 inflight_htlc_msat: 0,
3251 effective_capacity: EffectiveCapacity::Infinite,
3253 let params = ProbabilisticScoringFeeParameters {
3254 liquidity_penalty_multiplier_msat: 40_000,
3255 ..ProbabilisticScoringFeeParameters::zero_penalty()
3257 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3258 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3259 let (info, _) = channel.as_directed_from(&source).unwrap();
3260 let candidate = CandidateRouteHop::PublicHop {
3262 short_channel_id: 42,
3264 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3265 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3269 fn accounts_for_inflight_htlc_usage() {
3270 let logger = TestLogger::new();
3271 let network_graph = network_graph(&logger);
3272 let params = ProbabilisticScoringFeeParameters {
3273 considered_impossible_penalty_msat: u64::max_value(),
3274 ..ProbabilisticScoringFeeParameters::zero_penalty()
3276 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3277 let source = source_node_id();
3279 let usage = ChannelUsage {
3281 inflight_htlc_msat: 0,
3282 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3284 let network_graph = network_graph.read_only();
3285 let channel = network_graph.channel(42).unwrap();
3286 let (info, _) = channel.as_directed_from(&source).unwrap();
3287 let candidate = CandidateRouteHop::PublicHop {
3289 short_channel_id: 42,
3291 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3293 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3294 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3298 fn removes_uncertainity_when_exact_liquidity_known() {
3299 let logger = TestLogger::new();
3300 let network_graph = network_graph(&logger);
3301 let params = ProbabilisticScoringFeeParameters::default();
3302 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3303 let source = source_node_id();
3305 let base_penalty_msat = params.base_penalty_msat;
3306 let usage = ChannelUsage {
3308 inflight_htlc_msat: 0,
3309 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3311 let network_graph = network_graph.read_only();
3312 let channel = network_graph.channel(42).unwrap();
3313 let (info, _) = channel.as_directed_from(&source).unwrap();
3314 let candidate = CandidateRouteHop::PublicHop {
3316 short_channel_id: 42,
3318 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3320 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3321 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3323 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3324 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3328 fn remembers_historical_failures() {
3329 let logger = TestLogger::new();
3330 let network_graph = network_graph(&logger);
3331 let params = ProbabilisticScoringFeeParameters {
3332 historical_liquidity_penalty_multiplier_msat: 1024,
3333 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3334 ..ProbabilisticScoringFeeParameters::zero_penalty()
3336 let decay_params = ProbabilisticScoringDecayParameters {
3337 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3338 historical_no_updates_half_life: Duration::from_secs(10),
3340 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3341 let source = source_node_id();
3342 let target = target_node_id();
3344 let usage = ChannelUsage {
3346 inflight_htlc_msat: 0,
3347 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3349 let usage_1 = ChannelUsage {
3351 inflight_htlc_msat: 0,
3352 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3356 let network_graph = network_graph.read_only();
3357 let channel = network_graph.channel(42).unwrap();
3358 let (info, _) = channel.as_directed_from(&source).unwrap();
3359 let candidate = CandidateRouteHop::PublicHop {
3361 short_channel_id: 42,
3364 // With no historical data the normal liquidity penalty calculation is used.
3365 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3367 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3369 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3372 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3374 let network_graph = network_graph.read_only();
3375 let channel = network_graph.channel(42).unwrap();
3376 let (info, _) = channel.as_directed_from(&source).unwrap();
3377 let candidate = CandidateRouteHop::PublicHop {
3379 short_channel_id: 42,
3382 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3383 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3385 // The "it failed" increment is 32, where the probability should lie several buckets into
3386 // the first octile.
3387 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3388 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],
3389 [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])));
3390 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3392 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3395 // Even after we tell the scorer we definitely have enough available liquidity, it will
3396 // still remember that there was some failure in the past, and assign a non-0 penalty.
3397 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3399 let network_graph = network_graph.read_only();
3400 let channel = network_graph.channel(42).unwrap();
3401 let (info, _) = channel.as_directed_from(&source).unwrap();
3402 let candidate = CandidateRouteHop::PublicHop {
3404 short_channel_id: 42,
3407 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3409 // The first points should be decayed just slightly and the last bucket has a new point.
