3235d85a8c2a29edf8914cfcef0fdee8ea844a96
[rust-lightning] / lightning / src / routing / scoring.rs
1 // This file is Copyright its original authors, visible in version control
2 // history.
3 //
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
8 // licenses.
9
10 //! Utilities for scoring payment channels.
11 //!
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
14 //!
15 //! # Example
16 //!
17 //! ```
18 //! # extern crate bitcoin;
19 //! #
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;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
33 //! #
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);
38 //!
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
42 //!     ..ProbabilisticScoringFeeParameters::default()
43 //! };
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
47 //!
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &params, &random_seed_bytes);
49 //! # }
50 //! ```
51 //!
52 //! # Note
53 //!
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
56 //!
57 //! [`find_route`]: crate::routing::router::find_route
58
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;
65
66 use crate::prelude::*;
67 use core::{cmp, fmt};
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};
74
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`.
79 ///
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.
88 ///
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.
94         type ScoreParams;
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`.
97         ///
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
105         ) -> u64;
106
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);
109
110         /// Handles updating channel penalties after successfully routing along a path.
111         fn payment_path_successful(&mut self, path: &Path);
112
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);
115
116         /// Handles updating channel penalties after a probe over the given path succeeded.
117         fn probe_successful(&mut self, path: &Path);
118 }
119
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
124         ) -> u64 {
125                 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
126         }
127
128         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129                 self.deref_mut().payment_path_failed(path, short_channel_id)
130         }
131
132         fn payment_path_successful(&mut self, path: &Path) {
133                 self.deref_mut().payment_path_successful(path)
134         }
135
136         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137                 self.deref_mut().probe_failed(path, short_channel_id)
138         }
139
140         fn probe_successful(&mut self, path: &Path) {
141                 self.deref_mut().probe_successful(path)
142         }
143 }
144 } }
145
146 #[cfg(c_bindings)]
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
149 define_score!();
150
151 /// A scorer that is accessed under a lock.
152 ///
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.
157 ///
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160         /// The [`Score`] type.
161         type Score: 'a + Score;
162
163         /// The locked [`Score`] type.
164         type Locked: DerefMut<Target = Self::Score> + Sized;
165
166         /// Returns the locked scorer.
167         fn lock(&'a self) -> Self::Locked;
168 }
169
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
171 ///
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 {}
175
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> {
180         type Score = T;
181         type Locked = MutexGuard<'a, T>;
182
183         fn lock(&'a self) -> Self::Locked {
184                 Mutex::lock(self).unwrap()
185         }
186 }
187
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
190         type Score = T;
191         type Locked = RefMut<'a, T>;
192
193         fn lock(&'a self) -> Self::Locked {
194                 self.borrow_mut()
195         }
196 }
197
198 #[cfg(c_bindings)]
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
201         score: Mutex<T>,
202 }
203
204 #[cfg(c_bindings)]
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
206         type Score = T;
207         type Locked = MultiThreadedScoreLock<'a, T>;
208
209         fn lock(&'a self) -> Self::Locked {
210                 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
211         }
212 }
213
214 #[cfg(c_bindings)]
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)
218         }
219 }
220
221 #[cfg(c_bindings)]
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
223
224 #[cfg(c_bindings)]
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) }
229         }
230 }
231
232 #[cfg(c_bindings)]
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
235
236 #[cfg(c_bindings)]
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
239                 self.0.write(writer)
240         }
241 }
242
243 #[cfg(c_bindings)]
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245     fn deref_mut(&mut self) -> &mut Self::Target {
246         self.0.deref_mut()
247     }
248 }
249
250 #[cfg(c_bindings)]
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
252         type Target = T;
253
254     fn deref(&self) -> &Self::Target {
255         self.0.deref()
256     }
257 }
258
259
260
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,
266
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,
270
271         /// The effective capacity of the channel.
272         pub effective_capacity: EffectiveCapacity,
273 }
274
275 #[derive(Clone)]
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
278         penalty_msat: u64,
279 }
280
281 impl FixedPenaltyScorer {
282         /// Creates a new scorer using `penalty_msat`.
