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 [`Score`] 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, ProbabilisticScoringParameters};
23 //! # use lightning::chain::keysinterface::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 = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use crate::ln::msgs::DecodeError;
58 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
59 use crate::routing::router::RouteHop;
60 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use crate::util::logger::Logger;
62 use crate::util::time::Time;
64 use crate::prelude::*;
66 use core::cell::{RefCell, RefMut};
67 use core::convert::TryInto;
68 use core::ops::{Deref, DerefMut};
69 use core::time::Duration;
70 use crate::io::{self, Read};
71 use crate::sync::{Mutex, MutexGuard};
73 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
74 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
75 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
76 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
78 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
79 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
80 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
81 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
82 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
83 /// do here by defining `Score` differently for `cfg(c_bindings)`.
84 macro_rules! define_score { ($($supertrait: path)*) => {
85 /// An interface used to score payment channels for path finding.
87 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
88 pub trait Score $(: $supertrait)* {
89 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
90 /// given channel in the direction from `source` to `target`.
92 /// The channel's capacity (less any other MPP parts that are also being considered for use in
93 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
94 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
95 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
96 /// Thus, implementations should be overflow-safe.
97 fn channel_penalty_msat(
98 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
101 /// Handles updating channel penalties after failing to route through a channel.
102 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
104 /// Handles updating channel penalties after successfully routing along a path.
105 fn payment_path_successful(&mut self, path: &[&RouteHop]);
107 /// Handles updating channel penalties after a probe over the given path failed.
108 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
110 /// Handles updating channel penalties after a probe over the given path succeeded.
111 fn probe_successful(&mut self, path: &[&RouteHop]);
114 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
115 fn channel_penalty_msat(
116 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
118 self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
121 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
122 self.deref_mut().payment_path_failed(path, short_channel_id)
125 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
126 self.deref_mut().payment_path_successful(path)
129 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
130 self.deref_mut().probe_failed(path, short_channel_id)
133 fn probe_successful(&mut self, path: &[&RouteHop]) {
134 self.deref_mut().probe_successful(path)
140 define_score!(Writeable);
141 #[cfg(not(c_bindings))]
144 /// A scorer that is accessed under a lock.
146 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
147 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
148 /// implementations. Internal locking would be detrimental to route finding performance and could
149 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
151 /// [`find_route`]: crate::routing::router::find_route
152 pub trait LockableScore<'a> {
153 /// The locked [`Score`] type.
154 type Locked: 'a + Score;
156 /// Returns the locked scorer.
157 fn lock(&'a self) -> Self::Locked;
160 /// Refers to a scorer that is accessible under lock and also writeable to disk
162 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
163 /// use the Persister to persist it.
164 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
166 #[cfg(not(c_bindings))]
167 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
170 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
171 type Locked = MutexGuard<'a, T>;
173 fn lock(&'a self) -> MutexGuard<'a, T> {
174 Mutex::lock(self).unwrap()
178 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
179 type Locked = RefMut<'a, T>;
181 fn lock(&'a self) -> RefMut<'a, T> {
187 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
188 pub struct MultiThreadedLockableScore<S: Score> {
192 /// A locked `MultiThreadedLockableScore`.
193 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
195 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
196 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
197 self.0.channel_penalty_msat(scid, source, target, usage)
199 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
200 self.0.payment_path_failed(path, short_channel_id)
202 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
203 self.0.payment_path_successful(path)
205 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
206 self.0.probe_failed(path, short_channel_id)
208 fn probe_successful(&mut self, path: &[&RouteHop]) {
209 self.0.probe_successful(path)
213 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
214 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
220 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
221 type Locked = MultiThreadedScoreLock<'a, T>;
223 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
224 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
229 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
230 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
231 self.lock().write(writer)
236 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
239 impl<T: Score> MultiThreadedLockableScore<T> {
240 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
241 pub fn new(score: T) -> Self {
242 MultiThreadedLockableScore { score: Mutex::new(score) }
248 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
249 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250 T::write(&**self, writer)
256 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
257 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
258 S::write(&**self, writer)
262 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
263 #[derive(Clone, Copy, Debug, PartialEq)]
264 pub struct ChannelUsage {
265 /// The amount to send through the channel, denominated in millisatoshis.
266 pub amount_msat: u64,
268 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
269 /// as part of a multi-path payment.
270 pub inflight_htlc_msat: u64,
272 /// The effective capacity of the channel.
273 pub effective_capacity: EffectiveCapacity,
277 /// [`Score`] implementation that uses a fixed penalty.
278 pub struct FixedPenaltyScorer {
282 impl FixedPenaltyScorer {
283 /// Creates a new scorer using `penalty_msat`.
284 pub fn with_penalty(penalty_msat: u64) -> Self {
285 Self { penalty_msat }
289 impl Score for FixedPenaltyScorer {
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
294 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
298 fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &[&RouteHop]) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = std::time::Instant;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 params: ProbabilisticScoringParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
423 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
424 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
427 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
428 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
429 /// struct documentation for more info on the way the liquidity bounds are used.
431 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
432 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
433 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
435 /// Default value: 6 hours
439 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
440 /// liquidity knowledge will never decay except when the bounds cross.
441 pub liquidity_offset_half_life: Duration,
443 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
444 /// channel's success probability for the payment, as determined by our latest estimates of the
445 /// channel's liquidity, to determine the amount penalty.
447 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
448 /// fees plus penalty) for large payments. The penalty is computed as the product of this
449 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
450 /// success probability.
452 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
454 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
455 /// the amount will result in a penalty of the multiplier. And, as the success probability
456 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
457 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
460 /// Default value: 192 msat
461 pub liquidity_penalty_amount_multiplier_msat: u64,
463 /// A multiplier used in conjunction with the negative `log10` of the channel's success
464 /// probability for the payment, as determined based on the history of our estimates of the
465 /// channel's available liquidity, to determine a penalty.
467 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
468 /// only our latest estimate for the current liquidity available in the channel, it estimates
469 /// success probability based on the estimated liquidity available in the channel through
470 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
471 /// track which of several buckets those bounds fall into, exponentially decaying the
472 /// probability of each bucket as new samples are added.
474 /// Default value: 10,000 msat
476 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
477 pub historical_liquidity_penalty_multiplier_msat: u64,
479 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
480 /// channel's success probability for the payment, as determined based on the history of our
481 /// estimates of the channel's available liquidity, to determine a penalty.
483 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
484 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
485 /// of the payment amount, weighted by the negative `log10` of the success probability.
487 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
488 /// of using only our latest estimate for the current liquidity available in the channel, it
489 /// estimates success probability based on the estimated liquidity available in the channel
490 /// through history. Specifically, every time we update our liquidity bounds on a given
491 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
492 /// the probability of each bucket as new samples are added.
494 /// Default value: 64 msat
496 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
497 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
499 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
500 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
501 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
504 /// Note that after 16 or more half lives all historical data will be completely gone.
506 /// Default value: 14 days
507 pub historical_no_updates_half_life: Duration,
509 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
510 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
511 /// considered during path finding.
514 pub manual_node_penalties: HashMap<NodeId, u64>,
516 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
517 /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
518 /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
519 /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
521 /// Default value: 250 msat
522 pub anti_probing_penalty_msat: u64,
524 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
525 /// current estimate of the channel's available liquidity.
527 /// Note that in this case all other penalties, including the
528 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
529 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
530 /// applicable, are still included in the overall penalty.
532 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
533 /// `u64::max_value()` will guarantee that.
535 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
537 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
538 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
539 /// [`base_penalty_msat`]: Self::base_penalty_msat
540 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
541 pub considered_impossible_penalty_msat: u64,
544 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
545 /// in each of 8 buckets.
