1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 /// A trait which can both lookup and update routing channel penalty scores.
127 /// This is used in places where both bounds are required and implemented for all types which
128 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
130 /// Bindings users may need to manually implement this for their custom scoring implementations.
131 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
133 #[cfg(not(c_bindings))]
134 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
136 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
137 type ScoreParams = S::ScoreParams;
138 fn channel_penalty_msat(
139 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
141 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
145 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
146 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
147 self.deref_mut().payment_path_failed(path, short_channel_id)
150 fn payment_path_successful(&mut self, path: &Path) {
151 self.deref_mut().payment_path_successful(path)
154 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
155 self.deref_mut().probe_failed(path, short_channel_id)
158 fn probe_successful(&mut self, path: &Path) {
159 self.deref_mut().probe_successful(path)
165 define_score!(Writeable);
167 #[cfg(not(c_bindings))]
170 /// A scorer that is accessed under a lock.
172 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
173 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
174 /// implementations. Internal locking would be detrimental to route finding performance and could
175 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
177 /// [`find_route`]: crate::routing::router::find_route
178 pub trait LockableScore<'a> {
179 /// The [`ScoreUpdate`] type.
180 type ScoreUpdate: 'a + ScoreUpdate;
181 /// The [`ScoreLookUp`] type.
182 type ScoreLookUp: 'a + ScoreLookUp;
184 /// The write locked [`ScoreUpdate`] type.
185 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
187 /// The read locked [`ScoreLookUp`] type.
188 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
190 /// Returns read locked scorer.
191 fn read_lock(&'a self) -> Self::ReadLocked;
193 /// Returns write locked scorer.
194 fn write_lock(&'a self) -> Self::WriteLocked;
197 /// Refers to a scorer that is accessible under lock and also writeable to disk
199 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
200 /// use the Persister to persist it.
201 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
203 #[cfg(not(c_bindings))]
204 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
205 #[cfg(not(c_bindings))]
206 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
207 type ScoreUpdate = T;
208 type ScoreLookUp = T;
210 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
211 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
213 fn read_lock(&'a self) -> Self::ReadLocked {
214 Mutex::lock(self).unwrap()
217 fn write_lock(&'a self) -> Self::WriteLocked {
218 Mutex::lock(self).unwrap()
222 #[cfg(not(c_bindings))]
223 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
224 type ScoreUpdate = T;
225 type ScoreLookUp = T;
227 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
228 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
230 fn write_lock(&'a self) -> Self::WriteLocked {
234 fn read_lock(&'a self) -> Self::ReadLocked {
239 #[cfg(not(c_bindings))]
240 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
241 type ScoreUpdate = T;
242 type ScoreLookUp = T;
244 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
245 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
247 fn read_lock(&'a self) -> Self::ReadLocked {
248 RwLock::read(self).unwrap()
251 fn write_lock(&'a self) -> Self::WriteLocked {
252 RwLock::write(self).unwrap()
257 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
258 pub struct MultiThreadedLockableScore<T: Score> {
263 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
264 type ScoreUpdate = T;
265 type ScoreLookUp = T;
266 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
267 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
269 fn read_lock(&'a self) -> Self::ReadLocked {
270 MultiThreadedScoreLockRead(self.score.read().unwrap())
273 fn write_lock(&'a self) -> Self::WriteLocked {
274 MultiThreadedScoreLockWrite(self.score.write().unwrap())
279 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
280 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
281 self.score.read().unwrap().write(writer)
286 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
289 impl<T: Score> MultiThreadedLockableScore<T> {
290 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
291 pub fn new(score: T) -> Self {
292 MultiThreadedLockableScore { score: RwLock::new(score) }
297 /// A locked `MultiThreadedLockableScore`.
298 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
301 /// A locked `MultiThreadedLockableScore`.
302 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
305 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
308 fn deref(&self) -> &Self::Target {
314 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
315 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
321 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
324 fn deref(&self) -> &Self::Target {
330 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
331 fn deref_mut(&mut self) -> &mut Self::Target {
337 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
338 #[derive(Clone, Copy, Debug, PartialEq)]
339 pub struct ChannelUsage {
340 /// The amount to send through the channel, denominated in millisatoshis.
341 pub amount_msat: u64,
343 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
344 /// as part of a multi-path payment.
345 pub inflight_htlc_msat: u64,
347 /// The effective capacity of the channel.
348 pub effective_capacity: EffectiveCapacity,
352 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
353 pub struct FixedPenaltyScorer {
357 impl FixedPenaltyScorer {
358 /// Creates a new scorer using `penalty_msat`.
359 pub fn with_penalty(penalty_msat: u64) -> Self {
360 Self { penalty_msat }
364 impl ScoreLookUp for FixedPenaltyScorer {
365 type ScoreParams = ();
366 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
371 impl ScoreUpdate for FixedPenaltyScorer {
372 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
374 fn payment_path_successful(&mut self, _path: &Path) {}
376 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
378 fn probe_successful(&mut self, _path: &Path) {}
381 impl Writeable for FixedPenaltyScorer {
383 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
384 write_tlv_fields!(w, {});
389 impl ReadableArgs<u64> for FixedPenaltyScorer {
391 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
392 read_tlv_fields!(r, {});
393 Ok(Self { penalty_msat })
397 #[cfg(not(feature = "no-std"))]
398 type ConfiguredTime = crate::util::time::MonotonicTime;
399 #[cfg(feature = "no-std")]
400 use crate::util::time::Eternity;
401 #[cfg(feature = "no-std")]
402 type ConfiguredTime = Eternity;
404 /// [`ScoreLookUp`] implementation using channel success probability distributions.
406 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
407 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
408 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
409 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
411 /// These bounds are then used to determine a success probability using the formula from
412 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
413 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
415 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
416 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
417 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
418 /// terms of the entire path's success probability. This allows the router to directly compare
419 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
421 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
423 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
424 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
425 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
426 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
431 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
434 /// [1]: https://arxiv.org/abs/2107.05322
435 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
436 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
437 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
438 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
439 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
440 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
442 /// Probabilistic [`ScoreLookUp`] implementation.
444 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
445 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
446 where L::Target: Logger {
447 decay_params: ProbabilisticScoringDecayParameters,
450 // TODO: Remove entries of closed channels.
451 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
454 /// Parameters for configuring [`ProbabilisticScorer`].
456 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
457 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
459 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
462 pub struct ProbabilisticScoringFeeParameters {
463 /// A fixed penalty in msats to apply to each channel.
465 /// Default value: 500 msat
466 pub base_penalty_msat: u64,
468 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
469 /// applied to each channel, in excess of the [`base_penalty_msat`].
471 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
472 /// fees plus penalty) for large payments. The penalty is computed as the product of this
473 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
474 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
476 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
478 /// Default value: 8,192 msat
480 /// [`base_penalty_msat`]: Self::base_penalty_msat
481 pub base_penalty_amount_multiplier_msat: u64,
483 /// A multiplier used in conjunction with the negative `log10` of the channel's success
484 /// probability for a payment, as determined by our latest estimates of the channel's
485 /// liquidity, to determine the liquidity penalty.
487 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
488 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
489 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
490 /// lower bounding the success probability to `0.01`) when the amount falls within the
491 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
492 /// result in a `u64::max_value` penalty, however.
494 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
496 /// Default value: 30,000 msat
498 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
499 pub liquidity_penalty_multiplier_msat: u64,
501 /// A multiplier used in conjunction with the total amount flowing over a channel and the
502 /// negative `log10` of the channel's success probability for the payment, as determined by our
503 /// latest estimates of the channel's liquidity, to determine the amount penalty.
505 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
506 /// fees plus penalty) for large payments. The penalty is computed as the product of this
507 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
508 /// `log10` of the success probability.
510 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
512 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
513 /// the amount will result in a penalty of the multiplier. And, as the success probability
514 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
515 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
518 /// Default value: 192 msat
519 pub liquidity_penalty_amount_multiplier_msat: u64,
521 /// A multiplier used in conjunction with the negative `log10` of the channel's success
522 /// probability for the payment, as determined based on the history of our estimates of the
523 /// channel's available liquidity, to determine a penalty.
525 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
526 /// only our latest estimate for the current liquidity available in the channel, it estimates
527 /// success probability based on the estimated liquidity available in the channel through
528 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
529 /// track which of several buckets those bounds fall into, exponentially decaying the
530 /// probability of each bucket as new samples are added.
532 /// Default value: 10,000 msat
534 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
535 pub historical_liquidity_penalty_multiplier_msat: u64,
537 /// A multiplier used in conjunction with the total amount flowing over a channel and the
538 /// negative `log10` of the channel's success probability for the payment, as determined based
539 /// on the history of our estimates of the channel's available liquidity, to determine a
542 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
543 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
544 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
547 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
548 /// of using only our latest estimate for the current liquidity available in the channel, it
549 /// estimates success probability based on the estimated liquidity available in the channel
550 /// through history. Specifically, every time we update our liquidity bounds on a given
551 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
552 /// the probability of each bucket as new samples are added.
554 /// Default value: 64 msat
556 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
557 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
559 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
560 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
561 /// considered during path finding.
563 /// This is not exported to bindings users
564 pub manual_node_penalties: HashMap<NodeId, u64>,
566 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
567 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
568 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
569 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
570 /// to restrict `htlc_maximum_msat` and improve privacy.
572 /// Default value: 250 msat
573 pub anti_probing_penalty_msat: u64,
575 /// This penalty is applied when the total amount flowing over a channel exceeds our current
576 /// estimate of the channel's available liquidity. The total amount is the amount of the
577 /// current HTLC plus any HTLCs which we've sent over the same channel.
579 /// Note that in this case all other penalties, including the
580 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
581 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
582 /// applicable, are still included in the overall penalty.
584 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
585 /// `u64::max_value()` will guarantee that.
