1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 /// A trait which can both lookup and update routing channel penalty scores.
127 /// This is used in places where both bounds are required and implemented for all types which
128 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
130 /// Bindings users may need to manually implement this for their custom scoring implementations.
131 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
133 #[cfg(not(c_bindings))]
134 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
136 #[cfg(not(c_bindings))]
137 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
138 type ScoreParams = S::ScoreParams;
139 fn channel_penalty_msat(
140 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
142 self.deref().channel_penalty_msat(candidate, usage, score_params)
146 #[cfg(not(c_bindings))]
147 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
148 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
149 self.deref_mut().payment_path_failed(path, short_channel_id)
152 fn payment_path_successful(&mut self, path: &Path) {
153 self.deref_mut().payment_path_successful(path)
156 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
157 self.deref_mut().probe_failed(path, short_channel_id)
160 fn probe_successful(&mut self, path: &Path) {
161 self.deref_mut().probe_successful(path)
167 define_score!(Writeable);
169 #[cfg(not(c_bindings))]
172 /// A scorer that is accessed under a lock.
174 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
175 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
176 /// implementations. Internal locking would be detrimental to route finding performance and could
177 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
179 /// [`find_route`]: crate::routing::router::find_route
180 pub trait LockableScore<'a> {
181 /// The [`ScoreUpdate`] type.
182 type ScoreUpdate: 'a + ScoreUpdate;
183 /// The [`ScoreLookUp`] type.
184 type ScoreLookUp: 'a + ScoreLookUp;
186 /// The write locked [`ScoreUpdate`] type.
187 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
189 /// The read locked [`ScoreLookUp`] type.
190 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
192 /// Returns read locked scorer.
193 fn read_lock(&'a self) -> Self::ReadLocked;
195 /// Returns write locked scorer.
196 fn write_lock(&'a self) -> Self::WriteLocked;
199 /// Refers to a scorer that is accessible under lock and also writeable to disk
201 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
202 /// use the Persister to persist it.
203 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
205 #[cfg(not(c_bindings))]
206 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
207 #[cfg(not(c_bindings))]
208 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
209 type ScoreUpdate = T;
210 type ScoreLookUp = T;
212 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
213 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
215 fn read_lock(&'a self) -> Self::ReadLocked {
216 Mutex::lock(self).unwrap()
219 fn write_lock(&'a self) -> Self::WriteLocked {
220 Mutex::lock(self).unwrap()
224 #[cfg(not(c_bindings))]
225 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
226 type ScoreUpdate = T;
227 type ScoreLookUp = T;
229 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
230 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
232 fn write_lock(&'a self) -> Self::WriteLocked {
236 fn read_lock(&'a self) -> Self::ReadLocked {
241 #[cfg(not(c_bindings))]
242 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
243 type ScoreUpdate = T;
244 type ScoreLookUp = T;
246 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
247 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
249 fn read_lock(&'a self) -> Self::ReadLocked {
250 RwLock::read(self).unwrap()
253 fn write_lock(&'a self) -> Self::WriteLocked {
254 RwLock::write(self).unwrap()
259 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
260 pub struct MultiThreadedLockableScore<T: Score> {
265 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
266 type ScoreUpdate = T;
267 type ScoreLookUp = T;
268 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
269 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
271 fn read_lock(&'a self) -> Self::ReadLocked {
272 MultiThreadedScoreLockRead(self.score.read().unwrap())
275 fn write_lock(&'a self) -> Self::WriteLocked {
276 MultiThreadedScoreLockWrite(self.score.write().unwrap())
281 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
282 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
283 self.score.read().unwrap().write(writer)
288 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
291 impl<T: Score> MultiThreadedLockableScore<T> {
292 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
293 pub fn new(score: T) -> Self {
294 MultiThreadedLockableScore { score: RwLock::new(score) }
299 /// A locked `MultiThreadedLockableScore`.
300 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
303 /// A locked `MultiThreadedLockableScore`.
304 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
307 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
310 fn deref(&self) -> &Self::Target {
316 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
317 type ScoreParams = T::ScoreParams;
318 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
320 self.0.channel_penalty_msat(candidate, usage, score_params)
325 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
326 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
332 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
335 fn deref(&self) -> &Self::Target {
341 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
342 fn deref_mut(&mut self) -> &mut Self::Target {
348 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
349 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
350 self.0.payment_path_failed(path, short_channel_id)
353 fn payment_path_successful(&mut self, path: &Path) {
354 self.0.payment_path_successful(path)
357 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
358 self.0.probe_failed(path, short_channel_id)
361 fn probe_successful(&mut self, path: &Path) {
362 self.0.probe_successful(path)
367 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
368 #[derive(Clone, Copy, Debug, PartialEq)]
369 pub struct ChannelUsage {
370 /// The amount to send through the channel, denominated in millisatoshis.
371 pub amount_msat: u64,
373 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
374 /// as part of a multi-path payment.
375 pub inflight_htlc_msat: u64,
377 /// The effective capacity of the channel.
378 pub effective_capacity: EffectiveCapacity,
382 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
383 pub struct FixedPenaltyScorer {
387 impl FixedPenaltyScorer {
388 /// Creates a new scorer using `penalty_msat`.
389 pub fn with_penalty(penalty_msat: u64) -> Self {
390 Self { penalty_msat }
394 impl ScoreLookUp for FixedPenaltyScorer {
395 type ScoreParams = ();
396 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
401 impl ScoreUpdate for FixedPenaltyScorer {
402 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
404 fn payment_path_successful(&mut self, _path: &Path) {}
406 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
408 fn probe_successful(&mut self, _path: &Path) {}
411 impl Writeable for FixedPenaltyScorer {
413 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
414 write_tlv_fields!(w, {});
419 impl ReadableArgs<u64> for FixedPenaltyScorer {
421 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
422 read_tlv_fields!(r, {});
423 Ok(Self { penalty_msat })
427 #[cfg(not(feature = "no-std"))]
428 type ConfiguredTime = crate::util::time::MonotonicTime;
429 #[cfg(feature = "no-std")]
430 use crate::util::time::Eternity;
431 #[cfg(feature = "no-std")]
432 type ConfiguredTime = Eternity;
434 /// [`ScoreLookUp`] implementation using channel success probability distributions.
436 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
437 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
438 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
439 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
441 /// These bounds are then used to determine a success probability using the formula from
442 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
443 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
445 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
446 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
447 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
448 /// terms of the entire path's success probability. This allows the router to directly compare
449 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
451 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
453 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
454 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
455 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
456 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
461 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
464 /// [1]: https://arxiv.org/abs/2107.05322
465 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
466 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
467 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
468 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
469 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
470 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
472 /// Probabilistic [`ScoreLookUp`] implementation.
474 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
475 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
476 where L::Target: Logger {
477 decay_params: ProbabilisticScoringDecayParameters,
480 // TODO: Remove entries of closed channels.
481 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
484 /// Parameters for configuring [`ProbabilisticScorer`].
486 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
487 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
489 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
492 pub struct ProbabilisticScoringFeeParameters {
493 /// A fixed penalty in msats to apply to each channel.
495 /// Default value: 500 msat
496 pub base_penalty_msat: u64,
498 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
499 /// applied to each channel, in excess of the [`base_penalty_msat`].
501 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
502 /// fees plus penalty) for large payments. The penalty is computed as the product of this
503 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
504 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
506 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
508 /// Default value: 8,192 msat
510 /// [`base_penalty_msat`]: Self::base_penalty_msat
511 pub base_penalty_amount_multiplier_msat: u64,
513 /// A multiplier used in conjunction with the negative `log10` of the channel's success
514 /// probability for a payment, as determined by our latest estimates of the channel's
515 /// liquidity, to determine the liquidity penalty.
517 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
518 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
519 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
520 /// lower bounding the success probability to `0.01`) when the amount falls within the
521 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
522 /// result in a `u64::max_value` penalty, however.
524 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
526 /// Default value: 30,000 msat
528 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
529 pub liquidity_penalty_multiplier_msat: u64,
531 /// A multiplier used in conjunction with the total amount flowing over a channel and the
532 /// negative `log10` of the channel's success probability for the payment, as determined by our
533 /// latest estimates of the channel's liquidity, to determine the amount penalty.
535 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
536 /// fees plus penalty) for large payments. The penalty is computed as the product of this
537 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
538 /// `log10` of the success probability.
540 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
542 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
543 /// the amount will result in a penalty of the multiplier. And, as the success probability
544 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
545 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
548 /// Default value: 192 msat
549 pub liquidity_penalty_amount_multiplier_msat: u64,
551 /// A multiplier used in conjunction with the negative `log10` of the channel's success
552 /// probability for the payment, as determined based on the history of our estimates of the
553 /// channel's available liquidity, to determine a penalty.
555 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
556 /// only our latest estimate for the current liquidity available in the channel, it estimates
557 /// success probability based on the estimated liquidity available in the channel through
558 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
559 /// track which of several buckets those bounds fall into, exponentially decaying the
560 /// probability of each bucket as new samples are added.
562 /// Default value: 10,000 msat
564 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
565 pub historical_liquidity_penalty_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the total amount flowing over a channel and the
568 /// negative `log10` of the channel's success probability for the payment, as determined based
569 /// on the history of our estimates of the channel's available liquidity, to determine a
572 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
573 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
574 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
577 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
578 /// of using only our latest estimate for the current liquidity available in the channel, it
579 /// estimates success probability based on the estimated liquidity available in the channel
580 /// through history. Specifically, every time we update our liquidity bounds on a given
581 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
582 /// the probability of each bucket as new samples are added.
584 /// Default value: 64 msat
586 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
587 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
589 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
590 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
591 /// considered during path finding.
593 /// This is not exported to bindings users
594 pub manual_node_penalties: HashMap<NodeId, u64>,
596 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
597 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
598 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
599 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
600 /// to restrict `htlc_maximum_msat` and improve privacy.
602 /// Default value: 250 msat
603 pub anti_probing_penalty_msat: u64,
605 /// This penalty is applied when the total amount flowing over a channel exceeds our current
606 /// estimate of the channel's available liquidity. The total amount is the amount of the
607 /// current HTLC plus any HTLCs which we've sent over the same channel.
609 /// Note that in this case all other penalties, including the
610 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
611 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
612 /// applicable, are still included in the overall penalty.
614 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
615 /// `u64::max_value()` will guarantee that.