546 #[derive(Clone, Copy)]
547 struct HistoricalBucketRangeTracker {
551 impl HistoricalBucketRangeTracker {
552 fn new() -> Self { Self { buckets: [0; 8] } }
553 fn track_datapoint(&mut self, bucket_idx: u8) {
554 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
555 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
557 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
558 // the buckets for the current min and max liquidity offset positions.
560 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
561 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
562 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
564 // In total, this allows us to track data for the last 8,000 or so payments across a given
567 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
568 // and need to balance having more bits in the decimal part (to ensure decay isn't too
569 // non-linear) with having too few bits in the mantissa, causing us to not store very many
572 // The constants were picked experimentally, selecting a decay amount that restricts us
573 // from overflowing buckets without having to cap them manually.
574 debug_assert!(bucket_idx < 8);
576 for e in self.buckets.iter_mut() {
577 *e = ((*e as u32) * 2047 / 2048) as u16;
579 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
582 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
583 /// datapoints as we receive newer information.
584 fn time_decay_data(&mut self, half_lives: u32) {
585 for e in self.buckets.iter_mut() {
586 *e = e.checked_shr(half_lives).unwrap_or(0);
591 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
593 struct HistoricalMinMaxBuckets<'a> {
594 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
595 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
598 impl HistoricalMinMaxBuckets<'_> {
600 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
601 -> ([u16; 8], [u16; 8], u32) {
602 let required_decays = now.duration_since(last_updated).as_secs()
603 .checked_div(half_life.as_secs())
604 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
605 let mut min_buckets = *self.min_liquidity_offset_history;
606 min_buckets.time_decay_data(required_decays);
607 let mut max_buckets = *self.max_liquidity_offset_history;
608 max_buckets.time_decay_data(required_decays);
609 (min_buckets.buckets, max_buckets.buckets, required_decays)
613 fn calculate_success_probability_times_billion<T: Time>(
614 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
616 // If historical penalties are enabled, calculate the penalty by walking the set of
617 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
618 // each, calculate the probability of success given our payment amount, then total the
619 // weighted average probability of success.
621 // We use a sliding scale to decide which point within a given bucket will be compared to
622 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
623 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
624 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
625 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
626 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
627 // penalties to channels at the edges.
629 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
630 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
631 // for a 1 BTC channel!).
633 // If we used the middle of each bucket we'd never assign any penalty at all when sending
634 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
635 let mut total_valid_points_tracked = 0;
637 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
638 // don't actually use the decayed buckets, though, as that would lose precision.
639 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
640 self.get_decayed_buckets(now, last_updated, half_life);
641 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
645 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
646 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
647 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
650 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
651 // it as if we were fully decayed.
652 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
656 let mut cumulative_success_prob_times_billion = 0;
657 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
658 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
659 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
660 * 1024 * 1024 / total_valid_points_tracked;
661 let min_64th_bucket = min_idx as u8 * 9;
662 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
663 if payment_amt_64th_bucket > max_64th_bucket {
664 // Success probability 0, the payment amount is above the max liquidity
665 } else if payment_amt_64th_bucket <= min_64th_bucket {
666 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
668 cumulative_success_prob_times_billion += bucket_prob_times_million *
669 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
670 ((max_64th_bucket - min_64th_bucket) as u64);
675 Some(cumulative_success_prob_times_billion)
679 /// Accounting for channel liquidity balance uncertainty.
681 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
682 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
683 /// offset fields gives the opposite direction.
684 struct ChannelLiquidity<T: Time> {
685 /// Lower channel liquidity bound in terms of an offset from zero.
686 min_liquidity_offset_msat: u64,
688 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
689 max_liquidity_offset_msat: u64,
691 /// Time when the liquidity bounds were last modified.
694 min_liquidity_offset_history: HistoricalBucketRangeTracker,
695 max_liquidity_offset_history: HistoricalBucketRangeTracker,
698 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
699 /// decayed with a given half life.
700 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
701 min_liquidity_offset_msat: L,
702 max_liquidity_offset_msat: L,
703 min_liquidity_offset_history: BRT,
704 max_liquidity_offset_history: BRT,
708 params: &'a ProbabilisticScoringParameters,
711 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
712 /// Creates a new scorer using the given scoring parameters for sending payments from a node
713 /// through a network graph.
714 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
719 channel_liquidities: HashMap::new(),
724 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
725 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
729 /// Dump the contents of this scorer into the configured logger.
731 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
732 /// which may be a substantial amount of log output.
733 pub fn debug_log_liquidity_stats(&self) {
736 let graph = self.network_graph.read_only();
737 for (scid, liq) in self.channel_liquidities.iter() {
738 if let Some(chan_debug) = graph.channels().get(scid) {
739 let log_direction = |source, target| {
740 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
741 let amt = directed_info.effective_capacity().as_msat();
742 let dir_liq = liq.as_directed(source, target, amt, &self.params);
744 let buckets = HistoricalMinMaxBuckets {
745 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
746 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
748 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
749 *dir_liq.last_updated, self.params.historical_no_updates_half_life);
751 log_debug!(self.logger, core::concat!(
752 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
753 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
754 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
755 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
756 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
757 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
758 // Note that the liquidity buckets are an offset from the edge, so we
759 // inverse the max order to get the probabilities from zero.
760 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
761 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
763 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
767 log_direction(&chan_debug.node_one, &chan_debug.node_two);
768 log_direction(&chan_debug.node_two, &chan_debug.node_one);
770 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
775 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
776 /// channel with `scid` towards the given `target` node.
777 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
778 let graph = self.network_graph.read_only();
780 if let Some(chan) = graph.channels().get(&scid) {
781 if let Some(liq) = self.channel_liquidities.get(&scid) {
782 if let Some((directed_info, source)) = chan.as_directed_to(target) {
783 let amt = directed_info.effective_capacity().as_msat();
784 let dir_liq = liq.as_directed(source, target, amt, &self.params);
785 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
792 /// Query the historical estimated minimum and maximum liquidity available for sending a
793 /// payment over the channel with `scid` towards the given `target` node.
795 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
796 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
797 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
798 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
799 /// Because the values are slowly decayed, more recent data points are weighted more heavily
800 /// than older datapoints.
802 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
803 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
804 /// the total of all buckets for the given bound.
806 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
807 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
808 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
809 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
811 /// Because the datapoints are decayed slowly over time, values will eventually return to
812 /// `Some(([0; 8], [0; 8]))`.
813 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
814 -> Option<([u16; 8], [u16; 8])> {
815 let graph = self.network_graph.read_only();
817 if let Some(chan) = graph.channels().get(&scid) {
818 if let Some(liq) = self.channel_liquidities.get(&scid) {
819 if let Some((directed_info, source)) = chan.as_directed_to(target) {
820 let amt = directed_info.effective_capacity().as_msat();
821 let dir_liq = liq.as_directed(source, target, amt, &self.params);
823 let buckets = HistoricalMinMaxBuckets {
824 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
825 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
827 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
828 *dir_liq.last_updated, self.params.historical_no_updates_half_life);
829 // Note that the liquidity buckets are an offset from the edge, so we inverse
830 // the max order to get the probabilities from zero.
831 max_buckets.reverse();
832 return Some((min_buckets, max_buckets));
839 /// Marks the node with the given `node_id` as banned, i.e.,
840 /// it will be avoided during path finding.
841 pub fn add_banned(&mut self, node_id: &NodeId) {
842 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
845 /// Removes the node with the given `node_id` from the list of nodes to avoid.
846 pub fn remove_banned(&mut self, node_id: &NodeId) {
847 self.params.manual_node_penalties.remove(node_id);
850 /// Sets a manual penalty for the given node.
