1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
853 let graph = self.network_graph.read_only();
854 for (scid, liq) in self.channel_liquidities.iter() {
855 if let Some(chan_debug) = graph.channels().get(scid) {
856 let log_direction = |source, target| {
857 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
858 let amt = directed_info.effective_capacity().as_msat();
859 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
861 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
862 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
864 log_debug!(self.logger, core::concat!(
865 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
866 "\tHistorical min liquidity bucket relative probabilities:\n",
867 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
868 "\tHistorical max liquidity bucket relative probabilities:\n",
869 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
870 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
871 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
872 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
873 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
874 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
875 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
876 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
877 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
878 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
879 // Note that the liquidity buckets are an offset from the edge, so we
880 // inverse the max order to get the probabilities from zero.
881 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
882 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
883 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
884 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
885 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
886 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
887 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
888 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
890 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
894 log_direction(&chan_debug.node_one, &chan_debug.node_two);
895 log_direction(&chan_debug.node_two, &chan_debug.node_one);
897 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
902 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
903 /// channel with `scid` towards the given `target` node.
904 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
905 let graph = self.network_graph.read_only();
907 if let Some(chan) = graph.channels().get(&scid) {
908 if let Some(liq) = self.channel_liquidities.get(&scid) {
909 if let Some((directed_info, source)) = chan.as_directed_to(target) {
910 let amt = directed_info.effective_capacity().as_msat();
911 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
912 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
919 /// Query the historical estimated minimum and maximum liquidity available for sending a
920 /// payment over the channel with `scid` towards the given `target` node.
922 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
923 /// the second set describes the upper-bound liquidity history. Each bucket describes the
924 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
925 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
926 /// more recent data points are weighted more heavily than older datapoints.
928 /// Note that the range of each bucket varies by its location to provide more granular results
929 /// at the edges of a channel's capacity, where it is more likely to sit.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
932 /// is calculated by dividing that bucket's value with the total value of all buckets.
934 /// For example, using a lower bucket count for illustrative purposes, a value of
935 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
936 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
937 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
938 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
943 /// In order to fetch a single success probability from the buckets provided here, as used in
944 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
945 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
946 -> Option<([u16; 32], [u16; 32])> {
947 let graph = self.network_graph.read_only();
949 if let Some(chan) = graph.channels().get(&scid) {
950 if let Some(liq) = self.channel_liquidities.get(&scid) {
951 if let Some((directed_info, source)) = chan.as_directed_to(target) {
952 let amt = directed_info.effective_capacity().as_msat();
953 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
955 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
956 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
958 // Note that the liquidity buckets are an offset from the edge, so we inverse
959 // the max order to get the probabilities from zero.
960 max_buckets.reverse();
961 return Some((min_buckets, max_buckets));
968 /// Query the probability of payment success sending the given `amount_msat` over the channel
969 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
972 /// These are the same bounds as returned by
973 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
974 /// [`Self::estimated_channel_liquidity_range`]).
975 pub fn historical_estimated_payment_success_probability(
976 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
978 let graph = self.network_graph.read_only();
980 if let Some(chan) = graph.channels().get(&scid) {
981 if let Some(liq) = self.channel_liquidities.get(&scid) {
982 if let Some((directed_info, source)) = chan.as_directed_to(target) {
983 let capacity_msat = directed_info.effective_capacity().as_msat();
984 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
986 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
987 ¶ms, amount_msat, capacity_msat
988 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
996 impl<T: Time> ChannelLiquidity<T> {
1000 min_liquidity_offset_msat: 0,
1001 max_liquidity_offset_msat: 0,
1002 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1003 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1004 last_updated: T::now(),
1005 offset_history_last_updated: T::now(),
1009 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1010 /// `capacity_msat`.
