1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
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, candidate: &CandidateRouteHop, 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, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
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, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn time_passed(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn time_passed(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().time_passed(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn time_passed(&mut self, duration_since_epoch: Duration) {
376 self.0.time_passed(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity>,
497 _unused_time: core::marker::PhantomData<T>,
500 /// Parameters for configuring [`ProbabilisticScorer`].
502 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
503 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
505 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
508 pub struct ProbabilisticScoringFeeParameters {
509 /// A fixed penalty in msats to apply to each channel.
511 /// Default value: 500 msat
512 pub base_penalty_msat: u64,
514 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
515 /// applied to each channel, in excess of the [`base_penalty_msat`].
517 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
518 /// fees plus penalty) for large payments. The penalty is computed as the product of this
519 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
520 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
522 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
524 /// Default value: 8,192 msat
526 /// [`base_penalty_msat`]: Self::base_penalty_msat
527 pub base_penalty_amount_multiplier_msat: u64,
529 /// A multiplier used in conjunction with the negative `log10` of the channel's success
530 /// probability for a payment, as determined by our latest estimates of the channel's
531 /// liquidity, to determine the liquidity penalty.
533 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
534 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
535 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
536 /// lower bounding the success probability to `0.01`) when the amount falls within the
537 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
538 /// result in a `u64::max_value` penalty, however.
540 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
542 /// Default value: 30,000 msat
544 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
545 pub liquidity_penalty_multiplier_msat: u64,
547 /// A multiplier used in conjunction with the total amount flowing over a channel and the
548 /// negative `log10` of the channel's success probability for the payment, as determined by our
549 /// latest estimates of the channel's liquidity, to determine the amount penalty.
551 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
552 /// fees plus penalty) for large payments. The penalty is computed as the product of this
553 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
554 /// `log10` of the success probability.
556 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
558 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
559 /// the amount will result in a penalty of the multiplier. And, as the success probability
560 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
561 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
564 /// Default value: 192 msat
565 pub liquidity_penalty_amount_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the negative `log10` of the channel's success
568 /// probability for the payment, as determined based on the history of our estimates of the
569 /// channel's available liquidity, to determine a penalty.
571 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
572 /// only our latest estimate for the current liquidity available in the channel, it estimates
573 /// success probability based on the estimated liquidity available in the channel through
574 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
575 /// track which of several buckets those bounds fall into, exponentially decaying the
576 /// probability of each bucket as new samples are added.
578 /// Default value: 10,000 msat
580 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
581 pub historical_liquidity_penalty_multiplier_msat: u64,
583 /// A multiplier used in conjunction with the total amount flowing over a channel and the
584 /// negative `log10` of the channel's success probability for the payment, as determined based
585 /// on the history of our estimates of the channel's available liquidity, to determine a
588 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
589 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
590 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
593 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
594 /// of using only our latest estimate for the current liquidity available in the channel, it
595 /// estimates success probability based on the estimated liquidity available in the channel
596 /// through history. Specifically, every time we update our liquidity bounds on a given
597 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
598 /// the probability of each bucket as new samples are added.
600 /// Default value: 64 msat
602 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
603 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
605 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
606 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
607 /// considered during path finding.
609 /// This is not exported to bindings users
610 pub manual_node_penalties: HashMap<NodeId, u64>,
612 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
613 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
614 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
615 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
616 /// to restrict `htlc_maximum_msat` and improve privacy.
618 /// Default value: 250 msat
619 pub anti_probing_penalty_msat: u64,
621 /// This penalty is applied when the total amount flowing over a channel exceeds our current
622 /// estimate of the channel's available liquidity. The total amount is the amount of the
623 /// current HTLC plus any HTLCs which we've sent over the same channel.
625 /// Note that in this case all other penalties, including the
626 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
627 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
628 /// applicable, are still included in the overall penalty.
630 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
631 /// `u64::max_value()` will guarantee that.
633 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
635 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
636 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
637 /// [`base_penalty_msat`]: Self::base_penalty_msat
638 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
639 pub considered_impossible_penalty_msat: u64,
641 /// In order to calculate most of the scores above, we must first convert a lower and upper
642 /// bound on the available liquidity in a channel into the probability that we think a payment
643 /// will succeed. That probability is derived from a Probability Density Function for where we
644 /// think the liquidity in a channel likely lies, given such bounds.
646 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
647 /// liquidity in a channel is just as likely to be at any point between our lower and upper
650 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
651 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
652 /// matches experimental results - most routing nodes do not aggressively rebalance their
653 /// channels and flows in the network are often unbalanced, leaving liquidity usually
656 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
657 /// of floating-point multiplications in the hottest routing code, which may lead to routing
658 /// performance degradation on some machines.
660 /// Default value: false
661 pub linear_success_probability: bool,
664 impl Default for ProbabilisticScoringFeeParameters {
665 fn default() -> Self {
667 base_penalty_msat: 500,
668 base_penalty_amount_multiplier_msat: 8192,
669 liquidity_penalty_multiplier_msat: 30_000,
670 liquidity_penalty_amount_multiplier_msat: 192,
671 manual_node_penalties: HashMap::new(),
672 anti_probing_penalty_msat: 250,
673 considered_impossible_penalty_msat: 1_0000_0000_000,
674 historical_liquidity_penalty_multiplier_msat: 10_000,
675 historical_liquidity_penalty_amount_multiplier_msat: 64,
676 linear_success_probability: false,
681 impl ProbabilisticScoringFeeParameters {
682 /// Marks the node with the given `node_id` as banned,
683 /// i.e it will be avoided during path finding.
684 pub fn add_banned(&mut self, node_id: &NodeId) {
685 self.manual_node_penalties.insert(*node_id, u64::max_value());
688 /// Marks all nodes in the given list as banned, i.e.,
689 /// they will be avoided during path finding.
690 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
692 self.manual_node_penalties.insert(id, u64::max_value());
696 /// Removes the node with the given `node_id` from the list of nodes to avoid.
697 pub fn remove_banned(&mut self, node_id: &NodeId) {
698 self.manual_node_penalties.remove(node_id);
701 /// Sets a manual penalty for the given node.
702 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
703 self.manual_node_penalties.insert(*node_id, penalty);
706 /// Removes the node with the given `node_id` from the list of manual penalties.
707 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
708 self.manual_node_penalties.remove(node_id);
711 /// Clears the list of manual penalties that are applied during path finding.
712 pub fn clear_manual_penalties(&mut self) {
713 self.manual_node_penalties = HashMap::new();
718 impl ProbabilisticScoringFeeParameters {
719 fn zero_penalty() -> Self {
721 base_penalty_msat: 0,
722 base_penalty_amount_multiplier_msat: 0,
723 liquidity_penalty_multiplier_msat: 0,
724 liquidity_penalty_amount_multiplier_msat: 0,
725 historical_liquidity_penalty_multiplier_msat: 0,
726 historical_liquidity_penalty_amount_multiplier_msat: 0,
727 manual_node_penalties: HashMap::new(),
728 anti_probing_penalty_msat: 0,
729 considered_impossible_penalty_msat: 0,
730 linear_success_probability: true,
735 /// Parameters for configuring [`ProbabilisticScorer`].
737 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
738 /// these decay parameters affect the score of the channel penalty and are not changed on a
739 /// per-route penalty cost call.
740 #[derive(Copy, Clone)]
741 pub struct ProbabilisticScoringDecayParameters {
742 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
743 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
744 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
746 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
748 /// Note that after 16 or more half lives all historical data will be completely gone.
750 /// Default value: 14 days
752 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
753 pub historical_no_updates_half_life: Duration,
755 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
756 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
757 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
760 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
761 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
762 /// struct documentation for more info on the way the liquidity bounds are used.
764 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
765 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
766 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
768 /// Default value: 6 hours
772 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
773 /// liquidity knowledge will never decay except when the bounds cross.
774 pub liquidity_offset_half_life: Duration,
777 impl Default for ProbabilisticScoringDecayParameters {
778 fn default() -> Self {
780 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
781 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
787 impl ProbabilisticScoringDecayParameters {
788 fn zero_penalty() -> Self {
790 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
791 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
796 /// Accounting for channel liquidity balance uncertainty.
798 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
799 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
800 /// offset fields gives the opposite direction.
801 struct ChannelLiquidity {
802 /// Lower channel liquidity bound in terms of an offset from zero.
803 min_liquidity_offset_msat: u64,
805 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
806 max_liquidity_offset_msat: u64,
808 min_liquidity_offset_history: HistoricalBucketRangeTracker,
809 max_liquidity_offset_history: HistoricalBucketRangeTracker,
811 /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
812 last_updated: Duration,
814 /// Time when the historical liquidity bounds were last modified as an offset against the unix
816 offset_history_last_updated: Duration,
819 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
820 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
821 min_liquidity_offset_msat: L,
822 max_liquidity_offset_msat: L,
823 liquidity_history: HistoricalMinMaxBuckets<BRT>,
826 offset_history_last_updated: T,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
839 _unused_time: core::marker::PhantomData,
844 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
845 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
849 /// Dump the contents of this scorer into the configured logger.
851 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
852 /// which may be a substantial amount of log output.
853 pub fn debug_log_liquidity_stats(&self) {
854 let graph = self.network_graph.read_only();
855 for (scid, liq) in self.channel_liquidities.iter() {
856 if let Some(chan_debug) = graph.channels().get(scid) {
857 let log_direction = |source, target| {
858 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
859 let amt = directed_info.effective_capacity().as_msat();
860 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
862 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
863 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
865 log_debug!(self.logger, core::concat!(
866 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
867 "\tHistorical min liquidity bucket relative probabilities:\n",
868 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
869 "\tHistorical max liquidity bucket relative probabilities:\n",
870 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
871 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
872 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
873 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
874 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
875 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
876 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
877 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
878 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
879 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
880 // Note that the liquidity buckets are an offset from the edge, so we
881 // inverse the max order to get the probabilities from zero.