851 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
852 self.params.manual_node_penalties.insert(*node_id, penalty);
855 /// Removes the node with the given `node_id` from the list of manual penalties.
856 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
857 self.params.manual_node_penalties.remove(node_id);
860 /// Clears the list of manual penalties that are applied during path finding.
861 pub fn clear_manual_penalties(&mut self) {
862 self.params.manual_node_penalties = HashMap::new();
866 impl ProbabilisticScoringParameters {
868 fn zero_penalty() -> Self {
870 base_penalty_msat: 0,
871 base_penalty_amount_multiplier_msat: 0,
872 liquidity_penalty_multiplier_msat: 0,
873 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
874 liquidity_penalty_amount_multiplier_msat: 0,
875 historical_liquidity_penalty_multiplier_msat: 0,
876 historical_liquidity_penalty_amount_multiplier_msat: 0,
877 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
878 manual_node_penalties: HashMap::new(),
879 anti_probing_penalty_msat: 0,
880 considered_impossible_penalty_msat: 0,
884 /// Marks all nodes in the given list as banned, i.e.,
885 /// they will be avoided during path finding.
886 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
888 self.manual_node_penalties.insert(id, u64::max_value());
893 impl Default for ProbabilisticScoringParameters {
894 fn default() -> Self {
896 base_penalty_msat: 500,
897 base_penalty_amount_multiplier_msat: 8192,
898 liquidity_penalty_multiplier_msat: 30_000,
899 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
900 liquidity_penalty_amount_multiplier_msat: 192,
901 historical_liquidity_penalty_multiplier_msat: 10_000,
902 historical_liquidity_penalty_amount_multiplier_msat: 64,
903 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
904 manual_node_penalties: HashMap::new(),
905 anti_probing_penalty_msat: 250,
906 considered_impossible_penalty_msat: 1_0000_0000_000,
911 impl<T: Time> ChannelLiquidity<T> {
915 min_liquidity_offset_msat: 0,
916 max_liquidity_offset_msat: 0,
917 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
918 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
919 last_updated: T::now(),
923 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
926 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
927 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
928 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
930 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
931 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
933 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
934 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
937 DirectedChannelLiquidity {
938 min_liquidity_offset_msat,
939 max_liquidity_offset_msat,
940 min_liquidity_offset_history,
941 max_liquidity_offset_history,
943 last_updated: &self.last_updated,
949 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
951 fn as_directed_mut<'a>(
952 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
953 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
954 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
956 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
957 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
959 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
960 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
963 DirectedChannelLiquidity {
964 min_liquidity_offset_msat,
965 max_liquidity_offset_msat,
966 min_liquidity_offset_history,
967 max_liquidity_offset_history,
969 last_updated: &mut self.last_updated,
976 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
978 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
980 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
981 /// ratio, as X in 1/X.
982 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
984 /// The divisor used when computing the amount penalty.
985 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
986 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
988 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
989 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
991 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
992 let max_liquidity_msat = self.max_liquidity_msat();
993 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
995 let mut res = if amount_msat <= min_liquidity_msat {
997 } else if amount_msat >= max_liquidity_msat {
998 // Equivalent to hitting the else clause below with the amount equal to the effective
999 // capacity and without any certainty on the liquidity upper bound, plus the
1000 // impossibility penalty.
1001 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1002 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1003 params.liquidity_penalty_multiplier_msat,
1004 params.liquidity_penalty_amount_multiplier_msat)
1005 .saturating_add(params.considered_impossible_penalty_msat)
1007 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1008 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1009 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1010 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1011 // don't bother trying to use the log approximation as it gets too noisy to be
1012 // particularly helpful, instead just round down to 0.
1015 let negative_log10_times_2048 =
1016 approx::negative_log10_times_2048(numerator, denominator);
1017 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1018 params.liquidity_penalty_multiplier_msat,
1019 params.liquidity_penalty_amount_multiplier_msat)
1023 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
1024 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1025 let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
1026 debug_assert!(payment_amt_64th_bucket <= 64);
1027 if payment_amt_64th_bucket > 64 { return res; }
1029 let buckets = HistoricalMinMaxBuckets {
1030 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1031 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1033 if let Some(cumulative_success_prob_times_billion) = buckets
1034 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1035 params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1037 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1038 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1039 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
1040 params.historical_liquidity_penalty_amount_multiplier_msat));
1042 // If we don't have any valid points (or, once decayed, we have less than a full
1043 // point), redo the non-historical calculation with no liquidity bounds tracked and
1044 // the historical penalty multipliers.
1045 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
1046 let negative_log10_times_2048 =
1047 approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
1048 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1049 params.historical_liquidity_penalty_multiplier_msat,
1050 params.historical_liquidity_penalty_amount_multiplier_msat));
1058 /// Computes the liquidity penalty from the penalty multipliers.
1060 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1061 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1063 let liquidity_penalty_msat = {
1064 // Upper bound the liquidity penalty to ensure some channel is selected.
1065 let multiplier_msat = liquidity_penalty_multiplier_msat;
1066 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1067 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1069 let amount_penalty_msat = negative_log10_times_2048
1070 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1071 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1073 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1076 /// Returns the lower bound of the channel liquidity balance in this direction.
1077 fn min_liquidity_msat(&self) -> u64 {
1078 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1081 /// Returns the upper bound of the channel liquidity balance in this direction.
1082 fn max_liquidity_msat(&self) -> u64 {
1084 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1088 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1089 self.now.duration_since(*self.last_updated).as_secs()
1090 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1091 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1096 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1097 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1098 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1099 let existing_max_msat = self.max_liquidity_msat();
1100 if amount_msat < existing_max_msat {
1101 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1102 self.set_max_liquidity_msat(amount_msat);
1104 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1105 chan_descr, existing_max_msat, amount_msat);
1109 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1110 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1111 let existing_min_msat = self.min_liquidity_msat();
1112 if amount_msat > existing_min_msat {
1113 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1114 self.set_min_liquidity_msat(amount_msat);
1116 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1117 chan_descr, existing_min_msat, amount_msat);
1121 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1122 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1123 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1124 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1125 self.set_max_liquidity_msat(max_liquidity_msat);
1128 fn update_history_buckets(&mut self) {
1129 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1130 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1131 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1132 self.min_liquidity_offset_history.time_decay_data(half_lives);
1133 self.max_liquidity_offset_history.time_decay_data(half_lives);
1135 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1136 self.min_liquidity_offset_history.track_datapoint(
1137 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1138 // is zero or the channel's capacity, though the second should generally never happen.
1139 (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1140 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1141 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1142 self.max_liquidity_offset_history.track_datapoint(
1143 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1144 // is zero or the channel's capacity, though the second should generally never happen.
1145 (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1146 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1149 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1150 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1151 *self.min_liquidity_offset_msat = amount_msat;
1152 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1155 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1157 self.update_history_buckets();
1158 *self.last_updated = self.now;
1161 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1162 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1163 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1164 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1167 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1169 self.update_history_buckets();
1170 *self.last_updated = self.now;
1174 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1175 fn channel_penalty_msat(
1176 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1178 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1182 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1183 self.params.base_penalty_amount_multiplier_msat
1184 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1186 let mut anti_probing_penalty_msat = 0;
1187 match usage.effective_capacity {
1188 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1189 if usage.amount_msat > liquidity_msat {
1190 return u64::max_value();
1192 return base_penalty_msat;
1195 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1196 if htlc_maximum_msat >= capacity_msat/2 {
1197 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1203 let amount_msat = usage.amount_msat;
1204 let capacity_msat = usage.effective_capacity.as_msat()
1205 .saturating_sub(usage.inflight_htlc_msat);
1206 self.channel_liquidities
1207 .get(&short_channel_id)
1208 .unwrap_or(&ChannelLiquidity::new())
1209 .as_directed(source, target, capacity_msat, &self.params)
1210 .penalty_msat(amount_msat, &self.params)
1211 .saturating_add(anti_probing_penalty_msat)
1212 .saturating_add(base_penalty_msat)
1215 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1216 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1217 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1218 let network_graph = self.network_graph.read_only();
1219 for (hop_idx, hop) in path.iter().enumerate() {
1220 let target = NodeId::from_pubkey(&hop.pubkey);
1221 let channel_directed_from_source = network_graph.channels()
1222 .get(&hop.short_channel_id)
1223 .and_then(|channel| channel.as_directed_to(&target));
1225 let at_failed_channel = hop.short_channel_id == short_channel_id;
1226 if at_failed_channel && hop_idx == 0 {
1227 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);
1230 // Only score announced channels.