587 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
589 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
590 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
591 /// [`base_penalty_msat`]: Self::base_penalty_msat
592 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
593 pub considered_impossible_penalty_msat: u64,
595 /// In order to calculate most of the scores above, we must first convert a lower and upper
596 /// bound on the available liquidity in a channel into the probability that we think a payment
597 /// will succeed. That probability is derived from a Probability Density Function for where we
598 /// think the liquidity in a channel likely lies, given such bounds.
600 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
601 /// liquidity in a channel is just as likely to be at any point between our lower and upper
604 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
605 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
606 /// matches experimental results - most routing nodes do not aggressively rebalance their
607 /// channels and flows in the network are often unbalanced, leaving liquidity usually
610 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
611 /// of floating-point multiplications in the hottest routing code, which may lead to routing
612 /// performance degradation on some machines.
614 /// Default value: false
615 pub linear_success_probability: bool,
618 impl Default for ProbabilisticScoringFeeParameters {
619 fn default() -> Self {
621 base_penalty_msat: 500,
622 base_penalty_amount_multiplier_msat: 8192,
623 liquidity_penalty_multiplier_msat: 30_000,
624 liquidity_penalty_amount_multiplier_msat: 192,
625 manual_node_penalties: HashMap::new(),
626 anti_probing_penalty_msat: 250,
627 considered_impossible_penalty_msat: 1_0000_0000_000,
628 historical_liquidity_penalty_multiplier_msat: 10_000,
629 historical_liquidity_penalty_amount_multiplier_msat: 64,
630 linear_success_probability: false,
635 impl ProbabilisticScoringFeeParameters {
636 /// Marks the node with the given `node_id` as banned,
637 /// i.e it will be avoided during path finding.
638 pub fn add_banned(&mut self, node_id: &NodeId) {
639 self.manual_node_penalties.insert(*node_id, u64::max_value());
642 /// Marks all nodes in the given list as banned, i.e.,
643 /// they will be avoided during path finding.
644 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
646 self.manual_node_penalties.insert(id, u64::max_value());
650 /// Removes the node with the given `node_id` from the list of nodes to avoid.
651 pub fn remove_banned(&mut self, node_id: &NodeId) {
652 self.manual_node_penalties.remove(node_id);
655 /// Sets a manual penalty for the given node.
656 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
657 self.manual_node_penalties.insert(*node_id, penalty);
660 /// Removes the node with the given `node_id` from the list of manual penalties.
661 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
662 self.manual_node_penalties.remove(node_id);
665 /// Clears the list of manual penalties that are applied during path finding.
666 pub fn clear_manual_penalties(&mut self) {
667 self.manual_node_penalties = HashMap::new();
672 impl ProbabilisticScoringFeeParameters {
673 fn zero_penalty() -> Self {
675 base_penalty_msat: 0,
676 base_penalty_amount_multiplier_msat: 0,
677 liquidity_penalty_multiplier_msat: 0,
678 liquidity_penalty_amount_multiplier_msat: 0,
679 historical_liquidity_penalty_multiplier_msat: 0,
680 historical_liquidity_penalty_amount_multiplier_msat: 0,
681 manual_node_penalties: HashMap::new(),
682 anti_probing_penalty_msat: 0,
683 considered_impossible_penalty_msat: 0,
684 linear_success_probability: true,
689 /// Parameters for configuring [`ProbabilisticScorer`].
691 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
692 /// these decay parameters affect the score of the channel penalty and are not changed on a
693 /// per-route penalty cost call.
694 #[derive(Copy, Clone)]
695 pub struct ProbabilisticScoringDecayParameters {
696 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
697 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
698 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
700 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
702 /// Note that after 16 or more half lives all historical data will be completely gone.
704 /// Default value: 14 days
706 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
707 pub historical_no_updates_half_life: Duration,
709 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
710 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
711 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
714 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
715 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
716 /// struct documentation for more info on the way the liquidity bounds are used.
718 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
719 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
720 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
722 /// Default value: 6 hours
726 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
727 /// liquidity knowledge will never decay except when the bounds cross.
728 pub liquidity_offset_half_life: Duration,
731 impl Default for ProbabilisticScoringDecayParameters {
732 fn default() -> Self {
734 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
735 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
741 impl ProbabilisticScoringDecayParameters {
742 fn zero_penalty() -> Self {
744 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
745 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
750 /// Accounting for channel liquidity balance uncertainty.
752 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
753 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
754 /// offset fields gives the opposite direction.
755 struct ChannelLiquidity<T: Time> {
756 /// Lower channel liquidity bound in terms of an offset from zero.
757 min_liquidity_offset_msat: u64,
759 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
760 max_liquidity_offset_msat: u64,
762 /// Time when the liquidity bounds were last modified.
765 min_liquidity_offset_history: HistoricalBucketRangeTracker,
766 max_liquidity_offset_history: HistoricalBucketRangeTracker,
769 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
770 /// decayed with a given half life.
771 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
772 min_liquidity_offset_msat: L,
773 max_liquidity_offset_msat: L,
774 liquidity_history: HistoricalMinMaxBuckets<BRT>,
778 decay_params: ProbabilisticScoringDecayParameters,
781 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
782 /// Creates a new scorer using the given scoring parameters for sending payments from a node
783 /// through a network graph.
784 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
789 channel_liquidities: HashMap::new(),
794 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
795 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
799 /// Dump the contents of this scorer into the configured logger.
801 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
802 /// which may be a substantial amount of log output.
803 pub fn debug_log_liquidity_stats(&self) {
806 let graph = self.network_graph.read_only();
807 for (scid, liq) in self.channel_liquidities.iter() {
808 if let Some(chan_debug) = graph.channels().get(scid) {
809 let log_direction = |source, target| {
810 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
811 let amt = directed_info.effective_capacity().as_msat();
812 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
814 let (min_buckets, max_buckets) = dir_liq.liquidity_history
815 .get_decayed_buckets(now, *dir_liq.last_updated,
816 self.decay_params.historical_no_updates_half_life)
817 .unwrap_or(([0; 32], [0; 32]));
819 log_debug!(self.logger, core::concat!(
820 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
821 "\tHistorical min liquidity bucket relative probabilities:\n",
822 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
823 "\tHistorical max liquidity bucket relative probabilities:\n",
824 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
825 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
826 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
827 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
828 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
829 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
830 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
831 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
832 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
833 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
834 // Note that the liquidity buckets are an offset from the edge, so we
835 // inverse the max order to get the probabilities from zero.
836 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
837 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
838 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
839 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
840 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
841 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
842 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
843 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
845 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
849 log_direction(&chan_debug.node_one, &chan_debug.node_two);
850 log_direction(&chan_debug.node_two, &chan_debug.node_one);
852 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
857 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
858 /// channel with `scid` towards the given `target` node.
859 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
860 let graph = self.network_graph.read_only();
862 if let Some(chan) = graph.channels().get(&scid) {
863 if let Some(liq) = self.channel_liquidities.get(&scid) {
864 if let Some((directed_info, source)) = chan.as_directed_to(target) {
865 let amt = directed_info.effective_capacity().as_msat();
866 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
867 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
874 /// Query the historical estimated minimum and maximum liquidity available for sending a
875 /// payment over the channel with `scid` towards the given `target` node.
877 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
878 /// the second set describes the upper-bound liquidity history. Each bucket describes the
879 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
880 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
881 /// more recent data points are weighted more heavily than older datapoints.
883 /// Note that the range of each bucket varies by its location to provide more granular results
884 /// at the edges of a channel's capacity, where it is more likely to sit.
886 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
887 /// is calculated by dividing that bucket's value with the total value of all buckets.
889 /// For example, using a lower bucket count for illustrative purposes, a value of
890 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
891 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
892 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
893 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
895 /// Because the datapoints are decayed slowly over time, values will eventually return to
896 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
898 /// In order to fetch a single success probability from the buckets provided here, as used in
899 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
900 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
901 -> Option<([u16; 32], [u16; 32])> {
902 let graph = self.network_graph.read_only();
904 if let Some(chan) = graph.channels().get(&scid) {
905 if let Some(liq) = self.channel_liquidities.get(&scid) {
906 if let Some((directed_info, source)) = chan.as_directed_to(target) {
907 let amt = directed_info.effective_capacity().as_msat();
908 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
910 let (min_buckets, mut max_buckets) =
911 dir_liq.liquidity_history.get_decayed_buckets(
912 dir_liq.now, *dir_liq.last_updated,
913 self.decay_params.historical_no_updates_half_life
916 // Note that the liquidity buckets are an offset from the edge, so we inverse
917 // the max order to get the probabilities from zero.
918 max_buckets.reverse();
919 return Some((min_buckets, max_buckets));
926 /// Query the probability of payment success sending the given `amount_msat` over the channel
927 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
930 /// These are the same bounds as returned by
931 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
932 /// [`Self::estimated_channel_liquidity_range`]).
933 pub fn historical_estimated_payment_success_probability(
934 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
936 let graph = self.network_graph.read_only();
938 if let Some(chan) = graph.channels().get(&scid) {
939 if let Some(liq) = self.channel_liquidities.get(&scid) {
940 if let Some((directed_info, source)) = chan.as_directed_to(target) {
941 let capacity_msat = directed_info.effective_capacity().as_msat();
942 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
944 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
945 dir_liq.now, *dir_liq.last_updated,
946 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
948 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
956 impl<T: Time> ChannelLiquidity<T> {
960 min_liquidity_offset_msat: 0,
961 max_liquidity_offset_msat: 0,
962 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
963 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
964 last_updated: T::now(),
968 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
971 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
972 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
973 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
975 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
976 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
978 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
979 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
982 DirectedChannelLiquidity {
983 min_liquidity_offset_msat,
984 max_liquidity_offset_msat,
985 liquidity_history: HistoricalMinMaxBuckets {
986 min_liquidity_offset_history,
987 max_liquidity_offset_history,
990 last_updated: &self.last_updated,
992 decay_params: decay_params,
996 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
999 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1000 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1001 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1002 if source < target {
1003 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1004 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1006 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1007 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1010 DirectedChannelLiquidity {
1011 min_liquidity_offset_msat,
1012 max_liquidity_offset_msat,
1013 liquidity_history: HistoricalMinMaxBuckets {
1014 min_liquidity_offset_history,
1015 max_liquidity_offset_history,
1018 last_updated: &mut self.last_updated,
1020 decay_params: decay_params,
1025 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1027 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1029 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1030 /// ratio, as X in 1/X.
