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, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217 self.lock().write(writer)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
225 impl<T: Score> MultiThreadedLockableScore<T> {
226 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227 pub fn new(score: T) -> Self {
228 MultiThreadedLockableScore { score: Mutex::new(score) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264 /// The amount to send through the channel, denominated in millisatoshis.
265 pub amount_msat: u64,
267 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268 /// as part of a multi-path payment.
269 pub inflight_htlc_msat: u64,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
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 = crate::util::time::MonotonicTime;
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`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// This is not exported to bindings users 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 decay_params: ProbabilisticScoringDecayParameters,
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 ProbabilisticScoringFeeParameters {
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`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423 /// channel's success probability for the payment, as determined by our latest estimates of the
424 /// channel's liquidity, to determine the amount penalty.
426 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427 /// fees plus penalty) for large payments. The penalty is computed as the product of this
428 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429 /// success probability.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
433 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434 /// the amount will result in a penalty of the multiplier. And, as the success probability
435 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
442 /// A multiplier used in conjunction with the negative `log10` of the channel's success
443 /// probability for the payment, as determined based on the history of our estimates of the
444 /// channel's available liquidity, to determine a penalty.
446 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447 /// only our latest estimate for the current liquidity available in the channel, it estimates
448 /// success probability based on the estimated liquidity available in the channel through
449 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450 /// track which of several buckets those bounds fall into, exponentially decaying the
451 /// probability of each bucket as new samples are added.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
458 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459 /// channel's success probability for the payment, as determined based on the history of our
460 /// estimates of the channel's available liquidity, to determine a penalty.
462 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464 /// of the payment amount, weighted by the negative `log10` of the success probability.
466 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467 /// of using only our latest estimate for the current liquidity available in the channel, it
468 /// estimates success probability based on the estimated liquidity available in the channel
469 /// through history. Specifically, every time we update our liquidity bounds on a given
470 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471 /// the probability of each bucket as new samples are added.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
478 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480 /// considered during path finding.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
485 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
487 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489 /// to restrict `htlc_maximum_msat` and improve privacy.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
494 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495 /// current estimate of the channel's available liquidity.
497 /// Note that in this case all other penalties, including the
498 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500 /// applicable, are still included in the overall penalty.
502 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503 /// `u64::max_value()` will guarantee that.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
507 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509 /// [`base_penalty_msat`]: Self::base_penalty_msat
510 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511 pub considered_impossible_penalty_msat: u64,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> Self {
517 base_penalty_msat: 500,
518 base_penalty_amount_multiplier_msat: 8192,
519 liquidity_penalty_multiplier_msat: 30_000,
520 liquidity_penalty_amount_multiplier_msat: 192,
521 manual_node_penalties: HashMap::new(),
522 anti_probing_penalty_msat: 250,
523 considered_impossible_penalty_msat: 1_0000_0000_000,
524 historical_liquidity_penalty_multiplier_msat: 10_000,
525 historical_liquidity_penalty_amount_multiplier_msat: 64,
530 impl ProbabilisticScoringFeeParameters {
531 /// Marks the node with the given `node_id` as banned,
532 /// i.e it will be avoided during path finding.
533 pub fn add_banned(&mut self, node_id: &NodeId) {
534 self.manual_node_penalties.insert(*node_id, u64::max_value());
537 /// Marks all nodes in the given list as banned, i.e.,
538 /// they will be avoided during path finding.
539 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
545 /// Removes the node with the given `node_id` from the list of nodes to avoid.
546 pub fn remove_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.remove(node_id);
550 /// Sets a manual penalty for the given node.
551 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552 self.manual_node_penalties.insert(*node_id, penalty);
555 /// Removes the node with the given `node_id` from the list of manual penalties.
556 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557 self.manual_node_penalties.remove(node_id);
560 /// Clears the list of manual penalties that are applied during path finding.
561 pub fn clear_manual_penalties(&mut self) {
562 self.manual_node_penalties = HashMap::new();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> Self {
570 base_penalty_msat: 0,
571 base_penalty_amount_multiplier_msat: 0,
572 liquidity_penalty_multiplier_msat: 0,
573 liquidity_penalty_amount_multiplier_msat: 0,
574 historical_liquidity_penalty_multiplier_msat: 0,
575 historical_liquidity_penalty_amount_multiplier_msat: 0,
576 manual_node_penalties: HashMap::new(),
577 anti_probing_penalty_msat: 0,
578 considered_impossible_penalty_msat: 0,
583 /// Parameters for configuring [`ProbabilisticScorer`].
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
603 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
608 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610 /// struct documentation for more info on the way the liquidity bounds are used.
612 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
616 /// Default value: 6 hours
620 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621 /// liquidity knowledge will never decay except when the bounds cross.
622 pub liquidity_offset_half_life: Duration,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> Self {
628 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> Self {
638 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
644 /// Accounting for channel liquidity balance uncertainty.
646 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
647 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
648 /// offset fields gives the opposite direction.
649 struct ChannelLiquidity<T: Time> {
650 /// Lower channel liquidity bound in terms of an offset from zero.
651 min_liquidity_offset_msat: u64,
653 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654 max_liquidity_offset_msat: u64,
656 /// Time when the liquidity bounds were last modified.
659 min_liquidity_offset_history: HistoricalBucketRangeTracker,
660 max_liquidity_offset_history: HistoricalBucketRangeTracker,
663 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
664 /// decayed with a given half life.
665 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
666 min_liquidity_offset_msat: L,
667 max_liquidity_offset_msat: L,
668 liquidity_history: HistoricalMinMaxBuckets<BRT>,
669 inflight_htlc_msat: u64,
673 decay_params: ProbabilisticScoringDecayParameters,
676 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
677 /// Creates a new scorer using the given scoring parameters for sending payments from a node
678 /// through a network graph.
679 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
684 channel_liquidities: HashMap::new(),
689 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
690 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
694 /// Dump the contents of this scorer into the configured logger.
696 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
697 /// which may be a substantial amount of log output.
698 pub fn debug_log_liquidity_stats(&self) {
701 let graph = self.network_graph.read_only();
702 for (scid, liq) in self.channel_liquidities.iter() {
703 if let Some(chan_debug) = graph.channels().get(scid) {
704 let log_direction = |source, target| {
705 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
706 let amt = directed_info.effective_capacity().as_msat();
707 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
709 let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
710 .get_decayed_buckets(now, *dir_liq.last_updated,
711 self.decay_params.historical_no_updates_half_life);
713 log_debug!(self.logger, core::concat!(
714 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
715 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
716 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
717 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
718 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
719 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
720 // Note that the liquidity buckets are an offset from the edge, so we
721 // inverse the max order to get the probabilities from zero.
722 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
723 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
725 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
729 log_direction(&chan_debug.node_one, &chan_debug.node_two);
730 log_direction(&chan_debug.node_two, &chan_debug.node_one);
732 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
737 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
738 /// channel with `scid` towards the given `target` node.
739 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
740 let graph = self.network_graph.read_only();
742 if let Some(chan) = graph.channels().get(&scid) {
743 if let Some(liq) = self.channel_liquidities.get(&scid) {
744 if let Some((directed_info, source)) = chan.as_directed_to(target) {
745 let amt = directed_info.effective_capacity().as_msat();
746 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
747 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
754 /// Query the historical estimated minimum and maximum liquidity available for sending a
755 /// payment over the channel with `scid` towards the given `target` node.
757 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
758 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
759 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
760 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
761 /// Because the values are slowly decayed, more recent data points are weighted more heavily
762 /// than older datapoints.
764 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
765 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
766 /// the total of all buckets for the given bound.
768 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
769 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
770 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
771 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
773 /// Because the datapoints are decayed slowly over time, values will eventually return to
774 /// `Some(([0; 8], [0; 8]))`.