1231 if let Some((channel, source)) = channel_directed_from_source {
1232 let capacity_msat = channel.effective_capacity().as_msat();
1233 if at_failed_channel {
1234 self.channel_liquidities
1235 .entry(hop.short_channel_id)
1236 .or_insert_with(ChannelLiquidity::new)
1237 .as_directed_mut(source, &target, capacity_msat, &self.params)
1238 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1240 self.channel_liquidities
1241 .entry(hop.short_channel_id)
1242 .or_insert_with(ChannelLiquidity::new)
1243 .as_directed_mut(source, &target, capacity_msat, &self.params)
1244 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1247 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).",
1248 hop.short_channel_id);
1250 if at_failed_channel { break; }
1254 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1255 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1256 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1257 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1258 let network_graph = self.network_graph.read_only();
1260 let target = NodeId::from_pubkey(&hop.pubkey);
1261 let channel_directed_from_source = network_graph.channels()
1262 .get(&hop.short_channel_id)
1263 .and_then(|channel| channel.as_directed_to(&target));
1265 // Only score announced channels.
1266 if let Some((channel, source)) = channel_directed_from_source {
1267 let capacity_msat = channel.effective_capacity().as_msat();
1268 self.channel_liquidities
1269 .entry(hop.short_channel_id)
1270 .or_insert_with(ChannelLiquidity::new)
1271 .as_directed_mut(source, &target, capacity_msat, &self.params)
1272 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1274 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).",
1275 hop.short_channel_id);
1280 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1281 self.payment_path_failed(path, short_channel_id)
1284 fn probe_successful(&mut self, path: &[&RouteHop]) {
1285 self.payment_path_failed(path, u64::max_value())
1290 const BITS: u32 = 64;
1291 const HIGHEST_BIT: u32 = BITS - 1;
1292 const LOWER_BITS: u32 = 6;
1293 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1294 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1296 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1297 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1298 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1299 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1300 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1301 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1302 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1303 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1304 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1305 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1306 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1307 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1308 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1309 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1310 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1311 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1312 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1313 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1314 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1315 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1316 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1317 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1318 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1319 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1320 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1321 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1322 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1323 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1324 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1325 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1326 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1327 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1328 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1329 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1330 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1331 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1332 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1333 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1334 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1335 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1336 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1337 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1338 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1339 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1340 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1341 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1342 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1343 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1344 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1345 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1346 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1347 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1348 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1349 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1350 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1351 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1352 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1353 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1354 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1355 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1356 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1357 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1358 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1359 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1360 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1361 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1362 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1363 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1364 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1365 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1366 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1367 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1368 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1369 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1370 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1371 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1372 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1373 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1374 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1375 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1376 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1377 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1378 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1379 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1380 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1381 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1382 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1383 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1384 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1385 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1386 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1387 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1388 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1389 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1390 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1391 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1392 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1393 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1394 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1395 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1396 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1397 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1398 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1399 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1400 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1401 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1402 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1403 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1404 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1405 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1406 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1407 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1408 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1409 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1410 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1411 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1412 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1413 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1414 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1415 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1416 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1417 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1418 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1419 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1420 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1421 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1422 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1423 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1424 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1425 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1426 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1427 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1428 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1429 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1430 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1431 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1432 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1433 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1434 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1435 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1436 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1437 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1438 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1439 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1440 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1441 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1442 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1443 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1444 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1445 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1446 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1447 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1448 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1449 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1450 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1451 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1452 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1453 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1454 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1455 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1456 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1457 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1458 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1459 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1460 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1461 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1462 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1463 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1464 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1465 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1466 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1467 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1468 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1469 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1470 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1471 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1472 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1473 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1474 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1475 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1476 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1477 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1478 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1479 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1480 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1481 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1482 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1483 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1484 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1485 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1486 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1487 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1488 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1489 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1490 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1491 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1492 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1493 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1494 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1495 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1496 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1497 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1498 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1499 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1500 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1501 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1502 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1503 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1504 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1505 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1506 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1507 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1508 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1509 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1510 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1511 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1512 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1513 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1514 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1515 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1516 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1517 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1518 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1519 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1520 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1521 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1522 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1523 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1524 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1525 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1526 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1527 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1528 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1529 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1530 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1531 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1532 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1533 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1534 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1535 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1536 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1537 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1538 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1539 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1540 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1541 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1542 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1543 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1544 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1545 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1546 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1547 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1548 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1549 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1550 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1551 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1552 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1553 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1554 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1557 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1559 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1560 // Multiply the -1 through to avoid needing to use signed numbers.
1561 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1565 fn log10_times_2048(x: u64) -> u16 {
1566 debug_assert_ne!(x, 0);
1567 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1568 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1569 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1577 fn prints_negative_log10_times_2048_lookup_table() {
1578 for msb in 0..BITS {
1579 for i in 0..LOWER_BITS_BOUND {
1580 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1581 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1582 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1584 if i % LOWER_BITS_BOUND == 0 {
1585 print!("\t\t[{}, ", log10_times_2048);
1586 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1587 println!("{}],", log10_times_2048);
1588 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1589 print!("{},\n\t\t\t", log10_times_2048);
1591 print!("{}, ", log10_times_2048);
1599 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1601 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1602 write_tlv_fields!(w, {
1603 (0, self.channel_liquidities, required),
1609 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1610 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1613 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1614 ) -> Result<Self, DecodeError> {
1615 let (params, network_graph, logger) = args;
1616 let mut channel_liquidities = HashMap::new();
1617 read_tlv_fields!(r, {
1618 (0, channel_liquidities, required),
1624 channel_liquidities,
1629 impl<T: Time> Writeable for ChannelLiquidity<T> {
1631 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1632 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1633 write_tlv_fields!(w, {
1634 (0, self.min_liquidity_offset_msat, required),
1635 (1, Some(self.min_liquidity_offset_history), option),
1636 (2, self.max_liquidity_offset_msat, required),
1637 (3, Some(self.max_liquidity_offset_history), option),
1638 (4, duration_since_epoch, required),
1644 impl<T: Time> Readable for ChannelLiquidity<T> {
1646 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1647 let mut min_liquidity_offset_msat = 0;
1648 let mut max_liquidity_offset_msat = 0;
1649 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1650 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1651 let mut duration_since_epoch = Duration::from_secs(0);
1652 read_tlv_fields!(r, {
1653 (0, min_liquidity_offset_msat, required),
1654 (1, min_liquidity_offset_history, option),
1655 (2, max_liquidity_offset_msat, required),
1656 (3, max_liquidity_offset_history, option),
1657 (4, duration_since_epoch, required),
1659 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1660 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1661 // is a time from a monotonic clock usually represented as an offset against boot time).
1662 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1663 // from the one that was written. However, because `Instant` can panic if we construct one
1664 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1665 // using `Instant::now()` in that case.