617 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
619 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
620 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
621 /// [`base_penalty_msat`]: Self::base_penalty_msat
622 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
623 pub considered_impossible_penalty_msat: u64,
625 /// In order to calculate most of the scores above, we must first convert a lower and upper
626 /// bound on the available liquidity in a channel into the probability that we think a payment
627 /// will succeed. That probability is derived from a Probability Density Function for where we
628 /// think the liquidity in a channel likely lies, given such bounds.
630 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
631 /// liquidity in a channel is just as likely to be at any point between our lower and upper
634 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
635 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
636 /// matches experimental results - most routing nodes do not aggressively rebalance their
637 /// channels and flows in the network are often unbalanced, leaving liquidity usually
640 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
641 /// of floating-point multiplications in the hottest routing code, which may lead to routing
642 /// performance degradation on some machines.
644 /// Default value: false
645 pub linear_success_probability: bool,
648 impl Default for ProbabilisticScoringFeeParameters {
649 fn default() -> Self {
651 base_penalty_msat: 500,
652 base_penalty_amount_multiplier_msat: 8192,
653 liquidity_penalty_multiplier_msat: 30_000,
654 liquidity_penalty_amount_multiplier_msat: 192,
655 manual_node_penalties: HashMap::new(),
656 anti_probing_penalty_msat: 250,
657 considered_impossible_penalty_msat: 1_0000_0000_000,
658 historical_liquidity_penalty_multiplier_msat: 10_000,
659 historical_liquidity_penalty_amount_multiplier_msat: 64,
660 linear_success_probability: false,
665 impl ProbabilisticScoringFeeParameters {
666 /// Marks the node with the given `node_id` as banned,
667 /// i.e it will be avoided during path finding.
668 pub fn add_banned(&mut self, node_id: &NodeId) {
669 self.manual_node_penalties.insert(*node_id, u64::max_value());
672 /// Marks all nodes in the given list as banned, i.e.,
673 /// they will be avoided during path finding.
674 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
676 self.manual_node_penalties.insert(id, u64::max_value());
680 /// Removes the node with the given `node_id` from the list of nodes to avoid.
681 pub fn remove_banned(&mut self, node_id: &NodeId) {
682 self.manual_node_penalties.remove(node_id);
685 /// Sets a manual penalty for the given node.
686 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
687 self.manual_node_penalties.insert(*node_id, penalty);
690 /// Removes the node with the given `node_id` from the list of manual penalties.
691 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
692 self.manual_node_penalties.remove(node_id);
695 /// Clears the list of manual penalties that are applied during path finding.
696 pub fn clear_manual_penalties(&mut self) {
697 self.manual_node_penalties = HashMap::new();
702 impl ProbabilisticScoringFeeParameters {
703 fn zero_penalty() -> Self {
705 base_penalty_msat: 0,
706 base_penalty_amount_multiplier_msat: 0,
707 liquidity_penalty_multiplier_msat: 0,
708 liquidity_penalty_amount_multiplier_msat: 0,
709 historical_liquidity_penalty_multiplier_msat: 0,
710 historical_liquidity_penalty_amount_multiplier_msat: 0,
711 manual_node_penalties: HashMap::new(),
712 anti_probing_penalty_msat: 0,
713 considered_impossible_penalty_msat: 0,
714 linear_success_probability: true,
719 /// Parameters for configuring [`ProbabilisticScorer`].
721 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
722 /// these decay parameters affect the score of the channel penalty and are not changed on a
723 /// per-route penalty cost call.
724 #[derive(Copy, Clone)]
725 pub struct ProbabilisticScoringDecayParameters {
726 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
727 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
728 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
730 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
732 /// Note that after 16 or more half lives all historical data will be completely gone.
734 /// Default value: 14 days
736 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
737 pub historical_no_updates_half_life: Duration,
739 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
740 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
741 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
744 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
745 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
746 /// struct documentation for more info on the way the liquidity bounds are used.
748 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
749 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
750 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
752 /// Default value: 6 hours
756 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
757 /// liquidity knowledge will never decay except when the bounds cross.
758 pub liquidity_offset_half_life: Duration,
761 impl Default for ProbabilisticScoringDecayParameters {
762 fn default() -> Self {
764 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
765 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
771 impl ProbabilisticScoringDecayParameters {
772 fn zero_penalty() -> Self {
774 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
775 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
780 /// Accounting for channel liquidity balance uncertainty.
782 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
783 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
784 /// offset fields gives the opposite direction.
785 struct ChannelLiquidity<T: Time> {
786 /// Lower channel liquidity bound in terms of an offset from zero.
787 min_liquidity_offset_msat: u64,
789 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
790 max_liquidity_offset_msat: u64,
792 /// Time when the liquidity bounds were last modified.
795 min_liquidity_offset_history: HistoricalBucketRangeTracker,
796 max_liquidity_offset_history: HistoricalBucketRangeTracker,
799 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
800 /// decayed with a given half life.
801 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
802 min_liquidity_offset_msat: L,
803 max_liquidity_offset_msat: L,
804 liquidity_history: HistoricalMinMaxBuckets<BRT>,
808 decay_params: ProbabilisticScoringDecayParameters,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
836 let graph = self.network_graph.read_only();
837 for (scid, liq) in self.channel_liquidities.iter() {
838 if let Some(chan_debug) = graph.channels().get(scid) {
839 let log_direction = |source, target| {
840 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
841 let amt = directed_info.effective_capacity().as_msat();
842 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
844 let (min_buckets, max_buckets) = dir_liq.liquidity_history
845 .get_decayed_buckets(now, *dir_liq.last_updated,
846 self.decay_params.historical_no_updates_half_life)
847 .unwrap_or(([0; 32], [0; 32]));
849 log_debug!(self.logger, core::concat!(
850 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
851 "\tHistorical min liquidity bucket relative probabilities:\n",
852 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
853 "\tHistorical max liquidity bucket relative probabilities:\n",
854 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
855 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
856 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
857 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
858 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
859 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
860 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
861 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
862 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
863 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
864 // Note that the liquidity buckets are an offset from the edge, so we
865 // inverse the max order to get the probabilities from zero.
866 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
867 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
868 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
869 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
870 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
871 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
872 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
873 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
875 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
879 log_direction(&chan_debug.node_one, &chan_debug.node_two);
880 log_direction(&chan_debug.node_two, &chan_debug.node_one);
882 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
887 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
888 /// channel with `scid` towards the given `target` node.
889 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
890 let graph = self.network_graph.read_only();
892 if let Some(chan) = graph.channels().get(&scid) {
893 if let Some(liq) = self.channel_liquidities.get(&scid) {
894 if let Some((directed_info, source)) = chan.as_directed_to(target) {
895 let amt = directed_info.effective_capacity().as_msat();
896 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
897 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
904 /// Query the historical estimated minimum and maximum liquidity available for sending a
905 /// payment over the channel with `scid` towards the given `target` node.
907 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
908 /// the second set describes the upper-bound liquidity history. Each bucket describes the
909 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
910 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
911 /// more recent data points are weighted more heavily than older datapoints.
913 /// Note that the range of each bucket varies by its location to provide more granular results
914 /// at the edges of a channel's capacity, where it is more likely to sit.
916 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
917 /// is calculated by dividing that bucket's value with the total value of all buckets.
919 /// For example, using a lower bucket count for illustrative purposes, a value of
920 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
921 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
922 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
923 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
925 /// Because the datapoints are decayed slowly over time, values will eventually return to
926 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
928 /// In order to fetch a single success probability from the buckets provided here, as used in
929 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
930 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
931 -> Option<([u16; 32], [u16; 32])> {
932 let graph = self.network_graph.read_only();
934 if let Some(chan) = graph.channels().get(&scid) {
935 if let Some(liq) = self.channel_liquidities.get(&scid) {
936 if let Some((directed_info, source)) = chan.as_directed_to(target) {
937 let amt = directed_info.effective_capacity().as_msat();
938 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
940 let (min_buckets, mut max_buckets) =
941 dir_liq.liquidity_history.get_decayed_buckets(
942 dir_liq.now, *dir_liq.last_updated,
943 self.decay_params.historical_no_updates_half_life
946 // Note that the liquidity buckets are an offset from the edge, so we inverse
947 // the max order to get the probabilities from zero.
948 max_buckets.reverse();
949 return Some((min_buckets, max_buckets));
956 /// Query the probability of payment success sending the given `amount_msat` over the channel
957 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
960 /// These are the same bounds as returned by
961 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
962 /// [`Self::estimated_channel_liquidity_range`]).
963 pub fn historical_estimated_payment_success_probability(
964 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
966 let graph = self.network_graph.read_only();
968 if let Some(chan) = graph.channels().get(&scid) {
969 if let Some(liq) = self.channel_liquidities.get(&scid) {
970 if let Some((directed_info, source)) = chan.as_directed_to(target) {
971 let capacity_msat = directed_info.effective_capacity().as_msat();
972 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
974 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
975 dir_liq.now, *dir_liq.last_updated,
976 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
978 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
986 impl<T: Time> ChannelLiquidity<T> {
990 min_liquidity_offset_msat: 0,
991 max_liquidity_offset_msat: 0,
992 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
993 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
994 last_updated: T::now(),
998 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1001 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1002 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1003 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1004 if source < target {
1005 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1006 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1008 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1009 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1012 DirectedChannelLiquidity {
1013 min_liquidity_offset_msat,
1014 max_liquidity_offset_msat,
1015 liquidity_history: HistoricalMinMaxBuckets {
1016 min_liquidity_offset_history,
1017 max_liquidity_offset_history,
1020 last_updated: &self.last_updated,
1022 decay_params: decay_params,
1026 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1027 /// `capacity_msat`.
1029 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1030 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1031 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1032 if source < target {
1033 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1034 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1036 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1037 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1040 DirectedChannelLiquidity {
1041 min_liquidity_offset_msat,
1042 max_liquidity_offset_msat,
1043 liquidity_history: HistoricalMinMaxBuckets {
1044 min_liquidity_offset_history,
1045 max_liquidity_offset_history,
1048 last_updated: &mut self.last_updated,
1050 decay_params: decay_params,
1055 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1057 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1059 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1060 /// ratio, as X in 1/X.
1061 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1063 /// The divisor used when computing the amount penalty.
1064 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1065 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1067 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1069 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1070 (a * a * a, b * b * b, c * c * c)
1073 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1074 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1076 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1078 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1079 /// (recently) seen an HTLC successfully complete over this channel.