1031 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1033 /// The divisor used when computing the amount penalty.
1034 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1035 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1037 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1039 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1040 (a * a * a, b * b * b, c * c * c)
1043 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1044 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1046 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1048 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1049 /// (recently) seen an HTLC successfully complete over this channel.
1051 fn success_probability(
1052 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1053 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1055 debug_assert!(min_liquidity_msat <= amount_msat);
1056 debug_assert!(amount_msat < max_liquidity_msat);
1057 debug_assert!(max_liquidity_msat <= capacity_msat);
1059 let (numerator, mut denominator) =
1060 if params.linear_success_probability {
1061 (max_liquidity_msat - amount_msat,
1062 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1064 let capacity = capacity_msat as f64;
1065 let min = (min_liquidity_msat as f64) / capacity;
1066 let max = (max_liquidity_msat as f64) / capacity;
1067 let amount = (amount_msat as f64) / capacity;
1069 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1070 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1071 // liquidity bounds is thus the integral under the curve from the amount to maximum
1072 // estimated liquidity, divided by the same integral from the minimum to the maximum
1073 // estimated liquidity bounds.
1075 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1076 // calculate the cumulative density function between the min/max bounds trivially. Note
1077 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1078 // division of num / den.
1079 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1080 let num = max_pow - amt_pow;
1081 let den = max_pow - min_pow;
1083 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1084 // quite a large factor to get something useful (ideally in the 2^30 range).
1085 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1086 let numerator = (num * BILLIONISH) as u64 + 1;
1087 let denominator = (den * BILLIONISH) as u64 + 1;
1088 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1089 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1090 (numerator, denominator)
1093 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1094 denominator < u64::max_value() / 21
1096 // If we have no knowledge of the channel, scale probability down by ~75%
1097 // Note that we prefer to increase the denominator rather than decrease the numerator as
1098 // the denominator is more likely to be larger and thus provide greater precision. This is
1099 // mostly an overoptimization but makes a large difference in tests.
1100 denominator = denominator * 21 / 16
1103 (numerator, denominator)
1106 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1107 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1109 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1110 let available_capacity = self.capacity_msat;
1111 let max_liquidity_msat = self.max_liquidity_msat();
1112 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1114 let mut res = if amount_msat <= min_liquidity_msat {
1116 } else if amount_msat >= max_liquidity_msat {
1117 // Equivalent to hitting the else clause below with the amount equal to the effective
1118 // capacity and without any certainty on the liquidity upper bound, plus the
1119 // impossibility penalty.
1120 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1121 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1122 score_params.liquidity_penalty_multiplier_msat,
1123 score_params.liquidity_penalty_amount_multiplier_msat)
1124 .saturating_add(score_params.considered_impossible_penalty_msat)
1126 let (numerator, denominator) = success_probability(amount_msat,
1127 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1128 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1129 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1130 // don't bother trying to use the log approximation as it gets too noisy to be
1131 // particularly helpful, instead just round down to 0.
1134 let negative_log10_times_2048 =
1135 approx::negative_log10_times_2048(numerator, denominator);
1136 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1137 score_params.liquidity_penalty_multiplier_msat,
1138 score_params.liquidity_penalty_amount_multiplier_msat)
1142 if amount_msat >= available_capacity {
1143 // We're trying to send more than the capacity, use a max penalty.
1144 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1145 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1146 score_params.historical_liquidity_penalty_multiplier_msat,
1147 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1151 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1152 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1153 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1154 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1155 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1158 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1159 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1160 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1161 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1163 // If we don't have any valid points (or, once decayed, we have less than a full
1164 // point), redo the non-historical calculation with no liquidity bounds tracked and
1165 // the historical penalty multipliers.
1166 let (numerator, denominator) = success_probability(amount_msat, 0,
1167 available_capacity, available_capacity, score_params, true);
1168 let negative_log10_times_2048 =
1169 approx::negative_log10_times_2048(numerator, denominator);
1170 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1171 score_params.historical_liquidity_penalty_multiplier_msat,
1172 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1179 /// Computes the liquidity penalty from the penalty multipliers.
1181 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1182 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1184 negative_log10_times_2048 =
1185 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1187 // Upper bound the liquidity penalty to ensure some channel is selected.
1188 let liquidity_penalty_msat = negative_log10_times_2048
1189 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1190 let amount_penalty_msat = negative_log10_times_2048
1191 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1192 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1194 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1197 /// Returns the lower bound of the channel liquidity balance in this direction.
1199 fn min_liquidity_msat(&self) -> u64 {
1200 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1203 /// Returns the upper bound of the channel liquidity balance in this direction.
1205 fn max_liquidity_msat(&self) -> u64 {
1207 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1210 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1211 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1213 // Decay the offset by the appropriate number of half lives. If half of the next half
1214 // life has passed, approximate an additional three-quarter life to help smooth out the
1216 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1217 let half_decays = elapsed_time / (half_life / 2);
1218 let decays = half_decays / 2;
1219 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1220 if half_decays % 2 == 0 {
1223 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1225 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1233 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1234 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1235 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1236 let existing_max_msat = self.max_liquidity_msat();
1237 if amount_msat < existing_max_msat {
1238 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1239 self.set_max_liquidity_msat(amount_msat);
1241 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1242 chan_descr, existing_max_msat, amount_msat);
1244 self.update_history_buckets(0);
1247 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1248 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1249 let existing_min_msat = self.min_liquidity_msat();
1250 if amount_msat > existing_min_msat {
1251 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1252 self.set_min_liquidity_msat(amount_msat);
1254 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1255 chan_descr, existing_min_msat, amount_msat);
1257 self.update_history_buckets(0);
1260 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1261 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1262 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1263 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1264 self.set_max_liquidity_msat(max_liquidity_msat);
1265 self.update_history_buckets(amount_msat);
1268 /// Updates the history buckets for this channel. Because the history buckets track what we now
1269 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1270 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1271 /// represents the amount of the successful payment we just made.
1272 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1273 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1274 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1275 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1276 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1277 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1279 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1280 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1281 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1283 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1284 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1285 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1289 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1290 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1291 *self.min_liquidity_offset_msat = amount_msat;
1292 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1295 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1297 *self.last_updated = self.now;
1300 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1301 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1302 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1303 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1306 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1308 *self.last_updated = self.now;
1312 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1313 type ScoreParams = ProbabilisticScoringFeeParameters;
1314 fn channel_penalty_msat(
1315 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1317 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1321 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1322 score_params.base_penalty_amount_multiplier_msat
1323 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1325 let mut anti_probing_penalty_msat = 0;
1326 match usage.effective_capacity {
1327 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1328 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1330 if usage.amount_msat > amount_msat {
1331 return u64::max_value();
1333 return base_penalty_msat;
1336 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1337 if htlc_maximum_msat >= capacity_msat/2 {
1338 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1344 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1345 let capacity_msat = usage.effective_capacity.as_msat();
1346 self.channel_liquidities
1347 .get(&short_channel_id)
1348 .unwrap_or(&ChannelLiquidity::new())
1349 .as_directed(source, target, capacity_msat, self.decay_params)
1350 .penalty_msat(amount_msat, score_params)
1351 .saturating_add(anti_probing_penalty_msat)
1352 .saturating_add(base_penalty_msat)
1356 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1357 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1358 let amount_msat = path.final_value_msat();
1359 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1360 let network_graph = self.network_graph.read_only();
1361 for (hop_idx, hop) in path.hops.iter().enumerate() {
1362 let target = NodeId::from_pubkey(&hop.pubkey);
1363 let channel_directed_from_source = network_graph.channels()
1364 .get(&hop.short_channel_id)
1365 .and_then(|channel| channel.as_directed_to(&target));
1367 let at_failed_channel = hop.short_channel_id == short_channel_id;
1368 if at_failed_channel && hop_idx == 0 {
1369 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);
1372 // Only score announced channels.
1373 if let Some((channel, source)) = channel_directed_from_source {
1374 let capacity_msat = channel.effective_capacity().as_msat();
1375 if at_failed_channel {
1376 self.channel_liquidities
1377 .entry(hop.short_channel_id)
1378 .or_insert_with(ChannelLiquidity::new)
1379 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1380 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1382 self.channel_liquidities
1383 .entry(hop.short_channel_id)
1384 .or_insert_with(ChannelLiquidity::new)
1385 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1386 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1389 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).",
1390 hop.short_channel_id);
1392 if at_failed_channel { break; }
1396 fn payment_path_successful(&mut self, path: &Path) {
1397 let amount_msat = path.final_value_msat();
1398 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1399 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1400 let network_graph = self.network_graph.read_only();
1401 for hop in &path.hops {
1402 let target = NodeId::from_pubkey(&hop.pubkey);
1403 let channel_directed_from_source = network_graph.channels()
1404 .get(&hop.short_channel_id)
1405 .and_then(|channel| channel.as_directed_to(&target));
1407 // Only score announced channels.