1666 let wall_clock_now = T::duration_since_epoch();
1668 let last_updated = if wall_clock_now > duration_since_epoch {
1669 now - (wall_clock_now - duration_since_epoch)
1672 min_liquidity_offset_msat,
1673 max_liquidity_offset_msat,
1674 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1675 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1683 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1684 use crate::util::config::UserConfig;
1685 use crate::util::time::Time;
1686 use crate::util::time::tests::SinceEpoch;
1688 use crate::ln::channelmanager;
1689 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1690 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1691 use crate::routing::router::RouteHop;
1692 use crate::routing::scoring::{ChannelUsage, Score};
1693 use crate::util::ser::{ReadableArgs, Writeable};
1694 use crate::util::test_utils::TestLogger;
1696 use bitcoin::blockdata::constants::genesis_block;
1697 use bitcoin::hashes::Hash;
1698 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1699 use bitcoin::network::constants::Network;
1700 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1701 use core::time::Duration;
1704 fn source_privkey() -> SecretKey {
1705 SecretKey::from_slice(&[42; 32]).unwrap()
1708 fn target_privkey() -> SecretKey {
1709 SecretKey::from_slice(&[43; 32]).unwrap()
1712 fn source_pubkey() -> PublicKey {
1713 let secp_ctx = Secp256k1::new();
1714 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1717 fn target_pubkey() -> PublicKey {
1718 let secp_ctx = Secp256k1::new();
1719 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1722 fn source_node_id() -> NodeId {
1723 NodeId::from_pubkey(&source_pubkey())
1726 fn target_node_id() -> NodeId {
1727 NodeId::from_pubkey(&target_pubkey())
1730 // `ProbabilisticScorer` tests
1732 /// A probabilistic scorer for testing with time that can be manually advanced.
1733 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1735 fn sender_privkey() -> SecretKey {
1736 SecretKey::from_slice(&[41; 32]).unwrap()
1739 fn recipient_privkey() -> SecretKey {
1740 SecretKey::from_slice(&[45; 32]).unwrap()
1743 fn sender_pubkey() -> PublicKey {
1744 let secp_ctx = Secp256k1::new();
1745 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1748 fn recipient_pubkey() -> PublicKey {
1749 let secp_ctx = Secp256k1::new();
1750 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1753 fn sender_node_id() -> NodeId {
1754 NodeId::from_pubkey(&sender_pubkey())
1757 fn recipient_node_id() -> NodeId {
1758 NodeId::from_pubkey(&recipient_pubkey())
1761 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1762 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1763 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1764 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1770 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1771 node_2_key: SecretKey
1773 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1774 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1775 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1776 let secp_ctx = Secp256k1::new();
1777 let unsigned_announcement = UnsignedChannelAnnouncement {
1778 features: channelmanager::provided_channel_features(&UserConfig::default()),
1779 chain_hash: genesis_hash,
1781 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1782 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1783 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1784 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1785 excess_data: Vec::new(),
1787 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1788 let signed_announcement = ChannelAnnouncement {
1789 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1790 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1791 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1792 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1793 contents: unsigned_announcement,
1795 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1796 network_graph.update_channel_from_announcement(
1797 &signed_announcement, &chain_source).unwrap();
1798 update_channel(network_graph, short_channel_id, node_1_key, 0);
1799 update_channel(network_graph, short_channel_id, node_2_key, 1);
1803 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1806 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1807 let secp_ctx = Secp256k1::new();
1808 let unsigned_update = UnsignedChannelUpdate {
1809 chain_hash: genesis_hash,
1813 cltv_expiry_delta: 18,
1814 htlc_minimum_msat: 0,
1815 htlc_maximum_msat: 1_000,
1817 fee_proportional_millionths: 0,
1818 excess_data: Vec::new(),
1820 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1821 let signed_update = ChannelUpdate {
1822 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1823 contents: unsigned_update,
1825 network_graph.update_channel(&signed_update).unwrap();
1828 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1829 let config = UserConfig::default();
1832 node_features: channelmanager::provided_node_features(&config),
1834 channel_features: channelmanager::provided_channel_features(&config),
1836 cltv_expiry_delta: 18,
1840 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1842 path_hop(source_pubkey(), 41, 1),
1843 path_hop(target_pubkey(), 42, 2),
1844 path_hop(recipient_pubkey(), 43, amount_msat),
1849 fn liquidity_bounds_directed_from_lowest_node_id() {
1850 let logger = TestLogger::new();
1851 let last_updated = SinceEpoch::now();
1852 let network_graph = network_graph(&logger);
1853 let params = ProbabilisticScoringParameters::default();
1854 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1857 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1858 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1859 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1863 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1864 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1865 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1867 let source = source_node_id();
1868 let target = target_node_id();
1869 let recipient = recipient_node_id();
1870 assert!(source > target);
1871 assert!(target < recipient);
1873 // Update minimum liquidity.
1875 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1876 .as_directed(&source, &target, 1_000, &scorer.params);
1877 assert_eq!(liquidity.min_liquidity_msat(), 100);
1878 assert_eq!(liquidity.max_liquidity_msat(), 300);
1880 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1881 .as_directed(&target, &source, 1_000, &scorer.params);
1882 assert_eq!(liquidity.min_liquidity_msat(), 700);
1883 assert_eq!(liquidity.max_liquidity_msat(), 900);
1885 scorer.channel_liquidities.get_mut(&42).unwrap()
1886 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1887 .set_min_liquidity_msat(200);
1889 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1890 .as_directed(&source, &target, 1_000, &scorer.params);
1891 assert_eq!(liquidity.min_liquidity_msat(), 200);
1892 assert_eq!(liquidity.max_liquidity_msat(), 300);
1894 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1895 .as_directed(&target, &source, 1_000, &scorer.params);
1896 assert_eq!(liquidity.min_liquidity_msat(), 700);
1897 assert_eq!(liquidity.max_liquidity_msat(), 800);
1899 // Update maximum liquidity.
1901 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1902 .as_directed(&target, &recipient, 1_000, &scorer.params);
1903 assert_eq!(liquidity.min_liquidity_msat(), 700);
1904 assert_eq!(liquidity.max_liquidity_msat(), 900);
1906 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1907 .as_directed(&recipient, &target, 1_000, &scorer.params);
1908 assert_eq!(liquidity.min_liquidity_msat(), 100);
1909 assert_eq!(liquidity.max_liquidity_msat(), 300);
1911 scorer.channel_liquidities.get_mut(&43).unwrap()
1912 .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1913 .set_max_liquidity_msat(200);
1915 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1916 .as_directed(&target, &recipient, 1_000, &scorer.params);
1917 assert_eq!(liquidity.min_liquidity_msat(), 0);
1918 assert_eq!(liquidity.max_liquidity_msat(), 200);
1920 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1921 .as_directed(&recipient, &target, 1_000, &scorer.params);
1922 assert_eq!(liquidity.min_liquidity_msat(), 800);
1923 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1927 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1928 let logger = TestLogger::new();
1929 let last_updated = SinceEpoch::now();
1930 let network_graph = network_graph(&logger);
1931 let params = ProbabilisticScoringParameters::default();
1932 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1935 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1936 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1937 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1939 let source = source_node_id();
1940 let target = target_node_id();
1941 assert!(source > target);
1943 // Check initial bounds.
1944 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1945 .as_directed(&source, &target, 1_000, &scorer.params);
1946 assert_eq!(liquidity.min_liquidity_msat(), 400);
1947 assert_eq!(liquidity.max_liquidity_msat(), 800);
1949 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1950 .as_directed(&target, &source, 1_000, &scorer.params);
1951 assert_eq!(liquidity.min_liquidity_msat(), 200);
1952 assert_eq!(liquidity.max_liquidity_msat(), 600);
1954 // Reset from source to target.