283         pub fn with_penalty(penalty_msat: u64) -> Self {
284                 Self { penalty_msat }
285         }
286 }
287
288 impl Score for FixedPenaltyScorer {
289         type ScoreParams = ();
290         fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
291                 self.penalty_msat
292         }
293
294         fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
295
296         fn payment_path_successful(&mut self, _path: &Path) {}
297
298         fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
299
300         fn probe_successful(&mut self, _path: &Path) {}
301 }
302
303 impl Writeable for FixedPenaltyScorer {
304         #[inline]
305         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306                 write_tlv_fields!(w, {});
307                 Ok(())
308         }
309 }
310
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
312         #[inline]
313         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314                 read_tlv_fields!(r, {});
315                 Ok(Self { penalty_msat })
316         }
317 }
318
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;
325
326 /// [`Score`] implementation using channel success probability distributions.
327 ///
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.
332 ///
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)`).
336 ///
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.
342 ///
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
344 ///
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
349 /// bounds.
350 ///
351 /// # Note
352 ///
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
354 /// behavior.
355 ///
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>;
363
364 /// Probabilistic [`Score`] implementation.
365 ///
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,
370         network_graph: G,
371         logger: L,
372         // TODO: Remove entries of closed channels.
373         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
374 }
375
376 /// Parameters for configuring [`ProbabilisticScorer`].
377 ///
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).
380 ///
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
382 /// parameters here.
383 #[derive(Clone)]
384 pub struct ProbabilisticScoringFeeParameters {
385         /// A fixed penalty in msats to apply to each channel.
386         ///
387         /// Default value: 500 msat
388         pub base_penalty_msat: u64,
389
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`].
392         ///
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.
396         ///
397         /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
398         ///
399         /// Default value: 8,192 msat
400         ///
401         /// [`base_penalty_msat`]: Self::base_penalty_msat
402         pub base_penalty_amount_multiplier_msat: u64,
403
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.
407         ///
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.
414         ///
415         /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
416         ///
417         /// Default value: 30,000 msat
418         ///
419         /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420         pub liquidity_penalty_multiplier_msat: u64,
421
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.
425         ///
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.
430         ///
431         /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
432         ///
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
437         /// fall below `1`.
438         ///
439         /// Default value: 192 msat
440         pub liquidity_penalty_amount_multiplier_msat: u64,
441
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.
445         ///
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.
452         ///
453         /// Default value: 10,000 msat
454         ///
455         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456         pub historical_liquidity_penalty_multiplier_msat: u64,
457
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.
461         ///
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.
465         ///
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.
472         ///
473         /// Default value: 64 msat
474         ///
475         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476         pub historical_liquidity_penalty_amount_multiplier_msat: u64,
477
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.
481         ///
482         /// This is not exported to bindings users
483         pub manual_node_penalties: HashMap<NodeId, u64>,
484
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.
490         ///
491         /// Default value: 250 msat
492         pub anti_probing_penalty_msat: u64,
493
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.
496         ///
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.
501         ///
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.
504         ///
505         /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
506         ///
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,
512 }
513
514 impl Default for ProbabilisticScoringFeeParameters {
515         fn default() -> Self {
516                 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,
526                 }
527         }
528 }
529
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());
535         }
536
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>) {
540                 for id in node_ids {
541                         self.manual_node_penalties.insert(id, u64::max_value());
542                 }
543         }
544
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);
548         }
549
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);
553         }
554
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);
558         }
559
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();
563         }
564 }
565
566 #[cfg(test)]
567 impl ProbabilisticScoringFeeParameters {
568         fn zero_penalty() -> Self {
569                 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,
579                 }
580         }
581 }
582
583 /// Parameters for configuring [`ProbabilisticScorer`].
584 ///
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
593         /// decayed by half.
594         /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
595         ///
596         /// Note that after 16 or more half lives all historical data will be completely gone.
597         ///
598         /// Default value: 14 days
599         ///
600         /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601         pub historical_no_updates_half_life: Duration,
602
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
606         /// capacity.
607         ///
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.
611         ///
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.
615         ///
616         /// Default value: 6 hours
617         ///
618         /// # Note
619         ///
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,
623 }
624
625 impl Default for ProbabilisticScoringDecayParameters {
626         fn default() -> Self {
627                 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),
630                 }
631         }
632 }
633
634 #[cfg(test)]
635 impl ProbabilisticScoringDecayParameters {
636         fn zero_penalty() -> Self {
637                 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),
640                 }
641         }
642 }
643
644 /// Accounting for channel liquidity balance uncertainty.
645 ///
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,
652
653         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654         max_liquidity_offset_msat: u64,
655
656         /// Time when the liquidity bounds were last modified.