882 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
883 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
884 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
885 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
886 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
887 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
888 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
889 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
891 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
895 log_direction(&chan_debug.node_one, &chan_debug.node_two);
896 log_direction(&chan_debug.node_two, &chan_debug.node_one);
898 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
903 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
904 /// channel with `scid` towards the given `target` node.
905 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
906 let graph = self.network_graph.read_only();
908 if let Some(chan) = graph.channels().get(&scid) {
909 if let Some(liq) = self.channel_liquidities.get(&scid) {
910 if let Some((directed_info, source)) = chan.as_directed_to(target) {
911 let amt = directed_info.effective_capacity().as_msat();
912 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
913 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
920 /// Query the historical estimated minimum and maximum liquidity available for sending a
921 /// payment over the channel with `scid` towards the given `target` node.
923 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
924 /// the second set describes the upper-bound liquidity history. Each bucket describes the
925 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
926 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
927 /// more recent data points are weighted more heavily than older datapoints.
929 /// Note that the range of each bucket varies by its location to provide more granular results
930 /// at the edges of a channel's capacity, where it is more likely to sit.
932 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
933 /// is calculated by dividing that bucket's value with the total value of all buckets.
935 /// For example, using a lower bucket count for illustrative purposes, a value of
936 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
937 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
938 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
939 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
941 /// Because the datapoints are decayed slowly over time, values will eventually return to
942 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
944 /// In order to fetch a single success probability from the buckets provided here, as used in
945 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
946 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
947 -> Option<([u16; 32], [u16; 32])> {
948 let graph = self.network_graph.read_only();
950 if let Some(chan) = graph.channels().get(&scid) {
951 if let Some(liq) = self.channel_liquidities.get(&scid) {
952 if let Some((directed_info, source)) = chan.as_directed_to(target) {
953 let amt = directed_info.effective_capacity().as_msat();
954 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
956 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
957 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
959 // Note that the liquidity buckets are an offset from the edge, so we inverse
960 // the max order to get the probabilities from zero.
961 max_buckets.reverse();
962 return Some((min_buckets, max_buckets));
969 /// Query the probability of payment success sending the given `amount_msat` over the channel
970 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
973 /// These are the same bounds as returned by
974 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
975 /// [`Self::estimated_channel_liquidity_range`]).
976 pub fn historical_estimated_payment_success_probability(
977 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
979 let graph = self.network_graph.read_only();
981 if let Some(chan) = graph.channels().get(&scid) {
982 if let Some(liq) = self.channel_liquidities.get(&scid) {
983 if let Some((directed_info, source)) = chan.as_directed_to(target) {
984 let capacity_msat = directed_info.effective_capacity().as_msat();
985 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
987 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
988 ¶ms, amount_msat, capacity_msat
989 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
997 impl ChannelLiquidity {
998 fn new(last_updated: Duration) -> Self {
1000 min_liquidity_offset_msat: 0,
1001 max_liquidity_offset_msat: 0,
1002 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1003 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1005 offset_history_last_updated: last_updated,
1009 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1010 /// `capacity_msat`.
1012 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1013 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
1014 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1015 if source < target {
1016 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1017 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1019 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1020 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1023 DirectedChannelLiquidity {
1024 min_liquidity_offset_msat,
1025 max_liquidity_offset_msat,
1026 liquidity_history: HistoricalMinMaxBuckets {
1027 min_liquidity_offset_history,
1028 max_liquidity_offset_history,
1031 last_updated: &self.last_updated,
1032 offset_history_last_updated: &self.offset_history_last_updated,
1033 decay_params: decay_params,
1037 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1038 /// `capacity_msat`.
1040 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1041 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1042 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1043 if source < target {
1044 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1045 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1047 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1048 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1051 DirectedChannelLiquidity {
1052 min_liquidity_offset_msat,
1053 max_liquidity_offset_msat,
1054 liquidity_history: HistoricalMinMaxBuckets {
1055 min_liquidity_offset_history,
1056 max_liquidity_offset_history,
1059 last_updated: &mut self.last_updated,
1060 offset_history_last_updated: &mut self.offset_history_last_updated,
1061 decay_params: decay_params,
1066 &self, offset: u64, duration_since_epoch: Duration,
1067 decay_params: ProbabilisticScoringDecayParameters,
1069 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1070 if half_life != 0.0 {
1071 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1072 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1079 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1081 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1083 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1084 /// ratio, as X in 1/X.
1085 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1087 /// The divisor used when computing the amount penalty.
1088 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1089 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1091 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1093 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1094 (a * a * a, b * b * b, c * c * c)
1097 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1098 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1100 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1102 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1103 /// (recently) seen an HTLC successfully complete over this channel.
1105 fn success_probability(
1106 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1107 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1109 debug_assert!(min_liquidity_msat <= amount_msat);
1110 debug_assert!(amount_msat < max_liquidity_msat);
1111 debug_assert!(max_liquidity_msat <= capacity_msat);
1113 let (numerator, mut denominator) =
1114 if params.linear_success_probability {
1115 (max_liquidity_msat - amount_msat,
1116 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1118 let capacity = capacity_msat as f64;
1119 let min = (min_liquidity_msat as f64) / capacity;
1120 let max = (max_liquidity_msat as f64) / capacity;
1121 let amount = (amount_msat as f64) / capacity;
1123 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1124 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1125 // liquidity bounds is thus the integral under the curve from the amount to maximum
1126 // estimated liquidity, divided by the same integral from the minimum to the maximum
1127 // estimated liquidity bounds.
1129 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1130 // calculate the cumulative density function between the min/max bounds trivially. Note
1131 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1132 // division of num / den.
1133 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1134 let num = max_pow - amt_pow;
1135 let den = max_pow - min_pow;
1137 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1138 // quite a large factor to get something useful (ideally in the 2^30 range).
1139 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1140 let numerator = (num * BILLIONISH) as u64 + 1;
1141 let denominator = (den * BILLIONISH) as u64 + 1;
1142 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1143 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1144 (numerator, denominator)
1147 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1148 denominator < u64::max_value() / 21
1150 // If we have no knowledge of the channel, scale probability down by ~75%
1151 // Note that we prefer to increase the denominator rather than decrease the numerator as
1152 // the denominator is more likely to be larger and thus provide greater precision. This is
1153 // mostly an overoptimization but makes a large difference in tests.
1154 denominator = denominator * 21 / 16
1157 (numerator, denominator)
1160 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1161 DirectedChannelLiquidity< L, BRT, T> {
1162 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1164 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1165 let available_capacity = self.capacity_msat;
1166 let max_liquidity_msat = self.max_liquidity_msat();
1167 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1169 let mut res = if amount_msat <= min_liquidity_msat {
1171 } else if amount_msat >= max_liquidity_msat {
1172 // Equivalent to hitting the else clause below with the amount equal to the effective
1173 // capacity and without any certainty on the liquidity upper bound, plus the
1174 // impossibility penalty.
1175 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1176 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1177 score_params.liquidity_penalty_multiplier_msat,
1178 score_params.liquidity_penalty_amount_multiplier_msat)
1179 .saturating_add(score_params.considered_impossible_penalty_msat)
1181 let (numerator, denominator) = success_probability(amount_msat,
1182 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1183 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1184 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1185 // don't bother trying to use the log approximation as it gets too noisy to be
1186 // particularly helpful, instead just round down to 0.
1189 let negative_log10_times_2048 =
1190 approx::negative_log10_times_2048(numerator, denominator);
1191 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1192 score_params.liquidity_penalty_multiplier_msat,
1193 score_params.liquidity_penalty_amount_multiplier_msat)
1197 if amount_msat >= available_capacity {
1198 // We're trying to send more than the capacity, use a max penalty.
1199 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1200 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1201 score_params.historical_liquidity_penalty_multiplier_msat,
1202 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1206 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1207 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1208 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1209 .calculate_success_probability_times_billion(
1210 score_params, amount_msat, self.capacity_msat)
1212 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1213 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1214 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1215 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1217 // If we don't have any valid points (or, once decayed, we have less than a full
1218 // point), redo the non-historical calculation with no liquidity bounds tracked and
1219 // the historical penalty multipliers.
1220 let (numerator, denominator) = success_probability(amount_msat, 0,
1221 available_capacity, available_capacity, score_params, true);
1222 let negative_log10_times_2048 =
1223 approx::negative_log10_times_2048(numerator, denominator);
1224 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1225 score_params.historical_liquidity_penalty_multiplier_msat,
1226 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1233 /// Computes the liquidity penalty from the penalty multipliers.
1235 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1236 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1238 negative_log10_times_2048 =
1239 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1241 // Upper bound the liquidity penalty to ensure some channel is selected.
1242 let liquidity_penalty_msat = negative_log10_times_2048
1243 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1244 let amount_penalty_msat = negative_log10_times_2048
1245 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1246 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1248 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1251 /// Returns the lower bound of the channel liquidity balance in this direction.
1253 fn min_liquidity_msat(&self) -> u64 {
1254 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1257 /// Returns the upper bound of the channel liquidity balance in this direction.
1259 fn max_liquidity_msat(&self) -> u64 {
1261 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1264 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1269 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1270 DirectedChannelLiquidity<L, BRT, T> {
1271 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1272 fn failed_at_channel<Log: Deref>(
1273 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1274 ) where Log::Target: Logger {
1275 let existing_max_msat = self.max_liquidity_msat();
1276 if amount_msat < existing_max_msat {
1277 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1278 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1280 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1281 chan_descr, existing_max_msat, amount_msat);
1283 self.update_history_buckets(0, duration_since_epoch);
1286 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1287 fn failed_downstream<Log: Deref>(
1288 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1289 ) where Log::Target: Logger {
1290 let existing_min_msat = self.min_liquidity_msat();
1291 if amount_msat > existing_min_msat {
1292 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1293 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1295 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1296 chan_descr, existing_min_msat, amount_msat);
1298 self.update_history_buckets(0, duration_since_epoch);
1301 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1302 fn successful<Log: Deref>(&mut self,
1303 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1304 ) where Log::Target: Logger {
1305 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1306 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1307 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1308 self.update_history_buckets(amount_msat, duration_since_epoch);
1311 /// Updates the history buckets for this channel. Because the history buckets track what we now
1312 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1313 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1314 /// represents the amount of the successful payment we just made.