1408 if let Some((channel, source)) = channel_directed_from_source {
1409 let capacity_msat = channel.effective_capacity().as_msat();
1410 self.channel_liquidities
1411 .entry(hop.short_channel_id)
1412 .or_insert_with(ChannelLiquidity::new)
1413 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1414 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1416 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).",
1417 hop.short_channel_id);
1422 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1423 self.payment_path_failed(path, short_channel_id)
1426 fn probe_successful(&mut self, path: &Path) {
1427 self.payment_path_failed(path, u64::max_value())
1432 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1433 where L::Target: Logger {}
1436 const BITS: u32 = 64;
1437 const HIGHEST_BIT: u32 = BITS - 1;
1438 const LOWER_BITS: u32 = 6;
1439 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1440 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1442 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1443 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1444 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1445 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1446 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1447 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1448 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1449 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1450 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1451 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1452 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1453 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1454 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1455 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1456 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1457 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1458 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1459 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1460 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1461 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1462 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1463 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1464 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1465 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1466 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1467 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1468 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1469 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1470 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1471 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1472 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1473 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1474 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1475 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1476 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1477 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1478 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1479 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1480 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1481 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1482 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1483 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1484 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1485 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1486 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1487 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1488 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1489 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1490 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1491 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1492 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1493 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1494 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1495 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1496 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1497 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1498 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1499 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1500 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1501 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1502 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1503 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1504 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1505 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1506 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1507 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1508 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1509 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1510 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1511 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1512 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1513 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1514 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1515 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1516 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1517 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1518 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1519 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1520 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1521 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1522 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1523 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1524 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1525 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1526 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1527 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1528 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1529 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1530 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1531 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1532 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1533 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1534 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1535 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1536 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1537 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1538 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1539 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1540 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1541 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1542 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1543 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1544 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1545 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1546 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1547 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1548 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1549 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1550 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1551 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1552 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1553 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1554 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1555 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1556 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1557 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1558 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1559 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1560 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1561 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1562 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1563 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1564 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1565 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1566 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1567 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1568 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1569 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1570 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1571 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1572 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1573 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1574 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1575 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1576 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1577 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1578 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1579 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1580 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1581 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1582 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1583 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1584 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1585 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1586 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1587 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1588 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1589 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1590 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1591 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1592 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1593 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1594 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1595 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1596 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1597 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1598 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1599 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1600 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1601 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1602 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1603 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1604 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1605 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1606 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1607 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1608 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1609 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1610 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1611 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1612 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1613 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1614 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1615 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1616 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1617 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1618 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1619 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1620 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1621 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1622 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1623 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1624 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1625 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1626 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1627 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1628 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1629 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1630 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1631 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1632 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1633 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1634 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1635 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1636 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1637 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1638 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1639 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1640 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1641 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1642 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1643 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1644 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1645 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1646 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1647 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1648 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1649 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1650 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1651 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1652 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1653 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1654 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1655 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1656 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1657 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1658 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1659 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1660 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1661 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1662 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1663 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1664 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1665 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1666 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1667 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1668 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1669 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1670 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1671 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1672 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1673 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1674 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1675 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1676 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1677 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1678 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1679 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1680 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1681 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1682 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1683 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1684 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1685 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1686 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1687 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1688 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1689 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1690 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1691 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1692 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1693 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1694 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1695 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1696 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1697 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1698 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1699 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1700 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1703 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1705 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1706 // Multiply the -1 through to avoid needing to use signed numbers.
1707 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1711 fn log10_times_2048(x: u64) -> u16 {
1712 debug_assert_ne!(x, 0);
1713 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1714 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1715 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1723 fn prints_negative_log10_times_2048_lookup_table() {
1724 for msb in 0..BITS {
1725 for i in 0..LOWER_BITS_BOUND {
1726 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1727 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1728 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1730 if i % LOWER_BITS_BOUND == 0 {
1731 print!("\t\t[{}, ", log10_times_2048);
1732 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1733 println!("{}],", log10_times_2048);
1734 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1735 print!("{},\n\t\t\t", log10_times_2048);
1737 print!("{}, ", log10_times_2048);
1745 mod bucketed_history {
1748 // Because liquidity is often skewed heavily in one direction, we store historical state
1749 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1750 // must fit evenly into the buckets here.
1752 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1753 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1754 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1755 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1757 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1758 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1759 // buckets in total.
1761 const BUCKET_START_POS: [u16; 33] = [
1762 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1763 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1766 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1767 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1770 const POSITION_TICKS: u16 = 1 << 14;
1772 fn pos_to_bucket(pos: u16) -> usize {
1773 for bucket in 0..32 {
1774 if pos < BUCKET_START_POS[bucket + 1] {
1778 debug_assert!(false);
1784 fn check_bucket_maps() {
1785 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1786 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1787 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1789 let mut min_size_iter = 0;
1790 let mut legacy_bucket_iter = 0;
1791 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1792 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1793 for i in 0..*width {
1794 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1796 min_size_iter += *width;
1797 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1798 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1799 if legacy_bucket_iter + 1 < 8 {
1800 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1802 legacy_bucket_iter += 1;
1805 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1806 assert_eq!(min_size_iter, POSITION_TICKS);
1810 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1811 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1812 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1813 .try_into().unwrap_or(POSITION_TICKS)
1815 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1816 // division. This branch should only be hit in fuzz testing since the amount would
1817 // need to be over 2.88 million BTC in practice.
1818 ((amount_msat as u128) * (POSITION_TICKS as u128)
1819 / (capacity_msat as u128).saturating_add(1))
1820 .try_into().unwrap_or(POSITION_TICKS)
1822 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1823 // capacity to change due to a `channel_update` message which, if received while a payment
1824 // is in-flight, could cause this to fail. Thus, we only assert in test.
1826 debug_assert!(pos < POSITION_TICKS);
1830 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1831 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1832 /// support reading the legacy values here for backwards compatibility.
1833 pub(super) struct LegacyHistoricalBucketRangeTracker {
1837 impl LegacyHistoricalBucketRangeTracker {
1838 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1839 let mut buckets = [0; 32];
1840 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1841 let mut new_val = *legacy_bucket;
1842 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1843 new_val /= (end - start) as u16;
1844 for i in start..end {
1845 buckets[i as usize] = new_val;
1848 HistoricalBucketRangeTracker { buckets }
1852 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1853 /// in each of 32 buckets.
1854 #[derive(Clone, Copy)]
1855 pub(super) struct HistoricalBucketRangeTracker {
1859 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1860 /// "one" is 32, or this constant.
1861 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1863 impl HistoricalBucketRangeTracker {
1864 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1865 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1866 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1867 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1869 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1870 // the buckets for the current min and max liquidity offset positions.
1872 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1873 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1874 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1876 // In total, this allows us to track data for the last 8,000 or so payments across a given
1879 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1880 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1881 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1884 // The constants were picked experimentally, selecting a decay amount that restricts us
1885 // from overflowing buckets without having to cap them manually.
1887 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1888 if pos < POSITION_TICKS {
1889 for e in self.buckets.iter_mut() {
1890 *e = ((*e as u32) * 2047 / 2048) as u16;
1892 let bucket = pos_to_bucket(pos);
1893 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1896 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1897 /// datapoints as we receive newer information.
1899 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1900 for e in self.buckets.iter_mut() {
1901 *e = e.checked_shr(half_lives).unwrap_or(0);
1906 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1907 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1909 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1910 /// liquidity bounds for a given channel.
1911 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1912 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1914 pub(super) min_liquidity_offset_history: D,
1915 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1917 pub(super) max_liquidity_offset_history: D,
1920 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1921 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1922 -> Option<([u16; 32], [u16; 32])> {
1923 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1925 let mut min_buckets = *self.min_liquidity_offset_history;
1926 min_buckets.time_decay_data(required_decays);
1927 let mut max_buckets = *self.max_liquidity_offset_history;
1928 max_buckets.time_decay_data(required_decays);
1929 Some((min_buckets.buckets, max_buckets.buckets))
1932 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1933 -> Option<(u64, u32)> {
1934 let required_decays = now.duration_since(last_updated).as_secs()
1935 .checked_div(half_life.as_secs())
1936 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1938 let mut total_valid_points_tracked = 0;
1939 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1940 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1941 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1945 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1946 // treat it as if we were fully decayed.
1947 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1948 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1952 Some((total_valid_points_tracked, required_decays))
1956 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1957 &self, now: T, last_updated: T, half_life: Duration,
1958 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
1960 // If historical penalties are enabled, we try to calculate a probability of success
1961 // given our historical distribution of min- and max-liquidity bounds in a channel.
1962 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1963 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1964 // state). For each pair, we calculate the probability as if the bucket's corresponding
1965 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1966 // that probability by the weight of the selected buckets.
1967 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1968 if payment_pos >= POSITION_TICKS { return None; }
1970 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1971 // don't actually use the decayed buckets, though, as that would lose precision.
1972 let (total_valid_points_tracked, _)
1973 = self.get_total_valid_points(now, last_updated, half_life)?;
1975 let mut cumulative_success_prob_times_billion = 0;
1976 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1977 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1978 // points against the 0th min bucket. This avoids the case where we fail to route
1979 // increasingly lower values over a channel, but treat each failure as a separate
1980 // datapoint, many of which may have relatively high maximum-available-liquidity
1981 // values, which will result in us thinking we have some nontrivial probability of
1982 // routing up to that amount.
1983 if self.min_liquidity_offset_history.buckets[0] != 0 {
1984 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1985 let mut total_max_points = 0; // Total points in max-buckets to consider
1986 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1987 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1988 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1990 total_max_points += *max_bucket as u64;
1992 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1993 if payment_pos < max_bucket_end_pos {
1994 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
1995 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
1996 let bucket_prob_times_billion =
1997 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1998 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1999 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2000 numerator / denominator;
2004 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2005 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2006 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2007 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2008 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2009 // 30 bits is 62 bits.