657         last_updated: T,
658
659         min_liquidity_offset_history: HistoricalBucketRangeTracker,
660         max_liquidity_offset_history: HistoricalBucketRangeTracker,
661 }
662
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,
670         capacity_msat: u64,
671         last_updated: U,
672         now: T,
673         decay_params: ProbabilisticScoringDecayParameters,
674 }
675
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 {
680                 Self {
681                         decay_params,
682                         network_graph,
683                         logger,
684                         channel_liquidities: HashMap::new(),
685                 }
686         }
687
688         #[cfg(test)]
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());
691                 self
692         }
693
694         /// Dump the contents of this scorer into the configured logger.
695         ///
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) {
699                 let now = T::now();
700
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);
708
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);
712
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]);
724                                         } else {
725                                                 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
726                                         }
727                                 };
728
729                                 log_direction(&chan_debug.node_one, &chan_debug.node_two);
730                                 log_direction(&chan_debug.node_two, &chan_debug.node_one);
731                         } else {
732                                 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
733                         }
734                 }
735         }
736
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();
741
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()));
748                                 }
749                         }
750                 }
751                 None
752         }
753
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.
756         ///
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.
763         ///
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.
767         ///
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.
772         ///
773         /// Because the datapoints are decayed slowly over time, values will eventually return to
774         /// `Some(([0; 8], [0; 8]))`.
775         ///
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();
781
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);
787
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));
795                                 }
796                         }
797                 }
798                 None
799         }
800
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
803         /// bounds.
804         ///
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)
810         -> Option<f64> {
811                 let graph = self.network_graph.read_only();
812
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);
818
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);
823                                 }
824                         }
825                 }
826                 None
827         }
828 }
829
830 impl<T: Time> ChannelLiquidity<T> {
831         #[inline]
832         fn new() -> Self {
833                 Self {
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(),
839                 }
840         }
841
842         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
843         /// `capacity_msat`.
844         fn as_directed(
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) =
848                         if source < target {
849                                 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
850                                         &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
851                         } else {
852                                 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
853                                         &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
854                         };
855
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,
862                         },
863                         inflight_htlc_msat,
864                         capacity_msat,
865                         last_updated: &self.last_updated,
866                         now: T::now(),
867                         decay_params: decay_params,
868                 }
869         }
870
871         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
872         /// `capacity_msat`.
873         fn as_directed_mut(
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) =
877                         if source < target {
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)
880                         } else {
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)
883                         };
884
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,
891                         },
892                         inflight_htlc_msat,
893                         capacity_msat,
894                         last_updated: &mut self.last_updated,
895                         now: T::now(),
896                         decay_params: decay_params,
897                 }
898         }
899 }
900
901 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
902 /// probabilities.
903 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
904
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;
908
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;
912
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
915         /// this direction.
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);
920
921                 let mut res = if amount_msat <= min_liquidity_msat {
922                         0
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)
932                 } else {
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.
939                                 0
940                         } else {
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)
946                         }
947                 };
948
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));
955                         return res;
956                 }
957
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)
963                         {
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));
968                         } else {
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));
980                         }
981                 }
982
983                 res
984         }
985
986         /// Computes the liquidity penalty from the penalty multipliers.
987         #[inline(always)]
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,
990         ) -> u64 {
991                 negative_log10_times_2048 =
992                         negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
993
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;
1000
1001                 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1002         }
1003
1004         /// Returns the lower bound of the channel liquidity balance in this direction.
1005         #[inline(always)]
1006         fn min_liquidity_msat(&self) -> u64 {
1007                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1008         }
1009
1010         /// Returns the upper bound of the channel liquidity balance in this direction.
1011         #[inline(always)]
1012         fn max_liquidity_msat(&self) -> u64 {
1013                 self.available_capacity()
1014                         .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1015         }
1016
1017         /// Returns the capacity minus the in-flight HTLCs in this direction.
1018         #[inline(always)]
1019         fn available_capacity(&self) -> u64 {
1020                 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1021         }
1022
1023         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1024                 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1025                 if half_life != 0 {
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
1028                         // decay.