776 /// In order to fetch a single success probability from the buckets provided here, as used in
777 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
778 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
779 -> Option<([u16; 8], [u16; 8])> {
780 let graph = self.network_graph.read_only();
782 if let Some(chan) = graph.channels().get(&scid) {
783 if let Some(liq) = self.channel_liquidities.get(&scid) {
784 if let Some((directed_info, source)) = chan.as_directed_to(target) {
785 let amt = directed_info.effective_capacity().as_msat();
786 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
788 let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
789 .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
790 self.decay_params.historical_no_updates_half_life);
791 // Note that the liquidity buckets are an offset from the edge, so we inverse
792 // the max order to get the probabilities from zero.
793 max_buckets.reverse();
794 return Some((min_buckets, max_buckets));
801 /// Query the probability of payment success sending the given `amount_msat` over the channel
802 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
805 /// These are the same bounds as returned by
806 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
807 /// [`Self::estimated_channel_liquidity_range`]).
808 pub fn historical_estimated_payment_success_probability(
809 &self, scid: u64, target: &NodeId, amount_msat: u64)
811 let graph = self.network_graph.read_only();
813 if let Some(chan) = graph.channels().get(&scid) {
814 if let Some(liq) = self.channel_liquidities.get(&scid) {
815 if let Some((directed_info, source)) = chan.as_directed_to(target) {
816 let capacity_msat = directed_info.effective_capacity().as_msat();
817 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
819 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
820 dir_liq.now, *dir_liq.last_updated,
821 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
822 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
830 impl<T: Time> ChannelLiquidity<T> {
834 min_liquidity_offset_msat: 0,
835 max_liquidity_offset_msat: 0,
836 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
837 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
838 last_updated: T::now(),
842 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
845 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
846 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
847 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
849 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
850 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
852 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
853 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
856 DirectedChannelLiquidity {
857 min_liquidity_offset_msat,
858 max_liquidity_offset_msat,
859 liquidity_history: HistoricalMinMaxBuckets {
860 min_liquidity_offset_history,
861 max_liquidity_offset_history,
865 last_updated: &self.last_updated,
867 decay_params: decay_params,
871 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
874 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
875 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
876 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
878 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
879 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
881 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
882 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
885 DirectedChannelLiquidity {
886 min_liquidity_offset_msat,
887 max_liquidity_offset_msat,
888 liquidity_history: HistoricalMinMaxBuckets {
889 min_liquidity_offset_history,
890 max_liquidity_offset_history,
894 last_updated: &mut self.last_updated,
896 decay_params: decay_params,
901 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
903 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
905 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
906 /// ratio, as X in 1/X.
907 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
909 /// The divisor used when computing the amount penalty.
910 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
911 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
913 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
914 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
916 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
917 let available_capacity = self.available_capacity();
918 let max_liquidity_msat = self.max_liquidity_msat();
919 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
921 let mut res = if amount_msat <= min_liquidity_msat {
923 } else if amount_msat >= max_liquidity_msat {
924 // Equivalent to hitting the else clause below with the amount equal to the effective
925 // capacity and without any certainty on the liquidity upper bound, plus the
926 // impossibility penalty.
927 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
928 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
929 score_params.liquidity_penalty_multiplier_msat,
930 score_params.liquidity_penalty_amount_multiplier_msat)
931 .saturating_add(score_params.considered_impossible_penalty_msat)
933 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
934 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
935 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
936 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
937 // don't bother trying to use the log approximation as it gets too noisy to be
938 // particularly helpful, instead just round down to 0.
941 let negative_log10_times_2048 =
942 approx::negative_log10_times_2048(numerator, denominator);
943 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
944 score_params.liquidity_penalty_multiplier_msat,
945 score_params.liquidity_penalty_amount_multiplier_msat)
949 if amount_msat >= available_capacity {
950 // We're trying to send more than the capacity, use a max penalty.
951 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
952 NEGATIVE_LOG10_UPPER_BOUND * 2048,
953 score_params.historical_liquidity_penalty_multiplier_msat,
954 score_params.historical_liquidity_penalty_amount_multiplier_msat));
958 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
959 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
960 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
961 .calculate_success_probability_times_billion(self.now, *self.last_updated,
962 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
964 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
965 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
966 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
967 score_params.historical_liquidity_penalty_amount_multiplier_msat));
969 // If we don't have any valid points (or, once decayed, we have less than a full
970 // point), redo the non-historical calculation with no liquidity bounds tracked and
971 // the historical penalty multipliers.
972 let available_capacity = self.available_capacity();
973 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
974 let denominator = available_capacity.saturating_add(1);
975 let negative_log10_times_2048 =
976 approx::negative_log10_times_2048(numerator, denominator);
977 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
978 score_params.historical_liquidity_penalty_multiplier_msat,
979 score_params.historical_liquidity_penalty_amount_multiplier_msat));
986 /// Computes the liquidity penalty from the penalty multipliers.
988 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
989 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
991 negative_log10_times_2048 =
992 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
994 // Upper bound the liquidity penalty to ensure some channel is selected.
995 let liquidity_penalty_msat = negative_log10_times_2048
996 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
997 let amount_penalty_msat = negative_log10_times_2048
998 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
999 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1001 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1004 /// Returns the lower bound of the channel liquidity balance in this direction.
1006 fn min_liquidity_msat(&self) -> u64 {
1007 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1010 /// Returns the upper bound of the channel liquidity balance in this direction.
1012 fn max_liquidity_msat(&self) -> u64 {
1013 self.available_capacity()
1014 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1017 /// Returns the capacity minus the in-flight HTLCs in this direction.
1019 fn available_capacity(&self) -> u64 {
1020 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1023 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1024 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1026 // Decay the offset by the appropriate number of half lives. If half of the next half
1027 // life has passed, approximate an additional three-quarter life to help smooth out the
1029 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1030 let half_decays = elapsed_time / (half_life / 2);
1031 let decays = half_decays / 2;
1032 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1033 if half_decays % 2 == 0 {
1036 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1038 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1046 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1047 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1048 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1049 let existing_max_msat = self.max_liquidity_msat();
1050 if amount_msat < existing_max_msat {
1051 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1052 self.set_max_liquidity_msat(amount_msat);
1054 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1055 chan_descr, existing_max_msat, amount_msat);
1057 self.update_history_buckets();
1060 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1061 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1062 let existing_min_msat = self.min_liquidity_msat();
1063 if amount_msat > existing_min_msat {
1064 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1065 self.set_min_liquidity_msat(amount_msat);
1067 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1068 chan_descr, existing_min_msat, amount_msat);
1070 self.update_history_buckets();
1073 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1074 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1075 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1076 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1077 self.set_max_liquidity_msat(max_liquidity_msat);
1078 self.update_history_buckets();
1081 fn update_history_buckets(&mut self) {
1082 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1083 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1084 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1085 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1086 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1088 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1089 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1090 min_liquidity_offset_msat, self.capacity_msat
1092 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1093 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1094 max_liquidity_offset_msat, self.capacity_msat
1098 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1099 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1100 *self.min_liquidity_offset_msat = amount_msat;
1101 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1104 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1106 *self.last_updated = self.now;
1109 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1110 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1111 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1112 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1115 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1117 *self.last_updated = self.now;
1121 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1122 type ScoreParams = ProbabilisticScoringFeeParameters;
1123 fn channel_penalty_msat(
1124 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1126 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1130 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1131 score_params.base_penalty_amount_multiplier_msat
1132 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1134 let mut anti_probing_penalty_msat = 0;
1135 match usage.effective_capacity {
1136 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1137 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1139 if usage.amount_msat > amount_msat {
1140 return u64::max_value();
1142 return base_penalty_msat;
1145 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1146 if htlc_maximum_msat >= capacity_msat/2 {
1147 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1153 let amount_msat = usage.amount_msat;
1154 let capacity_msat = usage.effective_capacity.as_msat();
1155 let inflight_htlc_msat = usage.inflight_htlc_msat;
1156 self.channel_liquidities
1157 .get(&short_channel_id)
1158 .unwrap_or(&ChannelLiquidity::new())
1159 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1160 .penalty_msat(amount_msat, score_params)
1161 .saturating_add(anti_probing_penalty_msat)
1162 .saturating_add(base_penalty_msat)
1165 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1166 let amount_msat = path.final_value_msat();
1167 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1168 let network_graph = self.network_graph.read_only();
1169 for (hop_idx, hop) in path.hops.iter().enumerate() {
1170 let target = NodeId::from_pubkey(&hop.pubkey);
1171 let channel_directed_from_source = network_graph.channels()
1172 .get(&hop.short_channel_id)
1173 .and_then(|channel| channel.as_directed_to(&target));
1175 let at_failed_channel = hop.short_channel_id == short_channel_id;
1176 if at_failed_channel && hop_idx == 0 {
1177 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);
1180 // Only score announced channels.