2010 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2011 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2012 if payment_pos >= max_bucket_end_pos {
2013 // Success probability 0, the payment amount may be above the max liquidity
2015 } else if payment_pos < min_bucket_start_pos {
2016 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2018 let (numerator, denominator) = success_probability(payment_pos as u64,
2019 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2020 POSITION_TICKS as u64 - 1, params, true);
2021 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2022 numerator / denominator;
2027 Some(cumulative_success_prob_times_billion)
2031 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2033 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2035 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2036 write_tlv_fields!(w, {
2037 (0, self.channel_liquidities, required),
2043 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2044 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2047 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2048 ) -> Result<Self, DecodeError> {
2049 let (decay_params, network_graph, logger) = args;
2050 let mut channel_liquidities = HashMap::new();
2051 read_tlv_fields!(r, {
2052 (0, channel_liquidities, required),
2058 channel_liquidities,
2063 impl<T: Time> Writeable for ChannelLiquidity<T> {
2065 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2066 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2067 write_tlv_fields!(w, {
2068 (0, self.min_liquidity_offset_msat, required),
2069 // 1 was the min_liquidity_offset_history in octile form
2070 (2, self.max_liquidity_offset_msat, required),
2071 // 3 was the max_liquidity_offset_history in octile form
2072 (4, duration_since_epoch, required),
2073 (5, Some(self.min_liquidity_offset_history), option),
2074 (7, Some(self.max_liquidity_offset_history), option),
2080 impl<T: Time> Readable for ChannelLiquidity<T> {
2082 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2083 let mut min_liquidity_offset_msat = 0;
2084 let mut max_liquidity_offset_msat = 0;
2085 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2086 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2087 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2088 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2089 let mut duration_since_epoch = Duration::from_secs(0);
2090 read_tlv_fields!(r, {
2091 (0, min_liquidity_offset_msat, required),
2092 (1, legacy_min_liq_offset_history, option),
2093 (2, max_liquidity_offset_msat, required),
2094 (3, legacy_max_liq_offset_history, option),
2095 (4, duration_since_epoch, required),
2096 (5, min_liquidity_offset_history, option),
2097 (7, max_liquidity_offset_history, option),
2099 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2100 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2101 // is a time from a monotonic clock usually represented as an offset against boot time).
2102 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2103 // from the one that was written. However, because `Instant` can panic if we construct one
2104 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2105 // using `Instant::now()` in that case.
2106 let wall_clock_now = T::duration_since_epoch();
2108 let last_updated = if wall_clock_now > duration_since_epoch {
2109 now - (wall_clock_now - duration_since_epoch)
2111 if min_liquidity_offset_history.is_none() {
2112 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2113 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2115 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2118 if max_liquidity_offset_history.is_none() {
2119 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2120 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2122 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2126 min_liquidity_offset_msat,
2127 max_liquidity_offset_msat,
2128 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2129 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2137 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2138 use crate::blinded_path::{BlindedHop, BlindedPath};
2139 use crate::util::config::UserConfig;
2140 use crate::util::time::Time;
2141 use crate::util::time::tests::SinceEpoch;
2143 use crate::ln::channelmanager;
2144 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2145 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2146 use crate::routing::router::{BlindedTail, Path, RouteHop};
2147 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2148 use crate::util::ser::{ReadableArgs, Writeable};
2149 use crate::util::test_utils::{self, TestLogger};
2151 use bitcoin::blockdata::constants::genesis_block;
2152 use bitcoin::hashes::Hash;
2153 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2154 use bitcoin::network::constants::Network;
2155 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2156 use core::time::Duration;
2159 fn source_privkey() -> SecretKey {
2160 SecretKey::from_slice(&[42; 32]).unwrap()
2163 fn target_privkey() -> SecretKey {
2164 SecretKey::from_slice(&[43; 32]).unwrap()
2167 fn source_pubkey() -> PublicKey {
2168 let secp_ctx = Secp256k1::new();
2169 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2172 fn target_pubkey() -> PublicKey {
2173 let secp_ctx = Secp256k1::new();
2174 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2177 fn source_node_id() -> NodeId {
2178 NodeId::from_pubkey(&source_pubkey())
2181 fn target_node_id() -> NodeId {
2182 NodeId::from_pubkey(&target_pubkey())
2185 // `ProbabilisticScorer` tests
2187 /// A probabilistic scorer for testing with time that can be manually advanced.
2188 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2190 fn sender_privkey() -> SecretKey {
2191 SecretKey::from_slice(&[41; 32]).unwrap()
2194 fn recipient_privkey() -> SecretKey {
2195 SecretKey::from_slice(&[45; 32]).unwrap()
2198 fn sender_pubkey() -> PublicKey {
2199 let secp_ctx = Secp256k1::new();
2200 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2203 fn recipient_pubkey() -> PublicKey {
2204 let secp_ctx = Secp256k1::new();
2205 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2208 fn sender_node_id() -> NodeId {
2209 NodeId::from_pubkey(&sender_pubkey())
2212 fn recipient_node_id() -> NodeId {
2213 NodeId::from_pubkey(&recipient_pubkey())
2216 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2217 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2218 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2219 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2225 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2226 node_2_key: SecretKey
2228 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2229 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2230 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2231 let secp_ctx = Secp256k1::new();
2232 let unsigned_announcement = UnsignedChannelAnnouncement {
2233 features: channelmanager::provided_channel_features(&UserConfig::default()),
2234 chain_hash: genesis_hash,
2236 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2237 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2238 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2239 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2240 excess_data: Vec::new(),
2242 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2243 let signed_announcement = ChannelAnnouncement {
2244 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2245 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2246 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2247 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2248 contents: unsigned_announcement,
2250 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2251 network_graph.update_channel_from_announcement(
2252 &signed_announcement, &chain_source).unwrap();
2253 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2254 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2258 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2259 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2261 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2262 let secp_ctx = Secp256k1::new();
2263 let unsigned_update = UnsignedChannelUpdate {
2264 chain_hash: genesis_hash,
2268 cltv_expiry_delta: 18,
2269 htlc_minimum_msat: 0,
2272 fee_proportional_millionths: 0,
2273 excess_data: Vec::new(),
2275 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2276 let signed_update = ChannelUpdate {
2277 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2278 contents: unsigned_update,
2280 network_graph.update_channel(&signed_update).unwrap();
2283 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2284 let config = UserConfig::default();
2287 node_features: channelmanager::provided_node_features(&config),
2289 channel_features: channelmanager::provided_channel_features(&config),
2291 cltv_expiry_delta: 18,
2292 maybe_announced_channel: true,
2296 fn payment_path_for_amount(amount_msat: u64) -> Path {
2299 path_hop(source_pubkey(), 41, 1),
2300 path_hop(target_pubkey(), 42, 2),
2301 path_hop(recipient_pubkey(), 43, amount_msat),
2302 ], blinded_tail: None,
2307 fn liquidity_bounds_directed_from_lowest_node_id() {
2308 let logger = TestLogger::new();
2309 let last_updated = SinceEpoch::now();
2310 let network_graph = network_graph(&logger);
2311 let decay_params = ProbabilisticScoringDecayParameters::default();
2312 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2315 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2316 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2317 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2321 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2322 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2323 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2325 let source = source_node_id();
2326 let target = target_node_id();
2327 let recipient = recipient_node_id();
2328 assert!(source > target);
2329 assert!(target < recipient);
2331 // Update minimum liquidity.
2333 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2334 .as_directed(&source, &target, 1_000, decay_params);
2335 assert_eq!(liquidity.min_liquidity_msat(), 100);
2336 assert_eq!(liquidity.max_liquidity_msat(), 300);
2338 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2339 .as_directed(&target, &source, 1_000, decay_params);
2340 assert_eq!(liquidity.min_liquidity_msat(), 700);
2341 assert_eq!(liquidity.max_liquidity_msat(), 900);
2343 scorer.channel_liquidities.get_mut(&42).unwrap()
2344 .as_directed_mut(&source, &target, 1_000, decay_params)
2345 .set_min_liquidity_msat(200);
2347 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2348 .as_directed(&source, &target, 1_000, decay_params);
2349 assert_eq!(liquidity.min_liquidity_msat(), 200);
2350 assert_eq!(liquidity.max_liquidity_msat(), 300);
2352 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2353 .as_directed(&target, &source, 1_000, decay_params);
2354 assert_eq!(liquidity.min_liquidity_msat(), 700);
2355 assert_eq!(liquidity.max_liquidity_msat(), 800);
2357 // Update maximum liquidity.
2359 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2360 .as_directed(&target, &recipient, 1_000, decay_params);
2361 assert_eq!(liquidity.min_liquidity_msat(), 700);
2362 assert_eq!(liquidity.max_liquidity_msat(), 900);
2364 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2365 .as_directed(&recipient, &target, 1_000, decay_params);
2366 assert_eq!(liquidity.min_liquidity_msat(), 100);
2367 assert_eq!(liquidity.max_liquidity_msat(), 300);
2369 scorer.channel_liquidities.get_mut(&43).unwrap()
2370 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2371 .set_max_liquidity_msat(200);
2373 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2374 .as_directed(&target, &recipient, 1_000, decay_params);
2375 assert_eq!(liquidity.min_liquidity_msat(), 0);
2376 assert_eq!(liquidity.max_liquidity_msat(), 200);
2378 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2379 .as_directed(&recipient, &target, 1_000, decay_params);
2380 assert_eq!(liquidity.min_liquidity_msat(), 800);
2381 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2385 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2386 let logger = TestLogger::new();
2387 let last_updated = SinceEpoch::now();
2388 let network_graph = network_graph(&logger);
2389 let decay_params = ProbabilisticScoringDecayParameters::default();
2390 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2393 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2394 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2395 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2397 let source = source_node_id();
2398 let target = target_node_id();
2399 assert!(source > target);
2401 // Check initial bounds.
2402 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2403 .as_directed(&source, &target, 1_000, decay_params);
2404 assert_eq!(liquidity.min_liquidity_msat(), 400);
2405 assert_eq!(liquidity.max_liquidity_msat(), 800);
2407 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2408 .as_directed(&target, &source, 1_000, decay_params);
2409 assert_eq!(liquidity.min_liquidity_msat(), 200);
2410 assert_eq!(liquidity.max_liquidity_msat(), 600);
2412 // Reset from source to target.