1955 scorer.channel_liquidities.get_mut(&42).unwrap()
1956 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1957 .set_min_liquidity_msat(900);
1959 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1960 .as_directed(&source, &target, 1_000, &scorer.params);
1961 assert_eq!(liquidity.min_liquidity_msat(), 900);
1962 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1964 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1965 .as_directed(&target, &source, 1_000, &scorer.params);
1966 assert_eq!(liquidity.min_liquidity_msat(), 0);
1967 assert_eq!(liquidity.max_liquidity_msat(), 100);
1969 // Reset from target to source.
1970 scorer.channel_liquidities.get_mut(&42).unwrap()
1971 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1972 .set_min_liquidity_msat(400);
1974 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1975 .as_directed(&source, &target, 1_000, &scorer.params);
1976 assert_eq!(liquidity.min_liquidity_msat(), 0);
1977 assert_eq!(liquidity.max_liquidity_msat(), 600);
1979 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1980 .as_directed(&target, &source, 1_000, &scorer.params);
1981 assert_eq!(liquidity.min_liquidity_msat(), 400);
1982 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1986 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1987 let logger = TestLogger::new();
1988 let last_updated = SinceEpoch::now();
1989 let network_graph = network_graph(&logger);
1990 let params = ProbabilisticScoringParameters::default();
1991 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1994 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1995 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1996 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1998 let source = source_node_id();
1999 let target = target_node_id();
2000 assert!(source > target);
2002 // Check initial bounds.
2003 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2004 .as_directed(&source, &target, 1_000, &scorer.params);
2005 assert_eq!(liquidity.min_liquidity_msat(), 400);
2006 assert_eq!(liquidity.max_liquidity_msat(), 800);
2008 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2009 .as_directed(&target, &source, 1_000, &scorer.params);
2010 assert_eq!(liquidity.min_liquidity_msat(), 200);
2011 assert_eq!(liquidity.max_liquidity_msat(), 600);
2013 // Reset from source to target.
2014 scorer.channel_liquidities.get_mut(&42).unwrap()
2015 .as_directed_mut(&source, &target, 1_000, &scorer.params)
2016 .set_max_liquidity_msat(300);
2018 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2019 .as_directed(&source, &target, 1_000, &scorer.params);
2020 assert_eq!(liquidity.min_liquidity_msat(), 0);
2021 assert_eq!(liquidity.max_liquidity_msat(), 300);
2023 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2024 .as_directed(&target, &source, 1_000, &scorer.params);
2025 assert_eq!(liquidity.min_liquidity_msat(), 700);
2026 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2028 // Reset from target to source.
2029 scorer.channel_liquidities.get_mut(&42).unwrap()
2030 .as_directed_mut(&target, &source, 1_000, &scorer.params)
2031 .set_max_liquidity_msat(600);
2033 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2034 .as_directed(&source, &target, 1_000, &scorer.params);
2035 assert_eq!(liquidity.min_liquidity_msat(), 400);
2036 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2038 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2039 .as_directed(&target, &source, 1_000, &scorer.params);
2040 assert_eq!(liquidity.min_liquidity_msat(), 0);
2041 assert_eq!(liquidity.max_liquidity_msat(), 600);
2045 fn increased_penalty_nearing_liquidity_upper_bound() {
2046 let logger = TestLogger::new();
2047 let network_graph = network_graph(&logger);
2048 let params = ProbabilisticScoringParameters {
2049 liquidity_penalty_multiplier_msat: 1_000,
2050 ..ProbabilisticScoringParameters::zero_penalty()
2052 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2053 let source = source_node_id();
2054 let target = target_node_id();
2056 let usage = ChannelUsage {
2058 inflight_htlc_msat: 0,
2059 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2061 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2062 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2063 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2064 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2065 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2066 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2067 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2069 let usage = ChannelUsage {
2071 inflight_htlc_msat: 0,
2072 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2074 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2075 let usage = ChannelUsage { amount_msat: 256, ..usage };
2076 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2077 let usage = ChannelUsage { amount_msat: 374, ..usage };
2078 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2079 let usage = ChannelUsage { amount_msat: 512, ..usage };
2080 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2081 let usage = ChannelUsage { amount_msat: 640, ..usage };
2082 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2083 let usage = ChannelUsage { amount_msat: 768, ..usage };
2084 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2085 let usage = ChannelUsage { amount_msat: 896, ..usage };
2086 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2090 fn constant_penalty_outside_liquidity_bounds() {
2091 let logger = TestLogger::new();
2092 let last_updated = SinceEpoch::now();
2093 let network_graph = network_graph(&logger);
2094 let params = ProbabilisticScoringParameters {
2095 liquidity_penalty_multiplier_msat: 1_000,
2096 considered_impossible_penalty_msat: u64::max_value(),
2097 ..ProbabilisticScoringParameters::zero_penalty()
2099 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2102 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2103 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2104 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2106 let source = source_node_id();
2107 let target = target_node_id();
2109 let usage = ChannelUsage {
2111 inflight_htlc_msat: 0,
2112 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2114 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2115 let usage = ChannelUsage { amount_msat: 50, ..usage };
2116 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2117 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2118 let usage = ChannelUsage { amount_msat: 61, ..usage };
2119 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2123 fn does_not_further_penalize_own_channel() {
2124 let logger = TestLogger::new();
2125 let network_graph = network_graph(&logger);
2126 let params = ProbabilisticScoringParameters {
2127 liquidity_penalty_multiplier_msat: 1_000,
2128 ..ProbabilisticScoringParameters::zero_penalty()
2130 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2131 let sender = sender_node_id();
2132 let source = source_node_id();
2133 let usage = ChannelUsage {
2135 inflight_htlc_msat: 0,
2136 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2138 let failed_path = payment_path_for_amount(500);
2139 let successful_path = payment_path_for_amount(200);
2141 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2143 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2144 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2146 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2147 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2151 fn sets_liquidity_lower_bound_on_downstream_failure() {
2152 let logger = TestLogger::new();
2153 let network_graph = network_graph(&logger);
2154 let params = ProbabilisticScoringParameters {
2155 liquidity_penalty_multiplier_msat: 1_000,
2156 ..ProbabilisticScoringParameters::zero_penalty()
2158 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2159 let source = source_node_id();
2160 let target = target_node_id();
2161 let path = payment_path_for_amount(500);
2163 let usage = ChannelUsage {
2165 inflight_htlc_msat: 0,
2166 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2168 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2169 let usage = ChannelUsage { amount_msat: 500, ..usage };
2170 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2171 let usage = ChannelUsage { amount_msat: 750, ..usage };
2172 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2174 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2176 let usage = ChannelUsage { amount_msat: 250, ..usage };
2177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2178 let usage = ChannelUsage { amount_msat: 500, ..usage };
2179 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2180 let usage = ChannelUsage { amount_msat: 750, ..usage };
2181 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2185 fn sets_liquidity_upper_bound_on_failure() {
2186 let logger = TestLogger::new();
2187 let network_graph = network_graph(&logger);
2188 let params = ProbabilisticScoringParameters {
2189 liquidity_penalty_multiplier_msat: 1_000,
2190 considered_impossible_penalty_msat: u64::max_value(),
2191 ..ProbabilisticScoringParameters::zero_penalty()
2193 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2194 let source = source_node_id();
2195 let target = target_node_id();
2196 let path = payment_path_for_amount(500);
2198 let usage = ChannelUsage {
2200 inflight_htlc_msat: 0,
2201 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2203 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2204 let usage = ChannelUsage { amount_msat: 500, ..usage };
2205 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2206 let usage = ChannelUsage { amount_msat: 750, ..usage };
2207 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2209 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2211 let usage = ChannelUsage { amount_msat: 250, ..usage };
2212 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2213 let usage = ChannelUsage { amount_msat: 500, ..usage };
2214 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2215 let usage = ChannelUsage { amount_msat: 750, ..usage };
2216 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2220 fn ignores_channels_after_removed_failed_channel() {
2221 // Previously, if we'd tried to send over a channel which was removed from the network
2222 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2223 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2224 // channels in the route, even ones which they payment never reached. This tests to ensure
2225 // we do not score such channels.