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 {
1034                                 decayed_offset_msat
1035                         } else {
1036                                 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1037                                 // 16_384 == 2^14
1038                                 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1039                         }
1040                 } else {
1041                         0
1042                 }
1043         }
1044 }
1045
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);
1053                 } else {
1054                         log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1055                                 chan_descr, existing_max_msat, amount_msat);
1056                 }
1057                 self.update_history_buckets();
1058         }
1059
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);
1066                 } else {
1067                         log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1068                                 chan_descr, existing_min_msat, amount_msat);
1069                 }
1070                 self.update_history_buckets();
1071         }
1072
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();
1079         }
1080
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);
1087
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
1091                 );
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
1095                 );
1096         }
1097
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() {
1102                         0
1103                 } else {
1104                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1105                 };
1106                 *self.last_updated = self.now;
1107         }
1108
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() {
1113                         0
1114                 } else {
1115                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1116                 };
1117                 *self.last_updated = self.now;
1118         }
1119 }
1120
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
1125         ) -> u64 {
1126                 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1127                         return *penalty;
1128                 }
1129
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);
1133
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 } =>
1138                         {
1139                                 if usage.amount_msat > amount_msat {
1140                                         return u64::max_value();
1141                                 } else {
1142                                         return base_penalty_msat;
1143                                 }
1144                         },
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;
1148                                 }
1149                         },
1150                         _ => {},
1151                 }
1152
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)
1163         }
1164
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));
1174
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);
1178                         }
1179
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);
1189                                 } else {
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);
1195                                 }
1196                         } else {
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);
1199                         }
1200                         if at_failed_channel { break; }
1201                 }
1202         }
1203
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));
1214
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);
1223                         } else {
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);
1226                         }
1227                 }
1228         }
1229
1230         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1231                 self.payment_path_failed(path, short_channel_id)
1232         }
1233
1234         fn probe_successful(&mut self, path: &Path) {
1235                 self.payment_path_failed(path, u64::max_value())
1236         }
1237 }
1238
1239 mod approx {
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;
1245
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],
1505         ];
1506
1507         /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1508         #[inline]
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
1512         }
1513
1514         #[inline]
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]
1520         }
1521
1522         #[cfg(test)]
1523         mod tests {
1524                 use super::*;
1525
1526                 #[test]
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]);
1533
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);
1540                                         } else {
1541                                                 print!("{}, ", log10_times_2048);
1542                                         }
1543                                 }
1544                         }
1545                 }
1546         }
1547 }
1548
1549 mod bucketed_history {
1550         use super::*;
1551
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 {
1556                 buckets: [u16; 8],
1557         }
1558
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.
1564                         //
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.
1567                         //
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.
1571                         //
1572                         // In total, this allows us to track data for the last 8,000 or so payments across a given
1573                         // channel.
1574                         //
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
1578                         // datapoints.
1579                         //
1580                         // The constants were picked experimentally, selecting a decay amount that restricts us
1581                         // from overflowing buckets without having to cap them manually.
1582
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);
1589                         if bucket_idx < 8 {
1590                                 for e in self.buckets.iter_mut() {
1591                                         *e = ((*e as u32) * 2047 / 2048) as u16;
1592                                 }
1593                                 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
1594                         }
1595                 }
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);
1601                         }
1602                 }
1603         }
1604
1605         impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1606
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,
1610         }
1611
1612         impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1613                 #[inline]
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)
1624                 }
1625
1626                 #[inline]
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)
1629                 -> Option<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.
1634                         //
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.
1642                         //
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!).
1646                         //
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;
1650
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)
1654                         } else {
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)
1660                         };
1661                         #[cfg(not(fuzzing))]
1662                         debug_assert!(payment_amt_64th_bucket <= 64);
1663                         if payment_amt_64th_bucket >= 64 { return None; }