2413 scorer.channel_liquidities.get_mut(&42).unwrap()
2414 .as_directed_mut(&source, &target, 1_000, decay_params)
2415 .set_min_liquidity_msat(900);
2417 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2418 .as_directed(&source, &target, 1_000, decay_params);
2419 assert_eq!(liquidity.min_liquidity_msat(), 900);
2420 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2422 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2423 .as_directed(&target, &source, 1_000, decay_params);
2424 assert_eq!(liquidity.min_liquidity_msat(), 0);
2425 assert_eq!(liquidity.max_liquidity_msat(), 100);
2427 // Reset from target to source.
2428 scorer.channel_liquidities.get_mut(&42).unwrap()
2429 .as_directed_mut(&target, &source, 1_000, decay_params)
2430 .set_min_liquidity_msat(400);
2432 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2433 .as_directed(&source, &target, 1_000, decay_params);
2434 assert_eq!(liquidity.min_liquidity_msat(), 0);
2435 assert_eq!(liquidity.max_liquidity_msat(), 600);
2437 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2438 .as_directed(&target, &source, 1_000, decay_params);
2439 assert_eq!(liquidity.min_liquidity_msat(), 400);
2440 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2444 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2445 let logger = TestLogger::new();
2446 let last_updated = SinceEpoch::now();
2447 let network_graph = network_graph(&logger);
2448 let decay_params = ProbabilisticScoringDecayParameters::default();
2449 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2452 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2453 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2454 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2456 let source = source_node_id();
2457 let target = target_node_id();
2458 assert!(source > target);
2460 // Check initial bounds.
2461 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2462 .as_directed(&source, &target, 1_000, decay_params);
2463 assert_eq!(liquidity.min_liquidity_msat(), 400);
2464 assert_eq!(liquidity.max_liquidity_msat(), 800);
2466 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2467 .as_directed(&target, &source, 1_000, decay_params);
2468 assert_eq!(liquidity.min_liquidity_msat(), 200);
2469 assert_eq!(liquidity.max_liquidity_msat(), 600);
2471 // Reset from source to target.
2472 scorer.channel_liquidities.get_mut(&42).unwrap()
2473 .as_directed_mut(&source, &target, 1_000, decay_params)
2474 .set_max_liquidity_msat(300);
2476 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2477 .as_directed(&source, &target, 1_000, decay_params);
2478 assert_eq!(liquidity.min_liquidity_msat(), 0);
2479 assert_eq!(liquidity.max_liquidity_msat(), 300);
2481 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2482 .as_directed(&target, &source, 1_000, decay_params);
2483 assert_eq!(liquidity.min_liquidity_msat(), 700);
2484 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2486 // Reset from target to source.
2487 scorer.channel_liquidities.get_mut(&42).unwrap()
2488 .as_directed_mut(&target, &source, 1_000, decay_params)
2489 .set_max_liquidity_msat(600);
2491 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2492 .as_directed(&source, &target, 1_000, decay_params);
2493 assert_eq!(liquidity.min_liquidity_msat(), 400);
2494 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2496 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2497 .as_directed(&target, &source, 1_000, decay_params);
2498 assert_eq!(liquidity.min_liquidity_msat(), 0);
2499 assert_eq!(liquidity.max_liquidity_msat(), 600);
2503 fn increased_penalty_nearing_liquidity_upper_bound() {
2504 let logger = TestLogger::new();
2505 let network_graph = network_graph(&logger);
2506 let params = ProbabilisticScoringFeeParameters {
2507 liquidity_penalty_multiplier_msat: 1_000,
2508 ..ProbabilisticScoringFeeParameters::zero_penalty()
2510 let decay_params = ProbabilisticScoringDecayParameters::default();
2511 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2512 let source = source_node_id();
2513 let target = target_node_id();
2515 let usage = ChannelUsage {
2517 inflight_htlc_msat: 0,
2518 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2520 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2521 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2522 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2523 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2524 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2525 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2526 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2528 let usage = ChannelUsage {
2530 inflight_htlc_msat: 0,
2531 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2533 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2534 let usage = ChannelUsage { amount_msat: 256, ..usage };
2535 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2536 let usage = ChannelUsage { amount_msat: 374, ..usage };
2537 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2538 let usage = ChannelUsage { amount_msat: 512, ..usage };
2539 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2540 let usage = ChannelUsage { amount_msat: 640, ..usage };
2541 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2542 let usage = ChannelUsage { amount_msat: 768, ..usage };
2543 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2544 let usage = ChannelUsage { amount_msat: 896, ..usage };
2545 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2549 fn constant_penalty_outside_liquidity_bounds() {
2550 let logger = TestLogger::new();
2551 let last_updated = SinceEpoch::now();
2552 let network_graph = network_graph(&logger);
2553 let params = ProbabilisticScoringFeeParameters {
2554 liquidity_penalty_multiplier_msat: 1_000,
2555 considered_impossible_penalty_msat: u64::max_value(),
2556 ..ProbabilisticScoringFeeParameters::zero_penalty()
2558 let decay_params = ProbabilisticScoringDecayParameters {
2559 ..ProbabilisticScoringDecayParameters::zero_penalty()
2561 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2564 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2565 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2566 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2568 let source = source_node_id();
2569 let target = target_node_id();
2571 let usage = ChannelUsage {
2573 inflight_htlc_msat: 0,
2574 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2576 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2577 let usage = ChannelUsage { amount_msat: 50, ..usage };
2578 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2579 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2580 let usage = ChannelUsage { amount_msat: 61, ..usage };
2581 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2585 fn does_not_further_penalize_own_channel() {
2586 let logger = TestLogger::new();
2587 let network_graph = network_graph(&logger);
2588 let params = ProbabilisticScoringFeeParameters {
2589 liquidity_penalty_multiplier_msat: 1_000,
2590 ..ProbabilisticScoringFeeParameters::zero_penalty()
2592 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2593 let sender = sender_node_id();
2594 let source = source_node_id();
2595 let usage = ChannelUsage {
2597 inflight_htlc_msat: 0,
2598 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2600 let failed_path = payment_path_for_amount(500);
2601 let successful_path = payment_path_for_amount(200);
2603 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2605 scorer.payment_path_failed(&failed_path, 41);
2606 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2608 scorer.payment_path_successful(&successful_path);
2609 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2613 fn sets_liquidity_lower_bound_on_downstream_failure() {
2614 let logger = TestLogger::new();
2615 let network_graph = network_graph(&logger);
2616 let params = ProbabilisticScoringFeeParameters {
2617 liquidity_penalty_multiplier_msat: 1_000,
2618 ..ProbabilisticScoringFeeParameters::zero_penalty()
2620 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2621 let source = source_node_id();
2622 let target = target_node_id();
2623 let path = payment_path_for_amount(500);
2625 let usage = ChannelUsage {
2627 inflight_htlc_msat: 0,
2628 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2630 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2631 let usage = ChannelUsage { amount_msat: 500, ..usage };
2632 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2633 let usage = ChannelUsage { amount_msat: 750, ..usage };
2634 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2636 scorer.payment_path_failed(&path, 43);
2638 let usage = ChannelUsage { amount_msat: 250, ..usage };
2639 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2640 let usage = ChannelUsage { amount_msat: 500, ..usage };
2641 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2642 let usage = ChannelUsage { amount_msat: 750, ..usage };
2643 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2647 fn sets_liquidity_upper_bound_on_failure() {
2648 let logger = TestLogger::new();
2649 let network_graph = network_graph(&logger);
2650 let params = ProbabilisticScoringFeeParameters {
2651 liquidity_penalty_multiplier_msat: 1_000,
2652 considered_impossible_penalty_msat: u64::max_value(),
2653 ..ProbabilisticScoringFeeParameters::zero_penalty()
2655 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2656 let source = source_node_id();
2657 let target = target_node_id();
2658 let path = payment_path_for_amount(500);
2660 let usage = ChannelUsage {
2662 inflight_htlc_msat: 0,
2663 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2665 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2666 let usage = ChannelUsage { amount_msat: 500, ..usage };
2667 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2668 let usage = ChannelUsage { amount_msat: 750, ..usage };
2669 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2671 scorer.payment_path_failed(&path, 42);
2673 let usage = ChannelUsage { amount_msat: 250, ..usage };
2674 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2675 let usage = ChannelUsage { amount_msat: 500, ..usage };
2676 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2677 let usage = ChannelUsage { amount_msat: 750, ..usage };
2678 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2682 fn ignores_channels_after_removed_failed_channel() {
2683 // Previously, if we'd tried to send over a channel which was removed from the network
2684 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2685 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2686 // channels in the route, even ones which they payment never reached. This tests to ensure
2687 // we do not score such channels.
2688 let secp_ctx = Secp256k1::new();
2689 let logger = TestLogger::new();
2690 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2691 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2692 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2693 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2694 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2695 add_channel(&mut network_graph, 42, secret_a, secret_b);
2696 // Don't add the channel from B -> C.