1081 fn success_probability(
1082 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1083 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1085 debug_assert!(min_liquidity_msat <= amount_msat);
1086 debug_assert!(amount_msat < max_liquidity_msat);
1087 debug_assert!(max_liquidity_msat <= capacity_msat);
1089 let (numerator, mut denominator) =
1090 if params.linear_success_probability {
1091 (max_liquidity_msat - amount_msat,
1092 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1094 let capacity = capacity_msat as f64;
1095 let min = (min_liquidity_msat as f64) / capacity;
1096 let max = (max_liquidity_msat as f64) / capacity;
1097 let amount = (amount_msat as f64) / capacity;
1099 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1100 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1101 // liquidity bounds is thus the integral under the curve from the amount to maximum
1102 // estimated liquidity, divided by the same integral from the minimum to the maximum
1103 // estimated liquidity bounds.
1105 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1106 // calculate the cumulative density function between the min/max bounds trivially. Note
1107 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1108 // division of num / den.
1109 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1110 let num = max_pow - amt_pow;
1111 let den = max_pow - min_pow;
1113 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1114 // quite a large factor to get something useful (ideally in the 2^30 range).
1115 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1116 let numerator = (num * BILLIONISH) as u64 + 1;
1117 let denominator = (den * BILLIONISH) as u64 + 1;
1118 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1119 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1120 (numerator, denominator)
1123 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1124 denominator < u64::max_value() / 21
1126 // If we have no knowledge of the channel, scale probability down by ~75%
1127 // Note that we prefer to increase the denominator rather than decrease the numerator as
1128 // the denominator is more likely to be larger and thus provide greater precision. This is
1129 // mostly an overoptimization but makes a large difference in tests.
1130 denominator = denominator * 21 / 16
1133 (numerator, denominator)
1136 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1137 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1139 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1140 let available_capacity = self.capacity_msat;
1141 let max_liquidity_msat = self.max_liquidity_msat();
1142 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1144 let mut res = if amount_msat <= min_liquidity_msat {
1146 } else if amount_msat >= max_liquidity_msat {
1147 // Equivalent to hitting the else clause below with the amount equal to the effective
1148 // capacity and without any certainty on the liquidity upper bound, plus the
1149 // impossibility penalty.
1150 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1151 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1152 score_params.liquidity_penalty_multiplier_msat,
1153 score_params.liquidity_penalty_amount_multiplier_msat)
1154 .saturating_add(score_params.considered_impossible_penalty_msat)
1156 let (numerator, denominator) = success_probability(amount_msat,
1157 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1158 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1159 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1160 // don't bother trying to use the log approximation as it gets too noisy to be
1161 // particularly helpful, instead just round down to 0.
1164 let negative_log10_times_2048 =
1165 approx::negative_log10_times_2048(numerator, denominator);
1166 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1167 score_params.liquidity_penalty_multiplier_msat,
1168 score_params.liquidity_penalty_amount_multiplier_msat)
1172 if amount_msat >= available_capacity {
1173 // We're trying to send more than the capacity, use a max penalty.
1174 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1175 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1176 score_params.historical_liquidity_penalty_multiplier_msat,
1177 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1181 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1182 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1183 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1184 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1185 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1188 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1189 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1190 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1191 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1193 // If we don't have any valid points (or, once decayed, we have less than a full
1194 // point), redo the non-historical calculation with no liquidity bounds tracked and
1195 // the historical penalty multipliers.
1196 let (numerator, denominator) = success_probability(amount_msat, 0,
1197 available_capacity, available_capacity, score_params, true);
1198 let negative_log10_times_2048 =
1199 approx::negative_log10_times_2048(numerator, denominator);
1200 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1201 score_params.historical_liquidity_penalty_multiplier_msat,
1202 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1209 /// Computes the liquidity penalty from the penalty multipliers.
1211 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1212 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1214 negative_log10_times_2048 =
1215 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1217 // Upper bound the liquidity penalty to ensure some channel is selected.
1218 let liquidity_penalty_msat = negative_log10_times_2048
1219 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1220 let amount_penalty_msat = negative_log10_times_2048
1221 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1222 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1224 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1227 /// Returns the lower bound of the channel liquidity balance in this direction.
1229 fn min_liquidity_msat(&self) -> u64 {
1230 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1233 /// Returns the upper bound of the channel liquidity balance in this direction.
1235 fn max_liquidity_msat(&self) -> u64 {
1237 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1240 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1241 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1243 // Decay the offset by the appropriate number of half lives. If half of the next half
1244 // life has passed, approximate an additional three-quarter life to help smooth out the
1246 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1247 let half_decays = elapsed_time / (half_life / 2);
1248 let decays = half_decays / 2;
1249 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1250 if half_decays % 2 == 0 {
1253 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1255 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1263 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1264 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1265 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1266 let existing_max_msat = self.max_liquidity_msat();
1267 if amount_msat < existing_max_msat {
1268 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1269 self.set_max_liquidity_msat(amount_msat);
1271 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1272 chan_descr, existing_max_msat, amount_msat);
1274 self.update_history_buckets(0);
1277 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1278 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1279 let existing_min_msat = self.min_liquidity_msat();
1280 if amount_msat > existing_min_msat {
1281 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1282 self.set_min_liquidity_msat(amount_msat);
1284 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1285 chan_descr, existing_min_msat, amount_msat);
1287 self.update_history_buckets(0);
1290 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1291 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1292 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1293 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1294 self.set_max_liquidity_msat(max_liquidity_msat);
1295 self.update_history_buckets(amount_msat);
1298 /// Updates the history buckets for this channel. Because the history buckets track what we now
1299 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1300 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1301 /// represents the amount of the successful payment we just made.
1302 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1303 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1304 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1305 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1306 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1307 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1309 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1310 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1311 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1313 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1314 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1315 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1319 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1320 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1321 *self.min_liquidity_offset_msat = amount_msat;
1322 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1325 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1327 *self.last_updated = self.now;
1330 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1331 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1332 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1333 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1336 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1338 *self.last_updated = self.now;
1342 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1343 type ScoreParams = ProbabilisticScoringFeeParameters;
1344 fn channel_penalty_msat(
1345 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1347 let (scid, target) = match candidate {
1348 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1349 (short_channel_id, info.target())
1353 let source = candidate.source();
1354 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1358 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1359 score_params.base_penalty_amount_multiplier_msat
1360 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1362 let mut anti_probing_penalty_msat = 0;
1363 match usage.effective_capacity {
1364 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1365 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1367 if usage.amount_msat > amount_msat {
1368 return u64::max_value();
1370 return base_penalty_msat;
1373 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1374 if htlc_maximum_msat >= capacity_msat/2 {
1375 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1381 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1382 let capacity_msat = usage.effective_capacity.as_msat();
1383 self.channel_liquidities
1385 .unwrap_or(&ChannelLiquidity::new())
1386 .as_directed(&source, &target, capacity_msat, self.decay_params)
1387 .penalty_msat(amount_msat, score_params)
1388 .saturating_add(anti_probing_penalty_msat)
1389 .saturating_add(base_penalty_msat)
1393 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1394 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1395 let amount_msat = path.final_value_msat();
1396 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1397 let network_graph = self.network_graph.read_only();
1398 for (hop_idx, hop) in path.hops.iter().enumerate() {
1399 let target = NodeId::from_pubkey(&hop.pubkey);
1400 let channel_directed_from_source = network_graph.channels()
1401 .get(&hop.short_channel_id)
1402 .and_then(|channel| channel.as_directed_to(&target));
1404 let at_failed_channel = hop.short_channel_id == short_channel_id;
1405 if at_failed_channel && hop_idx == 0 {
1406 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);
1409 // Only score announced channels.
1410 if let Some((channel, source)) = channel_directed_from_source {
1411 let capacity_msat = channel.effective_capacity().as_msat();
1412 if at_failed_channel {
1413 self.channel_liquidities
1414 .entry(hop.short_channel_id)
1415 .or_insert_with(ChannelLiquidity::new)
1416 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1417 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1419 self.channel_liquidities
1420 .entry(hop.short_channel_id)
1421 .or_insert_with(ChannelLiquidity::new)
1422 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1423 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1426 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).",
1427 hop.short_channel_id);
1429 if at_failed_channel { break; }
1433 fn payment_path_successful(&mut self, path: &Path) {
1434 let amount_msat = path.final_value_msat();
1435 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1436 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1437 let network_graph = self.network_graph.read_only();
1438 for hop in &path.hops {
1439 let target = NodeId::from_pubkey(&hop.pubkey);
1440 let channel_directed_from_source = network_graph.channels()
1441 .get(&hop.short_channel_id)
1442 .and_then(|channel| channel.as_directed_to(&target));
1444 // Only score announced channels.
1445 if let Some((channel, source)) = channel_directed_from_source {
1446 let capacity_msat = channel.effective_capacity().as_msat();
1447 self.channel_liquidities
1448 .entry(hop.short_channel_id)
1449 .or_insert_with(ChannelLiquidity::new)
1450 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1451 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1453 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).",
1454 hop.short_channel_id);
1459 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1460 self.payment_path_failed(path, short_channel_id)
1463 fn probe_successful(&mut self, path: &Path) {
1464 self.payment_path_failed(path, u64::max_value())
1469 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1470 where L::Target: Logger {}
1473 const BITS: u32 = 64;
1474 const HIGHEST_BIT: u32 = BITS - 1;
1475 const LOWER_BITS: u32 = 6;
1476 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1477 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1479 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1480 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1481 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1482 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1483 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1484 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1485 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1486 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1487 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1488 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1489 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1490 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1491 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1492 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1493 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1494 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1495 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1496 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1497 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1498 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1499 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1500 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1501 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1502 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1503 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1504 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1505 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1506 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1507 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1508 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1509 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1510 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1511 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1512 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1513 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1514 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1515 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1516 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1517 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1518 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1519 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1520 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1521 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1522 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1523 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1524 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1525 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1526 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1527 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1528 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1529 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1530 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1531 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1532 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1533 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1534 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1535 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1536 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1537 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1538 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1539 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1540 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1541 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1542 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1543 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1544 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1545 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1546 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1547 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1548 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1549 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1550 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1551 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1552 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1553 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1554 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1555 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1556 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1557 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1558 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1559 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1560 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1561 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1562 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1563 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1564 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1565 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1566 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1567 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1568 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1569 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1570 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1571 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1572 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1573 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1574 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1575 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1576 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1577 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1578 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1579 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1580 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1581 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1582 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1583 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1584 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1585 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1586 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1587 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1588 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1589 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1590 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1591 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1592 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1593 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1594 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1595 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1596 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1597 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1598 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1599 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1600 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1601 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1602 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1603 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1604 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1605 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1606 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1607 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1608 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1609 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1610 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1611 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1612 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1613 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1614 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1615 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1616 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1617 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1618 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1619 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1620 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1621 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1622 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1623 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1624 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1625 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1626 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1627 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1628 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1629 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1630 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1631 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1632 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1633 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1634 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1635 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1636 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1637 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1638 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1639 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1640 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1641 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1642 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1643 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1644 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1645 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1646 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1647 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1648 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1649 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1650 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1651 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1652 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1653 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1654 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1655 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1656 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1657 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1658 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1659 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1660 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1661 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1662 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1663 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1664 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1665 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1666 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1667 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1668 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1669 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1670 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1671 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1672 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1673 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1674 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1675 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1676 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1677 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1678 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1679 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1680 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1681 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1682 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1683 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1684 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1685 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1686 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1687 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1688 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1689 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1690 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1691 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1692 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1693 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1694 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1695 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1696 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1697 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1698 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1699 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1700 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1701 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1702 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1703 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1704 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1705 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1706 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1707 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1708 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1709 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1710 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1711 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1712 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1713 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1714 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1715 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1716 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1717 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1718 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1719 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1720 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1721 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1722 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1723 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1724 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1725 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1726 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1727 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1728 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1729 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1730 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1731 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1732 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1733 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1734 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1735 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1736 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1737 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1740 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1742 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1743 // Multiply the -1 through to avoid needing to use signed numbers.