1315 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1317 duration_since_epoch.checked_sub(*self.offset_history_last_updated)
1318 .unwrap_or(Duration::ZERO).as_secs()
1319 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1320 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1321 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1322 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1324 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1325 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1326 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1328 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1329 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1330 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1332 *self.offset_history_last_updated = duration_since_epoch;
1335 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1336 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1337 *self.min_liquidity_offset_msat = amount_msat;
1338 if amount_msat > self.max_liquidity_msat() {
1339 *self.max_liquidity_offset_msat = 0;
1341 *self.last_updated = duration_since_epoch;
1344 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1345 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1346 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1347 if amount_msat < *self.min_liquidity_offset_msat {
1348 *self.min_liquidity_offset_msat = 0;
1350 *self.last_updated = duration_since_epoch;
1354 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1355 type ScoreParams = ProbabilisticScoringFeeParameters;
1356 fn channel_penalty_msat(
1357 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1359 let (scid, target) = match candidate {
1360 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1361 (short_channel_id, info.target())
1365 let source = candidate.source();
1366 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1370 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1371 score_params.base_penalty_amount_multiplier_msat
1372 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1374 let mut anti_probing_penalty_msat = 0;
1375 match usage.effective_capacity {
1376 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1377 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1379 if usage.amount_msat > amount_msat {
1380 return u64::max_value();
1382 return base_penalty_msat;
1385 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1386 if htlc_maximum_msat >= capacity_msat/2 {
1387 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1393 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1394 let capacity_msat = usage.effective_capacity.as_msat();
1395 self.channel_liquidities
1397 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1398 .as_directed(&source, &target, capacity_msat, self.decay_params)
1399 .penalty_msat(amount_msat, score_params)
1400 .saturating_add(anti_probing_penalty_msat)
1401 .saturating_add(base_penalty_msat)
1405 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1406 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1407 let amount_msat = path.final_value_msat();
1408 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1409 let network_graph = self.network_graph.read_only();
1410 for (hop_idx, hop) in path.hops.iter().enumerate() {
1411 let target = NodeId::from_pubkey(&hop.pubkey);
1412 let channel_directed_from_source = network_graph.channels()
1413 .get(&hop.short_channel_id)
1414 .and_then(|channel| channel.as_directed_to(&target));
1416 let at_failed_channel = hop.short_channel_id == short_channel_id;
1417 if at_failed_channel && hop_idx == 0 {
1418 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);
1421 // Only score announced channels.
1422 if let Some((channel, source)) = channel_directed_from_source {
1423 let capacity_msat = channel.effective_capacity().as_msat();
1424 if at_failed_channel {
1425 self.channel_liquidities
1426 .entry(hop.short_channel_id)
1427 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1428 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1429 .failed_at_channel(amount_msat, duration_since_epoch,
1430 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1432 self.channel_liquidities
1433 .entry(hop.short_channel_id)
1434 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1435 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1436 .failed_downstream(amount_msat, duration_since_epoch,
1437 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1440 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).",
1441 hop.short_channel_id);
1443 if at_failed_channel { break; }
1447 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1448 let amount_msat = path.final_value_msat();
1449 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1450 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1451 let network_graph = self.network_graph.read_only();
1452 for hop in &path.hops {
1453 let target = NodeId::from_pubkey(&hop.pubkey);
1454 let channel_directed_from_source = network_graph.channels()
1455 .get(&hop.short_channel_id)
1456 .and_then(|channel| channel.as_directed_to(&target));
1458 // Only score announced channels.
1459 if let Some((channel, source)) = channel_directed_from_source {
1460 let capacity_msat = channel.effective_capacity().as_msat();
1461 self.channel_liquidities
1462 .entry(hop.short_channel_id)
1463 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1464 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1465 .successful(amount_msat, duration_since_epoch,
1466 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1468 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).",
1469 hop.short_channel_id);
1474 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1475 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1478 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1479 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1482 fn time_passed(&mut self, duration_since_epoch: Duration) {
1483 let decay_params = self.decay_params;
1484 self.channel_liquidities.retain(|_scid, liquidity| {
1485 liquidity.min_liquidity_offset_msat =
1486 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1487 liquidity.max_liquidity_offset_msat =
1488 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1489 liquidity.last_updated = duration_since_epoch;
1492 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1493 if elapsed_time > decay_params.historical_no_updates_half_life {
1494 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1495 if half_life != 0.0 {
1496 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1497 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1498 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1500 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1501 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1503 liquidity.offset_history_last_updated = duration_since_epoch;
1506 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1507 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1508 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1514 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1515 where L::Target: Logger {}
1517 #[cfg(feature = "std")]
1519 fn powf64(n: f64, exp: f64) -> f64 {
1522 #[cfg(not(feature = "std"))]
1523 fn powf64(n: f64, exp: f64) -> f64 {
1524 libm::powf(n as f32, exp as f32) as f64
1528 const BITS: u32 = 64;
1529 const HIGHEST_BIT: u32 = BITS - 1;
1530 const LOWER_BITS: u32 = 6;
1531 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1532 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1534 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1535 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1536 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1537 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1538 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1539 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1540 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1541 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1542 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1543 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1544 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1545 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1546 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1547 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1548 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1549 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1550 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1551 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1552 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1553 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1554 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1555 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1556 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1557 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1558 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1559 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1560 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1561 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1562 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1563 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1564 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1565 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1566 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1567 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1568 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1569 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1570 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1571 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1572 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1573 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1574 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1575 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1576 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1577 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1578 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1579 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1580 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1581 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1582 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1583 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1584 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1585 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1586 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1587 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1588 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1589 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1590 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1591 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1592 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1593 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1594 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1595 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1596 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1597 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1598 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1599 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1600 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1601 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1602 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1603 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1604 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1605 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1606 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1607 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1608 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1609 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1610 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1611 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1612 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1613 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1614 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1615 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1616 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1617 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1618 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1619 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1620 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1621 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1622 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1623 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1624 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1625 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1626 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1627 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1628 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1629 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1630 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1631 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1632 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1633 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1634 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1635 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1636 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1637 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1638 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1639 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1640 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1641 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1642 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1643 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1644 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1645 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1646 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1647 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1648 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1649 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1650 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1651 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1652 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1653 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1654 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1655 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1656 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1657 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1658 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1659 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1660 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1661 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1662 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1663 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1664 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1665 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1666 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1667 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1668 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1669 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1670 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1671 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1672 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1673 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1674 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1675 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1676 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1677 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1678 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1679 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1680 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1681 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1682 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1683 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1684 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1685 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1686 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1687 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1688 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1689 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1690 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1691 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1692 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1693 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1694 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1695 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1696 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1697 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1698 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1699 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1700 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1701 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1702 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1703 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1704 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1705 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1706 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1707 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1708 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1709 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1710 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1711 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1712 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1713 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1714 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1715 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1716 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1717 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1718 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1719 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1720 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1721 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1722 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1723 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1724 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1725 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1726 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1727 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1728 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1729 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1730 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1731 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1732 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1733 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1734 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1735 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1736 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1737 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1738 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1739 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1740 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1741 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1742 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1743 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1744 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1745 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1746 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1747 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1748 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1749 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1750 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1751 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1752 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1753 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1754 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1755 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1756 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1757 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1758 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1759 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1760 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1761 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1762 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1763 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1764 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1765 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1766 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1767 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1768 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1769 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1770 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1771 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1772 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1773 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1774 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1775 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1776 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1777 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1778 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1779 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1780 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1781 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1782 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1783 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1784 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1785 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1786 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1787 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1788 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1789 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1790 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1791 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1792 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1795 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1797 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1798 // Multiply the -1 through to avoid needing to use signed numbers.
1799 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1803 fn log10_times_2048(x: u64) -> u16 {
1804 debug_assert_ne!(x, 0);
1805 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1806 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1807 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1815 fn prints_negative_log10_times_2048_lookup_table() {
1816 for msb in 0..BITS {
1817 for i in 0..LOWER_BITS_BOUND {
1818 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1819 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1820 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1822 if i % LOWER_BITS_BOUND == 0 {
1823 print!("\t\t[{}, ", log10_times_2048);
1824 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1825 println!("{}],", log10_times_2048);
1826 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1827 print!("{},\n\t\t\t", log10_times_2048);
1829 print!("{}, ", log10_times_2048);
1837 mod bucketed_history {
1840 // Because liquidity is often skewed heavily in one direction, we store historical state
1841 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1842 // must fit evenly into the buckets here.
1844 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1845 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1846 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1847 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1849 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1850 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1851 // buckets in total.
1853 const BUCKET_START_POS: [u16; 33] = [
1854 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1855 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1858 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1859 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1862 const POSITION_TICKS: u16 = 1 << 14;
1864 fn pos_to_bucket(pos: u16) -> usize {
1865 for bucket in 0..32 {
1866 if pos < BUCKET_START_POS[bucket + 1] {
1870 debug_assert!(false);
1876 fn check_bucket_maps() {
1877 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1878 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1879 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1881 let mut min_size_iter = 0;
1882 let mut legacy_bucket_iter = 0;
1883 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1884 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1885 for i in 0..*width {
1886 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1888 min_size_iter += *width;
1889 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1890 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1891 if legacy_bucket_iter + 1 < 8 {
1892 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1894 legacy_bucket_iter += 1;
1897 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1898 assert_eq!(min_size_iter, POSITION_TICKS);
1902 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1903 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1904 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1905 .try_into().unwrap_or(POSITION_TICKS)
1907 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1908 // division. This branch should only be hit in fuzz testing since the amount would
1909 // need to be over 2.88 million BTC in practice.