2226 let secp_ctx = Secp256k1::new();
2227 let logger = TestLogger::new();
2228 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2229 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2230 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2231 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2232 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2233 add_channel(&mut network_graph, 42, secret_a, secret_b);
2234 // Don't add the channel from B -> C.
2235 add_channel(&mut network_graph, 44, secret_c, secret_d);
2237 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2238 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2239 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2240 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2243 path_hop(pub_b, 42, 1),
2244 path_hop(pub_c, 43, 2),
2245 path_hop(pub_d, 44, 100),
2248 let node_a = NodeId::from_pubkey(&pub_a);
2249 let node_b = NodeId::from_pubkey(&pub_b);
2250 let node_c = NodeId::from_pubkey(&pub_c);
2251 let node_d = NodeId::from_pubkey(&pub_d);
2253 let params = ProbabilisticScoringParameters {
2254 liquidity_penalty_multiplier_msat: 1_000,
2255 ..ProbabilisticScoringParameters::zero_penalty()
2257 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2259 let usage = ChannelUsage {
2261 inflight_htlc_msat: 0,
2262 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2264 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 128);
2265 // Note that a default liquidity bound is used for B -> C as no channel exists
2266 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2267 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2269 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2271 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80);
2272 // Note that a default liquidity bound is used for B -> C as no channel exists
2273 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2274 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2278 fn reduces_liquidity_upper_bound_along_path_on_success() {
2279 let logger = TestLogger::new();
2280 let network_graph = network_graph(&logger);
2281 let params = ProbabilisticScoringParameters {
2282 liquidity_penalty_multiplier_msat: 1_000,
2283 ..ProbabilisticScoringParameters::zero_penalty()
2285 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2286 let sender = sender_node_id();
2287 let source = source_node_id();
2288 let target = target_node_id();
2289 let recipient = recipient_node_id();
2290 let usage = ChannelUsage {
2292 inflight_htlc_msat: 0,
2293 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2295 let path = payment_path_for_amount(500);
2297 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2298 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2299 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2301 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2303 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2304 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2305 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2309 fn decays_liquidity_bounds_over_time() {
2310 let logger = TestLogger::new();
2311 let network_graph = network_graph(&logger);
2312 let params = ProbabilisticScoringParameters {
2313 liquidity_penalty_multiplier_msat: 1_000,
2314 liquidity_offset_half_life: Duration::from_secs(10),
2315 considered_impossible_penalty_msat: u64::max_value(),
2316 ..ProbabilisticScoringParameters::zero_penalty()
2318 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2319 let source = source_node_id();
2320 let target = target_node_id();
2322 let usage = ChannelUsage {
2324 inflight_htlc_msat: 0,
2325 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2327 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2328 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2329 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2331 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2332 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2334 let usage = ChannelUsage { amount_msat: 128, ..usage };
2335 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2336 let usage = ChannelUsage { amount_msat: 256, ..usage };
2337 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2338 let usage = ChannelUsage { amount_msat: 768, ..usage };
2339 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2340 let usage = ChannelUsage { amount_msat: 896, ..usage };
2341 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2343 SinceEpoch::advance(Duration::from_secs(9));
2344 let usage = ChannelUsage { amount_msat: 128, ..usage };
2345 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2346 let usage = ChannelUsage { amount_msat: 256, ..usage };
2347 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2348 let usage = ChannelUsage { amount_msat: 768, ..usage };
2349 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2350 let usage = ChannelUsage { amount_msat: 896, ..usage };
2351 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2353 SinceEpoch::advance(Duration::from_secs(1));
2354 let usage = ChannelUsage { amount_msat: 64, ..usage };
2355 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2356 let usage = ChannelUsage { amount_msat: 128, ..usage };
2357 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2358 let usage = ChannelUsage { amount_msat: 896, ..usage };
2359 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2360 let usage = ChannelUsage { amount_msat: 960, ..usage };
2361 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2363 // Fully decay liquidity lower bound.
2364 SinceEpoch::advance(Duration::from_secs(10 * 7));
2365 let usage = ChannelUsage { amount_msat: 0, ..usage };
2366 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2367 let usage = ChannelUsage { amount_msat: 1, ..usage };
2368 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2369 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2370 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2371 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2372 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2374 // Fully decay liquidity upper bound.
2375 SinceEpoch::advance(Duration::from_secs(10));
2376 let usage = ChannelUsage { amount_msat: 0, ..usage };
2377 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2378 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2379 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2381 SinceEpoch::advance(Duration::from_secs(10));
2382 let usage = ChannelUsage { amount_msat: 0, ..usage };
2383 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2384 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2385 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2389 fn decays_liquidity_bounds_without_shift_overflow() {
2390 let logger = TestLogger::new();
2391 let network_graph = network_graph(&logger);
2392 let params = ProbabilisticScoringParameters {
2393 liquidity_penalty_multiplier_msat: 1_000,
2394 liquidity_offset_half_life: Duration::from_secs(10),
2395 ..ProbabilisticScoringParameters::zero_penalty()
2397 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2398 let source = source_node_id();
2399 let target = target_node_id();
2400 let usage = ChannelUsage {
2402 inflight_htlc_msat: 0,
2403 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2405 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2407 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2408 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2410 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2411 // would cause an overflow.
2412 SinceEpoch::advance(Duration::from_secs(10 * 64));
2413 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2415 SinceEpoch::advance(Duration::from_secs(10));
2416 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2420 fn restricts_liquidity_bounds_after_decay() {
2421 let logger = TestLogger::new();
2422 let network_graph = network_graph(&logger);
2423 let params = ProbabilisticScoringParameters {
2424 liquidity_penalty_multiplier_msat: 1_000,
2425 liquidity_offset_half_life: Duration::from_secs(10),
2426 ..ProbabilisticScoringParameters::zero_penalty()
2428 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2429 let source = source_node_id();
2430 let target = target_node_id();
2431 let usage = ChannelUsage {
2433 inflight_htlc_msat: 0,
2434 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2437 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2439 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2440 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2441 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2444 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2445 SinceEpoch::advance(Duration::from_secs(10));
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2448 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2449 // is closer to the upper bound, meaning a higher penalty.
2450 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2451 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2453 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2454 // is closer to the lower bound, meaning a lower penalty.
2455 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2458 // Further decaying affects the lower bound more than the upper bound (128, 928).