1744 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1748 fn log10_times_2048(x: u64) -> u16 {
1749 debug_assert_ne!(x, 0);
1750 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1751 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1752 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1760 fn prints_negative_log10_times_2048_lookup_table() {
1761 for msb in 0..BITS {
1762 for i in 0..LOWER_BITS_BOUND {
1763 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1764 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1765 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1767 if i % LOWER_BITS_BOUND == 0 {
1768 print!("\t\t[{}, ", log10_times_2048);
1769 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1770 println!("{}],", log10_times_2048);
1771 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1772 print!("{},\n\t\t\t", log10_times_2048);
1774 print!("{}, ", log10_times_2048);
1782 mod bucketed_history {
1785 // Because liquidity is often skewed heavily in one direction, we store historical state
1786 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1787 // must fit evenly into the buckets here.
1789 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1790 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1791 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1792 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1794 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1795 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1796 // buckets in total.
1798 const BUCKET_START_POS: [u16; 33] = [
1799 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1800 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1803 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1804 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1807 const POSITION_TICKS: u16 = 1 << 14;
1809 fn pos_to_bucket(pos: u16) -> usize {
1810 for bucket in 0..32 {
1811 if pos < BUCKET_START_POS[bucket + 1] {
1815 debug_assert!(false);
1821 fn check_bucket_maps() {
1822 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1823 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1824 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1826 let mut min_size_iter = 0;
1827 let mut legacy_bucket_iter = 0;
1828 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1829 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1830 for i in 0..*width {
1831 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1833 min_size_iter += *width;
1834 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1835 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1836 if legacy_bucket_iter + 1 < 8 {
1837 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1839 legacy_bucket_iter += 1;
1842 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1843 assert_eq!(min_size_iter, POSITION_TICKS);
1847 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1848 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1849 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1850 .try_into().unwrap_or(POSITION_TICKS)
1852 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1853 // division. This branch should only be hit in fuzz testing since the amount would
1854 // need to be over 2.88 million BTC in practice.
1855 ((amount_msat as u128) * (POSITION_TICKS as u128)
1856 / (capacity_msat as u128).saturating_add(1))
1857 .try_into().unwrap_or(POSITION_TICKS)
1859 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1860 // capacity to change due to a `channel_update` message which, if received while a payment
1861 // is in-flight, could cause this to fail. Thus, we only assert in test.
1863 debug_assert!(pos < POSITION_TICKS);
1867 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1868 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1869 /// support reading the legacy values here for backwards compatibility.
1870 pub(super) struct LegacyHistoricalBucketRangeTracker {
1874 impl LegacyHistoricalBucketRangeTracker {
1875 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1876 let mut buckets = [0; 32];
1877 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1878 let mut new_val = *legacy_bucket;
1879 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1880 new_val /= (end - start) as u16;
1881 for i in start..end {
1882 buckets[i as usize] = new_val;
1885 HistoricalBucketRangeTracker { buckets }
1889 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1890 /// in each of 32 buckets.
1891 #[derive(Clone, Copy)]
1892 pub(super) struct HistoricalBucketRangeTracker {
1896 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1897 /// "one" is 32, or this constant.
1898 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1900 impl HistoricalBucketRangeTracker {
1901 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1902 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1903 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1904 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1906 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1907 // the buckets for the current min and max liquidity offset positions.
1909 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1910 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1911 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1913 // In total, this allows us to track data for the last 8,000 or so payments across a given
1916 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1917 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1918 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1921 // The constants were picked experimentally, selecting a decay amount that restricts us
1922 // from overflowing buckets without having to cap them manually.
1924 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1925 if pos < POSITION_TICKS {
1926 for e in self.buckets.iter_mut() {
1927 *e = ((*e as u32) * 2047 / 2048) as u16;
1929 let bucket = pos_to_bucket(pos);
1930 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1933 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1934 /// datapoints as we receive newer information.
1936 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1937 for e in self.buckets.iter_mut() {
1938 *e = e.checked_shr(half_lives).unwrap_or(0);
1943 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1944 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1946 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1947 /// liquidity bounds for a given channel.
1948 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1949 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1951 pub(super) min_liquidity_offset_history: D,
1952 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1954 pub(super) max_liquidity_offset_history: D,
1957 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1958 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1959 -> Option<([u16; 32], [u16; 32])> {
1960 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1962 let mut min_buckets = *self.min_liquidity_offset_history;
1963 min_buckets.time_decay_data(required_decays);
1964 let mut max_buckets = *self.max_liquidity_offset_history;
1965 max_buckets.time_decay_data(required_decays);
1966 Some((min_buckets.buckets, max_buckets.buckets))
1969 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1970 -> Option<(u64, u32)> {
1971 let required_decays = now.duration_since(last_updated).as_secs()
1972 .checked_div(half_life.as_secs())
1973 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1975 let mut total_valid_points_tracked = 0;
1976 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1977 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1978 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1982 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1983 // treat it as if we were fully decayed.
1984 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1985 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1989 Some((total_valid_points_tracked, required_decays))
1993 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1994 &self, now: T, last_updated: T, half_life: Duration,
1995 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
1997 // If historical penalties are enabled, we try to calculate a probability of success
1998 // given our historical distribution of min- and max-liquidity bounds in a channel.
1999 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2000 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2001 // state). For each pair, we calculate the probability as if the bucket's corresponding
2002 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2003 // that probability by the weight of the selected buckets.
2004 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2005 if payment_pos >= POSITION_TICKS { return None; }
2007 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2008 // don't actually use the decayed buckets, though, as that would lose precision.
2009 let (total_valid_points_tracked, _)
2010 = self.get_total_valid_points(now, last_updated, half_life)?;
2012 let mut cumulative_success_prob_times_billion = 0;
2013 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2014 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2015 // points against the 0th min bucket. This avoids the case where we fail to route
2016 // increasingly lower values over a channel, but treat each failure as a separate
2017 // datapoint, many of which may have relatively high maximum-available-liquidity
2018 // values, which will result in us thinking we have some nontrivial probability of
2019 // routing up to that amount.
2020 if self.min_liquidity_offset_history.buckets[0] != 0 {
2021 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2022 let mut total_max_points = 0; // Total points in max-buckets to consider
2023 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2024 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2025 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2027 total_max_points += *max_bucket as u64;
2029 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2030 if payment_pos < max_bucket_end_pos {
2031 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2032 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2033 let bucket_prob_times_billion =
2034 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2035 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2036 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2037 numerator / denominator;
2041 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2042 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2043 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2044 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2045 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2046 // 30 bits is 62 bits.
2047 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2048 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2049 if payment_pos >= max_bucket_end_pos {
2050 // Success probability 0, the payment amount may be above the max liquidity
2052 } else if payment_pos < min_bucket_start_pos {
2053 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2055 let (numerator, denominator) = success_probability(payment_pos as u64,
2056 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2057 POSITION_TICKS as u64 - 1, params, true);
2058 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2059 numerator / denominator;
2064 Some(cumulative_success_prob_times_billion)
2068 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2070 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2072 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2073 write_tlv_fields!(w, {
2074 (0, self.channel_liquidities, required),
2080 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2081 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2084 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2085 ) -> Result<Self, DecodeError> {
2086 let (decay_params, network_graph, logger) = args;
2087 let mut channel_liquidities = HashMap::new();
2088 read_tlv_fields!(r, {
2089 (0, channel_liquidities, required),
2095 channel_liquidities,
2100 impl<T: Time> Writeable for ChannelLiquidity<T> {
2102 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2103 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2104 write_tlv_fields!(w, {
2105 (0, self.min_liquidity_offset_msat, required),
2106 // 1 was the min_liquidity_offset_history in octile form
2107 (2, self.max_liquidity_offset_msat, required),
2108 // 3 was the max_liquidity_offset_history in octile form
2109 (4, duration_since_epoch, required),
2110 (5, Some(self.min_liquidity_offset_history), option),
2111 (7, Some(self.max_liquidity_offset_history), option),
2117 impl<T: Time> Readable for ChannelLiquidity<T> {
2119 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2120 let mut min_liquidity_offset_msat = 0;
2121 let mut max_liquidity_offset_msat = 0;
2122 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2123 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2124 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2125 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2126 let mut duration_since_epoch = Duration::from_secs(0);
2127 read_tlv_fields!(r, {
2128 (0, min_liquidity_offset_msat, required),
2129 (1, legacy_min_liq_offset_history, option),
2130 (2, max_liquidity_offset_msat, required),
2131 (3, legacy_max_liq_offset_history, option),
2132 (4, duration_since_epoch, required),
2133 (5, min_liquidity_offset_history, option),
2134 (7, max_liquidity_offset_history, option),
2136 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2137 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2138 // is a time from a monotonic clock usually represented as an offset against boot time).
2139 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2140 // from the one that was written. However, because `Instant` can panic if we construct one
2141 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2142 // using `Instant::now()` in that case.