1181 if let Some((channel, source)) = channel_directed_from_source {
1182 let capacity_msat = channel.effective_capacity().as_msat();
1183 if at_failed_channel {
1184 self.channel_liquidities
1185 .entry(hop.short_channel_id)
1186 .or_insert_with(ChannelLiquidity::new)
1187 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1188 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1190 self.channel_liquidities
1191 .entry(hop.short_channel_id)
1192 .or_insert_with(ChannelLiquidity::new)
1193 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1194 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1197 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).",
1198 hop.short_channel_id);
1200 if at_failed_channel { break; }
1204 fn payment_path_successful(&mut self, path: &Path) {
1205 let amount_msat = path.final_value_msat();
1206 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1207 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1208 let network_graph = self.network_graph.read_only();
1209 for hop in &path.hops {
1210 let target = NodeId::from_pubkey(&hop.pubkey);
1211 let channel_directed_from_source = network_graph.channels()
1212 .get(&hop.short_channel_id)
1213 .and_then(|channel| channel.as_directed_to(&target));
1215 // Only score announced channels.
1216 if let Some((channel, source)) = channel_directed_from_source {
1217 let capacity_msat = channel.effective_capacity().as_msat();
1218 self.channel_liquidities
1219 .entry(hop.short_channel_id)
1220 .or_insert_with(ChannelLiquidity::new)
1221 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1222 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1224 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).",
1225 hop.short_channel_id);
1230 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1231 self.payment_path_failed(path, short_channel_id)
1234 fn probe_successful(&mut self, path: &Path) {
1235 self.payment_path_failed(path, u64::max_value())
1240 const BITS: u32 = 64;
1241 const HIGHEST_BIT: u32 = BITS - 1;
1242 const LOWER_BITS: u32 = 6;
1243 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1244 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1246 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1247 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1248 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1249 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1250 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1251 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1252 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1253 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1254 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1255 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1256 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1257 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1258 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1259 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1260 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1261 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1262 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1263 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1264 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1265 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1266 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1267 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1268 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1269 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1270 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1271 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1272 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1273 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1274 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1275 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1276 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1277 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1278 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1279 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1280 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1281 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1282 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1283 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1284 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1285 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1286 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1287 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1288 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1289 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1290 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1291 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1292 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1293 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1294 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1295 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1296 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1297 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1298 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1299 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1300 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1301 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1302 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1303 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1304 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1305 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1306 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1307 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1308 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1309 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1310 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1311 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1312 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1313 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1314 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1315 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1316 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1317 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1318 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1319 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1320 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1321 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1322 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1323 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1324 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1325 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1326 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1327 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1328 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1329 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1330 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1331 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1332 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1333 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1334 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1335 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1336 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1337 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1338 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1339 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1340 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1341 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1342 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1343 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1344 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1345 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1346 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1347 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1348 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1349 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1350 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1351 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1352 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1353 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1354 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1355 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1356 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1357 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1358 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1359 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1360 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1361 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1362 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1363 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1364 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1365 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1366 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1367 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1368 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1369 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1370 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1371 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1372 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1373 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1374 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1375 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1376 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1377 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1378 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1379 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1380 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1381 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1382 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1383 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1384 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1385 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1386 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1387 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1388 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1389 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1390 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1391 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1392 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1393 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1394 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1395 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1396 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1397 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1398 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1399 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1400 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1401 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1402 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1403 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1404 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1405 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1406 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1407 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1408 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1409 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1410 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1411 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1412 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1413 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1414 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1415 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1416 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1417 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1418 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1419 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1420 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1421 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1422 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1423 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1424 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1425 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1426 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1427 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1428 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1429 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1430 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1431 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1432 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1433 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1434 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1435 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1436 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1437 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1438 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1439 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1440 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1441 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1442 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1443 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1444 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1445 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1446 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1447 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1448 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1449 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1450 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1451 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1452 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1453 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1454 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1455 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1456 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1457 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1458 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1459 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1460 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1461 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1462 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1463 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1464 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1465 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1466 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1467 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1468 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1469 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1470 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1471 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1472 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1473 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1474 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1475 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1476 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1477 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1478 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1479 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1480 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1481 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1482 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1483 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1484 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1485 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1486 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1487 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1488 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1489 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1490 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1491 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1492 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1493 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1494 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1495 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1496 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1497 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1498 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1499 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1500 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1501 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1502 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1503 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1504 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1507 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1509 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1510 // Multiply the -1 through to avoid needing to use signed numbers.
1511 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1515 fn log10_times_2048(x: u64) -> u16 {
1516 debug_assert_ne!(x, 0);
1517 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1518 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1519 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1527 fn prints_negative_log10_times_2048_lookup_table() {
1528 for msb in 0..BITS {
1529 for i in 0..LOWER_BITS_BOUND {
1530 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1531 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1532 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1534 if i % LOWER_BITS_BOUND == 0 {
1535 print!("\t\t[{}, ", log10_times_2048);
1536 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1537 println!("{}],", log10_times_2048);
1538 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1539 print!("{},\n\t\t\t", log10_times_2048);
1541 print!("{}, ", log10_times_2048);
1549 mod bucketed_history {
1552 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1553 /// in each of 8 buckets.
1554 #[derive(Clone, Copy)]
1555 pub(super) struct HistoricalBucketRangeTracker {
1559 impl HistoricalBucketRangeTracker {
1560 pub(super) fn new() -> Self { Self { buckets: [0; 8] } }
1561 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1562 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1563 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1565 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1566 // the buckets for the current min and max liquidity offset positions.
1568 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1569 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1570 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1572 // In total, this allows us to track data for the last 8,000 or so payments across a given
1575 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1576 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1577 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1580 // The constants were picked experimentally, selecting a decay amount that restricts us
1581 // from overflowing buckets without having to cap them manually.
1583 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
1584 // the channel's capacity, though the second should generally never happen.
1585 debug_assert!(liquidity_offset_msat <= capacity_msat);
1586 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
1587 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
1588 debug_assert!(bucket_idx < 8);
1590 for e in self.buckets.iter_mut() {
1591 *e = ((*e as u32) * 2047 / 2048) as u16;
1593 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
1596 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1597 /// datapoints as we receive newer information.
1598 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1599 for e in self.buckets.iter_mut() {
1600 *e = e.checked_shr(half_lives).unwrap_or(0);
1605 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1607 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1608 pub(super) min_liquidity_offset_history: D,
1609 pub(super) max_liquidity_offset_history: D,
1612 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1614 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1615 -> ([u16; 8], [u16; 8], u32) {
1616 let required_decays = now.duration_since(last_updated).as_secs()
1617 .checked_div(half_life.as_secs())
1618 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1619 let mut min_buckets = *self.min_liquidity_offset_history;
1620 min_buckets.time_decay_data(required_decays);
1621 let mut max_buckets = *self.max_liquidity_offset_history;
1622 max_buckets.time_decay_data(required_decays);
1623 (min_buckets.buckets, max_buckets.buckets, required_decays)
1627 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1628 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1630 // If historical penalties are enabled, calculate the penalty by walking the set of
1631 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
1632 // each, calculate the probability of success given our payment amount, then total the
1633 // weighted average probability of success.