1910 ((amount_msat as u128) * (POSITION_TICKS as u128)
1911 / (capacity_msat as u128).saturating_add(1))
1912 .try_into().unwrap_or(POSITION_TICKS)
1914 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1915 // capacity to change due to a `channel_update` message which, if received while a payment
1916 // is in-flight, could cause this to fail. Thus, we only assert in test.
1918 debug_assert!(pos < POSITION_TICKS);
1922 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1923 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1924 /// support reading the legacy values here for backwards compatibility.
1925 pub(super) struct LegacyHistoricalBucketRangeTracker {
1929 impl LegacyHistoricalBucketRangeTracker {
1930 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1931 let mut buckets = [0; 32];
1932 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1933 let mut new_val = *legacy_bucket;
1934 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1935 new_val /= (end - start) as u16;
1936 for i in start..end {
1937 buckets[i as usize] = new_val;
1940 HistoricalBucketRangeTracker { buckets }
1944 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1945 /// in each of 32 buckets.
1946 #[derive(Clone, Copy)]
1947 pub(super) struct HistoricalBucketRangeTracker {
1948 pub(super) buckets: [u16; 32],
1951 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1952 /// "one" is 32, or this constant.
1953 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1955 impl HistoricalBucketRangeTracker {
1956 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1957 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1958 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1959 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1961 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1962 // the buckets for the current min and max liquidity offset positions.
1964 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1965 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1966 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1968 // In total, this allows us to track data for the last 8,000 or so payments across a given
1971 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1972 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1973 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1976 // The constants were picked experimentally, selecting a decay amount that restricts us
1977 // from overflowing buckets without having to cap them manually.
1979 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1980 if pos < POSITION_TICKS {
1981 for e in self.buckets.iter_mut() {
1982 *e = ((*e as u32) * 2047 / 2048) as u16;
1984 let bucket = pos_to_bucket(pos);
1985 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1988 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1989 /// datapoints as we receive newer information.
1991 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1992 for e in self.buckets.iter_mut() {
1993 *e = e.checked_shr(half_lives).unwrap_or(0);
1998 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1999 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
2001 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
2002 /// liquidity bounds for a given channel.
2003 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
2004 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
2006 pub(super) min_liquidity_offset_history: D,
2007 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
2009 pub(super) max_liquidity_offset_history: D,
2012 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2014 pub(super) fn calculate_success_probability_times_billion(
2015 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
2018 // If historical penalties are enabled, we try to calculate a probability of success
2019 // given our historical distribution of min- and max-liquidity bounds in a channel.
2020 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2021 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2022 // state). For each pair, we calculate the probability as if the bucket's corresponding
2023 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2024 // that probability by the weight of the selected buckets.
2025 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2026 if payment_pos >= POSITION_TICKS { return None; }
2028 let mut total_valid_points_tracked = 0;
2029 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2030 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2031 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2035 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2036 // treat it as if we were fully decayed.
2037 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2038 if total_valid_points_tracked < FULLY_DECAYED.into() {
2042 let mut cumulative_success_prob_times_billion = 0;
2043 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2044 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2045 // points against the 0th min bucket. This avoids the case where we fail to route
2046 // increasingly lower values over a channel, but treat each failure as a separate
2047 // datapoint, many of which may have relatively high maximum-available-liquidity
2048 // values, which will result in us thinking we have some nontrivial probability of
2049 // routing up to that amount.
2050 if self.min_liquidity_offset_history.buckets[0] != 0 {
2051 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2052 let mut total_max_points = 0; // Total points in max-buckets to consider
2053 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2054 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2055 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2057 total_max_points += *max_bucket as u64;
2059 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2060 if payment_pos < max_bucket_end_pos {
2061 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2062 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2063 let bucket_prob_times_billion =
2064 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2065 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2066 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2067 numerator / denominator;
2071 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2072 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2073 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2074 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2075 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2076 // 30 bits is 62 bits.
2077 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2078 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2079 if payment_pos >= max_bucket_end_pos {
2080 // Success probability 0, the payment amount may be above the max liquidity
2082 } else if payment_pos < min_bucket_start_pos {
2083 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2085 let (numerator, denominator) = success_probability(payment_pos as u64,
2086 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2087 POSITION_TICKS as u64 - 1, params, true);
2088 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2089 numerator / denominator;
2094 Some(cumulative_success_prob_times_billion)
2098 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2100 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2102 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2103 write_tlv_fields!(w, {
2104 (0, self.channel_liquidities, required),
2110 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2111 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2114 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2115 ) -> Result<Self, DecodeError> {
2116 let (decay_params, network_graph, logger) = args;
2117 let mut channel_liquidities = HashMap::new();
2118 read_tlv_fields!(r, {
2119 (0, channel_liquidities, required),
2125 channel_liquidities,
2126 _unused_time: core::marker::PhantomData,
2131 impl Writeable for ChannelLiquidity {
2133 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2134 write_tlv_fields!(w, {
2135 (0, self.min_liquidity_offset_msat, required),
2136 // 1 was the min_liquidity_offset_history in octile form
2137 (2, self.max_liquidity_offset_msat, required),
2138 // 3 was the max_liquidity_offset_history in octile form
2139 (4, self.last_updated, required),
2140 (5, Some(self.min_liquidity_offset_history), option),
2141 (7, Some(self.max_liquidity_offset_history), option),
2142 (9, self.offset_history_last_updated, required),
2148 impl Readable for ChannelLiquidity {
2150 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2151 let mut min_liquidity_offset_msat = 0;
2152 let mut max_liquidity_offset_msat = 0;
2153 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2154 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2155 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2156 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2157 let mut last_updated = Duration::from_secs(0);
2158 let mut offset_history_last_updated = None;
2159 read_tlv_fields!(r, {
2160 (0, min_liquidity_offset_msat, required),
2161 (1, legacy_min_liq_offset_history, option),
2162 (2, max_liquidity_offset_msat, required),
2163 (3, legacy_max_liq_offset_history, option),
2164 (4, last_updated, required),
2165 (5, min_liquidity_offset_history, option),
2166 (7, max_liquidity_offset_history, option),
2167 (9, offset_history_last_updated, option),
2170 if min_liquidity_offset_history.is_none() {
2171 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2172 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2174 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2177 if max_liquidity_offset_history.is_none() {
2178 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2179 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2181 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2185 min_liquidity_offset_msat,
2186 max_liquidity_offset_msat,
2187 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2188 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2190 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2197 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2198 use crate::blinded_path::{BlindedHop, BlindedPath};
2199 use crate::util::config::UserConfig;
2200 use crate::util::time::tests::SinceEpoch;
2202 use crate::ln::channelmanager;
2203 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2204 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2205 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2206 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2207 use crate::util::ser::{ReadableArgs, Writeable};
2208 use crate::util::test_utils::{self, TestLogger};
2210 use bitcoin::blockdata::constants::ChainHash;
2211 use bitcoin::hashes::Hash;
2212 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2213 use bitcoin::network::constants::Network;
2214 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2215 use core::time::Duration;
2218 fn source_privkey() -> SecretKey {
2219 SecretKey::from_slice(&[42; 32]).unwrap()
2222 fn target_privkey() -> SecretKey {
2223 SecretKey::from_slice(&[43; 32]).unwrap()
2226 fn source_pubkey() -> PublicKey {
2227 let secp_ctx = Secp256k1::new();
2228 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2231 fn target_pubkey() -> PublicKey {
2232 let secp_ctx = Secp256k1::new();
2233 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2236 fn source_node_id() -> NodeId {
2237 NodeId::from_pubkey(&source_pubkey())
2240 fn target_node_id() -> NodeId {
2241 NodeId::from_pubkey(&target_pubkey())
2244 // `ProbabilisticScorer` tests
2246 /// A probabilistic scorer for testing with time that can be manually advanced.
2247 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2249 fn sender_privkey() -> SecretKey {
2250 SecretKey::from_slice(&[41; 32]).unwrap()
2253 fn recipient_privkey() -> SecretKey {
2254 SecretKey::from_slice(&[45; 32]).unwrap()
2257 fn sender_pubkey() -> PublicKey {
2258 let secp_ctx = Secp256k1::new();
2259 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2262 fn recipient_pubkey() -> PublicKey {
2263 let secp_ctx = Secp256k1::new();
2264 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2267 fn recipient_node_id() -> NodeId {
2268 NodeId::from_pubkey(&recipient_pubkey())
2271 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2272 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2273 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2274 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2280 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2281 node_2_key: SecretKey
2283 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2284 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2285 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2286 let secp_ctx = Secp256k1::new();
2287 let unsigned_announcement = UnsignedChannelAnnouncement {
2288 features: channelmanager::provided_channel_features(&UserConfig::default()),
2289 chain_hash: genesis_hash,
2291 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2292 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2293 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2294 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2295 excess_data: Vec::new(),
2297 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2298 let signed_announcement = ChannelAnnouncement {
2299 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2300 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2301 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2302 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2303 contents: unsigned_announcement,
2305 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2306 network_graph.update_channel_from_announcement(
2307 &signed_announcement, &chain_source).unwrap();
2308 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2309 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2313 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2314 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2316 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2317 let secp_ctx = Secp256k1::new();
2318 let unsigned_update = UnsignedChannelUpdate {
2319 chain_hash: genesis_hash,
2323 cltv_expiry_delta: 18,
2324 htlc_minimum_msat: 0,
2327 fee_proportional_millionths: 0,
2328 excess_data: Vec::new(),
2330 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2331 let signed_update = ChannelUpdate {
2332 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2333 contents: unsigned_update,
2335 network_graph.update_channel(&signed_update).unwrap();
2338 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2339 let config = UserConfig::default();
2342 node_features: channelmanager::provided_node_features(&config),
2344 channel_features: channelmanager::provided_channel_features(&config),
2346 cltv_expiry_delta: 18,
2347 maybe_announced_channel: true,
2351 fn payment_path_for_amount(amount_msat: u64) -> Path {
2354 path_hop(source_pubkey(), 41, 1),
2355 path_hop(target_pubkey(), 42, 2),
2356 path_hop(recipient_pubkey(), 43, amount_msat),
2357 ], blinded_tail: None,
2362 fn liquidity_bounds_directed_from_lowest_node_id() {
2363 let logger = TestLogger::new();
2364 let last_updated = Duration::ZERO;
2365 let offset_history_last_updated = Duration::ZERO;
2366 let network_graph = network_graph(&logger);
2367 let decay_params = ProbabilisticScoringDecayParameters::default();
2368 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2371 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2372 last_updated, offset_history_last_updated,
2373 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2374 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2378 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2379 last_updated, offset_history_last_updated,
2380 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2381 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2383 let source = source_node_id();
2384 let target = target_node_id();
2385 let recipient = recipient_node_id();
2386 assert!(source > target);
2387 assert!(target < recipient);
2389 // Update minimum liquidity.