2143 let wall_clock_now = T::duration_since_epoch();
2145 let last_updated = if wall_clock_now > duration_since_epoch {
2146 now - (wall_clock_now - duration_since_epoch)
2148 if min_liquidity_offset_history.is_none() {
2149 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2150 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2152 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2155 if max_liquidity_offset_history.is_none() {
2156 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2157 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2159 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2163 min_liquidity_offset_msat,
2164 max_liquidity_offset_msat,
2165 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2166 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2174 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2175 use crate::blinded_path::{BlindedHop, BlindedPath};
2176 use crate::util::config::UserConfig;
2177 use crate::util::time::Time;
2178 use crate::util::time::tests::SinceEpoch;
2180 use crate::ln::channelmanager;
2181 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2182 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2183 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2184 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2185 use crate::util::ser::{ReadableArgs, Writeable};
2186 use crate::util::test_utils::{self, TestLogger};
2188 use bitcoin::blockdata::constants::ChainHash;
2189 use bitcoin::hashes::Hash;
2190 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2191 use bitcoin::network::constants::Network;
2192 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2193 use core::time::Duration;
2196 fn source_privkey() -> SecretKey {
2197 SecretKey::from_slice(&[42; 32]).unwrap()
2200 fn target_privkey() -> SecretKey {
2201 SecretKey::from_slice(&[43; 32]).unwrap()
2204 fn source_pubkey() -> PublicKey {
2205 let secp_ctx = Secp256k1::new();
2206 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2209 fn target_pubkey() -> PublicKey {
2210 let secp_ctx = Secp256k1::new();
2211 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2214 fn source_node_id() -> NodeId {
2215 NodeId::from_pubkey(&source_pubkey())
2218 fn target_node_id() -> NodeId {
2219 NodeId::from_pubkey(&target_pubkey())
2222 // `ProbabilisticScorer` tests
2224 /// A probabilistic scorer for testing with time that can be manually advanced.
2225 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2227 fn sender_privkey() -> SecretKey {
2228 SecretKey::from_slice(&[41; 32]).unwrap()
2231 fn recipient_privkey() -> SecretKey {
2232 SecretKey::from_slice(&[45; 32]).unwrap()
2235 fn sender_pubkey() -> PublicKey {
2236 let secp_ctx = Secp256k1::new();
2237 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2240 fn recipient_pubkey() -> PublicKey {
2241 let secp_ctx = Secp256k1::new();
2242 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2245 fn recipient_node_id() -> NodeId {
2246 NodeId::from_pubkey(&recipient_pubkey())
2249 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2250 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2251 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2252 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2258 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2259 node_2_key: SecretKey
2261 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2262 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2263 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2264 let secp_ctx = Secp256k1::new();
2265 let unsigned_announcement = UnsignedChannelAnnouncement {
2266 features: channelmanager::provided_channel_features(&UserConfig::default()),
2267 chain_hash: genesis_hash,
2269 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2270 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2271 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2272 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2273 excess_data: Vec::new(),
2275 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2276 let signed_announcement = ChannelAnnouncement {
2277 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2278 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2279 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2280 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2281 contents: unsigned_announcement,
2283 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2284 network_graph.update_channel_from_announcement(
2285 &signed_announcement, &chain_source).unwrap();
2286 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2287 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2291 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2292 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2294 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2295 let secp_ctx = Secp256k1::new();
2296 let unsigned_update = UnsignedChannelUpdate {
2297 chain_hash: genesis_hash,
2301 cltv_expiry_delta: 18,
2302 htlc_minimum_msat: 0,
2305 fee_proportional_millionths: 0,
2306 excess_data: Vec::new(),
2308 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2309 let signed_update = ChannelUpdate {
2310 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2311 contents: unsigned_update,
2313 network_graph.update_channel(&signed_update).unwrap();
2316 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2317 let config = UserConfig::default();
2320 node_features: channelmanager::provided_node_features(&config),
2322 channel_features: channelmanager::provided_channel_features(&config),
2324 cltv_expiry_delta: 18,
2325 maybe_announced_channel: true,
2329 fn payment_path_for_amount(amount_msat: u64) -> Path {
2332 path_hop(source_pubkey(), 41, 1),
2333 path_hop(target_pubkey(), 42, 2),
2334 path_hop(recipient_pubkey(), 43, amount_msat),
2335 ], blinded_tail: None,
2340 fn liquidity_bounds_directed_from_lowest_node_id() {
2341 let logger = TestLogger::new();
2342 let last_updated = SinceEpoch::now();
2343 let network_graph = network_graph(&logger);
2344 let decay_params = ProbabilisticScoringDecayParameters::default();
2345 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2348 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2349 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2350 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2354 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2355 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2356 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2358 let source = source_node_id();
2359 let target = target_node_id();
2360 let recipient = recipient_node_id();
2361 assert!(source > target);
2362 assert!(target < recipient);
2364 // Update minimum liquidity.
2366 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2367 .as_directed(&source, &target, 1_000, decay_params);
2368 assert_eq!(liquidity.min_liquidity_msat(), 100);
2369 assert_eq!(liquidity.max_liquidity_msat(), 300);
2371 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2372 .as_directed(&target, &source, 1_000, decay_params);
2373 assert_eq!(liquidity.min_liquidity_msat(), 700);
2374 assert_eq!(liquidity.max_liquidity_msat(), 900);
2376 scorer.channel_liquidities.get_mut(&42).unwrap()
2377 .as_directed_mut(&source, &target, 1_000, decay_params)
2378 .set_min_liquidity_msat(200);
2380 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2381 .as_directed(&source, &target, 1_000, decay_params);
2382 assert_eq!(liquidity.min_liquidity_msat(), 200);
2383 assert_eq!(liquidity.max_liquidity_msat(), 300);
2385 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2386 .as_directed(&target, &source, 1_000, decay_params);
2387 assert_eq!(liquidity.min_liquidity_msat(), 700);
2388 assert_eq!(liquidity.max_liquidity_msat(), 800);
2390 // Update maximum liquidity.
2392 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2393 .as_directed(&target, &recipient, 1_000, decay_params);
2394 assert_eq!(liquidity.min_liquidity_msat(), 700);
2395 assert_eq!(liquidity.max_liquidity_msat(), 900);
2397 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2398 .as_directed(&recipient, &target, 1_000, decay_params);
2399 assert_eq!(liquidity.min_liquidity_msat(), 100);
2400 assert_eq!(liquidity.max_liquidity_msat(), 300);
2402 scorer.channel_liquidities.get_mut(&43).unwrap()
2403 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2404 .set_max_liquidity_msat(200);
2406 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2407 .as_directed(&target, &recipient, 1_000, decay_params);
2408 assert_eq!(liquidity.min_liquidity_msat(), 0);
2409 assert_eq!(liquidity.max_liquidity_msat(), 200);
2411 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2412 .as_directed(&recipient, &target, 1_000, decay_params);
2413 assert_eq!(liquidity.min_liquidity_msat(), 800);
2414 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2418 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2419 let logger = TestLogger::new();
2420 let last_updated = SinceEpoch::now();
2421 let network_graph = network_graph(&logger);
2422 let decay_params = ProbabilisticScoringDecayParameters::default();
2423 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2426 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2427 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2428 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2430 let source = source_node_id();
2431 let target = target_node_id();
2432 assert!(source > target);
2434 // Check initial bounds.
2435 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2436 .as_directed(&source, &target, 1_000, decay_params);
2437 assert_eq!(liquidity.min_liquidity_msat(), 400);
2438 assert_eq!(liquidity.max_liquidity_msat(), 800);
2440 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2441 .as_directed(&target, &source, 1_000, decay_params);
2442 assert_eq!(liquidity.min_liquidity_msat(), 200);
2443 assert_eq!(liquidity.max_liquidity_msat(), 600);
2445 // Reset from source to target.
2446 scorer.channel_liquidities.get_mut(&42).unwrap()
2447 .as_directed_mut(&source, &target, 1_000, decay_params)
2448 .set_min_liquidity_msat(900);
2450 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2451 .as_directed(&source, &target, 1_000, decay_params);
2452 assert_eq!(liquidity.min_liquidity_msat(), 900);
2453 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2455 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2456 .as_directed(&target, &source, 1_000, decay_params);
2457 assert_eq!(liquidity.min_liquidity_msat(), 0);
2458 assert_eq!(liquidity.max_liquidity_msat(), 100);
2460 // Reset from target to source.
2461 scorer.channel_liquidities.get_mut(&42).unwrap()
2462 .as_directed_mut(&target, &source, 1_000, decay_params)
2463 .set_min_liquidity_msat(400);
2465 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2466 .as_directed(&source, &target, 1_000, decay_params);
2467 assert_eq!(liquidity.min_liquidity_msat(), 0);
2468 assert_eq!(liquidity.max_liquidity_msat(), 600);
2470 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2471 .as_directed(&target, &source, 1_000, decay_params);
2472 assert_eq!(liquidity.min_liquidity_msat(), 400);
2473 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2477 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2478 let logger = TestLogger::new();
2479 let last_updated = SinceEpoch::now();
2480 let network_graph = network_graph(&logger);
2481 let decay_params = ProbabilisticScoringDecayParameters::default();
2482 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2485 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2486 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2487 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2489 let source = source_node_id();
2490 let target = target_node_id();
2491 assert!(source > target);
2493 // Check initial bounds.
2494 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2495 .as_directed(&source, &target, 1_000, decay_params);
2496 assert_eq!(liquidity.min_liquidity_msat(), 400);
2497 assert_eq!(liquidity.max_liquidity_msat(), 800);
2499 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2500 .as_directed(&target, &source, 1_000, decay_params);
2501 assert_eq!(liquidity.min_liquidity_msat(), 200);
2502 assert_eq!(liquidity.max_liquidity_msat(), 600);
2504 // Reset from source to target.
2505 scorer.channel_liquidities.get_mut(&42).unwrap()
2506 .as_directed_mut(&source, &target, 1_000, decay_params)
2507 .set_max_liquidity_msat(300);
2509 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2510 .as_directed(&source, &target, 1_000, decay_params);
2511 assert_eq!(liquidity.min_liquidity_msat(), 0);
2512 assert_eq!(liquidity.max_liquidity_msat(), 300);
2514 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2515 .as_directed(&target, &source, 1_000, decay_params);
2516 assert_eq!(liquidity.min_liquidity_msat(), 700);
2517 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2519 // Reset from target to source.