1635 // We use a sliding scale to decide which point within a given bucket will be compared to
1636 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
1637 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
1638 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
1639 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
1640 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
1641 // penalties to channels at the edges.
1643 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
1644 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
1645 // for a 1 BTC channel!).
1647 // If we used the middle of each bucket we'd never assign any penalty at all when sending
1648 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
1649 let mut total_valid_points_tracked = 0;
1651 let payment_amt_64th_bucket: u8 = if amount_msat < u64::max_value() / 64 {
1652 (amount_msat * 64 / capacity_msat.saturating_add(1))
1653 .try_into().unwrap_or(65)
1655 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1656 // division. This branch should only be hit in fuzz testing since the amount would
1657 // need to be over 2.88 million BTC in practice.
1658 ((amount_msat as u128) * 64 / (capacity_msat as u128).saturating_add(1))
1659 .try_into().unwrap_or(65)
1661 #[cfg(not(fuzzing))]
1662 debug_assert!(payment_amt_64th_bucket <= 64);
1663 if payment_amt_64th_bucket >= 64 { return None; }
1665 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1666 // don't actually use the decayed buckets, though, as that would lose precision.
1667 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
1668 self.get_decayed_buckets(now, last_updated, half_life);
1669 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
1673 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1674 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
1675 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1678 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
1679 // it as if we were fully decayed.
1680 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1684 let mut cumulative_success_prob_times_billion = 0;
1685 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1686 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
1687 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
1688 * 1024 * 1024 / total_valid_points_tracked;
1689 let min_64th_bucket = min_idx as u8 * 9;
1690 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
1691 if payment_amt_64th_bucket > max_64th_bucket {
1692 // Success probability 0, the payment amount is above the max liquidity
1693 } else if payment_amt_64th_bucket <= min_64th_bucket {
1694 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
1696 cumulative_success_prob_times_billion += bucket_prob_times_million *
1697 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
1698 ((max_64th_bucket - min_64th_bucket) as u64);
1703 Some(cumulative_success_prob_times_billion)
1707 use bucketed_history::{HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1709 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1711 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1712 write_tlv_fields!(w, {
1713 (0, self.channel_liquidities, required),
1719 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1720 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1723 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1724 ) -> Result<Self, DecodeError> {
1725 let (decay_params, network_graph, logger) = args;
1726 let mut channel_liquidities = HashMap::new();
1727 read_tlv_fields!(r, {
1728 (0, channel_liquidities, required),
1734 channel_liquidities,
1739 impl<T: Time> Writeable for ChannelLiquidity<T> {
1741 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1742 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1743 write_tlv_fields!(w, {
1744 (0, self.min_liquidity_offset_msat, required),
1745 (1, Some(self.min_liquidity_offset_history), option),
1746 (2, self.max_liquidity_offset_msat, required),
1747 (3, Some(self.max_liquidity_offset_history), option),
1748 (4, duration_since_epoch, required),
1754 impl<T: Time> Readable for ChannelLiquidity<T> {
1756 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1757 let mut min_liquidity_offset_msat = 0;
1758 let mut max_liquidity_offset_msat = 0;
1759 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1760 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1761 let mut duration_since_epoch = Duration::from_secs(0);
1762 read_tlv_fields!(r, {
1763 (0, min_liquidity_offset_msat, required),
1764 (1, min_liquidity_offset_history, option),
1765 (2, max_liquidity_offset_msat, required),
1766 (3, max_liquidity_offset_history, option),
1767 (4, duration_since_epoch, required),
1769 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1770 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1771 // is a time from a monotonic clock usually represented as an offset against boot time).
1772 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1773 // from the one that was written. However, because `Instant` can panic if we construct one
1774 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1775 // using `Instant::now()` in that case.
1776 let wall_clock_now = T::duration_since_epoch();
1778 let last_updated = if wall_clock_now > duration_since_epoch {
1779 now - (wall_clock_now - duration_since_epoch)
1782 min_liquidity_offset_msat,
1783 max_liquidity_offset_msat,
1784 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1785 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1793 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1794 use crate::blinded_path::{BlindedHop, BlindedPath};
1795 use crate::util::config::UserConfig;
1796 use crate::util::time::Time;
1797 use crate::util::time::tests::SinceEpoch;
1799 use crate::ln::channelmanager;
1800 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1801 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1802 use crate::routing::router::{BlindedTail, Path, RouteHop};
1803 use crate::routing::scoring::{ChannelUsage, Score};
1804 use crate::util::ser::{ReadableArgs, Writeable};
1805 use crate::util::test_utils::{self, TestLogger};
1807 use bitcoin::blockdata::constants::genesis_block;
1808 use bitcoin::hashes::Hash;
1809 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1810 use bitcoin::network::constants::Network;
1811 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1812 use core::time::Duration;
1815 fn source_privkey() -> SecretKey {
1816 SecretKey::from_slice(&[42; 32]).unwrap()
1819 fn target_privkey() -> SecretKey {
1820 SecretKey::from_slice(&[43; 32]).unwrap()
1823 fn source_pubkey() -> PublicKey {
1824 let secp_ctx = Secp256k1::new();
1825 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1828 fn target_pubkey() -> PublicKey {
1829 let secp_ctx = Secp256k1::new();
1830 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1833 fn source_node_id() -> NodeId {
1834 NodeId::from_pubkey(&source_pubkey())
1837 fn target_node_id() -> NodeId {
1838 NodeId::from_pubkey(&target_pubkey())
1841 // `ProbabilisticScorer` tests
1843 /// A probabilistic scorer for testing with time that can be manually advanced.
1844 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1846 fn sender_privkey() -> SecretKey {
1847 SecretKey::from_slice(&[41; 32]).unwrap()
1850 fn recipient_privkey() -> SecretKey {
1851 SecretKey::from_slice(&[45; 32]).unwrap()
1854 fn sender_pubkey() -> PublicKey {
1855 let secp_ctx = Secp256k1::new();
1856 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1859 fn recipient_pubkey() -> PublicKey {
1860 let secp_ctx = Secp256k1::new();
1861 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1864 fn sender_node_id() -> NodeId {
1865 NodeId::from_pubkey(&sender_pubkey())
1868 fn recipient_node_id() -> NodeId {
1869 NodeId::from_pubkey(&recipient_pubkey())
1872 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1873 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1874 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1875 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1881 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1882 node_2_key: SecretKey
1884 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1885 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1886 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1887 let secp_ctx = Secp256k1::new();
1888 let unsigned_announcement = UnsignedChannelAnnouncement {
1889 features: channelmanager::provided_channel_features(&UserConfig::default()),
1890 chain_hash: genesis_hash,
1892 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1893 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1894 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1895 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1896 excess_data: Vec::new(),
1898 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1899 let signed_announcement = ChannelAnnouncement {
1900 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1901 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1902 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1903 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1904 contents: unsigned_announcement,
1906 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1907 network_graph.update_channel_from_announcement(
1908 &signed_announcement, &chain_source).unwrap();
1909 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1910 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1914 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1915 flags: u8, htlc_maximum_msat: u64
1917 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1918 let secp_ctx = Secp256k1::new();
1919 let unsigned_update = UnsignedChannelUpdate {
1920 chain_hash: genesis_hash,
1924 cltv_expiry_delta: 18,
1925 htlc_minimum_msat: 0,
1928 fee_proportional_millionths: 0,
1929 excess_data: Vec::new(),
1931 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1932 let signed_update = ChannelUpdate {
1933 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1934 contents: unsigned_update,
1936 network_graph.update_channel(&signed_update).unwrap();
1939 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1940 let config = UserConfig::default();
1943 node_features: channelmanager::provided_node_features(&config),
1945 channel_features: channelmanager::provided_channel_features(&config),
1947 cltv_expiry_delta: 18,
1951 fn payment_path_for_amount(amount_msat: u64) -> Path {
1954 path_hop(source_pubkey(), 41, 1),
1955 path_hop(target_pubkey(), 42, 2),
1956 path_hop(recipient_pubkey(), 43, amount_msat),
1957 ], blinded_tail: None,
1962 fn liquidity_bounds_directed_from_lowest_node_id() {
1963 let logger = TestLogger::new();
1964 let last_updated = SinceEpoch::now();
1965 let network_graph = network_graph(&logger);
1966 let decay_params = ProbabilisticScoringDecayParameters::default();
1967 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1970 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1971 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1972 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1976 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1977 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1978 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1980 let source = source_node_id();
1981 let target = target_node_id();
1982 let recipient = recipient_node_id();
1983 assert!(source > target);
1984 assert!(target < recipient);
1986 // Update minimum liquidity.