2459 SinceEpoch::advance(Duration::from_secs(10));
2460 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2464 fn restores_persisted_liquidity_bounds() {
2465 let logger = TestLogger::new();
2466 let network_graph = network_graph(&logger);
2467 let params = ProbabilisticScoringParameters {
2468 liquidity_penalty_multiplier_msat: 1_000,
2469 liquidity_offset_half_life: Duration::from_secs(10),
2470 considered_impossible_penalty_msat: u64::max_value(),
2471 ..ProbabilisticScoringParameters::zero_penalty()
2473 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2474 let source = source_node_id();
2475 let target = target_node_id();
2476 let usage = ChannelUsage {
2478 inflight_htlc_msat: 0,
2479 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2482 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2483 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2485 SinceEpoch::advance(Duration::from_secs(10));
2486 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2488 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2489 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2491 let mut serialized_scorer = Vec::new();
2492 scorer.write(&mut serialized_scorer).unwrap();
2494 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2495 let deserialized_scorer =
2496 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2497 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2501 fn decays_persisted_liquidity_bounds() {
2502 let logger = TestLogger::new();
2503 let network_graph = network_graph(&logger);
2504 let params = ProbabilisticScoringParameters {
2505 liquidity_penalty_multiplier_msat: 1_000,
2506 liquidity_offset_half_life: Duration::from_secs(10),
2507 considered_impossible_penalty_msat: u64::max_value(),
2508 ..ProbabilisticScoringParameters::zero_penalty()
2510 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2511 let source = source_node_id();
2512 let target = target_node_id();
2513 let usage = ChannelUsage {
2515 inflight_htlc_msat: 0,
2516 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2519 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2520 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2522 let mut serialized_scorer = Vec::new();
2523 scorer.write(&mut serialized_scorer).unwrap();
2525 SinceEpoch::advance(Duration::from_secs(10));
2527 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2528 let deserialized_scorer =
2529 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2530 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2532 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2533 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2535 SinceEpoch::advance(Duration::from_secs(10));
2536 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2540 fn scores_realistic_payments() {
2541 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2542 // 50k sat reserve).
2543 let logger = TestLogger::new();
2544 let network_graph = network_graph(&logger);
2545 let params = ProbabilisticScoringParameters::default();
2546 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2547 let source = source_node_id();
2548 let target = target_node_id();
2550 let usage = ChannelUsage {
2551 amount_msat: 100_000_000,
2552 inflight_htlc_msat: 0,
2553 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2555 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2556 let usage = ChannelUsage {
2557 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2559 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2560 let usage = ChannelUsage {
2561 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2563 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2564 let usage = ChannelUsage {
2565 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2567 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2568 let usage = ChannelUsage {
2569 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2571 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2572 let usage = ChannelUsage {
2573 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2575 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2576 let usage = ChannelUsage {
2577 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2579 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2580 let usage = ChannelUsage {
2581 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2583 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2584 let usage = ChannelUsage {
2585 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2587 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2588 let usage = ChannelUsage {
2589 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2591 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2592 let usage = ChannelUsage {
2593 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2595 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2599 fn adds_base_penalty_to_liquidity_penalty() {
2600 let logger = TestLogger::new();
2601 let network_graph = network_graph(&logger);
2602 let source = source_node_id();
2603 let target = target_node_id();
2604 let usage = ChannelUsage {
2606 inflight_htlc_msat: 0,
2607 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2610 let params = ProbabilisticScoringParameters {
2611 liquidity_penalty_multiplier_msat: 1_000,
2612 ..ProbabilisticScoringParameters::zero_penalty()
2614 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2615 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2617 let params = ProbabilisticScoringParameters {
2618 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2619 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2621 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2622 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2624 let params = ProbabilisticScoringParameters {
2625 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2626 base_penalty_amount_multiplier_msat: (1 << 30),
2627 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2630 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2631 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2635 fn adds_amount_penalty_to_liquidity_penalty() {
2636 let logger = TestLogger::new();
2637 let network_graph = network_graph(&logger);
2638 let source = source_node_id();
2639 let target = target_node_id();
2640 let usage = ChannelUsage {
2641 amount_msat: 512_000,
2642 inflight_htlc_msat: 0,
2643 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2646 let params = ProbabilisticScoringParameters {
2647 liquidity_penalty_multiplier_msat: 1_000,
2648 liquidity_penalty_amount_multiplier_msat: 0,
2649 ..ProbabilisticScoringParameters::zero_penalty()
2651 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2652 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2654 let params = ProbabilisticScoringParameters {
2655 liquidity_penalty_multiplier_msat: 1_000,
2656 liquidity_penalty_amount_multiplier_msat: 256,
2657 ..ProbabilisticScoringParameters::zero_penalty()
2659 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2664 fn calculates_log10_without_overflowing_u64_max_value() {
2665 let logger = TestLogger::new();
2666 let network_graph = network_graph(&logger);
2667 let source = source_node_id();
2668 let target = target_node_id();
2669 let usage = ChannelUsage {
2670 amount_msat: u64::max_value(),
2671 inflight_htlc_msat: 0,
2672 effective_capacity: EffectiveCapacity::Infinite,
2675 let params = ProbabilisticScoringParameters {
2676 liquidity_penalty_multiplier_msat: 40_000,
2677 ..ProbabilisticScoringParameters::zero_penalty()
2679 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2680 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2684 fn accounts_for_inflight_htlc_usage() {
2685 let logger = TestLogger::new();
2686 let network_graph = network_graph(&logger);
2687 let params = ProbabilisticScoringParameters {
2688 considered_impossible_penalty_msat: u64::max_value(),
2689 ..ProbabilisticScoringParameters::zero_penalty()
2691 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2692 let source = source_node_id();
2693 let target = target_node_id();
2695 let usage = ChannelUsage {
2697 inflight_htlc_msat: 0,
2698 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2700 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2702 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2703 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2707 fn removes_uncertainity_when_exact_liquidity_known() {
2708 let logger = TestLogger::new();
2709 let network_graph = network_graph(&logger);
2710 let params = ProbabilisticScoringParameters::default();
2711 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2712 let source = source_node_id();
2713 let target = target_node_id();
2715 let base_penalty_msat = params.base_penalty_msat;
2716 let usage = ChannelUsage {
2718 inflight_htlc_msat: 0,
2719 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2721 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2723 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2726 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2727 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2731 fn remembers_historical_failures() {
2732 let logger = TestLogger::new();
2733 let network_graph = network_graph(&logger);
2734 let params = ProbabilisticScoringParameters {
2735 historical_liquidity_penalty_multiplier_msat: 1024,
2736 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2737 historical_no_updates_half_life: Duration::from_secs(10),
2738 ..ProbabilisticScoringParameters::zero_penalty()
2740 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2741 let source = source_node_id();
2742 let target = target_node_id();
2744 let usage = ChannelUsage {
2746 inflight_htlc_msat: 0,
2747 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2749 // With no historical data the normal liquidity penalty calculation is used.
2750 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2751 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2754 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2755 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2756 // The "it failed" increment is 32, where the probability should lie fully in the first
2758 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2759 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2761 // Even after we tell the scorer we definitely have enough available liquidity, it will
2762 // still remember that there was some failure in the past, and assign a non-0 penalty.
2763 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2764 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2765 // The first octile should be decayed just slightly and the last octile has a new point.
2766 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2767 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2769 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2770 // gone), and check that we're back to where we started.
2771 SinceEpoch::advance(Duration::from_secs(10 * 16));
2772 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2773 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2774 // data entirely instead.
2775 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2776 Some(([0; 8], [0; 8])));
2780 fn adds_anti_probing_penalty() {
2781 let logger = TestLogger::new();
2782 let network_graph = network_graph(&logger);
2783 let source = source_node_id();
2784 let target = target_node_id();
2785 let params = ProbabilisticScoringParameters {
2786 anti_probing_penalty_msat: 500,
2787 ..ProbabilisticScoringParameters::zero_penalty()
2789 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2791 // Check we receive no penalty for a low htlc_maximum_msat.
2792 let usage = ChannelUsage {
2793 amount_msat: 512_000,
2794 inflight_htlc_msat: 0,
2795 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2797 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2799 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2800 let usage = ChannelUsage {
2801 amount_msat: 512_000,
2802 inflight_htlc_msat: 0,
2803 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2805 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2807 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2808 let usage = ChannelUsage {
2809 amount_msat: 512_000,
2810 inflight_htlc_msat: 0,
2811 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2813 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2815 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2816 let usage = ChannelUsage {
2817 amount_msat: 512_000,
2818 inflight_htlc_msat: 0,
2819 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2821 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);