3410 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3411 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],
3412 [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])));
3414 // The exact success probability is a bit complicated and involves integer rounding, so we
3415 // simply check bounds here.
3416 let five_hundred_prob =
3417 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3418 assert!(five_hundred_prob > 0.59);
3419 assert!(five_hundred_prob < 0.60);
3421 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3422 assert!(one_prob < 0.85);
3423 assert!(one_prob > 0.84);
3425 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3426 // gone), and check that we're back to where we started.
3427 scorer.time_passed(Duration::from_secs(10 * 16));
3429 let network_graph = network_graph.read_only();
3430 let channel = network_graph.channel(42).unwrap();
3431 let (info, _) = channel.as_directed_from(&source).unwrap();
3432 let candidate = CandidateRouteHop::PublicHop {
3434 short_channel_id: 42,
3437 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3439 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3440 // data entirely instead.
3441 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3442 Some(([0; 32], [0; 32])));
3443 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3445 let mut usage = ChannelUsage {
3447 inflight_htlc_msat: 1024,
3448 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3450 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3452 let network_graph = network_graph.read_only();
3453 let channel = network_graph.channel(42).unwrap();
3454 let (info, _) = channel.as_directed_from(&source).unwrap();
3455 let candidate = CandidateRouteHop::PublicHop {
3457 short_channel_id: 42,
3460 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3462 let usage = ChannelUsage {
3464 inflight_htlc_msat: 0,
3465 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3467 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3470 // Advance to decay all liquidity offsets to zero.
3471 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3473 // Once even the bounds have decayed information about the channel should be removed
3475 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3478 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3479 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3481 path_hop(target_pubkey(), 43, 2),
3482 path_hop(source_pubkey(), 42, 1),
3483 path_hop(sender_pubkey(), 41, 0),
3485 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3489 fn adds_anti_probing_penalty() {
3490 let logger = TestLogger::new();
3491 let network_graph = network_graph(&logger);
3492 let source = source_node_id();
3493 let params = ProbabilisticScoringFeeParameters {
3494 anti_probing_penalty_msat: 500,
3495 ..ProbabilisticScoringFeeParameters::zero_penalty()
3497 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3499 // Check we receive no penalty for a low htlc_maximum_msat.
3500 let usage = ChannelUsage {
3501 amount_msat: 512_000,
3502 inflight_htlc_msat: 0,
3503 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3505 let network_graph = network_graph.read_only();
3506 let channel = network_graph.channel(42).unwrap();
3507 let (info, _) = channel.as_directed_from(&source).unwrap();
3508 let candidate = CandidateRouteHop::PublicHop {
3510 short_channel_id: 42,
3512 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3514 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3515 let usage = ChannelUsage {
3516 amount_msat: 512_000,
3517 inflight_htlc_msat: 0,
3518 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3520 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3522 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3523 let usage = ChannelUsage {
3524 amount_msat: 512_000,
3525 inflight_htlc_msat: 0,
3526 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3528 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3530 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3531 let usage = ChannelUsage {
3532 amount_msat: 512_000,
3533 inflight_htlc_msat: 0,
3534 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3536 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3540 fn scores_with_blinded_path() {
3541 // Make sure we'll account for a blinded path's final_value_msat in scoring
3542 let logger = TestLogger::new();
3543 let network_graph = network_graph(&logger);
3544 let params = ProbabilisticScoringFeeParameters {
3545 liquidity_penalty_multiplier_msat: 1_000,
3546 ..ProbabilisticScoringFeeParameters::zero_penalty()
3548 let decay_params = ProbabilisticScoringDecayParameters::default();
3549 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3550 let source = source_node_id();
3551 let usage = ChannelUsage {
3553 inflight_htlc_msat: 0,
3554 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3556 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3557 let (info, target) = channel.as_directed_from(&source).unwrap();
3558 let candidate = CandidateRouteHop::PublicHop {
3560 short_channel_id: 42,
3562 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3564 let mut path = payment_path_for_amount(768);
3565 let recipient_hop = path.hops.pop().unwrap();
3566 let blinded_path = BlindedPath {
3567 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3568 blinding_point: test_utils::pubkey(42),
3570 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3573 path.blinded_tail = Some(BlindedTail {
3574 hops: blinded_path.blinded_hops,
3575 blinding_point: blinded_path.blinding_point,
3576 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3577 final_value_msat: recipient_hop.fee_msat,
3580 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3581 // final value is taken into account.