1988 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1989 .as_directed(&source, &target, 0, 1_000, decay_params);
1990 assert_eq!(liquidity.min_liquidity_msat(), 100);
1991 assert_eq!(liquidity.max_liquidity_msat(), 300);
1993 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1994 .as_directed(&target, &source, 0, 1_000, decay_params);
1995 assert_eq!(liquidity.min_liquidity_msat(), 700);
1996 assert_eq!(liquidity.max_liquidity_msat(), 900);
1998 scorer.channel_liquidities.get_mut(&42).unwrap()
1999 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2000 .set_min_liquidity_msat(200);
2002 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2003 .as_directed(&source, &target, 0, 1_000, decay_params);
2004 assert_eq!(liquidity.min_liquidity_msat(), 200);
2005 assert_eq!(liquidity.max_liquidity_msat(), 300);
2007 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2008 .as_directed(&target, &source, 0, 1_000, decay_params);
2009 assert_eq!(liquidity.min_liquidity_msat(), 700);
2010 assert_eq!(liquidity.max_liquidity_msat(), 800);
2012 // Update maximum liquidity.
2014 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2015 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2016 assert_eq!(liquidity.min_liquidity_msat(), 700);
2017 assert_eq!(liquidity.max_liquidity_msat(), 900);
2019 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2020 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2021 assert_eq!(liquidity.min_liquidity_msat(), 100);
2022 assert_eq!(liquidity.max_liquidity_msat(), 300);
2024 scorer.channel_liquidities.get_mut(&43).unwrap()
2025 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2026 .set_max_liquidity_msat(200);
2028 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2029 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2030 assert_eq!(liquidity.min_liquidity_msat(), 0);
2031 assert_eq!(liquidity.max_liquidity_msat(), 200);
2033 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2034 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2035 assert_eq!(liquidity.min_liquidity_msat(), 800);
2036 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2040 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2041 let logger = TestLogger::new();
2042 let last_updated = SinceEpoch::now();
2043 let network_graph = network_graph(&logger);
2044 let decay_params = ProbabilisticScoringDecayParameters::default();
2045 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2048 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2049 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2050 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2052 let source = source_node_id();
2053 let target = target_node_id();
2054 assert!(source > target);
2056 // Check initial bounds.
2057 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2058 .as_directed(&source, &target, 0, 1_000, decay_params);
2059 assert_eq!(liquidity.min_liquidity_msat(), 400);
2060 assert_eq!(liquidity.max_liquidity_msat(), 800);
2062 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2063 .as_directed(&target, &source, 0, 1_000, decay_params);
2064 assert_eq!(liquidity.min_liquidity_msat(), 200);
2065 assert_eq!(liquidity.max_liquidity_msat(), 600);
2067 // Reset from source to target.
2068 scorer.channel_liquidities.get_mut(&42).unwrap()
2069 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2070 .set_min_liquidity_msat(900);
2072 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2073 .as_directed(&source, &target, 0, 1_000, decay_params);
2074 assert_eq!(liquidity.min_liquidity_msat(), 900);
2075 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2077 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2078 .as_directed(&target, &source, 0, 1_000, decay_params);
2079 assert_eq!(liquidity.min_liquidity_msat(), 0);
2080 assert_eq!(liquidity.max_liquidity_msat(), 100);
2082 // Reset from target to source.
2083 scorer.channel_liquidities.get_mut(&42).unwrap()
2084 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2085 .set_min_liquidity_msat(400);
2087 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2088 .as_directed(&source, &target, 0, 1_000, decay_params);
2089 assert_eq!(liquidity.min_liquidity_msat(), 0);
2090 assert_eq!(liquidity.max_liquidity_msat(), 600);
2092 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2093 .as_directed(&target, &source, 0, 1_000, decay_params);
2094 assert_eq!(liquidity.min_liquidity_msat(), 400);
2095 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2099 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2100 let logger = TestLogger::new();
2101 let last_updated = SinceEpoch::now();
2102 let network_graph = network_graph(&logger);
2103 let decay_params = ProbabilisticScoringDecayParameters::default();
2104 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2107 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2108 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2109 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2111 let source = source_node_id();
2112 let target = target_node_id();
2113 assert!(source > target);
2115 // Check initial bounds.
2116 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2117 .as_directed(&source, &target, 0, 1_000, decay_params);
2118 assert_eq!(liquidity.min_liquidity_msat(), 400);
2119 assert_eq!(liquidity.max_liquidity_msat(), 800);
2121 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2122 .as_directed(&target, &source, 0, 1_000, decay_params);
2123 assert_eq!(liquidity.min_liquidity_msat(), 200);
2124 assert_eq!(liquidity.max_liquidity_msat(), 600);
2126 // Reset from source to target.
2127 scorer.channel_liquidities.get_mut(&42).unwrap()
2128 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2129 .set_max_liquidity_msat(300);
2131 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2132 .as_directed(&source, &target, 0, 1_000, decay_params);
2133 assert_eq!(liquidity.min_liquidity_msat(), 0);
2134 assert_eq!(liquidity.max_liquidity_msat(), 300);
2136 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2137 .as_directed(&target, &source, 0, 1_000, decay_params);
2138 assert_eq!(liquidity.min_liquidity_msat(), 700);
2139 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2141 // Reset from target to source.