1664
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) {
1670                                 return None;
1671                         }
1672
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);
1676                                 }
1677                         }
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 {
1681                                 return None;
1682                         }
1683
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;
1695                                         } else {
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);
1699                                         }
1700                                 }
1701                         }
1702
1703                         Some(cumulative_success_prob_times_billion)
1704                 }
1705         }
1706 }
1707 use bucketed_history::{HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1708
1709 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1710         #[inline]
1711         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1712                 write_tlv_fields!(w, {
1713                         (0, self.channel_liquidities, required),
1714                 });
1715                 Ok(())
1716         }
1717 }
1718
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 {
1721         #[inline]
1722         fn read<R: Read>(
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),
1729                 });
1730                 Ok(Self {
1731                         decay_params,
1732                         network_graph,
1733                         logger,
1734                         channel_liquidities,
1735                 })
1736         }
1737 }
1738
1739 impl<T: Time> Writeable for ChannelLiquidity<T> {
1740         #[inline]
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),
1749                 });
1750                 Ok(())
1751         }
1752 }
1753
1754 impl<T: Time> Readable for ChannelLiquidity<T> {
1755         #[inline]
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),
1768                 });
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();
1777                 let now = T::now();
1778                 let last_updated = if wall_clock_now > duration_since_epoch {
1779                         now - (wall_clock_now - duration_since_epoch)
1780                 } else { now };
1781                 Ok(Self {
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(),
1786                         last_updated,
1787                 })
1788         }
1789 }
1790
1791 #[cfg(test)]
1792 mod tests {
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;
1798
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};
1806
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;
1813         use crate::io;
1814
1815         fn source_privkey() -> SecretKey {
1816                 SecretKey::from_slice(&[42; 32]).unwrap()
1817         }
1818
1819         fn target_privkey() -> SecretKey {
1820                 SecretKey::from_slice(&[43; 32]).unwrap()
1821         }
1822
1823         fn source_pubkey() -> PublicKey {
1824                 let secp_ctx = Secp256k1::new();
1825                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1826         }
1827
1828         fn target_pubkey() -> PublicKey {
1829                 let secp_ctx = Secp256k1::new();
1830                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1831         }
1832
1833         fn source_node_id() -> NodeId {
1834                 NodeId::from_pubkey(&source_pubkey())
1835         }
1836
1837         fn target_node_id() -> NodeId {
1838                 NodeId::from_pubkey(&target_pubkey())
1839         }
1840
1841         // `ProbabilisticScorer` tests
1842
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>;
1845
1846         fn sender_privkey() -> SecretKey {
1847                 SecretKey::from_slice(&[41; 32]).unwrap()
1848         }
1849
1850         fn recipient_privkey() -> SecretKey {
1851                 SecretKey::from_slice(&[45; 32]).unwrap()
1852         }
1853
1854         fn sender_pubkey() -> PublicKey {
1855                 let secp_ctx = Secp256k1::new();
1856                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1857         }
1858
1859         fn recipient_pubkey() -> PublicKey {
1860                 let secp_ctx = Secp256k1::new();
1861                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1862         }
1863
1864         fn sender_node_id() -> NodeId {
1865                 NodeId::from_pubkey(&sender_pubkey())
1866         }
1867
1868         fn recipient_node_id() -> NodeId {
1869                 NodeId::from_pubkey(&recipient_pubkey())
1870         }
1871
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());
1876
1877                 network_graph
1878         }
1879
1880         fn add_channel(
1881                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1882                 node_2_key: SecretKey
1883         ) {
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,
1891                         short_channel_id,
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(),
1897                 };
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,
1905                 };
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);
1911         }
1912
1913         fn update_channel(
1914                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1915                 flags: u8, htlc_maximum_msat: u64
1916         ) {
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,
1921                         short_channel_id,
1922                         timestamp: 100,
1923                         flags,
1924                         cltv_expiry_delta: 18,
1925                         htlc_minimum_msat: 0,
1926                         htlc_maximum_msat,
1927                         fee_base_msat: 1,
1928                         fee_proportional_millionths: 0,
1929                         excess_data: Vec::new(),
1930                 };
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,
1935                 };
1936                 network_graph.update_channel(&signed_update).unwrap();
1937         }
1938
1939         fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1940                 let config = UserConfig::default();
1941                 RouteHop {
1942                         pubkey,
1943                         node_features: channelmanager::provided_node_features(&config),
1944                         short_channel_id,
1945                         channel_features: channelmanager::provided_channel_features(&config),
1946                         fee_msat,
1947                         cltv_expiry_delta: 18,
1948                 }
1949         }
1950
1951         fn payment_path_for_amount(amount_msat: u64) -> Path {
1952                 Path {
1953                         hops: vec![
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,
1958                 }
1959         }
1960
1961         #[test]
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)
1968                         .with_channel(42,
1969                                 ChannelLiquidity {
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(),
1973                                 })
1974                         .with_channel(43,
1975                                 ChannelLiquidity {
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(),
1979                                 });
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);
1985
1986                 // Update minimum liquidity.
1987
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);
1992
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);
1997
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);
2001
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);
2006
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);
2011
2012                 // Update maximum liquidity.