3582 assert!(scorer.channel_liquidities.get(&42).is_none());
3584 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3585 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3586 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3588 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3589 .as_directed(&source, &target, 1_000);
3590 assert_eq!(liquidity.min_liquidity_msat(), 256);
3591 assert_eq!(liquidity.max_liquidity_msat(), 768);
3595 fn realistic_historical_failures() {
3596 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3597 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3599 let logger = TestLogger::new();
3600 let mut network_graph = network_graph(&logger);
3601 let params = ProbabilisticScoringFeeParameters {
3602 historical_liquidity_penalty_multiplier_msat: 1024,
3603 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3604 ..ProbabilisticScoringFeeParameters::zero_penalty()
3606 let decay_params = ProbabilisticScoringDecayParameters {
3607 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3608 historical_no_updates_half_life: Duration::from_secs(10),
3609 ..ProbabilisticScoringDecayParameters::default()
3612 let capacity_msat = 100_000_000_000;
3613 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3614 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3616 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3617 let source = source_node_id();
3619 let mut amount_msat = 10_000_000;
3620 let usage = ChannelUsage {
3622 inflight_htlc_msat: 0,
3623 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3625 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3626 let (info, target) = channel.as_directed_from(&source).unwrap();
3627 let candidate = CandidateRouteHop::PublicHop {
3629 short_channel_id: 42,
3631 // With no historical data the normal liquidity penalty calculation is used, which results
3632 // in a success probability of ~75%.
3633 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3634 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3636 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3639 // Fail to pay once, and then check the buckets and penalty.
3640 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3641 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3642 // same bucket which is the only maximum datapoint.
3643 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3644 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3645 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3646 // 6k sats and 12k sats).
3647 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3648 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],
3649 [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])));
3650 // The success probability estimate itself should be zero.
3651 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3654 // Now test again with the amount in the bottom bucket.
3656 // The new amount is entirely within the only minimum bucket with score, so the probability
3657 // we assign is 1/2.
3658 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3661 // ...but once we see a failure, we consider the payment to be substantially less likely,
3662 // even though not a probability of zero as we still look at the second max bucket which
3664 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3665 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3666 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],
3667 [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])));
3668 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3676 use criterion::Criterion;
3677 use crate::routing::router::{bench_utils, RouteHop};
3678 use crate::util::test_utils::TestLogger;
3679 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3681 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3682 let logger = TestLogger::new();
3683 let network_graph = bench_utils::read_network_graph(&logger).unwrap();
3684 let mut scorer = ProbabilisticScorer::new(Default::default(), &network_graph, &logger);
3685 // Score a number of random channels
3686 let mut seed: u64 = 0xdeadbeef;
3687 for _ in 0..100_000 {
3688 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3689 let (victim, victim_dst, amt) = {
3690 let rong = network_graph.read_only();
3691 let channels = rong.channels();
3692 let chan = channels.unordered_iter()
3693 .skip((seed as usize) % channels.len())
3695 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3696 let amt = seed % chan.1.capacity_sats.map(|c| c * 1000)
3697 .or(chan.1.one_to_two.as_ref().map(|info| info.htlc_maximum_msat))
3698 .or(chan.1.two_to_one.as_ref().map(|info| info.htlc_maximum_msat))
3699 .unwrap_or(1_000_000_000).saturating_add(1);
3700 (*chan.0, chan.1.node_two, amt)
3703 hops: vec![RouteHop {
3704 pubkey: victim_dst.as_pubkey().unwrap(),
3705 node_features: NodeFeatures::empty(),
3706 short_channel_id: victim,
3707 channel_features: ChannelFeatures::empty(),
3709 cltv_expiry_delta: 42,
3710 maybe_announced_channel: true,
3714 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3716 scorer.probe_failed(&path, victim, Duration::ZERO);
3718 scorer.probe_successful(&path, Duration::ZERO);
3721 let mut cur_time = Duration::ZERO;
3722 cur_time += Duration::from_millis(1);
3723 scorer.time_passed(cur_time);
3724 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3725 cur_time += Duration::from_millis(1);
3726 scorer.time_passed(cur_time);