2142 scorer.channel_liquidities.get_mut(&42).unwrap()
2143 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2144 .set_max_liquidity_msat(600);
2146 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2147 .as_directed(&source, &target, 0, 1_000, decay_params);
2148 assert_eq!(liquidity.min_liquidity_msat(), 400);
2149 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2151 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2152 .as_directed(&target, &source, 0, 1_000, decay_params);
2153 assert_eq!(liquidity.min_liquidity_msat(), 0);
2154 assert_eq!(liquidity.max_liquidity_msat(), 600);
2158 fn increased_penalty_nearing_liquidity_upper_bound() {
2159 let logger = TestLogger::new();
2160 let network_graph = network_graph(&logger);
2161 let params = ProbabilisticScoringFeeParameters {
2162 liquidity_penalty_multiplier_msat: 1_000,
2163 ..ProbabilisticScoringFeeParameters::zero_penalty()
2165 let decay_params = ProbabilisticScoringDecayParameters::default();
2166 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2167 let source = source_node_id();
2168 let target = target_node_id();
2170 let usage = ChannelUsage {
2172 inflight_htlc_msat: 0,
2173 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2175 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2176 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2178 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2179 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2180 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2181 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2183 let usage = ChannelUsage {
2185 inflight_htlc_msat: 0,
2186 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2188 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2189 let usage = ChannelUsage { amount_msat: 256, ..usage };
2190 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2191 let usage = ChannelUsage { amount_msat: 374, ..usage };
2192 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2193 let usage = ChannelUsage { amount_msat: 512, ..usage };
2194 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2195 let usage = ChannelUsage { amount_msat: 640, ..usage };
2196 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2197 let usage = ChannelUsage { amount_msat: 768, ..usage };
2198 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2199 let usage = ChannelUsage { amount_msat: 896, ..usage };
2200 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2204 fn constant_penalty_outside_liquidity_bounds() {
2205 let logger = TestLogger::new();
2206 let last_updated = SinceEpoch::now();
2207 let network_graph = network_graph(&logger);
2208 let params = ProbabilisticScoringFeeParameters {
2209 liquidity_penalty_multiplier_msat: 1_000,
2210 considered_impossible_penalty_msat: u64::max_value(),
2211 ..ProbabilisticScoringFeeParameters::zero_penalty()
2213 let decay_params = ProbabilisticScoringDecayParameters {
2214 ..ProbabilisticScoringDecayParameters::zero_penalty()
2216 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2219 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2220 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2221 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2223 let source = source_node_id();
2224 let target = target_node_id();
2226 let usage = ChannelUsage {
2228 inflight_htlc_msat: 0,
2229 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2231 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2232 let usage = ChannelUsage { amount_msat: 50, ..usage };
2233 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2234 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2235 let usage = ChannelUsage { amount_msat: 61, ..usage };
2236 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2240 fn does_not_further_penalize_own_channel() {
2241 let logger = TestLogger::new();
2242 let network_graph = network_graph(&logger);
2243 let params = ProbabilisticScoringFeeParameters {
2244 liquidity_penalty_multiplier_msat: 1_000,
2245 ..ProbabilisticScoringFeeParameters::zero_penalty()
2247 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2248 let sender = sender_node_id();
2249 let source = source_node_id();
2250 let usage = ChannelUsage {
2252 inflight_htlc_msat: 0,
2253 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2255 let failed_path = payment_path_for_amount(500);
2256 let successful_path = payment_path_for_amount(200);
2258 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2260 scorer.payment_path_failed(&failed_path, 41);
2261 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2263 scorer.payment_path_successful(&successful_path);
2264 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2268 fn sets_liquidity_lower_bound_on_downstream_failure() {
2269 let logger = TestLogger::new();
2270 let network_graph = network_graph(&logger);
2271 let params = ProbabilisticScoringFeeParameters {
2272 liquidity_penalty_multiplier_msat: 1_000,
2273 ..ProbabilisticScoringFeeParameters::zero_penalty()
2275 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2276 let source = source_node_id();
2277 let target = target_node_id();
2278 let path = payment_path_for_amount(500);
2280 let usage = ChannelUsage {
2282 inflight_htlc_msat: 0,
2283 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2285 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2286 let usage = ChannelUsage { amount_msat: 500, ..usage };
2287 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2288 let usage = ChannelUsage { amount_msat: 750, ..usage };
2289 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2291 scorer.payment_path_failed(&path, 43);
2293 let usage = ChannelUsage { amount_msat: 250, ..usage };
2294 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2295 let usage = ChannelUsage { amount_msat: 500, ..usage };
2296 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2297 let usage = ChannelUsage { amount_msat: 750, ..usage };
2298 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2302 fn sets_liquidity_upper_bound_on_failure() {
2303 let logger = TestLogger::new();
2304 let network_graph = network_graph(&logger);
2305 let params = ProbabilisticScoringFeeParameters {
2306 liquidity_penalty_multiplier_msat: 1_000,
2307 considered_impossible_penalty_msat: u64::max_value(),
2308 ..ProbabilisticScoringFeeParameters::zero_penalty()
2310 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2311 let source = source_node_id();
2312 let target = target_node_id();
2313 let path = payment_path_for_amount(500);
2315 let usage = ChannelUsage {
2317 inflight_htlc_msat: 0,
2318 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2320 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2321 let usage = ChannelUsage { amount_msat: 500, ..usage };
2322 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2323 let usage = ChannelUsage { amount_msat: 750, ..usage };
2324 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2326 scorer.payment_path_failed(&path, 42);
2328 let usage = ChannelUsage { amount_msat: 250, ..usage };
2329 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2330 let usage = ChannelUsage { amount_msat: 500, ..usage };
2331 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2332 let usage = ChannelUsage { amount_msat: 750, ..usage };
2333 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2337 fn ignores_channels_after_removed_failed_channel() {
2338 // Previously, if we'd tried to send over a channel which was removed from the network
2339 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2340 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2341 // channels in the route, even ones which they payment never reached. This tests to ensure
2342 // we do not score such channels.
2343 let secp_ctx = Secp256k1::new();
2344 let logger = TestLogger::new();
2345 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2346 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2347 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2348 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2349 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2350 add_channel(&mut network_graph, 42, secret_a, secret_b);
2351 // Don't add the channel from B -> C.
2352 add_channel(&mut network_graph, 44, secret_c, secret_d);
2354 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2355 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2356 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2357 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2360 path_hop(pub_b, 42, 1),
2361 path_hop(pub_c, 43, 2),
2362 path_hop(pub_d, 44, 100),
2365 let node_a = NodeId::from_pubkey(&pub_a);
2366 let node_b = NodeId::from_pubkey(&pub_b);
2367 let node_c = NodeId::from_pubkey(&pub_c);
2368 let node_d = NodeId::from_pubkey(&pub_d);
2370 let params = ProbabilisticScoringFeeParameters {
2371 liquidity_penalty_multiplier_msat: 1_000,
2372 ..ProbabilisticScoringFeeParameters::zero_penalty()
2374 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2376 let usage = ChannelUsage {
2378 inflight_htlc_msat: 0,
2379 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2381 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2382 // Note that a default liquidity bound is used for B -> C as no channel exists
2383 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2384 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2386 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2388 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2389 // Note that a default liquidity bound is used for B -> C as no channel exists
2390 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2391 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2395 fn reduces_liquidity_upper_bound_along_path_on_success() {
2396 let logger = TestLogger::new();
2397 let network_graph = network_graph(&logger);
2398 let params = ProbabilisticScoringFeeParameters {
2399 liquidity_penalty_multiplier_msat: 1_000,
2400 ..ProbabilisticScoringFeeParameters::zero_penalty()
2402 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2403 let sender = sender_node_id();
2404 let source = source_node_id();
2405 let target = target_node_id();
2406 let recipient = recipient_node_id();
2407 let usage = ChannelUsage {
2409 inflight_htlc_msat: 0,
2410 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2413 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2414 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2415 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2417 scorer.payment_path_successful(&payment_path_for_amount(500));
2419 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2420 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2421 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2425 fn decays_liquidity_bounds_over_time() {
2426 let logger = TestLogger::new();
2427 let network_graph = network_graph(&logger);
2428 let params = ProbabilisticScoringFeeParameters {
2429 liquidity_penalty_multiplier_msat: 1_000,
2430 considered_impossible_penalty_msat: u64::max_value(),
2431 ..ProbabilisticScoringFeeParameters::zero_penalty()
2433 let decay_params = ProbabilisticScoringDecayParameters {
2434 liquidity_offset_half_life: Duration::from_secs(10),
2435 ..ProbabilisticScoringDecayParameters::zero_penalty()
2437 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2438 let source = source_node_id();
2439 let target = target_node_id();
2441 let usage = ChannelUsage {
2443 inflight_htlc_msat: 0,
2444 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2447 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2450 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2451 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2453 // Initial penalties
2454 let usage = ChannelUsage { amount_msat: 128, ..usage };
2455 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2456 let usage = ChannelUsage { amount_msat: 256, ..usage };
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2458 let usage = ChannelUsage { amount_msat: 768, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2460 let usage = ChannelUsage { amount_msat: 896, ..usage };
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2464 SinceEpoch::advance(Duration::from_secs(4));
2465 let usage = ChannelUsage { amount_msat: 128, ..usage };
2466 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2467 let usage = ChannelUsage { amount_msat: 256, ..usage };
2468 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2469 let usage = ChannelUsage { amount_msat: 768, ..usage };
2470 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2471 let usage = ChannelUsage { amount_msat: 896, ..usage };
2472 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2474 // Half decay (i.e., three-quarter life)
2475 SinceEpoch::advance(Duration::from_secs(1));
2476 let usage = ChannelUsage { amount_msat: 128, ..usage };
2477 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2478 let usage = ChannelUsage { amount_msat: 256, ..usage };
2479 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2480 let usage = ChannelUsage { amount_msat: 768, ..usage };
2481 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2482 let usage = ChannelUsage { amount_msat: 896, ..usage };
2483 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2485 // One decay (i.e., half life)
2486 SinceEpoch::advance(Duration::from_secs(5));
2487 let usage = ChannelUsage { amount_msat: 64, ..usage };
2488 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2489 let usage = ChannelUsage { amount_msat: 128, ..usage };
2490 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2491 let usage = ChannelUsage { amount_msat: 896, ..usage };
2492 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2493 let usage = ChannelUsage { amount_msat: 960, ..usage };
2494 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2496 // Fully decay liquidity lower bound.