2391 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2392 .as_directed(&source, &target, 1_000, decay_params);
2393 assert_eq!(liquidity.min_liquidity_msat(), 100);
2394 assert_eq!(liquidity.max_liquidity_msat(), 300);
2396 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2397 .as_directed(&target, &source, 1_000, decay_params);
2398 assert_eq!(liquidity.min_liquidity_msat(), 700);
2399 assert_eq!(liquidity.max_liquidity_msat(), 900);
2401 scorer.channel_liquidities.get_mut(&42).unwrap()
2402 .as_directed_mut(&source, &target, 1_000, decay_params)
2403 .set_min_liquidity_msat(200, Duration::ZERO);
2405 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2406 .as_directed(&source, &target, 1_000, decay_params);
2407 assert_eq!(liquidity.min_liquidity_msat(), 200);
2408 assert_eq!(liquidity.max_liquidity_msat(), 300);
2410 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2411 .as_directed(&target, &source, 1_000, decay_params);
2412 assert_eq!(liquidity.min_liquidity_msat(), 700);
2413 assert_eq!(liquidity.max_liquidity_msat(), 800);
2415 // Update maximum liquidity.
2417 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2418 .as_directed(&target, &recipient, 1_000, decay_params);
2419 assert_eq!(liquidity.min_liquidity_msat(), 700);
2420 assert_eq!(liquidity.max_liquidity_msat(), 900);
2422 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2423 .as_directed(&recipient, &target, 1_000, decay_params);
2424 assert_eq!(liquidity.min_liquidity_msat(), 100);
2425 assert_eq!(liquidity.max_liquidity_msat(), 300);
2427 scorer.channel_liquidities.get_mut(&43).unwrap()
2428 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2429 .set_max_liquidity_msat(200, Duration::ZERO);
2431 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2432 .as_directed(&target, &recipient, 1_000, decay_params);
2433 assert_eq!(liquidity.min_liquidity_msat(), 0);
2434 assert_eq!(liquidity.max_liquidity_msat(), 200);
2436 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2437 .as_directed(&recipient, &target, 1_000, decay_params);
2438 assert_eq!(liquidity.min_liquidity_msat(), 800);
2439 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2443 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2444 let logger = TestLogger::new();
2445 let last_updated = Duration::ZERO;
2446 let offset_history_last_updated = Duration::ZERO;
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,
2453 last_updated, offset_history_last_updated,
2454 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2455 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2457 let source = source_node_id();
2458 let target = target_node_id();
2459 assert!(source > target);
2461 // Check initial bounds.
2462 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2463 .as_directed(&source, &target, 1_000, decay_params);
2464 assert_eq!(liquidity.min_liquidity_msat(), 400);
2465 assert_eq!(liquidity.max_liquidity_msat(), 800);
2467 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2468 .as_directed(&target, &source, 1_000, decay_params);
2469 assert_eq!(liquidity.min_liquidity_msat(), 200);
2470 assert_eq!(liquidity.max_liquidity_msat(), 600);
2472 // Reset from source to target.
2473 scorer.channel_liquidities.get_mut(&42).unwrap()
2474 .as_directed_mut(&source, &target, 1_000, decay_params)
2475 .set_min_liquidity_msat(900, Duration::ZERO);
2477 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2478 .as_directed(&source, &target, 1_000, decay_params);
2479 assert_eq!(liquidity.min_liquidity_msat(), 900);
2480 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2482 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2483 .as_directed(&target, &source, 1_000, decay_params);
2484 assert_eq!(liquidity.min_liquidity_msat(), 0);
2485 assert_eq!(liquidity.max_liquidity_msat(), 100);
2487 // Reset from target to source.
2488 scorer.channel_liquidities.get_mut(&42).unwrap()
2489 .as_directed_mut(&target, &source, 1_000, decay_params)
2490 .set_min_liquidity_msat(400, Duration::ZERO);
2492 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2493 .as_directed(&source, &target, 1_000, decay_params);
2494 assert_eq!(liquidity.min_liquidity_msat(), 0);
2495 assert_eq!(liquidity.max_liquidity_msat(), 600);
2497 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2498 .as_directed(&target, &source, 1_000, decay_params);
2499 assert_eq!(liquidity.min_liquidity_msat(), 400);
2500 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2504 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2505 let logger = TestLogger::new();
2506 let last_updated = Duration::ZERO;
2507 let offset_history_last_updated = Duration::ZERO;
2508 let network_graph = network_graph(&logger);
2509 let decay_params = ProbabilisticScoringDecayParameters::default();
2510 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2513 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2514 last_updated, offset_history_last_updated,
2515 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2516 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2518 let source = source_node_id();
2519 let target = target_node_id();
2520 assert!(source > target);
2522 // Check initial bounds.
2523 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2524 .as_directed(&source, &target, 1_000, decay_params);
2525 assert_eq!(liquidity.min_liquidity_msat(), 400);
2526 assert_eq!(liquidity.max_liquidity_msat(), 800);
2528 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2529 .as_directed(&target, &source, 1_000, decay_params);
2530 assert_eq!(liquidity.min_liquidity_msat(), 200);
2531 assert_eq!(liquidity.max_liquidity_msat(), 600);
2533 // Reset from source to target.
2534 scorer.channel_liquidities.get_mut(&42).unwrap()
2535 .as_directed_mut(&source, &target, 1_000, decay_params)
2536 .set_max_liquidity_msat(300, Duration::ZERO);
2538 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2539 .as_directed(&source, &target, 1_000, decay_params);
2540 assert_eq!(liquidity.min_liquidity_msat(), 0);
2541 assert_eq!(liquidity.max_liquidity_msat(), 300);
2543 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2544 .as_directed(&target, &source, 1_000, decay_params);
2545 assert_eq!(liquidity.min_liquidity_msat(), 700);
2546 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2548 // Reset from target to source.
2549 scorer.channel_liquidities.get_mut(&42).unwrap()
2550 .as_directed_mut(&target, &source, 1_000, decay_params)
2551 .set_max_liquidity_msat(600, Duration::ZERO);
2553 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2554 .as_directed(&source, &target, 1_000, decay_params);
2555 assert_eq!(liquidity.min_liquidity_msat(), 400);
2556 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2558 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2559 .as_directed(&target, &source, 1_000, decay_params);
2560 assert_eq!(liquidity.min_liquidity_msat(), 0);
2561 assert_eq!(liquidity.max_liquidity_msat(), 600);
2565 fn increased_penalty_nearing_liquidity_upper_bound() {
2566 let logger = TestLogger::new();
2567 let network_graph = network_graph(&logger);
2568 let params = ProbabilisticScoringFeeParameters {
2569 liquidity_penalty_multiplier_msat: 1_000,
2570 ..ProbabilisticScoringFeeParameters::zero_penalty()
2572 let decay_params = ProbabilisticScoringDecayParameters::default();
2573 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2574 let source = source_node_id();
2576 let usage = ChannelUsage {
2578 inflight_htlc_msat: 0,
2579 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2581 let network_graph = network_graph.read_only();
2582 let channel = network_graph.channel(42).unwrap();
2583 let (info, _) = channel.as_directed_from(&source).unwrap();
2584 let candidate = CandidateRouteHop::PublicHop {
2586 short_channel_id: 42,
2588 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2589 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2590 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2591 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2592 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2593 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2594 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2596 let usage = ChannelUsage {
2598 inflight_htlc_msat: 0,
2599 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2601 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2602 let usage = ChannelUsage { amount_msat: 256, ..usage };
2603 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2604 let usage = ChannelUsage { amount_msat: 374, ..usage };
2605 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2606 let usage = ChannelUsage { amount_msat: 512, ..usage };
2607 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2608 let usage = ChannelUsage { amount_msat: 640, ..usage };
2609 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2610 let usage = ChannelUsage { amount_msat: 768, ..usage };
2611 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2612 let usage = ChannelUsage { amount_msat: 896, ..usage };
2613 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2617 fn constant_penalty_outside_liquidity_bounds() {
2618 let logger = TestLogger::new();
2619 let last_updated = Duration::ZERO;
2620 let offset_history_last_updated = Duration::ZERO;
2621 let network_graph = network_graph(&logger);
2622 let params = ProbabilisticScoringFeeParameters {
2623 liquidity_penalty_multiplier_msat: 1_000,
2624 considered_impossible_penalty_msat: u64::max_value(),
2625 ..ProbabilisticScoringFeeParameters::zero_penalty()
2627 let decay_params = ProbabilisticScoringDecayParameters {
2628 ..ProbabilisticScoringDecayParameters::zero_penalty()
2630 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2633 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2634 last_updated, offset_history_last_updated,
2635 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2636 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2638 let source = source_node_id();
2640 let usage = ChannelUsage {
2642 inflight_htlc_msat: 0,
2643 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2645 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2646 let (info, _) = channel.as_directed_from(&source).unwrap();
2647 let candidate = CandidateRouteHop::PublicHop {
2649 short_channel_id: 42,
2651 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2652 let usage = ChannelUsage { amount_msat: 50, ..usage };
2653 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2654 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2655 let usage = ChannelUsage { amount_msat: 61, ..usage };
2656 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2660 fn does_not_further_penalize_own_channel() {
2661 let logger = TestLogger::new();
2662 let network_graph = network_graph(&logger);
2663 let params = ProbabilisticScoringFeeParameters {
2664 liquidity_penalty_multiplier_msat: 1_000,
2665 ..ProbabilisticScoringFeeParameters::zero_penalty()
2667 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2668 let source = source_node_id();
2669 let usage = ChannelUsage {
2671 inflight_htlc_msat: 0,
2672 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2674 let failed_path = payment_path_for_amount(500);
2675 let successful_path = payment_path_for_amount(200);
2676 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2677 let (info, _) = channel.as_directed_from(&source).unwrap();
2678 let candidate = CandidateRouteHop::PublicHop {
2680 short_channel_id: 41,
2683 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2685 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2686 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2688 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2689 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2693 fn sets_liquidity_lower_bound_on_downstream_failure() {