1012 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1013 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1014 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1015 if source < target {
1016 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1017 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1019 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1020 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1023 DirectedChannelLiquidity {
1024 min_liquidity_offset_msat,
1025 max_liquidity_offset_msat,
1026 liquidity_history: HistoricalMinMaxBuckets {
1027 min_liquidity_offset_history,
1028 max_liquidity_offset_history,
1031 last_updated: &self.last_updated,
1032 offset_history_last_updated: &self.offset_history_last_updated,
1034 decay_params: decay_params,
1038 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1039 /// `capacity_msat`.
1041 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1042 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1043 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1044 if source < target {
1045 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1046 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1048 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1049 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1052 DirectedChannelLiquidity {
1053 min_liquidity_offset_msat,
1054 max_liquidity_offset_msat,
1055 liquidity_history: HistoricalMinMaxBuckets {
1056 min_liquidity_offset_history,
1057 max_liquidity_offset_history,
1060 last_updated: &mut self.last_updated,
1061 offset_history_last_updated: &mut self.offset_history_last_updated,
1063 decay_params: decay_params,
1067 fn decayed_offset(&self, offset: u64, duration_since_epoch: Duration,
1068 decay_params: ProbabilisticScoringDecayParameters
1070 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1071 if half_life != 0.0 {
1072 let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
1073 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1080 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1082 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1084 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1085 /// ratio, as X in 1/X.
1086 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1088 /// The divisor used when computing the amount penalty.
1089 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1090 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1092 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1094 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1095 (a * a * a, b * b * b, c * c * c)
1098 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1099 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1101 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1103 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1104 /// (recently) seen an HTLC successfully complete over this channel.
1106 fn success_probability(
1107 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1108 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1110 debug_assert!(min_liquidity_msat <= amount_msat);
1111 debug_assert!(amount_msat < max_liquidity_msat);
1112 debug_assert!(max_liquidity_msat <= capacity_msat);
1114 let (numerator, mut denominator) =
1115 if params.linear_success_probability {
1116 (max_liquidity_msat - amount_msat,
1117 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1119 let capacity = capacity_msat as f64;
1120 let min = (min_liquidity_msat as f64) / capacity;
1121 let max = (max_liquidity_msat as f64) / capacity;
1122 let amount = (amount_msat as f64) / capacity;
1124 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1125 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1126 // liquidity bounds is thus the integral under the curve from the amount to maximum
1127 // estimated liquidity, divided by the same integral from the minimum to the maximum
1128 // estimated liquidity bounds.
1130 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1131 // calculate the cumulative density function between the min/max bounds trivially. Note
1132 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1133 // division of num / den.
1134 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1135 let num = max_pow - amt_pow;
1136 let den = max_pow - min_pow;
1138 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1139 // quite a large factor to get something useful (ideally in the 2^30 range).
1140 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1141 let numerator = (num * BILLIONISH) as u64 + 1;
1142 let denominator = (den * BILLIONISH) as u64 + 1;
1143 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1144 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1145 (numerator, denominator)
1148 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1149 denominator < u64::max_value() / 21
1151 // If we have no knowledge of the channel, scale probability down by ~75%
1152 // Note that we prefer to increase the denominator rather than decrease the numerator as
1153 // the denominator is more likely to be larger and thus provide greater precision. This is
1154 // mostly an overoptimization but makes a large difference in tests.
1155 denominator = denominator * 21 / 16
1158 (numerator, denominator)
1161 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1162 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1164 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1165 let available_capacity = self.capacity_msat;
1166 let max_liquidity_msat = self.max_liquidity_msat();
1167 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1169 let mut res = if amount_msat <= min_liquidity_msat {
1171 } else if amount_msat >= max_liquidity_msat {
1172 // Equivalent to hitting the else clause below with the amount equal to the effective
1173 // capacity and without any certainty on the liquidity upper bound, plus the
1174 // impossibility penalty.
1175 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1176 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1177 score_params.liquidity_penalty_multiplier_msat,
1178 score_params.liquidity_penalty_amount_multiplier_msat)
1179 .saturating_add(score_params.considered_impossible_penalty_msat)
1181 let (numerator, denominator) = success_probability(amount_msat,
1182 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1183 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1184 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1185 // don't bother trying to use the log approximation as it gets too noisy to be
1186 // particularly helpful, instead just round down to 0.