2697 add_channel(&mut network_graph, 44, secret_c, secret_d);
2699 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2700 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2701 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2702 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2705 path_hop(pub_b, 42, 1),
2706 path_hop(pub_c, 43, 2),
2707 path_hop(pub_d, 44, 100),
2710 let node_a = NodeId::from_pubkey(&pub_a);
2711 let node_b = NodeId::from_pubkey(&pub_b);
2712 let node_c = NodeId::from_pubkey(&pub_c);
2713 let node_d = NodeId::from_pubkey(&pub_d);
2715 let params = ProbabilisticScoringFeeParameters {
2716 liquidity_penalty_multiplier_msat: 1_000,
2717 ..ProbabilisticScoringFeeParameters::zero_penalty()
2719 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2721 let usage = ChannelUsage {
2723 inflight_htlc_msat: 0,
2724 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2726 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2727 // Note that a default liquidity bound is used for B -> C as no channel exists
2728 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2729 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2731 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2733 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2734 // Note that a default liquidity bound is used for B -> C as no channel exists
2735 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2736 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2740 fn reduces_liquidity_upper_bound_along_path_on_success() {
2741 let logger = TestLogger::new();
2742 let network_graph = network_graph(&logger);
2743 let params = ProbabilisticScoringFeeParameters {
2744 liquidity_penalty_multiplier_msat: 1_000,
2745 ..ProbabilisticScoringFeeParameters::zero_penalty()
2747 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2748 let sender = sender_node_id();
2749 let source = source_node_id();
2750 let target = target_node_id();
2751 let recipient = recipient_node_id();
2752 let usage = ChannelUsage {
2754 inflight_htlc_msat: 0,
2755 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2758 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2759 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2760 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2762 scorer.payment_path_successful(&payment_path_for_amount(500));
2764 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2765 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2766 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2770 fn decays_liquidity_bounds_over_time() {
2771 let logger = TestLogger::new();
2772 let network_graph = network_graph(&logger);
2773 let params = ProbabilisticScoringFeeParameters {
2774 liquidity_penalty_multiplier_msat: 1_000,
2775 considered_impossible_penalty_msat: u64::max_value(),
2776 ..ProbabilisticScoringFeeParameters::zero_penalty()
2778 let decay_params = ProbabilisticScoringDecayParameters {
2779 liquidity_offset_half_life: Duration::from_secs(10),
2780 ..ProbabilisticScoringDecayParameters::zero_penalty()
2782 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2783 let source = source_node_id();
2784 let target = target_node_id();
2786 let usage = ChannelUsage {
2788 inflight_htlc_msat: 0,
2789 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2791 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2792 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2793 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2795 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2796 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2798 // Initial penalties
2799 let usage = ChannelUsage { amount_msat: 128, ..usage };
2800 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2801 let usage = ChannelUsage { amount_msat: 256, ..usage };
2802 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2803 let usage = ChannelUsage { amount_msat: 768, ..usage };
2804 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2805 let usage = ChannelUsage { amount_msat: 896, ..usage };
2806 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2809 SinceEpoch::advance(Duration::from_secs(4));
2810 let usage = ChannelUsage { amount_msat: 128, ..usage };
2811 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2812 let usage = ChannelUsage { amount_msat: 256, ..usage };
2813 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2814 let usage = ChannelUsage { amount_msat: 768, ..usage };
2815 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2816 let usage = ChannelUsage { amount_msat: 896, ..usage };
2817 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2819 // Half decay (i.e., three-quarter life)
2820 SinceEpoch::advance(Duration::from_secs(1));
2821 let usage = ChannelUsage { amount_msat: 128, ..usage };
2822 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2823 let usage = ChannelUsage { amount_msat: 256, ..usage };
2824 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2825 let usage = ChannelUsage { amount_msat: 768, ..usage };
2826 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 921);
2827 let usage = ChannelUsage { amount_msat: 896, ..usage };
2828 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2830 // One decay (i.e., half life)
2831 SinceEpoch::advance(Duration::from_secs(5));
2832 let usage = ChannelUsage { amount_msat: 64, ..usage };
2833 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2834 let usage = ChannelUsage { amount_msat: 128, ..usage };
2835 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2836 let usage = ChannelUsage { amount_msat: 896, ..usage };
2837 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2838 let usage = ChannelUsage { amount_msat: 960, ..usage };
2839 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2841 // Fully decay liquidity lower bound.
2842 SinceEpoch::advance(Duration::from_secs(10 * 7));
2843 let usage = ChannelUsage { amount_msat: 0, ..usage };
2844 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2845 let usage = ChannelUsage { amount_msat: 1, ..usage };
2846 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2847 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2848 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2849 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2850 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2852 // Fully decay liquidity upper bound.
2853 SinceEpoch::advance(Duration::from_secs(10));
2854 let usage = ChannelUsage { amount_msat: 0, ..usage };
2855 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2856 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2857 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2859 SinceEpoch::advance(Duration::from_secs(10));
2860 let usage = ChannelUsage { amount_msat: 0, ..usage };
2861 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2862 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2863 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2867 fn decays_liquidity_bounds_without_shift_overflow() {
2868 let logger = TestLogger::new();
2869 let network_graph = network_graph(&logger);
2870 let params = ProbabilisticScoringFeeParameters {
2871 liquidity_penalty_multiplier_msat: 1_000,
2872 ..ProbabilisticScoringFeeParameters::zero_penalty()
2874 let decay_params = ProbabilisticScoringDecayParameters {
2875 liquidity_offset_half_life: Duration::from_secs(10),
2876 ..ProbabilisticScoringDecayParameters::default()
2878 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2879 let source = source_node_id();
2880 let target = target_node_id();
2881 let usage = ChannelUsage {
2883 inflight_htlc_msat: 0,
2884 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2886 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2888 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2889 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2891 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2892 // would cause an overflow.
2893 SinceEpoch::advance(Duration::from_secs(10 * 64));
2894 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2896 SinceEpoch::advance(Duration::from_secs(10));
2897 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2901 fn restricts_liquidity_bounds_after_decay() {
2902 let logger = TestLogger::new();
2903 let network_graph = network_graph(&logger);
2904 let params = ProbabilisticScoringFeeParameters {
2905 liquidity_penalty_multiplier_msat: 1_000,
2906 ..ProbabilisticScoringFeeParameters::zero_penalty()
2908 let decay_params = ProbabilisticScoringDecayParameters {
2909 liquidity_offset_half_life: Duration::from_secs(10),
2910 ..ProbabilisticScoringDecayParameters::default()
2912 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2913 let source = source_node_id();
2914 let target = target_node_id();
2915 let usage = ChannelUsage {
2917 inflight_htlc_msat: 0,
2918 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2921 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2923 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2924 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2925 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2926 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2928 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2929 SinceEpoch::advance(Duration::from_secs(10));
2930 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2932 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2933 // is closer to the upper bound, meaning a higher penalty.
2934 scorer.payment_path_successful(&payment_path_for_amount(64));
2935 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2937 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2938 // is closer to the lower bound, meaning a lower penalty.
2939 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2940 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2942 // Further decaying affects the lower bound more than the upper bound (128, 928).
2943 SinceEpoch::advance(Duration::from_secs(10));
2944 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2948 fn restores_persisted_liquidity_bounds() {
2949 let logger = TestLogger::new();
2950 let network_graph = network_graph(&logger);
2951 let params = ProbabilisticScoringFeeParameters {
2952 liquidity_penalty_multiplier_msat: 1_000,
2953 considered_impossible_penalty_msat: u64::max_value(),
2954 ..ProbabilisticScoringFeeParameters::zero_penalty()
2956 let decay_params = ProbabilisticScoringDecayParameters {
2957 liquidity_offset_half_life: Duration::from_secs(10),
2958 ..ProbabilisticScoringDecayParameters::default()
2960 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2961 let source = source_node_id();
2962 let target = target_node_id();
2963 let usage = ChannelUsage {
2965 inflight_htlc_msat: 0,
2966 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2969 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2970 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2972 SinceEpoch::advance(Duration::from_secs(10));
2973 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2975 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2976 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2978 let mut serialized_scorer = Vec::new();
2979 scorer.write(&mut serialized_scorer).unwrap();
2981 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2982 let deserialized_scorer =
2983 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2984 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2988 fn decays_persisted_liquidity_bounds() {
2989 let logger = TestLogger::new();
2990 let network_graph = network_graph(&logger);
2991 let params = ProbabilisticScoringFeeParameters {
2992 liquidity_penalty_multiplier_msat: 1_000,
2993 considered_impossible_penalty_msat: u64::max_value(),
2994 ..ProbabilisticScoringFeeParameters::zero_penalty()
2996 let decay_params = ProbabilisticScoringDecayParameters {
2997 liquidity_offset_half_life: Duration::from_secs(10),
2998 ..ProbabilisticScoringDecayParameters::zero_penalty()
3000 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3001 let source = source_node_id();
3002 let target = target_node_id();
3003 let usage = ChannelUsage {
3005 inflight_htlc_msat: 0,
3006 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3009 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3010 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3012 let mut serialized_scorer = Vec::new();
3013 scorer.write(&mut serialized_scorer).unwrap();
3015 SinceEpoch::advance(Duration::from_secs(10));
3017 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3018 let deserialized_scorer =
3019 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3020 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
3022 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3023 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3025 SinceEpoch::advance(Duration::from_secs(10));
3026 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 370);
3030 fn scores_realistic_payments() {
3031 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3032 // 50k sat reserve).