2694 let logger = TestLogger::new();
2695 let network_graph = network_graph(&logger);
2696 let params = ProbabilisticScoringFeeParameters {
2697 liquidity_penalty_multiplier_msat: 1_000,
2698 ..ProbabilisticScoringFeeParameters::zero_penalty()
2700 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2701 let source = source_node_id();
2702 let path = payment_path_for_amount(500);
2704 let usage = ChannelUsage {
2706 inflight_htlc_msat: 0,
2707 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2709 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2710 let (info, _) = channel.as_directed_from(&source).unwrap();
2711 let candidate = CandidateRouteHop::PublicHop {
2713 short_channel_id: 42,
2715 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2716 let usage = ChannelUsage { amount_msat: 500, ..usage };
2717 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2718 let usage = ChannelUsage { amount_msat: 750, ..usage };
2719 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2721 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2723 let usage = ChannelUsage { amount_msat: 250, ..usage };
2724 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2725 let usage = ChannelUsage { amount_msat: 500, ..usage };
2726 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2727 let usage = ChannelUsage { amount_msat: 750, ..usage };
2728 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2732 fn sets_liquidity_upper_bound_on_failure() {
2733 let logger = TestLogger::new();
2734 let network_graph = network_graph(&logger);
2735 let params = ProbabilisticScoringFeeParameters {
2736 liquidity_penalty_multiplier_msat: 1_000,
2737 considered_impossible_penalty_msat: u64::max_value(),
2738 ..ProbabilisticScoringFeeParameters::zero_penalty()
2740 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2741 let source = source_node_id();
2742 let path = payment_path_for_amount(500);
2744 let usage = ChannelUsage {
2746 inflight_htlc_msat: 0,
2747 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2749 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2750 let (info, _) = channel.as_directed_from(&source).unwrap();
2751 let candidate = CandidateRouteHop::PublicHop {
2753 short_channel_id: 42,
2755 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2756 let usage = ChannelUsage { amount_msat: 500, ..usage };
2757 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2758 let usage = ChannelUsage { amount_msat: 750, ..usage };
2759 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2761 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2763 let usage = ChannelUsage { amount_msat: 250, ..usage };
2764 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2765 let usage = ChannelUsage { amount_msat: 500, ..usage };
2766 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2767 let usage = ChannelUsage { amount_msat: 750, ..usage };
2768 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2772 fn ignores_channels_after_removed_failed_channel() {
2773 // Previously, if we'd tried to send over a channel which was removed from the network
2774 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2775 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2776 // channels in the route, even ones which they payment never reached. This tests to ensure
2777 // we do not score such channels.
2778 let secp_ctx = Secp256k1::new();
2779 let logger = TestLogger::new();
2780 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2781 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2782 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2783 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2784 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2785 add_channel(&mut network_graph, 42, secret_a, secret_b);
2786 // Don't add the channel from B -> C.
2787 add_channel(&mut network_graph, 44, secret_c, secret_d);
2789 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2790 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2791 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2792 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2795 path_hop(pub_b, 42, 1),
2796 path_hop(pub_c, 43, 2),
2797 path_hop(pub_d, 44, 100),
2800 let node_a = NodeId::from_pubkey(&pub_a);
2801 let node_b = NodeId::from_pubkey(&pub_b);
2802 let node_c = NodeId::from_pubkey(&pub_c);
2804 let params = ProbabilisticScoringFeeParameters {
2805 liquidity_penalty_multiplier_msat: 1_000,
2806 ..ProbabilisticScoringFeeParameters::zero_penalty()
2808 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2810 let usage = ChannelUsage {
2812 inflight_htlc_msat: 0,
2813 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2815 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2816 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2817 let candidate = CandidateRouteHop::PublicHop {
2819 short_channel_id: 42,
2821 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2822 // Note that a default liquidity bound is used for B -> C as no channel exists
2823 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2824 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2825 let candidate = CandidateRouteHop::PublicHop {
2827 short_channel_id: 43,
2829 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2830 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2831 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2832 let candidate = CandidateRouteHop::PublicHop {
2834 short_channel_id: 44,
2836 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2838 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2840 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2841 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2842 let candidate = CandidateRouteHop::PublicHop {
2844 short_channel_id: 42,
2846 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2847 // Note that a default liquidity bound is used for B -> C as no channel exists
2848 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2849 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2850 let candidate = CandidateRouteHop::PublicHop {
2852 short_channel_id: 43,
2854 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2855 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2856 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2857 let candidate = CandidateRouteHop::PublicHop {
2859 short_channel_id: 44,
2861 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2865 fn reduces_liquidity_upper_bound_along_path_on_success() {
2866 let logger = TestLogger::new();
2867 let network_graph = network_graph(&logger);
2868 let params = ProbabilisticScoringFeeParameters {
2869 liquidity_penalty_multiplier_msat: 1_000,
2870 ..ProbabilisticScoringFeeParameters::zero_penalty()
2872 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2873 let source = source_node_id();
2874 let usage = ChannelUsage {
2876 inflight_htlc_msat: 0,
2877 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2879 let network_graph = network_graph.read_only().channels().clone();
2880 let channel_42 = network_graph.get(&42).unwrap();
2881 let channel_43 = network_graph.get(&43).unwrap();
2882 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2883 let candidate_41 = CandidateRouteHop::PublicHop {
2885 short_channel_id: 41,
2887 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2888 let candidate_42 = CandidateRouteHop::PublicHop {
2890 short_channel_id: 42,
2892 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2893 let candidate_43 = CandidateRouteHop::PublicHop {
2895 short_channel_id: 43,
2897 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2898 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2899 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2901 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2903 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2904 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2905 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2909 fn decays_liquidity_bounds_over_time() {
2910 let logger = TestLogger::new();
2911 let network_graph = network_graph(&logger);
2912 let params = ProbabilisticScoringFeeParameters {
2913 liquidity_penalty_multiplier_msat: 1_000,
2914 considered_impossible_penalty_msat: u64::max_value(),
2915 ..ProbabilisticScoringFeeParameters::zero_penalty()
2917 let decay_params = ProbabilisticScoringDecayParameters {
2918 liquidity_offset_half_life: Duration::from_secs(10),
2919 ..ProbabilisticScoringDecayParameters::zero_penalty()
2921 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2922 let source = source_node_id();
2924 let usage = ChannelUsage {
2926 inflight_htlc_msat: 0,
2927 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2929 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2930 let (info, _) = channel.as_directed_from(&source).unwrap();
2931 let candidate = CandidateRouteHop::PublicHop {
2933 short_channel_id: 42,
2935 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2936 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2937 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2939 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2940 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2942 // Initial penalties
2943 let usage = ChannelUsage { amount_msat: 128, ..usage };
2944 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2945 let usage = ChannelUsage { amount_msat: 256, ..usage };
2946 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2947 let usage = ChannelUsage { amount_msat: 768, ..usage };
2948 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2949 let usage = ChannelUsage { amount_msat: 896, ..usage };
2950 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2952 // Half decay (i.e., three-quarter life)
2953 SinceEpoch::advance(Duration::from_secs(5));
2954 scorer.time_passed(Duration::from_secs(5));
2955 let usage = ChannelUsage { amount_msat: 128, ..usage };
2956 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2957 let usage = ChannelUsage { amount_msat: 256, ..usage };
2958 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2959 let usage = ChannelUsage { amount_msat: 768, ..usage };
2960 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2961 let usage = ChannelUsage { amount_msat: 896, ..usage };
2962 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2964 // One decay (i.e., half life)
2965 SinceEpoch::advance(Duration::from_secs(5));
2966 scorer.time_passed(Duration::from_secs(10));
2967 let usage = ChannelUsage { amount_msat: 64, ..usage };
2968 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2969 let usage = ChannelUsage { amount_msat: 128, ..usage };
2970 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2971 let usage = ChannelUsage { amount_msat: 896, ..usage };
2972 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2973 let usage = ChannelUsage { amount_msat: 960, ..usage };
2974 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2976 // Fully decay liquidity lower bound.
2977 SinceEpoch::advance(Duration::from_secs(10 * 7));
2978 scorer.time_passed(Duration::from_secs(10 * 8));
2979 let usage = ChannelUsage { amount_msat: 0, ..usage };
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2981 let usage = ChannelUsage { amount_msat: 1, ..usage };
2982 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2983 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2984 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2985 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2986 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2988 // Fully decay liquidity upper bound.