2013
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);
2018
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);
2023
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);
2027
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);
2032
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);
2037         }
2038
2039         #[test]
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)
2046                         .with_channel(42,
2047                                 ChannelLiquidity {
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(),
2051                                 });
2052                 let source = source_node_id();
2053                 let target = target_node_id();
2054                 assert!(source > target);
2055
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);
2061
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);
2066
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);
2071
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);
2076
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);
2081
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);
2086
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);
2091
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);
2096         }
2097
2098         #[test]
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)
2105                         .with_channel(42,
2106                                 ChannelLiquidity {
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(),
2110                                 });
2111                 let source = source_node_id();
2112                 let target = target_node_id();
2113                 assert!(source > target);
2114
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);
2120
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);
2125
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);
2130
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);
2135
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);
2140
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);
2145
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);
2150
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);
2155         }
2156
2157         #[test]
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()
2164                 };
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();
2169
2170                 let usage = ChannelUsage {
2171                         amount_msat: 1_024,
2172                         inflight_htlc_msat: 0,
2173                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2174                 };
2175                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2176                 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2177                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2178                 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2179                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2180                 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2181                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2182
2183                 let usage = ChannelUsage {
2184                         amount_msat: 128,
2185                         inflight_htlc_msat: 0,
2186                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2187                 };
2188                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2189                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2190                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2191                 let usage = ChannelUsage { amount_msat: 374, ..usage };
2192                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2193                 let usage = ChannelUsage { amount_msat: 512, ..usage };
2194                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2195                 let usage = ChannelUsage { amount_msat: 640, ..usage };
2196                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 425);
2197                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2198                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2199                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2200                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 902);
2201         }
2202
2203         #[test]
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()
2212                 };
2213                 let decay_params = ProbabilisticScoringDecayParameters {
2214                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2215                 };
2216                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2217                         .with_channel(42,
2218                                 ChannelLiquidity {
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(),
2222                                 });
2223                 let source = source_node_id();
2224                 let target = target_node_id();
2225
2226                 let usage = ChannelUsage {
2227                         amount_msat: 39,
2228                         inflight_htlc_msat: 0,
2229                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2230                 };
2231                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2232                 let usage = ChannelUsage { amount_msat: 50, ..usage };
2233                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2234                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2235                 let usage = ChannelUsage { amount_msat: 61, ..usage };
2236                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2237         }
2238
2239         #[test]
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()
2246                 };
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 {
2251                         amount_msat: 500,
2252                         inflight_htlc_msat: 0,
2253                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2254                 };
2255                 let failed_path = payment_path_for_amount(500);
2256                 let successful_path = payment_path_for_amount(200);
2257
2258                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2259
2260                 scorer.payment_path_failed(&failed_path, 41);
2261                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2262
2263                 scorer.payment_path_successful(&successful_path);
2264                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2265         }
2266
2267         #[test]
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()
2274                 };
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);
2279
2280                 let usage = ChannelUsage {
2281                         amount_msat: 250,
2282                         inflight_htlc_msat: 0,
2283                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2284                 };
2285                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2286                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2287                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2288                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2289                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2290
2291                 scorer.payment_path_failed(&path, 43);
2292
2293                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2294                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2295                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2296                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2297                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2298                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2299         }
2300
2301         #[test]
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()
2309                 };
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);
2314
2315                 let usage = ChannelUsage {
2316                         amount_msat: 250,
2317                         inflight_htlc_msat: 0,
2318                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2319                 };
2320                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2321                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2322                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2323                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2324                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2325
2326                 scorer.payment_path_failed(&path, 42);
2327
2328                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2329                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2330                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2331                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2332                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2333                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2334         }
2335
2336         #[test]
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);
2353
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);
2358
2359                 let path = vec![
2360                         path_hop(pub_b, 42, 1),
2361                         path_hop(pub_c, 43, 2),
2362                         path_hop(pub_d, 44, 100),
2363                 ];
2364
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);
2369
2370                 let params = ProbabilisticScoringFeeParameters {
2371                         liquidity_penalty_multiplier_msat: 1_000,
2372                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2373                 };
2374                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2375
2376                 let usage = ChannelUsage {
2377                         amount_msat: 250,
2378                         inflight_htlc_msat: 0,
2379                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2380                 };
2381                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 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, &params), 128);
2384                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2385
2386                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2387
2388                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 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, &params), 128);
2391                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2392         }
2393
2394         #[test]
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()
2401                 };
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 {
2408                         amount_msat: 250,
2409                         inflight_htlc_msat: 0,