2497 SinceEpoch::advance(Duration::from_secs(10 * 7));
2498 let usage = ChannelUsage { amount_msat: 0, ..usage };
2499 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2500 let usage = ChannelUsage { amount_msat: 1, ..usage };
2501 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2502 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2503 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2504 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2505 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2507 // Fully decay liquidity upper bound.
2508 SinceEpoch::advance(Duration::from_secs(10));
2509 let usage = ChannelUsage { amount_msat: 0, ..usage };
2510 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2511 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2512 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2514 SinceEpoch::advance(Duration::from_secs(10));
2515 let usage = ChannelUsage { amount_msat: 0, ..usage };
2516 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2517 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2518 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2522 fn decays_liquidity_bounds_without_shift_overflow() {
2523 let logger = TestLogger::new();
2524 let network_graph = network_graph(&logger);
2525 let params = ProbabilisticScoringFeeParameters {
2526 liquidity_penalty_multiplier_msat: 1_000,
2527 ..ProbabilisticScoringFeeParameters::zero_penalty()
2529 let decay_params = ProbabilisticScoringDecayParameters {
2530 liquidity_offset_half_life: Duration::from_secs(10),
2531 ..ProbabilisticScoringDecayParameters::default()
2533 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2534 let source = source_node_id();
2535 let target = target_node_id();
2536 let usage = ChannelUsage {
2538 inflight_htlc_msat: 0,
2539 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2541 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2543 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2544 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2546 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2547 // would cause an overflow.
2548 SinceEpoch::advance(Duration::from_secs(10 * 64));
2549 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2551 SinceEpoch::advance(Duration::from_secs(10));
2552 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2556 fn restricts_liquidity_bounds_after_decay() {
2557 let logger = TestLogger::new();
2558 let network_graph = network_graph(&logger);
2559 let params = ProbabilisticScoringFeeParameters {
2560 liquidity_penalty_multiplier_msat: 1_000,
2561 ..ProbabilisticScoringFeeParameters::zero_penalty()
2563 let decay_params = ProbabilisticScoringDecayParameters {
2564 liquidity_offset_half_life: Duration::from_secs(10),
2565 ..ProbabilisticScoringDecayParameters::default()
2567 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2568 let source = source_node_id();
2569 let target = target_node_id();
2570 let usage = ChannelUsage {
2572 inflight_htlc_msat: 0,
2573 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2576 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2578 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2579 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2580 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2581 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2583 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2584 SinceEpoch::advance(Duration::from_secs(10));
2585 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2587 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2588 // is closer to the upper bound, meaning a higher penalty.
2589 scorer.payment_path_successful(&payment_path_for_amount(64));
2590 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2592 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2593 // is closer to the lower bound, meaning a lower penalty.
2594 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2595 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2597 // Further decaying affects the lower bound more than the upper bound (128, 928).
2598 SinceEpoch::advance(Duration::from_secs(10));
2599 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2603 fn restores_persisted_liquidity_bounds() {
2604 let logger = TestLogger::new();
2605 let network_graph = network_graph(&logger);
2606 let params = ProbabilisticScoringFeeParameters {
2607 liquidity_penalty_multiplier_msat: 1_000,
2608 considered_impossible_penalty_msat: u64::max_value(),
2609 ..ProbabilisticScoringFeeParameters::zero_penalty()
2611 let decay_params = ProbabilisticScoringDecayParameters {
2612 liquidity_offset_half_life: Duration::from_secs(10),
2613 ..ProbabilisticScoringDecayParameters::default()
2615 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2616 let source = source_node_id();
2617 let target = target_node_id();
2618 let usage = ChannelUsage {
2620 inflight_htlc_msat: 0,
2621 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2624 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2625 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2627 SinceEpoch::advance(Duration::from_secs(10));
2628 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2630 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2631 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2633 let mut serialized_scorer = Vec::new();
2634 scorer.write(&mut serialized_scorer).unwrap();
2636 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2637 let deserialized_scorer =
2638 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2639 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2643 fn decays_persisted_liquidity_bounds() {
2644 let logger = TestLogger::new();
2645 let network_graph = network_graph(&logger);
2646 let params = ProbabilisticScoringFeeParameters {
2647 liquidity_penalty_multiplier_msat: 1_000,
2648 considered_impossible_penalty_msat: u64::max_value(),
2649 ..ProbabilisticScoringFeeParameters::zero_penalty()
2651 let decay_params = ProbabilisticScoringDecayParameters {
2652 liquidity_offset_half_life: Duration::from_secs(10),
2653 ..ProbabilisticScoringDecayParameters::zero_penalty()
2655 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2656 let source = source_node_id();
2657 let target = target_node_id();
2658 let usage = ChannelUsage {
2660 inflight_htlc_msat: 0,
2661 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2664 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2665 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2667 let mut serialized_scorer = Vec::new();
2668 scorer.write(&mut serialized_scorer).unwrap();
2670 SinceEpoch::advance(Duration::from_secs(10));
2672 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2673 let deserialized_scorer =
2674 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2675 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2677 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2678 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2680 SinceEpoch::advance(Duration::from_secs(10));
2681 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2685 fn scores_realistic_payments() {
2686 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2687 // 50k sat reserve).