2520 scorer.channel_liquidities.get_mut(&42).unwrap()
2521 .as_directed_mut(&target, &source, 1_000, decay_params)
2522 .set_max_liquidity_msat(600);
2524 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2525 .as_directed(&source, &target, 1_000, decay_params);
2526 assert_eq!(liquidity.min_liquidity_msat(), 400);
2527 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2529 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2530 .as_directed(&target, &source, 1_000, decay_params);
2531 assert_eq!(liquidity.min_liquidity_msat(), 0);
2532 assert_eq!(liquidity.max_liquidity_msat(), 600);
2536 fn increased_penalty_nearing_liquidity_upper_bound() {
2537 let logger = TestLogger::new();
2538 let network_graph = network_graph(&logger);
2539 let params = ProbabilisticScoringFeeParameters {
2540 liquidity_penalty_multiplier_msat: 1_000,
2541 ..ProbabilisticScoringFeeParameters::zero_penalty()
2543 let decay_params = ProbabilisticScoringDecayParameters::default();
2544 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2545 let source = source_node_id();
2547 let usage = ChannelUsage {
2549 inflight_htlc_msat: 0,
2550 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2552 let network_graph = network_graph.read_only();
2553 let channel = network_graph.channel(42).unwrap();
2554 let (info, _) = channel.as_directed_from(&source).unwrap();
2555 let candidate = CandidateRouteHop::PublicHop {
2557 short_channel_id: 42,
2559 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2560 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2561 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2562 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2563 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2564 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2565 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2567 let usage = ChannelUsage {
2569 inflight_htlc_msat: 0,
2570 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2572 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2573 let usage = ChannelUsage { amount_msat: 256, ..usage };
2574 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2575 let usage = ChannelUsage { amount_msat: 374, ..usage };
2576 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2577 let usage = ChannelUsage { amount_msat: 512, ..usage };
2578 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2579 let usage = ChannelUsage { amount_msat: 640, ..usage };
2580 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2581 let usage = ChannelUsage { amount_msat: 768, ..usage };
2582 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2583 let usage = ChannelUsage { amount_msat: 896, ..usage };
2584 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2588 fn constant_penalty_outside_liquidity_bounds() {
2589 let logger = TestLogger::new();
2590 let last_updated = SinceEpoch::now();
2591 let network_graph = network_graph(&logger);
2592 let params = ProbabilisticScoringFeeParameters {
2593 liquidity_penalty_multiplier_msat: 1_000,
2594 considered_impossible_penalty_msat: u64::max_value(),
2595 ..ProbabilisticScoringFeeParameters::zero_penalty()
2597 let decay_params = ProbabilisticScoringDecayParameters {
2598 ..ProbabilisticScoringDecayParameters::zero_penalty()
2600 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2603 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2604 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2605 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2607 let source = source_node_id();
2609 let usage = ChannelUsage {
2611 inflight_htlc_msat: 0,
2612 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2614 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2615 let (info, _) = channel.as_directed_from(&source).unwrap();
2616 let candidate = CandidateRouteHop::PublicHop {
2618 short_channel_id: 42,
2620 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2621 let usage = ChannelUsage { amount_msat: 50, ..usage };
2622 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2623 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2624 let usage = ChannelUsage { amount_msat: 61, ..usage };
2625 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2629 fn does_not_further_penalize_own_channel() {
2630 let logger = TestLogger::new();
2631 let network_graph = network_graph(&logger);
2632 let params = ProbabilisticScoringFeeParameters {
2633 liquidity_penalty_multiplier_msat: 1_000,
2634 ..ProbabilisticScoringFeeParameters::zero_penalty()
2636 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2637 let source = source_node_id();
2638 let usage = ChannelUsage {
2640 inflight_htlc_msat: 0,
2641 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2643 let failed_path = payment_path_for_amount(500);
2644 let successful_path = payment_path_for_amount(200);
2645 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2646 let (info, _) = channel.as_directed_from(&source).unwrap();
2647 let candidate = CandidateRouteHop::PublicHop {
2649 short_channel_id: 41,
2652 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2654 scorer.payment_path_failed(&failed_path, 41);
2655 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2657 scorer.payment_path_successful(&successful_path);
2658 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2662 fn sets_liquidity_lower_bound_on_downstream_failure() {
2663 let logger = TestLogger::new();
2664 let network_graph = network_graph(&logger);
2665 let params = ProbabilisticScoringFeeParameters {
2666 liquidity_penalty_multiplier_msat: 1_000,
2667 ..ProbabilisticScoringFeeParameters::zero_penalty()
2669 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2670 let source = source_node_id();
2671 let path = payment_path_for_amount(500);
2673 let usage = ChannelUsage {
2675 inflight_htlc_msat: 0,
2676 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2678 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2679 let (info, _) = channel.as_directed_from(&source).unwrap();
2680 let candidate = CandidateRouteHop::PublicHop {
2682 short_channel_id: 42,
2684 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2685 let usage = ChannelUsage { amount_msat: 500, ..usage };
2686 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2687 let usage = ChannelUsage { amount_msat: 750, ..usage };
2688 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2690 scorer.payment_path_failed(&path, 43);
2692 let usage = ChannelUsage { amount_msat: 250, ..usage };
2693 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2694 let usage = ChannelUsage { amount_msat: 500, ..usage };
2695 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2696 let usage = ChannelUsage { amount_msat: 750, ..usage };
2697 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2701 fn sets_liquidity_upper_bound_on_failure() {
2702 let logger = TestLogger::new();
2703 let network_graph = network_graph(&logger);
2704 let params = ProbabilisticScoringFeeParameters {
2705 liquidity_penalty_multiplier_msat: 1_000,
2706 considered_impossible_penalty_msat: u64::max_value(),
2707 ..ProbabilisticScoringFeeParameters::zero_penalty()
2709 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2710 let source = source_node_id();
2711 let path = payment_path_for_amount(500);
2713 let usage = ChannelUsage {
2715 inflight_htlc_msat: 0,
2716 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2718 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2719 let (info, _) = channel.as_directed_from(&source).unwrap();
2720 let candidate = CandidateRouteHop::PublicHop {
2722 short_channel_id: 42,
2724 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2725 let usage = ChannelUsage { amount_msat: 500, ..usage };
2726 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2727 let usage = ChannelUsage { amount_msat: 750, ..usage };
2728 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2730 scorer.payment_path_failed(&path, 42);
2732 let usage = ChannelUsage { amount_msat: 250, ..usage };
2733 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2734 let usage = ChannelUsage { amount_msat: 500, ..usage };
2735 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2736 let usage = ChannelUsage { amount_msat: 750, ..usage };
2737 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2741 fn ignores_channels_after_removed_failed_channel() {
2742 // Previously, if we'd tried to send over a channel which was removed from the network
2743 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2744 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2745 // channels in the route, even ones which they payment never reached. This tests to ensure
2746 // we do not score such channels.
2747 let secp_ctx = Secp256k1::new();
2748 let logger = TestLogger::new();
2749 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2750 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2751 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2752 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2753 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2754 add_channel(&mut network_graph, 42, secret_a, secret_b);
2755 // Don't add the channel from B -> C.
2756 add_channel(&mut network_graph, 44, secret_c, secret_d);
2758 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2759 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2760 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2761 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2764 path_hop(pub_b, 42, 1),
2765 path_hop(pub_c, 43, 2),
2766 path_hop(pub_d, 44, 100),
2769 let node_a = NodeId::from_pubkey(&pub_a);
2770 let node_b = NodeId::from_pubkey(&pub_b);
2771 let node_c = NodeId::from_pubkey(&pub_c);
2773 let params = ProbabilisticScoringFeeParameters {
2774 liquidity_penalty_multiplier_msat: 1_000,
2775 ..ProbabilisticScoringFeeParameters::zero_penalty()
2777 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2779 let usage = ChannelUsage {
2781 inflight_htlc_msat: 0,
2782 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2784 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2785 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2786 let candidate = CandidateRouteHop::PublicHop {
2788 short_channel_id: 42,
2790 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2791 // Note that a default liquidity bound is used for B -> C as no channel exists
2792 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2793 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2794 let candidate = CandidateRouteHop::PublicHop {
2796 short_channel_id: 43,
2798 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2799 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2800 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2801 let candidate = CandidateRouteHop::PublicHop {
2803 short_channel_id: 44,
2805 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2807 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2809 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2810 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2811 let candidate = CandidateRouteHop::PublicHop {
2813 short_channel_id: 42,
2815 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2816 // Note that a default liquidity bound is used for B -> C as no channel exists
2817 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2818 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2819 let candidate = CandidateRouteHop::PublicHop {
2821 short_channel_id: 43,
2823 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2824 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2825 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2826 let candidate = CandidateRouteHop::PublicHop {
2828 short_channel_id: 44,
2830 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2834 fn reduces_liquidity_upper_bound_along_path_on_success() {
2835 let logger = TestLogger::new();
2836 let network_graph = network_graph(&logger);
2837 let params = ProbabilisticScoringFeeParameters {
2838 liquidity_penalty_multiplier_msat: 1_000,
2839 ..ProbabilisticScoringFeeParameters::zero_penalty()
2841 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2842 let source = source_node_id();
2843 let usage = ChannelUsage {
2845 inflight_htlc_msat: 0,
2846 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2848 let network_graph = network_graph.read_only().channels().clone();
2849 let channel_42 = network_graph.get(&42).unwrap();
2850 let channel_43 = network_graph.get(&43).unwrap();
2851 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2852 let candidate_41 = CandidateRouteHop::PublicHop {
2854 short_channel_id: 41,
2856 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2857 let candidate_42 = CandidateRouteHop::PublicHop {
2859 short_channel_id: 42,
2861 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2862 let candidate_43 = CandidateRouteHop::PublicHop {
2864 short_channel_id: 43,
2866 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2867 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2868 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2870 scorer.payment_path_successful(&payment_path_for_amount(500));
2872 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2873 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2874 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2878 fn decays_liquidity_bounds_over_time() {
2879 let logger = TestLogger::new();
2880 let network_graph = network_graph(&logger);
2881 let params = ProbabilisticScoringFeeParameters {
2882 liquidity_penalty_multiplier_msat: 1_000,
2883 considered_impossible_penalty_msat: u64::max_value(),
2884 ..ProbabilisticScoringFeeParameters::zero_penalty()
2886 let decay_params = ProbabilisticScoringDecayParameters {
2887 liquidity_offset_half_life: Duration::from_secs(10),
2888 ..ProbabilisticScoringDecayParameters::zero_penalty()
2890 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2891 let source = source_node_id();
2893 let usage = ChannelUsage {
2895 inflight_htlc_msat: 0,
2896 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2898 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2899 let (info, _) = channel.as_directed_from(&source).unwrap();
2900 let candidate = CandidateRouteHop::PublicHop {
2902 short_channel_id: 42,
2904 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2905 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2906 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2908 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2909 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2911 // Initial penalties
2912 let usage = ChannelUsage { amount_msat: 128, ..usage };
2913 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2914 let usage = ChannelUsage { amount_msat: 256, ..usage };
2915 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2916 let usage = ChannelUsage { amount_msat: 768, ..usage };
2917 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2918 let usage = ChannelUsage { amount_msat: 896, ..usage };
2919 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2922 SinceEpoch::advance(Duration::from_secs(4));
2923 let usage = ChannelUsage { amount_msat: 128, ..usage };
2924 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2925 let usage = ChannelUsage { amount_msat: 256, ..usage };
2926 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2927 let usage = ChannelUsage { amount_msat: 768, ..usage };
2928 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2929 let usage = ChannelUsage { amount_msat: 896, ..usage };
2930 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2932 // Half decay (i.e., three-quarter life)
2933 SinceEpoch::advance(Duration::from_secs(1));
2934 let usage = ChannelUsage { amount_msat: 128, ..usage };
2935 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2936 let usage = ChannelUsage { amount_msat: 256, ..usage };
2937 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2938 let usage = ChannelUsage { amount_msat: 768, ..usage };
2939 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2940 let usage = ChannelUsage { amount_msat: 896, ..usage };
2941 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2943 // One decay (i.e., half life)
2944 SinceEpoch::advance(Duration::from_secs(5));
2945 let usage = ChannelUsage { amount_msat: 64, ..usage };
2946 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2947 let usage = ChannelUsage { amount_msat: 128, ..usage };
2948 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2949 let usage = ChannelUsage { amount_msat: 896, ..usage };
2950 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2951 let usage = ChannelUsage { amount_msat: 960, ..usage };
2952 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2954 // Fully decay liquidity lower bound.