2989 SinceEpoch::advance(Duration::from_secs(10));
2990 scorer.time_passed(Duration::from_secs(10 * 9));
2991 let usage = ChannelUsage { amount_msat: 0, ..usage };
2992 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2993 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2994 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2996 SinceEpoch::advance(Duration::from_secs(10));
2997 scorer.time_passed(Duration::from_secs(10 * 10));
2998 let usage = ChannelUsage { amount_msat: 0, ..usage };
2999 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3000 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3001 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3005 fn decays_liquidity_bounds_without_shift_overflow() {
3006 let logger = TestLogger::new();
3007 let network_graph = network_graph(&logger);
3008 let params = ProbabilisticScoringFeeParameters {
3009 liquidity_penalty_multiplier_msat: 1_000,
3010 ..ProbabilisticScoringFeeParameters::zero_penalty()
3012 let decay_params = ProbabilisticScoringDecayParameters {
3013 liquidity_offset_half_life: Duration::from_secs(10),
3014 ..ProbabilisticScoringDecayParameters::default()
3016 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3017 let source = source_node_id();
3018 let usage = ChannelUsage {
3020 inflight_htlc_msat: 0,
3021 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3023 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3024 let (info, _) = channel.as_directed_from(&source).unwrap();
3025 let candidate = CandidateRouteHop::PublicHop {
3027 short_channel_id: 42,
3029 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3031 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3032 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3034 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3035 // would cause an overflow.
3036 SinceEpoch::advance(Duration::from_secs(10 * 64));
3037 scorer.time_passed(Duration::from_secs(10 * 64));
3038 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3040 SinceEpoch::advance(Duration::from_secs(10));
3041 scorer.time_passed(Duration::from_secs(10 * 65));
3042 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3046 fn restricts_liquidity_bounds_after_decay() {
3047 let logger = TestLogger::new();
3048 let network_graph = network_graph(&logger);
3049 let params = ProbabilisticScoringFeeParameters {
3050 liquidity_penalty_multiplier_msat: 1_000,
3051 ..ProbabilisticScoringFeeParameters::zero_penalty()
3053 let decay_params = ProbabilisticScoringDecayParameters {
3054 liquidity_offset_half_life: Duration::from_secs(10),
3055 ..ProbabilisticScoringDecayParameters::default()
3057 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3058 let source = source_node_id();
3059 let usage = ChannelUsage {
3061 inflight_htlc_msat: 0,
3062 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3064 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3065 let (info, _) = channel.as_directed_from(&source).unwrap();
3066 let candidate = CandidateRouteHop::PublicHop {
3068 short_channel_id: 42,
3071 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3073 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3074 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3075 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3076 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3078 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3079 SinceEpoch::advance(Duration::from_secs(10));
3080 scorer.time_passed(Duration::from_secs(10));
3081 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3083 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3084 // is closer to the upper bound, meaning a higher penalty.
3085 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3086 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3088 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3089 // is closer to the lower bound, meaning a lower penalty.
3090 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3091 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3093 // Further decaying affects the lower bound more than the upper bound (128, 928).
3094 SinceEpoch::advance(Duration::from_secs(10));
3095 scorer.time_passed(Duration::from_secs(20));
3096 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3100 fn restores_persisted_liquidity_bounds() {
3101 let logger = TestLogger::new();
3102 let network_graph = network_graph(&logger);
3103 let params = ProbabilisticScoringFeeParameters {
3104 liquidity_penalty_multiplier_msat: 1_000,
3105 considered_impossible_penalty_msat: u64::max_value(),
3106 ..ProbabilisticScoringFeeParameters::zero_penalty()
3108 let decay_params = ProbabilisticScoringDecayParameters {
3109 liquidity_offset_half_life: Duration::from_secs(10),
3110 ..ProbabilisticScoringDecayParameters::default()
3112 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3113 let source = source_node_id();
3114 let usage = ChannelUsage {
3116 inflight_htlc_msat: 0,
3117 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3120 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3121 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3122 let (info, _) = channel.as_directed_from(&source).unwrap();
3123 let candidate = CandidateRouteHop::PublicHop {
3125 short_channel_id: 42,
3127 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3129 SinceEpoch::advance(Duration::from_secs(10));
3130 scorer.time_passed(Duration::from_secs(10));
3131 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3133 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3134 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3136 let mut serialized_scorer = Vec::new();
3137 scorer.write(&mut serialized_scorer).unwrap();
3139 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3140 let deserialized_scorer =
3141 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3142 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3145 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3146 let logger = TestLogger::new();
3147 let network_graph = network_graph(&logger);
3148 let params = ProbabilisticScoringFeeParameters {
3149 liquidity_penalty_multiplier_msat: 1_000,
3150 considered_impossible_penalty_msat: u64::max_value(),
3151 ..ProbabilisticScoringFeeParameters::zero_penalty()
3153 let decay_params = ProbabilisticScoringDecayParameters {
3154 liquidity_offset_half_life: Duration::from_secs(10),
3155 ..ProbabilisticScoringDecayParameters::zero_penalty()
3157 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3158 let source = source_node_id();
3159 let usage = ChannelUsage {
3161 inflight_htlc_msat: 0,
3162 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3165 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3166 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3167 let (info, _) = channel.as_directed_from(&source).unwrap();
3168 let candidate = CandidateRouteHop::PublicHop {
3170 short_channel_id: 42,
3172 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3174 if decay_before_reload {
3175 SinceEpoch::advance(Duration::from_secs(10));
3176 scorer.time_passed(Duration::from_secs(10));
3179 let mut serialized_scorer = Vec::new();
3180 scorer.write(&mut serialized_scorer).unwrap();
3182 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3183 let mut deserialized_scorer =
3184 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3185 if !decay_before_reload {
3186 SinceEpoch::advance(Duration::from_secs(10));
3187 scorer.time_passed(Duration::from_secs(10));
3188 deserialized_scorer.time_passed(Duration::from_secs(10));
3190 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3192 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3193 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3195 SinceEpoch::advance(Duration::from_secs(10));
3196 deserialized_scorer.time_passed(Duration::from_secs(20));
3197 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3201 fn decays_persisted_liquidity_bounds() {
3202 do_decays_persisted_liquidity_bounds(false);
3203 do_decays_persisted_liquidity_bounds(true);
3207 fn scores_realistic_payments() {
3208 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3209 // 50k sat reserve).
3210 let logger = TestLogger::new();
3211 let network_graph = network_graph(&logger);
3212 let params = ProbabilisticScoringFeeParameters::default();
3213 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3214 let source = source_node_id();
3216 let usage = ChannelUsage {
3217 amount_msat: 100_000_000,
3218 inflight_htlc_msat: 0,
3219 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3221 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3222 let (info, _) = channel.as_directed_from(&source).unwrap();
3223 let candidate = CandidateRouteHop::PublicHop {
3225 short_channel_id: 42,
3227 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3228 let usage = ChannelUsage {
3229 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3231 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3232 let usage = ChannelUsage {
3233 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3235 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3236 let usage = ChannelUsage {
3237 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3239 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3240 let usage = ChannelUsage {
3241 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3243 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3244 let usage = ChannelUsage {
3245 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3247 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3248 let usage = ChannelUsage {
3249 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3251 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3252 let usage = ChannelUsage {
3253 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3255 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3256 let usage = ChannelUsage {
3257 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3259 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3260 let usage = ChannelUsage {
3261 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3263 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3264 let usage = ChannelUsage {
3265 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3267 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3271 fn adds_base_penalty_to_liquidity_penalty() {
3272 let logger = TestLogger::new();
3273 let network_graph = network_graph(&logger);
3274 let source = source_node_id();
3275 let usage = ChannelUsage {
3277 inflight_htlc_msat: 0,
3278 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3281 let params = ProbabilisticScoringFeeParameters {
3282 liquidity_penalty_multiplier_msat: 1_000,
3283 ..ProbabilisticScoringFeeParameters::zero_penalty()
3285 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3286 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3287 let (info, _) = channel.as_directed_from(&source).unwrap();
3288 let candidate = CandidateRouteHop::PublicHop {
3290 short_channel_id: 42,
3292 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3294 let params = ProbabilisticScoringFeeParameters {
3295 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3296 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3298 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3299 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3301 let params = ProbabilisticScoringFeeParameters {
3302 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3303 base_penalty_amount_multiplier_msat: (1 << 30),
3304 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3307 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3308 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3312 fn adds_amount_penalty_to_liquidity_penalty() {
3313 let logger = TestLogger::new();
3314 let network_graph = network_graph(&logger);
3315 let source = source_node_id();
3316 let usage = ChannelUsage {
3317 amount_msat: 512_000,
3318 inflight_htlc_msat: 0,
3319 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3322 let params = ProbabilisticScoringFeeParameters {
3323 liquidity_penalty_multiplier_msat: 1_000,
3324 liquidity_penalty_amount_multiplier_msat: 0,
3325 ..ProbabilisticScoringFeeParameters::zero_penalty()
3327 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3328 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3329 let (info, _) = channel.as_directed_from(&source).unwrap();
3330 let candidate = CandidateRouteHop::PublicHop {
3332 short_channel_id: 42,
3334 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3336 let params = ProbabilisticScoringFeeParameters {
3337 liquidity_penalty_multiplier_msat: 1_000,
3338 liquidity_penalty_amount_multiplier_msat: 256,
3339 ..ProbabilisticScoringFeeParameters::zero_penalty()
3341 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3342 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3346 fn calculates_log10_without_overflowing_u64_max_value() {
3347 let logger = TestLogger::new();
3348 let network_graph = network_graph(&logger);
3349 let source = source_node_id();
3350 let usage = ChannelUsage {
3351 amount_msat: u64::max_value(),
3352 inflight_htlc_msat: 0,
3353 effective_capacity: EffectiveCapacity::Infinite,
3355 let params = ProbabilisticScoringFeeParameters {
3356 liquidity_penalty_multiplier_msat: 40_000,
3357 ..ProbabilisticScoringFeeParameters::zero_penalty()
3359 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3360 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3361 let (info, _) = channel.as_directed_from(&source).unwrap();
3362 let candidate = CandidateRouteHop::PublicHop {
3364 short_channel_id: 42,
3366 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3367 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3371 fn accounts_for_inflight_htlc_usage() {
3372 let logger = TestLogger::new();
3373 let network_graph = network_graph(&logger);
3374 let params = ProbabilisticScoringFeeParameters {
3375 considered_impossible_penalty_msat: u64::max_value(),
3376 ..ProbabilisticScoringFeeParameters::zero_penalty()
3378 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3379 let source = source_node_id();
3381 let usage = ChannelUsage {
3383 inflight_htlc_msat: 0,
3384 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3386 let network_graph = network_graph.read_only();
3387 let channel = network_graph.channel(42).unwrap();
3388 let (info, _) = channel.as_directed_from(&source).unwrap();
3389 let candidate = CandidateRouteHop::PublicHop {
3391 short_channel_id: 42,
3393 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3395 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3396 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3400 fn removes_uncertainity_when_exact_liquidity_known() {
3401 let logger = TestLogger::new();
3402 let network_graph = network_graph(&logger);
3403 let params = ProbabilisticScoringFeeParameters::default();
3404 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3405 let source = source_node_id();
3407 let base_penalty_msat = params.base_penalty_msat;
3408 let usage = ChannelUsage {
3410 inflight_htlc_msat: 0,
3411 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3413 let network_graph = network_graph.read_only();
3414 let channel = network_graph.channel(42).unwrap();
3415 let (info, _) = channel.as_directed_from(&source).unwrap();
3416 let candidate = CandidateRouteHop::PublicHop {
3418 short_channel_id: 42,
3420 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3422 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3423 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3425 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3426 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3430 fn remembers_historical_failures() {
3431 let logger = TestLogger::new();
3432 let network_graph = network_graph(&logger);
3433 let params = ProbabilisticScoringFeeParameters {
3434 historical_liquidity_penalty_multiplier_msat: 1024,
3435 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3436 ..ProbabilisticScoringFeeParameters::zero_penalty()
3438 let decay_params = ProbabilisticScoringDecayParameters {
3439 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3440 historical_no_updates_half_life: Duration::from_secs(10),
3442 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3443 let source = source_node_id();
3444 let target = target_node_id();
3446 let usage = ChannelUsage {
3448 inflight_htlc_msat: 0,
3449 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3451 let usage_1 = ChannelUsage {
3453 inflight_htlc_msat: 0,
3454 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3458 let network_graph = network_graph.read_only();
3459 let channel = network_graph.channel(42).unwrap();
3460 let (info, _) = channel.as_directed_from(&source).unwrap();
3461 let candidate = CandidateRouteHop::PublicHop {
3463 short_channel_id: 42,
3466 // With no historical data the normal liquidity penalty calculation is used.