2688 let logger = TestLogger::new();
2689 let network_graph = network_graph(&logger);
2690 let params = ProbabilisticScoringFeeParameters::default();
2691 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2692 let source = source_node_id();
2693 let target = target_node_id();
2695 let usage = ChannelUsage {
2696 amount_msat: 100_000_000,
2697 inflight_htlc_msat: 0,
2698 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2700 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2701 let usage = ChannelUsage {
2702 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2704 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2705 let usage = ChannelUsage {
2706 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2709 let usage = ChannelUsage {
2710 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2712 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2713 let usage = ChannelUsage {
2714 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2716 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2717 let usage = ChannelUsage {
2718 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2720 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2721 let usage = ChannelUsage {
2722 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2725 let usage = ChannelUsage {
2726 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2728 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2729 let usage = ChannelUsage {
2730 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2732 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2733 let usage = ChannelUsage {
2734 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2736 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2737 let usage = ChannelUsage {
2738 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2740 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2744 fn adds_base_penalty_to_liquidity_penalty() {
2745 let logger = TestLogger::new();
2746 let network_graph = network_graph(&logger);
2747 let source = source_node_id();
2748 let target = target_node_id();
2749 let usage = ChannelUsage {
2751 inflight_htlc_msat: 0,
2752 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2755 let params = ProbabilisticScoringFeeParameters {
2756 liquidity_penalty_multiplier_msat: 1_000,
2757 ..ProbabilisticScoringFeeParameters::zero_penalty()
2759 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2760 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2762 let params = ProbabilisticScoringFeeParameters {
2763 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2764 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2766 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2767 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2769 let params = ProbabilisticScoringFeeParameters {
2770 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2771 base_penalty_amount_multiplier_msat: (1 << 30),
2772 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2775 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2776 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2780 fn adds_amount_penalty_to_liquidity_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 usage = ChannelUsage {
2786 amount_msat: 512_000,
2787 inflight_htlc_msat: 0,
2788 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2791 let params = ProbabilisticScoringFeeParameters {
2792 liquidity_penalty_multiplier_msat: 1_000,
2793 liquidity_penalty_amount_multiplier_msat: 0,
2794 ..ProbabilisticScoringFeeParameters::zero_penalty()
2796 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2797 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2799 let params = ProbabilisticScoringFeeParameters {
2800 liquidity_penalty_multiplier_msat: 1_000,
2801 liquidity_penalty_amount_multiplier_msat: 256,
2802 ..ProbabilisticScoringFeeParameters::zero_penalty()
2804 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2805 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2809 fn calculates_log10_without_overflowing_u64_max_value() {
2810 let logger = TestLogger::new();
2811 let network_graph = network_graph(&logger);
2812 let source = source_node_id();
2813 let target = target_node_id();
2814 let usage = ChannelUsage {
2815 amount_msat: u64::max_value(),
2816 inflight_htlc_msat: 0,
2817 effective_capacity: EffectiveCapacity::Infinite,
2820 let params = ProbabilisticScoringFeeParameters {
2821 liquidity_penalty_multiplier_msat: 40_000,
2822 ..ProbabilisticScoringFeeParameters::zero_penalty()
2824 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2825 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2826 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2830 fn accounts_for_inflight_htlc_usage() {
2831 let logger = TestLogger::new();
2832 let network_graph = network_graph(&logger);
2833 let params = ProbabilisticScoringFeeParameters {
2834 considered_impossible_penalty_msat: u64::max_value(),
2835 ..ProbabilisticScoringFeeParameters::zero_penalty()
2837 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2838 let source = source_node_id();
2839 let target = target_node_id();
2841 let usage = ChannelUsage {
2843 inflight_htlc_msat: 0,
2844 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2846 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2848 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2849 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2853 fn removes_uncertainity_when_exact_liquidity_known() {
2854 let logger = TestLogger::new();
2855 let network_graph = network_graph(&logger);
2856 let params = ProbabilisticScoringFeeParameters::default();
2857 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2858 let source = source_node_id();
2859 let target = target_node_id();
2861 let base_penalty_msat = params.base_penalty_msat;
2862 let usage = ChannelUsage {
2864 inflight_htlc_msat: 0,
2865 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2867 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2869 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2870 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2872 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2873 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2877 fn remembers_historical_failures() {
2878 let logger = TestLogger::new();
2879 let network_graph = network_graph(&logger);
2880 let params = ProbabilisticScoringFeeParameters {
2881 historical_liquidity_penalty_multiplier_msat: 1024,
2882 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2883 ..ProbabilisticScoringFeeParameters::zero_penalty()
2885 let decay_params = ProbabilisticScoringDecayParameters {
2886 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2887 historical_no_updates_half_life: Duration::from_secs(10),
2889 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2890 let source = source_node_id();
2891 let target = target_node_id();
2893 let usage = ChannelUsage {
2895 inflight_htlc_msat: 0,
2896 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2898 // With no historical data the normal liquidity penalty calculation is used.
2899 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2900 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2902 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
2905 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2906 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2907 // The "it failed" increment is 32, where the probability should lie fully in the first
2909 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2910 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2911 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1),
2913 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
2916 // Even after we tell the scorer we definitely have enough available liquidity, it will
2917 // still remember that there was some failure in the past, and assign a non-0 penalty.
2918 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2919 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2920 // The first octile should be decayed just slightly and the last octile has a new point.
2921 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2922 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2924 // The exact success probability is a bit complicated and involves integer rounding, so we
2925 // simply check bounds here.
2926 let five_hundred_prob =
2927 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
2928 assert!(five_hundred_prob > 0.5);
2929 assert!(five_hundred_prob < 0.52);
2931 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
2932 assert!(one_prob < 1.0);
2933 assert!(one_prob > 0.99);
2935 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2936 // gone), and check that we're back to where we started.
2937 SinceEpoch::advance(Duration::from_secs(10 * 16));
2938 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2939 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2940 // data entirely instead.
2941 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2942 Some(([0; 8], [0; 8])));
2943 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
2945 let mut usage = ChannelUsage {
2947 inflight_htlc_msat: 1024,
2948 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2950 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2951 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2952 usage.inflight_htlc_msat = 0;
2953 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2955 let usage = ChannelUsage {
2957 inflight_htlc_msat: 0,
2958 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2960 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2962 // Advance to decay all liquidity offsets to zero.
2963 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2965 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2966 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2968 path_hop(target_pubkey(), 43, 2),
2969 path_hop(source_pubkey(), 42, 1),
2970 path_hop(sender_pubkey(), 41, 0),
2972 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2976 fn adds_anti_probing_penalty() {
2977 let logger = TestLogger::new();
2978 let network_graph = network_graph(&logger);
2979 let source = source_node_id();
2980 let target = target_node_id();
2981 let params = ProbabilisticScoringFeeParameters {
2982 anti_probing_penalty_msat: 500,
2983 ..ProbabilisticScoringFeeParameters::zero_penalty()
2985 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2987 // Check we receive no penalty for a low htlc_maximum_msat.
2988 let usage = ChannelUsage {
2989 amount_msat: 512_000,
2990 inflight_htlc_msat: 0,
2991 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2993 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2995 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2996 let usage = ChannelUsage {
2997 amount_msat: 512_000,
2998 inflight_htlc_msat: 0,
2999 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3001 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3003 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3004 let usage = ChannelUsage {
3005 amount_msat: 512_000,
3006 inflight_htlc_msat: 0,
3007 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3009 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3011 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3012 let usage = ChannelUsage {
3013 amount_msat: 512_000,
3014 inflight_htlc_msat: 0,
3015 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3017 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3021 fn scores_with_blinded_path() {
3022 // Make sure we'll account for a blinded path's final_value_msat in scoring
3023 let logger = TestLogger::new();
3024 let network_graph = network_graph(&logger);
3025 let params = ProbabilisticScoringFeeParameters {
3026 liquidity_penalty_multiplier_msat: 1_000,
3027 ..ProbabilisticScoringFeeParameters::zero_penalty()
3029 let decay_params = ProbabilisticScoringDecayParameters::default();
3030 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3031 let source = source_node_id();
3032 let target = target_node_id();
3033 let usage = ChannelUsage {
3035 inflight_htlc_msat: 0,
3036 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3038 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3040 let mut path = payment_path_for_amount(768);
3041 let recipient_hop = path.hops.pop().unwrap();
3042 let blinded_path = BlindedPath {
3043 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3044 blinding_point: test_utils::pubkey(42),
3046 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3049 path.blinded_tail = Some(BlindedTail {
3050 hops: blinded_path.blinded_hops,
3051 blinding_point: blinded_path.blinding_point,
3052 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3053 final_value_msat: recipient_hop.fee_msat,
3056 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3057 // final value is taken into account.
3058 assert!(scorer.channel_liquidities.get(&42).is_none());
3060 scorer.payment_path_failed(&path, 42);
3061 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3062 scorer.payment_path_failed(&path, 43);
3064 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3065 .as_directed(&source, &target, 0, 1_000, decay_params);
3066 assert_eq!(liquidity.min_liquidity_msat(), 256);
3067 assert_eq!(liquidity.max_liquidity_msat(), 768);