2955 SinceEpoch::advance(Duration::from_secs(10 * 7));
2956 let usage = ChannelUsage { amount_msat: 0, ..usage };
2957 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2958 let usage = ChannelUsage { amount_msat: 1, ..usage };
2959 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2960 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2961 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2962 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2963 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2965 // Fully decay liquidity upper bound.
2966 SinceEpoch::advance(Duration::from_secs(10));
2967 let usage = ChannelUsage { amount_msat: 0, ..usage };
2968 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2969 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2970 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2972 SinceEpoch::advance(Duration::from_secs(10));
2973 let usage = ChannelUsage { amount_msat: 0, ..usage };
2974 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2975 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2976 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2980 fn decays_liquidity_bounds_without_shift_overflow() {
2981 let logger = TestLogger::new();
2982 let network_graph = network_graph(&logger);
2983 let params = ProbabilisticScoringFeeParameters {
2984 liquidity_penalty_multiplier_msat: 1_000,
2985 ..ProbabilisticScoringFeeParameters::zero_penalty()
2987 let decay_params = ProbabilisticScoringDecayParameters {
2988 liquidity_offset_half_life: Duration::from_secs(10),
2989 ..ProbabilisticScoringDecayParameters::default()
2991 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2992 let source = source_node_id();
2993 let usage = ChannelUsage {
2995 inflight_htlc_msat: 0,
2996 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2998 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2999 let (info, _) = channel.as_directed_from(&source).unwrap();
3000 let candidate = CandidateRouteHop::PublicHop {
3002 short_channel_id: 42,
3004 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3006 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3009 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3010 // would cause an overflow.
3011 SinceEpoch::advance(Duration::from_secs(10 * 64));
3012 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3014 SinceEpoch::advance(Duration::from_secs(10));
3015 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3019 fn restricts_liquidity_bounds_after_decay() {
3020 let logger = TestLogger::new();
3021 let network_graph = network_graph(&logger);
3022 let params = ProbabilisticScoringFeeParameters {
3023 liquidity_penalty_multiplier_msat: 1_000,
3024 ..ProbabilisticScoringFeeParameters::zero_penalty()
3026 let decay_params = ProbabilisticScoringDecayParameters {
3027 liquidity_offset_half_life: Duration::from_secs(10),
3028 ..ProbabilisticScoringDecayParameters::default()
3030 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3031 let source = source_node_id();
3032 let usage = ChannelUsage {
3034 inflight_htlc_msat: 0,
3035 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3037 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3038 let (info, _) = channel.as_directed_from(&source).unwrap();
3039 let candidate = CandidateRouteHop::PublicHop {
3041 short_channel_id: 42,
3044 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3046 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3047 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
3048 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
3049 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3051 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3052 SinceEpoch::advance(Duration::from_secs(10));
3053 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3055 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3056 // is closer to the upper bound, meaning a higher penalty.
3057 scorer.payment_path_successful(&payment_path_for_amount(64));
3058 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3060 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3061 // is closer to the lower bound, meaning a lower penalty.
3062 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
3063 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3065 // Further decaying affects the lower bound more than the upper bound (128, 928).
3066 SinceEpoch::advance(Duration::from_secs(10));
3067 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3071 fn restores_persisted_liquidity_bounds() {
3072 let logger = TestLogger::new();
3073 let network_graph = network_graph(&logger);
3074 let params = ProbabilisticScoringFeeParameters {
3075 liquidity_penalty_multiplier_msat: 1_000,
3076 considered_impossible_penalty_msat: u64::max_value(),
3077 ..ProbabilisticScoringFeeParameters::zero_penalty()
3079 let decay_params = ProbabilisticScoringDecayParameters {
3080 liquidity_offset_half_life: Duration::from_secs(10),
3081 ..ProbabilisticScoringDecayParameters::default()
3083 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3084 let source = source_node_id();
3085 let usage = ChannelUsage {
3087 inflight_htlc_msat: 0,
3088 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3091 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3092 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3093 let (info, _) = channel.as_directed_from(&source).unwrap();
3094 let candidate = CandidateRouteHop::PublicHop {
3096 short_channel_id: 42,
3098 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3100 SinceEpoch::advance(Duration::from_secs(10));
3101 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3103 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3104 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3106 let mut serialized_scorer = Vec::new();
3107 scorer.write(&mut serialized_scorer).unwrap();
3109 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3110 let deserialized_scorer =
3111 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3112 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3116 fn decays_persisted_liquidity_bounds() {
3117 let logger = TestLogger::new();
3118 let network_graph = network_graph(&logger);
3119 let params = ProbabilisticScoringFeeParameters {
3120 liquidity_penalty_multiplier_msat: 1_000,
3121 considered_impossible_penalty_msat: u64::max_value(),
3122 ..ProbabilisticScoringFeeParameters::zero_penalty()
3124 let decay_params = ProbabilisticScoringDecayParameters {
3125 liquidity_offset_half_life: Duration::from_secs(10),
3126 ..ProbabilisticScoringDecayParameters::zero_penalty()
3128 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3129 let source = source_node_id();
3130 let usage = ChannelUsage {
3132 inflight_htlc_msat: 0,
3133 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3136 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3137 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3138 let (info, _) = channel.as_directed_from(&source).unwrap();
3139 let candidate = CandidateRouteHop::PublicHop {
3141 short_channel_id: 42,
3143 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3145 let mut serialized_scorer = Vec::new();
3146 scorer.write(&mut serialized_scorer).unwrap();
3148 SinceEpoch::advance(Duration::from_secs(10));
3150 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3151 let deserialized_scorer =
3152 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3153 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3155 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3156 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3158 SinceEpoch::advance(Duration::from_secs(10));
3159 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3163 fn scores_realistic_payments() {
3164 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3165 // 50k sat reserve).
3166 let logger = TestLogger::new();
3167 let network_graph = network_graph(&logger);
3168 let params = ProbabilisticScoringFeeParameters::default();
3169 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3170 let source = source_node_id();
3172 let usage = ChannelUsage {
3173 amount_msat: 100_000_000,
3174 inflight_htlc_msat: 0,
3175 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3177 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3178 let (info, _) = channel.as_directed_from(&source).unwrap();
3179 let candidate = CandidateRouteHop::PublicHop {
3181 short_channel_id: 42,
3183 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3184 let usage = ChannelUsage {
3185 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3187 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3188 let usage = ChannelUsage {
3189 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3191 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3192 let usage = ChannelUsage {
3193 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3195 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3196 let usage = ChannelUsage {
3197 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3199 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3200 let usage = ChannelUsage {
3201 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3203 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3204 let usage = ChannelUsage {
3205 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3207 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3208 let usage = ChannelUsage {
3209 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3211 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3212 let usage = ChannelUsage {
3213 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3215 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3216 let usage = ChannelUsage {
3217 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3219 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3220 let usage = ChannelUsage {
3221 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3223 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3227 fn adds_base_penalty_to_liquidity_penalty() {
3228 let logger = TestLogger::new();
3229 let network_graph = network_graph(&logger);
3230 let source = source_node_id();
3231 let usage = ChannelUsage {
3233 inflight_htlc_msat: 0,
3234 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3237 let params = ProbabilisticScoringFeeParameters {
3238 liquidity_penalty_multiplier_msat: 1_000,
3239 ..ProbabilisticScoringFeeParameters::zero_penalty()
3241 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3242 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3243 let (info, _) = channel.as_directed_from(&source).unwrap();
3244 let candidate = CandidateRouteHop::PublicHop {
3246 short_channel_id: 42,
3248 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3250 let params = ProbabilisticScoringFeeParameters {
3251 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3252 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3254 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3255 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3257 let params = ProbabilisticScoringFeeParameters {
3258 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3259 base_penalty_amount_multiplier_msat: (1 << 30),
3260 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3263 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3264 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3268 fn adds_amount_penalty_to_liquidity_penalty() {
3269 let logger = TestLogger::new();
3270 let network_graph = network_graph(&logger);
3271 let source = source_node_id();
3272 let usage = ChannelUsage {
3273 amount_msat: 512_000,
3274 inflight_htlc_msat: 0,
3275 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3278 let params = ProbabilisticScoringFeeParameters {
3279 liquidity_penalty_multiplier_msat: 1_000,
3280 liquidity_penalty_amount_multiplier_msat: 0,
3281 ..ProbabilisticScoringFeeParameters::zero_penalty()
3283 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3284 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3285 let (info, _) = channel.as_directed_from(&source).unwrap();
3286 let candidate = CandidateRouteHop::PublicHop {
3288 short_channel_id: 42,
3290 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3292 let params = ProbabilisticScoringFeeParameters {
3293 liquidity_penalty_multiplier_msat: 1_000,
3294 liquidity_penalty_amount_multiplier_msat: 256,
3295 ..ProbabilisticScoringFeeParameters::zero_penalty()
3297 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3298 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3302 fn calculates_log10_without_overflowing_u64_max_value() {
3303 let logger = TestLogger::new();
3304 let network_graph = network_graph(&logger);
3305 let source = source_node_id();
3306 let usage = ChannelUsage {
3307 amount_msat: u64::max_value(),
3308 inflight_htlc_msat: 0,
3309 effective_capacity: EffectiveCapacity::Infinite,
3311 let params = ProbabilisticScoringFeeParameters {
3312 liquidity_penalty_multiplier_msat: 40_000,
3313 ..ProbabilisticScoringFeeParameters::zero_penalty()
3315 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3316 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3317 let (info, _) = channel.as_directed_from(&source).unwrap();
3318 let candidate = CandidateRouteHop::PublicHop {
3320 short_channel_id: 42,
3322 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3323 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3327 fn accounts_for_inflight_htlc_usage() {
3328 let logger = TestLogger::new();
3329 let network_graph = network_graph(&logger);
3330 let params = ProbabilisticScoringFeeParameters {
3331 considered_impossible_penalty_msat: u64::max_value(),
3332 ..ProbabilisticScoringFeeParameters::zero_penalty()
3334 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3335 let source = source_node_id();
3337 let usage = ChannelUsage {
3339 inflight_htlc_msat: 0,
3340 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3342 let network_graph = network_graph.read_only();
3343 let channel = network_graph.channel(42).unwrap();
3344 let (info, _) = channel.as_directed_from(&source).unwrap();
3345 let candidate = CandidateRouteHop::PublicHop {
3347 short_channel_id: 42,
3349 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3351 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3352 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3356 fn removes_uncertainity_when_exact_liquidity_known() {
3357 let logger = TestLogger::new();
3358 let network_graph = network_graph(&logger);
3359 let params = ProbabilisticScoringFeeParameters::default();
3360 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3361 let source = source_node_id();
3363 let base_penalty_msat = params.base_penalty_msat;
3364 let usage = ChannelUsage {
3366 inflight_htlc_msat: 0,
3367 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3369 let network_graph = network_graph.read_only();
3370 let channel = network_graph.channel(42).unwrap();
3371 let (info, _) = channel.as_directed_from(&source).unwrap();
3372 let candidate = CandidateRouteHop::PublicHop {
3374 short_channel_id: 42,
3376 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3378 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3379 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3381 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3382 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3386 fn remembers_historical_failures() {
3387 let logger = TestLogger::new();
3388 let network_graph = network_graph(&logger);
3389 let params = ProbabilisticScoringFeeParameters {
3390 historical_liquidity_penalty_multiplier_msat: 1024,
3391 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3392 ..ProbabilisticScoringFeeParameters::zero_penalty()
3394 let decay_params = ProbabilisticScoringDecayParameters {
3395 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3396 historical_no_updates_half_life: Duration::from_secs(10),
3398 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3399 let source = source_node_id();
3400 let target = target_node_id();
3402 let usage = ChannelUsage {
3404 inflight_htlc_msat: 0,
3405 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3407 let usage_1 = ChannelUsage {
3409 inflight_htlc_msat: 0,
3410 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3414 let network_graph = network_graph.read_only();
3415 let channel = network_graph.channel(42).unwrap();
3416 let (info, _) = channel.as_directed_from(&source).unwrap();
3417 let candidate = CandidateRouteHop::PublicHop {
3419 short_channel_id: 42,
3422 // With no historical data the normal liquidity penalty calculation is used.