3467 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3469 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3471 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3474 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3476 let network_graph = network_graph.read_only();
3477 let channel = network_graph.channel(42).unwrap();
3478 let (info, _) = channel.as_directed_from(&source).unwrap();
3479 let candidate = CandidateRouteHop::PublicHop {
3481 short_channel_id: 42,
3484 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3485 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3487 // The "it failed" increment is 32, where the probability should lie several buckets into
3488 // the first octile.
3489 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3490 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],
3491 [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])));
3492 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3494 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3497 // Even after we tell the scorer we definitely have enough available liquidity, it will
3498 // still remember that there was some failure in the past, and assign a non-0 penalty.
3499 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3501 let network_graph = network_graph.read_only();
3502 let channel = network_graph.channel(42).unwrap();
3503 let (info, _) = channel.as_directed_from(&source).unwrap();
3504 let candidate = CandidateRouteHop::PublicHop {
3506 short_channel_id: 42,
3509 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3511 // The first points should be decayed just slightly and the last bucket has a new point.
3512 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3513 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],
3514 [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])));
3516 // The exact success probability is a bit complicated and involves integer rounding, so we
3517 // simply check bounds here.
3518 let five_hundred_prob =
3519 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3520 assert!(five_hundred_prob > 0.59);
3521 assert!(five_hundred_prob < 0.60);
3523 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3524 assert!(one_prob < 0.85);
3525 assert!(one_prob > 0.84);
3527 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3528 // gone), and check that we're back to where we started.
3529 SinceEpoch::advance(Duration::from_secs(10 * 16));
3530 scorer.time_passed(Duration::from_secs(10 * 16));
3532 let network_graph = network_graph.read_only();
3533 let channel = network_graph.channel(42).unwrap();
3534 let (info, _) = channel.as_directed_from(&source).unwrap();
3535 let candidate = CandidateRouteHop::PublicHop {
3537 short_channel_id: 42,
3540 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3542 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3543 // data entirely instead.
3544 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3545 Some(([0; 32], [0; 32])));
3546 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3548 let mut usage = ChannelUsage {
3550 inflight_htlc_msat: 1024,
3551 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3553 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3555 let network_graph = network_graph.read_only();
3556 let channel = network_graph.channel(42).unwrap();
3557 let (info, _) = channel.as_directed_from(&source).unwrap();
3558 let candidate = CandidateRouteHop::PublicHop {
3560 short_channel_id: 42,
3563 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3565 let usage = ChannelUsage {
3567 inflight_htlc_msat: 0,
3568 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3570 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3573 // Advance to decay all liquidity offsets to zero.
3574 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3575 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3577 // Once even the bounds have decayed information about the channel should be removed
3579 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3582 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3583 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3585 path_hop(target_pubkey(), 43, 2),
3586 path_hop(source_pubkey(), 42, 1),
3587 path_hop(sender_pubkey(), 41, 0),
3589 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3593 fn adds_anti_probing_penalty() {
3594 let logger = TestLogger::new();
3595 let network_graph = network_graph(&logger);
3596 let source = source_node_id();
3597 let params = ProbabilisticScoringFeeParameters {
3598 anti_probing_penalty_msat: 500,
3599 ..ProbabilisticScoringFeeParameters::zero_penalty()
3601 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3603 // Check we receive no penalty for a low htlc_maximum_msat.
3604 let usage = ChannelUsage {
3605 amount_msat: 512_000,
3606 inflight_htlc_msat: 0,
3607 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3609 let network_graph = network_graph.read_only();
3610 let channel = network_graph.channel(42).unwrap();
3611 let (info, _) = channel.as_directed_from(&source).unwrap();
3612 let candidate = CandidateRouteHop::PublicHop {
3614 short_channel_id: 42,
3616 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3618 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3619 let usage = ChannelUsage {
3620 amount_msat: 512_000,
3621 inflight_htlc_msat: 0,
3622 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3624 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3626 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3627 let usage = ChannelUsage {
3628 amount_msat: 512_000,
3629 inflight_htlc_msat: 0,
3630 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3632 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3634 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3635 let usage = ChannelUsage {
3636 amount_msat: 512_000,
3637 inflight_htlc_msat: 0,
3638 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3640 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3644 fn scores_with_blinded_path() {
3645 // Make sure we'll account for a blinded path's final_value_msat in scoring
3646 let logger = TestLogger::new();
3647 let network_graph = network_graph(&logger);
3648 let params = ProbabilisticScoringFeeParameters {
3649 liquidity_penalty_multiplier_msat: 1_000,
3650 ..ProbabilisticScoringFeeParameters::zero_penalty()
3652 let decay_params = ProbabilisticScoringDecayParameters::default();
3653 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3654 let source = source_node_id();
3655 let usage = ChannelUsage {
3657 inflight_htlc_msat: 0,
3658 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3660 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3661 let (info, target) = channel.as_directed_from(&source).unwrap();
3662 let candidate = CandidateRouteHop::PublicHop {
3664 short_channel_id: 42,
3666 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3668 let mut path = payment_path_for_amount(768);
3669 let recipient_hop = path.hops.pop().unwrap();
3670 let blinded_path = BlindedPath {
3671 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3672 blinding_point: test_utils::pubkey(42),
3674 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3677 path.blinded_tail = Some(BlindedTail {
3678 hops: blinded_path.blinded_hops,
3679 blinding_point: blinded_path.blinding_point,
3680 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3681 final_value_msat: recipient_hop.fee_msat,
3684 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3685 // final value is taken into account.
3686 assert!(scorer.channel_liquidities.get(&42).is_none());
3688 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3689 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3690 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3692 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3693 .as_directed(&source, &target, 1_000, decay_params);
3694 assert_eq!(liquidity.min_liquidity_msat(), 256);
3695 assert_eq!(liquidity.max_liquidity_msat(), 768);
3699 fn realistic_historical_failures() {
3700 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3701 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3703 let logger = TestLogger::new();
3704 let mut network_graph = network_graph(&logger);
3705 let params = ProbabilisticScoringFeeParameters {
3706 historical_liquidity_penalty_multiplier_msat: 1024,
3707 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3708 ..ProbabilisticScoringFeeParameters::zero_penalty()
3710 let decay_params = ProbabilisticScoringDecayParameters {
3711 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3712 historical_no_updates_half_life: Duration::from_secs(10),
3713 ..ProbabilisticScoringDecayParameters::default()
3716 let capacity_msat = 100_000_000_000;
3717 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3718 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3720 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3721 let source = source_node_id();
3723 let mut amount_msat = 10_000_000;
3724 let usage = ChannelUsage {
3726 inflight_htlc_msat: 0,
3727 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3729 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3730 let (info, target) = channel.as_directed_from(&source).unwrap();
3731 let candidate = CandidateRouteHop::PublicHop {
3733 short_channel_id: 42,
3735 // With no historical data the normal liquidity penalty calculation is used, which results
3736 // in a success probability of ~75%.
3737 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3738 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3740 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3743 // Fail to pay once, and then check the buckets and penalty.
3744 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3745 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3746 // same bucket which is the only maximum datapoint.
3747 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3748 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3749 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3750 // 6k sats and 12k sats).
3751 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3752 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],
3753 [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])));
3754 // The success probability estimate itself should be zero.
3755 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3758 // Now test again with the amount in the bottom bucket.
3760 // The new amount is entirely within the only minimum bucket with score, so the probability
3761 // we assign is 1/2.
3762 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3765 // ...but once we see a failure, we consider the payment to be substantially less likely,
3766 // even though not a probability of zero as we still look at the second max bucket which
3768 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3769 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3770 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],
3771 [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])));
3772 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),