2410                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2411                 };
2412
2413                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2414                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2415                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 128);
2416
2417                 scorer.payment_path_successful(&payment_path_for_amount(500));
2418
2419                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2420                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2421                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 300);
2422         }
2423
2424         #[test]
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()
2432                 };
2433                 let decay_params = ProbabilisticScoringDecayParameters {
2434                         liquidity_offset_half_life: Duration::from_secs(10),
2435                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2436                 };
2437                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2438                 let source = source_node_id();
2439                 let target = target_node_id();
2440
2441                 let usage = ChannelUsage {
2442                         amount_msat: 0,
2443                         inflight_htlc_msat: 0,
2444                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2445                 };
2446                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2447                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2448                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2449
2450                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2451                 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2452
2453                 // Initial penalties
2454                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2455                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2456                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2457                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2458                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2459                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2460                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2461                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2462
2463                 // No decay
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, &params), 0);
2467                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2468                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2469                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2470                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2471                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2472                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2473
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, &params), 22);
2478                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2479                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 106);
2480                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2481                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 916);
2482                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2483                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2484
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, &params), 0);
2489                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2490                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 34);
2491                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2492                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_970);
2493                 let usage = ChannelUsage { amount_msat: 960, ..usage };
2494                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2495
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, &params), 0);
2500                 let usage = ChannelUsage { amount_msat: 1, ..usage };
2501                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2502                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2503                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2504                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2505                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2506
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, &params), 0);
2511                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2512                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2513
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, &params), 0);
2517                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2518                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2519         }
2520
2521         #[test]
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()
2528                 };
2529                 let decay_params = ProbabilisticScoringDecayParameters {
2530                         liquidity_offset_half_life: Duration::from_secs(10),
2531                         ..ProbabilisticScoringDecayParameters::default()
2532                 };
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 {
2537                         amount_msat: 256,
2538                         inflight_htlc_msat: 0,
2539                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2540                 };
2541                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2542
2543                 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2544                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2545
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, &params), 125);
2550
2551                 SinceEpoch::advance(Duration::from_secs(10));
2552                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2553         }
2554
2555         #[test]
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()
2562                 };
2563                 let decay_params = ProbabilisticScoringDecayParameters {
2564                         liquidity_offset_half_life: Duration::from_secs(10),
2565                         ..ProbabilisticScoringDecayParameters::default()
2566                 };
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 {
2571                         amount_msat: 512,
2572                         inflight_htlc_msat: 0,
2573                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2574                 };
2575
2576                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2577
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, &params), 281);
2582
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, &params), 291);
2586
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, &params), 331);
2591
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, &params), 245);
2596
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, &params), 280);
2600         }
2601
2602         #[test]
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()
2610                 };
2611                 let decay_params = ProbabilisticScoringDecayParameters {
2612                         liquidity_offset_half_life: Duration::from_secs(10),
2613                         ..ProbabilisticScoringDecayParameters::default()
2614                 };
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 {
2619                         amount_msat: 500,
2620                         inflight_htlc_msat: 0,
2621                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2622                 };
2623
2624                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2625                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2626
2627                 SinceEpoch::advance(Duration::from_secs(10));
2628                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2629
2630                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2631                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2632
2633                 let mut serialized_scorer = Vec::new();
2634                 scorer.write(&mut serialized_scorer).unwrap();
2635
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, &params), 300);
2640         }
2641
2642         #[test]
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()
2650                 };
2651                 let decay_params = ProbabilisticScoringDecayParameters {
2652                         liquidity_offset_half_life: Duration::from_secs(10),
2653                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2654                 };
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 {
2659                         amount_msat: 500,
2660                         inflight_htlc_msat: 0,
2661                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2662                 };
2663
2664                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2665                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2666
2667                 let mut serialized_scorer = Vec::new();
2668                 scorer.write(&mut serialized_scorer).unwrap();
2669
2670                 SinceEpoch::advance(Duration::from_secs(10));
2671
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, &params), 473);
2676
2677                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2678                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2679
2680                 SinceEpoch::advance(Duration::from_secs(10));
2681                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 365);
2682         }
2683
2684         #[test]
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();
2694
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 },
2699                 };
2700                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4375);
2701                 let usage = ChannelUsage {
2702                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2703                 };
2704                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2739);
2705                 let usage = ChannelUsage {
2706                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2707                 };
2708                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2236);
2709                 let usage = ChannelUsage {
2710                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2711                 };
2712                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1983);
2713                 let usage = ChannelUsage {
2714                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2715                 };
2716                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1637);
2717                 let usage = ChannelUsage {