3423 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3425 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3427 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3430 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3432 let network_graph = network_graph.read_only();
3433 let channel = network_graph.channel(42).unwrap();
3434 let (info, _) = channel.as_directed_from(&source).unwrap();
3435 let candidate = CandidateRouteHop::PublicHop {
3437 short_channel_id: 42,
3440 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3441 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3443 // The "it failed" increment is 32, where the probability should lie several buckets into
3444 // the first octile.
3445 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3446 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3447 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3448 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3450 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3453 // Even after we tell the scorer we definitely have enough available liquidity, it will
3454 // still remember that there was some failure in the past, and assign a non-0 penalty.
3455 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3457 let network_graph = network_graph.read_only();
3458 let channel = network_graph.channel(42).unwrap();
3459 let (info, _) = channel.as_directed_from(&source).unwrap();
3460 let candidate = CandidateRouteHop::PublicHop {
3462 short_channel_id: 42,
3465 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3467 // The first points should be decayed just slightly and the last bucket has a new point.
3468 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3469 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3470 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3472 // The exact success probability is a bit complicated and involves integer rounding, so we
3473 // simply check bounds here.
3474 let five_hundred_prob =
3475 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3476 assert!(five_hundred_prob > 0.59);
3477 assert!(five_hundred_prob < 0.60);
3479 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3480 assert!(one_prob < 0.85);
3481 assert!(one_prob > 0.84);
3483 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3484 // gone), and check that we're back to where we started.
3485 SinceEpoch::advance(Duration::from_secs(10 * 16));
3487 let network_graph = network_graph.read_only();
3488 let channel = network_graph.channel(42).unwrap();
3489 let (info, _) = channel.as_directed_from(&source).unwrap();
3490 let candidate = CandidateRouteHop::PublicHop {
3492 short_channel_id: 42,
3495 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3497 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3498 // data entirely instead.
3499 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3501 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3503 let mut usage = ChannelUsage {
3505 inflight_htlc_msat: 1024,
3506 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3508 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3510 let network_graph = network_graph.read_only();
3511 let channel = network_graph.channel(42).unwrap();
3512 let (info, _) = channel.as_directed_from(&source).unwrap();
3513 let candidate = CandidateRouteHop::PublicHop {
3515 short_channel_id: 42,
3518 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3519 usage.inflight_htlc_msat = 0;
3520 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3522 let usage = ChannelUsage {
3524 inflight_htlc_msat: 0,
3525 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3527 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3530 // Advance to decay all liquidity offsets to zero.
3531 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3533 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3534 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3536 path_hop(target_pubkey(), 43, 2),
3537 path_hop(source_pubkey(), 42, 1),
3538 path_hop(sender_pubkey(), 41, 0),
3540 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3544 fn adds_anti_probing_penalty() {
3545 let logger = TestLogger::new();
3546 let network_graph = network_graph(&logger);
3547 let source = source_node_id();
3548 let params = ProbabilisticScoringFeeParameters {
3549 anti_probing_penalty_msat: 500,
3550 ..ProbabilisticScoringFeeParameters::zero_penalty()
3552 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3554 // Check we receive no penalty for a low htlc_maximum_msat.
3555 let usage = ChannelUsage {
3556 amount_msat: 512_000,
3557 inflight_htlc_msat: 0,
3558 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3560 let network_graph = network_graph.read_only();
3561 let channel = network_graph.channel(42).unwrap();
3562 let (info, _) = channel.as_directed_from(&source).unwrap();
3563 let candidate = CandidateRouteHop::PublicHop {
3565 short_channel_id: 42,
3567 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3569 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3570 let usage = ChannelUsage {
3571 amount_msat: 512_000,
3572 inflight_htlc_msat: 0,
3573 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3575 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3577 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3578 let usage = ChannelUsage {
3579 amount_msat: 512_000,
3580 inflight_htlc_msat: 0,
3581 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3583 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3585 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3586 let usage = ChannelUsage {
3587 amount_msat: 512_000,
3588 inflight_htlc_msat: 0,
3589 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3591 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3595 fn scores_with_blinded_path() {
3596 // Make sure we'll account for a blinded path's final_value_msat in scoring
3597 let logger = TestLogger::new();
3598 let network_graph = network_graph(&logger);
3599 let params = ProbabilisticScoringFeeParameters {
3600 liquidity_penalty_multiplier_msat: 1_000,
3601 ..ProbabilisticScoringFeeParameters::zero_penalty()
3603 let decay_params = ProbabilisticScoringDecayParameters::default();
3604 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3605 let source = source_node_id();
3606 let usage = ChannelUsage {
3608 inflight_htlc_msat: 0,
3609 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3611 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3612 let (info, target) = channel.as_directed_from(&source).unwrap();
3613 let candidate = CandidateRouteHop::PublicHop {
3615 short_channel_id: 42,
3617 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3619 let mut path = payment_path_for_amount(768);
3620 let recipient_hop = path.hops.pop().unwrap();
3621 let blinded_path = BlindedPath {
3622 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3623 blinding_point: test_utils::pubkey(42),
3625 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3628 path.blinded_tail = Some(BlindedTail {
3629 hops: blinded_path.blinded_hops,
3630 blinding_point: blinded_path.blinding_point,
3631 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3632 final_value_msat: recipient_hop.fee_msat,
3635 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3636 // final value is taken into account.
3637 assert!(scorer.channel_liquidities.get(&42).is_none());
3639 scorer.payment_path_failed(&path, 42);
3640 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3641 scorer.payment_path_failed(&path, 43);
3643 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3644 .as_directed(&source, &target, 1_000, decay_params);
3645 assert_eq!(liquidity.min_liquidity_msat(), 256);
3646 assert_eq!(liquidity.max_liquidity_msat(), 768);
3650 fn realistic_historical_failures() {
3651 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3652 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3654 let logger = TestLogger::new();
3655 let mut network_graph = network_graph(&logger);
3656 let params = ProbabilisticScoringFeeParameters {
3657 historical_liquidity_penalty_multiplier_msat: 1024,
3658 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3659 ..ProbabilisticScoringFeeParameters::zero_penalty()
3661 let decay_params = ProbabilisticScoringDecayParameters {
3662 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3663 historical_no_updates_half_life: Duration::from_secs(10),
3664 ..ProbabilisticScoringDecayParameters::default()
3667 let capacity_msat = 100_000_000_000;
3668 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3669 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3671 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3672 let source = source_node_id();
3674 let mut amount_msat = 10_000_000;
3675 let usage = ChannelUsage {
3677 inflight_htlc_msat: 0,
3678 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3680 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3681 let (info, target) = channel.as_directed_from(&source).unwrap();
3682 let candidate = CandidateRouteHop::PublicHop {
3684 short_channel_id: 42,
3686 // With no historical data the normal liquidity penalty calculation is used, which results
3687 // in a success probability of ~75%.
3688 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3689 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3691 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3694 // Fail to pay once, and then check the buckets and penalty.
3695 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3696 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3697 // same bucket which is the only maximum datapoint.
3698 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3699 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3700 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3701 // 6k sats and 12k sats).
3702 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3703 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3704 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3705 // The success probability estimate itself should be zero.
3706 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3709 // Now test again with the amount in the bottom bucket.
3711 // The new amount is entirely within the only minimum bucket with score, so the probability
3712 // we assign is 1/2.
3713 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3716 // ...but once we see a failure, we consider the payment to be substantially less likely,
3717 // even though not a probability of zero as we still look at the second max bucket which
3719 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3720 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3721 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3722 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3723 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),