3033 let logger = TestLogger::new();
3034 let network_graph = network_graph(&logger);
3035 let params = ProbabilisticScoringFeeParameters::default();
3036 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3037 let source = source_node_id();
3038 let target = target_node_id();
3040 let usage = ChannelUsage {
3041 amount_msat: 100_000_000,
3042 inflight_htlc_msat: 0,
3043 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3045 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 11497);
3046 let usage = ChannelUsage {
3047 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3049 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 7408);
3050 let usage = ChannelUsage {
3051 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3053 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 6151);
3054 let usage = ChannelUsage {
3055 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3057 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 5427);
3058 let usage = ChannelUsage {
3059 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3061 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4955);
3062 let usage = ChannelUsage {
3063 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3065 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4736);
3066 let usage = ChannelUsage {
3067 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3069 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4484);
3070 let usage = ChannelUsage {
3071 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3073 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4484);
3074 let usage = ChannelUsage {
3075 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3077 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4263);
3078 let usage = ChannelUsage {
3079 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3081 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4263);
3082 let usage = ChannelUsage {
3083 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3085 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4044);
3089 fn adds_base_penalty_to_liquidity_penalty() {
3090 let logger = TestLogger::new();
3091 let network_graph = network_graph(&logger);
3092 let source = source_node_id();
3093 let target = target_node_id();
3094 let usage = ChannelUsage {
3096 inflight_htlc_msat: 0,
3097 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3100 let params = ProbabilisticScoringFeeParameters {
3101 liquidity_penalty_multiplier_msat: 1_000,
3102 ..ProbabilisticScoringFeeParameters::zero_penalty()
3104 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3105 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
3107 let params = ProbabilisticScoringFeeParameters {
3108 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3109 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3111 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3112 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
3114 let params = ProbabilisticScoringFeeParameters {
3115 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3116 base_penalty_amount_multiplier_msat: (1 << 30),
3117 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3120 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3121 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
3125 fn adds_amount_penalty_to_liquidity_penalty() {
3126 let logger = TestLogger::new();
3127 let network_graph = network_graph(&logger);
3128 let source = source_node_id();
3129 let target = target_node_id();
3130 let usage = ChannelUsage {
3131 amount_msat: 512_000,
3132 inflight_htlc_msat: 0,
3133 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3136 let params = ProbabilisticScoringFeeParameters {
3137 liquidity_penalty_multiplier_msat: 1_000,
3138 liquidity_penalty_amount_multiplier_msat: 0,
3139 ..ProbabilisticScoringFeeParameters::zero_penalty()
3141 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3142 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3144 let params = ProbabilisticScoringFeeParameters {
3145 liquidity_penalty_multiplier_msat: 1_000,
3146 liquidity_penalty_amount_multiplier_msat: 256,
3147 ..ProbabilisticScoringFeeParameters::zero_penalty()
3149 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3150 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
3154 fn calculates_log10_without_overflowing_u64_max_value() {
3155 let logger = TestLogger::new();
3156 let network_graph = network_graph(&logger);
3157 let source = source_node_id();
3158 let target = target_node_id();
3159 let usage = ChannelUsage {
3160 amount_msat: u64::max_value(),
3161 inflight_htlc_msat: 0,
3162 effective_capacity: EffectiveCapacity::Infinite,
3165 let params = ProbabilisticScoringFeeParameters {
3166 liquidity_penalty_multiplier_msat: 40_000,
3167 ..ProbabilisticScoringFeeParameters::zero_penalty()
3169 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3170 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3171 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
3175 fn accounts_for_inflight_htlc_usage() {
3176 let logger = TestLogger::new();
3177 let network_graph = network_graph(&logger);
3178 let params = ProbabilisticScoringFeeParameters {
3179 considered_impossible_penalty_msat: u64::max_value(),
3180 ..ProbabilisticScoringFeeParameters::zero_penalty()
3182 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3183 let source = source_node_id();
3184 let target = target_node_id();
3186 let usage = ChannelUsage {
3188 inflight_htlc_msat: 0,
3189 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3191 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3193 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3194 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3198 fn removes_uncertainity_when_exact_liquidity_known() {
3199 let logger = TestLogger::new();
3200 let network_graph = network_graph(&logger);
3201 let params = ProbabilisticScoringFeeParameters::default();
3202 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3203 let source = source_node_id();
3204 let target = target_node_id();
3206 let base_penalty_msat = params.base_penalty_msat;
3207 let usage = ChannelUsage {
3209 inflight_htlc_msat: 0,
3210 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3212 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3214 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3215 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3217 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3218 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3222 fn remembers_historical_failures() {
3223 let logger = TestLogger::new();
3224 let network_graph = network_graph(&logger);
3225 let params = ProbabilisticScoringFeeParameters {
3226 historical_liquidity_penalty_multiplier_msat: 1024,
3227 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3228 ..ProbabilisticScoringFeeParameters::zero_penalty()
3230 let decay_params = ProbabilisticScoringDecayParameters {
3231 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3232 historical_no_updates_half_life: Duration::from_secs(10),
3234 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3235 let source = source_node_id();
3236 let target = target_node_id();
3238 let usage = ChannelUsage {
3240 inflight_htlc_msat: 0,
3241 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3243 let usage_1 = ChannelUsage {
3245 inflight_htlc_msat: 0,
3246 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3249 // With no historical data the normal liquidity penalty calculation is used.
3250 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
3251 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3253 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3256 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3257 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3258 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 249);
3259 // The "it failed" increment is 32, where the probability should lie several buckets into
3260 // the first octile.
3261 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3262 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],
3263 [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])));
3264 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3266 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3269 // Even after we tell the scorer we definitely have enough available liquidity, it will
3270 // still remember that there was some failure in the past, and assign a non-0 penalty.
3271 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3272 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 105);
3273 // The first points should be decayed just slightly and the last bucket has a new point.
3274 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3275 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],
3276 [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])));
3278 // The exact success probability is a bit complicated and involves integer rounding, so we
3279 // simply check bounds here.
3280 let five_hundred_prob =
3281 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3282 assert!(five_hundred_prob > 0.59);
3283 assert!(five_hundred_prob < 0.60);
3285 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3286 assert!(one_prob < 0.85);
3287 assert!(one_prob > 0.84);
3289 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3290 // gone), and check that we're back to where we started.
3291 SinceEpoch::advance(Duration::from_secs(10 * 16));
3292 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
3293 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3294 // data entirely instead.
3295 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3297 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3299 let mut usage = ChannelUsage {
3301 inflight_htlc_msat: 1024,
3302 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3304 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3305 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2050);
3306 usage.inflight_htlc_msat = 0;
3307 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3309 let usage = ChannelUsage {
3311 inflight_htlc_msat: 0,
3312 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3314 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3316 // Advance to decay all liquidity offsets to zero.
3317 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3319 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3320 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3322 path_hop(target_pubkey(), 43, 2),
3323 path_hop(source_pubkey(), 42, 1),
3324 path_hop(sender_pubkey(), 41, 0),
3326 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3330 fn adds_anti_probing_penalty() {
3331 let logger = TestLogger::new();
3332 let network_graph = network_graph(&logger);
3333 let source = source_node_id();
3334 let target = target_node_id();
3335 let params = ProbabilisticScoringFeeParameters {
3336 anti_probing_penalty_msat: 500,
3337 ..ProbabilisticScoringFeeParameters::zero_penalty()
3339 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3341 // Check we receive no penalty for a low htlc_maximum_msat.
3342 let usage = ChannelUsage {
3343 amount_msat: 512_000,
3344 inflight_htlc_msat: 0,
3345 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3347 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3349 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3350 let usage = ChannelUsage {
3351 amount_msat: 512_000,
3352 inflight_htlc_msat: 0,
3353 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3355 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3357 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3358 let usage = ChannelUsage {
3359 amount_msat: 512_000,
3360 inflight_htlc_msat: 0,
3361 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3363 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3365 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3366 let usage = ChannelUsage {
3367 amount_msat: 512_000,
3368 inflight_htlc_msat: 0,
3369 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3371 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3375 fn scores_with_blinded_path() {
3376 // Make sure we'll account for a blinded path's final_value_msat in scoring
3377 let logger = TestLogger::new();
3378 let network_graph = network_graph(&logger);
3379 let params = ProbabilisticScoringFeeParameters {
3380 liquidity_penalty_multiplier_msat: 1_000,
3381 ..ProbabilisticScoringFeeParameters::zero_penalty()
3383 let decay_params = ProbabilisticScoringDecayParameters::default();
3384 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3385 let source = source_node_id();
3386 let target = target_node_id();
3387 let usage = ChannelUsage {
3389 inflight_htlc_msat: 0,
3390 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3392 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3394 let mut path = payment_path_for_amount(768);
3395 let recipient_hop = path.hops.pop().unwrap();
3396 let blinded_path = BlindedPath {
3397 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3398 blinding_point: test_utils::pubkey(42),
3400 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3403 path.blinded_tail = Some(BlindedTail {
3404 hops: blinded_path.blinded_hops,
3405 blinding_point: blinded_path.blinding_point,
3406 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3407 final_value_msat: recipient_hop.fee_msat,
3410 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3411 // final value is taken into account.
3412 assert!(scorer.channel_liquidities.get(&42).is_none());
3414 scorer.payment_path_failed(&path, 42);
3415 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3416 scorer.payment_path_failed(&path, 43);
3418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3419 .as_directed(&source, &target, 1_000, decay_params);
3420 assert_eq!(liquidity.min_liquidity_msat(), 256);
3421 assert_eq!(liquidity.max_liquidity_msat(), 768);
3425 fn realistic_historical_failures() {
3426 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3427 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3429 let logger = TestLogger::new();
3430 let mut network_graph = network_graph(&logger);
3431 let params = ProbabilisticScoringFeeParameters {
3432 historical_liquidity_penalty_multiplier_msat: 1024,
3433 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3434 ..ProbabilisticScoringFeeParameters::zero_penalty()
3436 let decay_params = ProbabilisticScoringDecayParameters {
3437 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3438 historical_no_updates_half_life: Duration::from_secs(10),
3439 ..ProbabilisticScoringDecayParameters::default()
3442 let capacity_msat = 100_000_000_000;
3443 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3444 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3446 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3447 let source = source_node_id();
3448 let target = target_node_id();
3450 let mut amount_msat = 10_000_000;
3451 let usage = ChannelUsage {
3453 inflight_htlc_msat: 0,
3454 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3456 // With no historical data the normal liquidity penalty calculation is used, which results
3457 // in a success probability of ~75%.
3458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1269);
3459 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3461 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3464 // Fail to pay once, and then check the buckets and penalty.
3465 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3466 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3467 // same bucket which is the only maximum datapoint.
3468 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3469 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3470 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3471 // 6k sats and 12k sats).
3472 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3473 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],
3474 [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])));
3475 // The success probability estimate itself should be zero.
3476 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3479 // Now test again with the amount in the bottom bucket.
3481 // The new amount is entirely within the only minimum bucket with score, so the probability
3482 // we assign is 1/2.
3483 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3486 // ...but once we see a failure, we consider the payment to be substantially less likely,
3487 // even though not a probability of zero as we still look at the second max bucket which
3489 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3490 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3491 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],
3492 [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])));
3493 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),