2718                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2719                 };
2720                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1606);
2721                 let usage = ChannelUsage {
2722                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2723                 };
2724                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1331);
2725                 let usage = ChannelUsage {
2726                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2727                 };
2728                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1387);
2729                 let usage = ChannelUsage {
2730                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2731                 };
2732                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1379);
2733                 let usage = ChannelUsage {
2734                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2735                 };
2736                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1363);
2737                 let usage = ChannelUsage {
2738                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2739                 };
2740                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1355);
2741         }
2742
2743         #[test]
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 {
2750                         amount_msat: 128,
2751                         inflight_htlc_msat: 0,
2752                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2753                 };
2754
2755                 let params = ProbabilisticScoringFeeParameters {
2756                         liquidity_penalty_multiplier_msat: 1_000,
2757                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2758                 };
2759                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2760                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2761
2762                 let params = ProbabilisticScoringFeeParameters {
2763                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2764                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2765                 };
2766                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2767                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558);
2768
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()
2773                 };
2774
2775                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2776                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558 + 128);
2777         }
2778
2779         #[test]
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 },
2789                 };
2790
2791                 let params = ProbabilisticScoringFeeParameters {
2792                         liquidity_penalty_multiplier_msat: 1_000,
2793                         liquidity_penalty_amount_multiplier_msat: 0,
2794                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2795                 };
2796                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2797                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2798
2799                 let params = ProbabilisticScoringFeeParameters {
2800                         liquidity_penalty_multiplier_msat: 1_000,
2801                         liquidity_penalty_amount_multiplier_msat: 256,
2802                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2803                 };
2804                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2805                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 337);
2806         }
2807
2808         #[test]
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,
2818                 };
2819
2820                 let params = ProbabilisticScoringFeeParameters {
2821                         liquidity_penalty_multiplier_msat: 40_000,
2822                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2823                 };
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, &params), 80_000);
2827         }
2828
2829         #[test]
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()
2836                 };
2837                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2838                 let source = source_node_id();
2839                 let target = target_node_id();
2840
2841                 let usage = ChannelUsage {
2842                         amount_msat: 750,
2843                         inflight_htlc_msat: 0,
2844                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2845                 };
2846                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2847
2848                 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2849                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2850         }
2851
2852         #[test]
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();
2860
2861                 let base_penalty_msat = params.base_penalty_msat;
2862                 let usage = ChannelUsage {
2863                         amount_msat: 750,
2864                         inflight_htlc_msat: 0,
2865                         effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2866                 };
2867                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2868
2869                 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2870                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2871
2872                 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2873                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2874         }
2875
2876         #[test]
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()
2884                 };
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),
2888                 };
2889                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2890                 let source = source_node_id();
2891                 let target = target_node_id();
2892
2893                 let usage = ChannelUsage {
2894                         amount_msat: 100,
2895                         inflight_htlc_msat: 0,
2896                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2897                 };
2898                 // With no historical data the normal liquidity penalty calculation is used.
2899                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2900                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2901                         None);
2902                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
2903                         None);
2904
2905                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2906                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
2907                 // The "it failed" increment is 32, where the probability should lie fully in the first
2908                 // octile.
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),
2912                         Some(1.0));
2913                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
2914                         Some(0.0));
2915
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, &params), 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])));
2923
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);
2930                 let one_prob =
2931                         scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
2932                 assert!(one_prob < 1.0);
2933                 assert!(one_prob > 0.99);
2934
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, &params), 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);
2944
2945                 let mut usage = ChannelUsage {
2946                         amount_msat: 100,
2947                         inflight_htlc_msat: 1024,
2948                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2949                 };
2950                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2951                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
2952                 usage.inflight_htlc_msat = 0;
2953                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 409);
2954
2955                 let usage = ChannelUsage {
2956                         amount_msat: 1,
2957                         inflight_htlc_msat: 0,
2958                         effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2959                 };
2960                 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, &params), 2048);
2961
2962                 // Advance to decay all liquidity offsets to zero.
2963                 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2964
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.
2967                 let path = vec![
2968                         path_hop(target_pubkey(), 43, 2),
2969                         path_hop(source_pubkey(), 42, 1),
2970                         path_hop(sender_pubkey(), 41, 0),
2971                 ];
2972                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2973         }
2974
2975         #[test]
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()
2984                 };
2985                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2986
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 },
2992                 };
2993                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2994
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 },
3000                 };
3001                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
3002
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 },
3008                 };
3009                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
3010
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 },
3016                 };
3017                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3018         }
3019
3020         #[test]
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()
3028                 };
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 {
3034                         amount_msat: 512,
3035                         inflight_htlc_msat: 0,
3036                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3037                 };
3038                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
3039
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),
3045                         blinded_hops: vec![
3046                                 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3047                         ],
3048                 };
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,
3054                 });
3055
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());
3059
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);
3063
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);
3068         }
3069 }