1189 let negative_log10_times_2048 =
1190 approx::negative_log10_times_2048(numerator, denominator);
1191 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1192 score_params.liquidity_penalty_multiplier_msat,
1193 score_params.liquidity_penalty_amount_multiplier_msat)
1197 if amount_msat >= available_capacity {
1198 // We're trying to send more than the capacity, use a max penalty.
1199 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1200 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1201 score_params.historical_liquidity_penalty_multiplier_msat,
1202 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1206 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1207 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1208 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1209 .calculate_success_probability_times_billion(
1210 score_params, amount_msat, self.capacity_msat)
1212 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1213 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1214 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1215 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1217 // If we don't have any valid points (or, once decayed, we have less than a full
1218 // point), redo the non-historical calculation with no liquidity bounds tracked and
1219 // the historical penalty multipliers.
1220 let (numerator, denominator) = success_probability(amount_msat, 0,
1221 available_capacity, available_capacity, score_params, true);
1222 let negative_log10_times_2048 =
1223 approx::negative_log10_times_2048(numerator, denominator);
1224 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1225 score_params.historical_liquidity_penalty_multiplier_msat,
1226 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1233 /// Computes the liquidity penalty from the penalty multipliers.
1235 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1236 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1238 negative_log10_times_2048 =
1239 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1241 // Upper bound the liquidity penalty to ensure some channel is selected.
1242 let liquidity_penalty_msat = negative_log10_times_2048
1243 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1244 let amount_penalty_msat = negative_log10_times_2048
1245 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1246 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1248 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1251 /// Returns the lower bound of the channel liquidity balance in this direction.
1253 fn min_liquidity_msat(&self) -> u64 {
1254 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1257 /// Returns the upper bound of the channel liquidity balance in this direction.
1259 fn max_liquidity_msat(&self) -> u64 {
1261 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1264 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1269 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1270 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1271 fn failed_at_channel<Log: Deref>(
1272 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1273 ) where Log::Target: Logger {
1274 let existing_max_msat = self.max_liquidity_msat();
1275 if amount_msat < existing_max_msat {
1276 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1277 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1279 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1280 chan_descr, existing_max_msat, amount_msat);
1282 self.update_history_buckets(0, duration_since_epoch);
1285 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1286 fn failed_downstream<Log: Deref>(
1287 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1288 ) where Log::Target: Logger {
1289 let existing_min_msat = self.min_liquidity_msat();
1290 if amount_msat > existing_min_msat {
1291 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1292 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1294 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1295 chan_descr, existing_min_msat, amount_msat);
1297 self.update_history_buckets(0, duration_since_epoch);
1300 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1301 fn successful<Log: Deref>(&mut self,
1302 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1303 ) where Log::Target: Logger {
1304 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1305 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1306 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1307 self.update_history_buckets(amount_msat, duration_since_epoch);
1310 /// Updates the history buckets for this channel. Because the history buckets track what we now
1311 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1312 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1313 /// represents the amount of the successful payment we just made.
1314 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1315 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1316 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1317 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1318 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1319 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1321 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1322 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1323 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1325 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1326 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1327 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1329 *self.offset_history_last_updated = self.now;
1332 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1333 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1334 *self.min_liquidity_offset_msat = amount_msat;
1335 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1338 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1340 *self.last_updated = self.now;
1343 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1344 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1345 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1346 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1349 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1351 *self.last_updated = self.now;
1355 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1356 type ScoreParams = ProbabilisticScoringFeeParameters;
1357 fn channel_penalty_msat(
1358 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1360 let (scid, target) = match candidate {
1361 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1362 (short_channel_id, info.target())
1366 let source = candidate.source();
1367 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1371 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1372 score_params.base_penalty_amount_multiplier_msat
1373 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1375 let mut anti_probing_penalty_msat = 0;
1376 match usage.effective_capacity {
1377 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1378 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1380 if usage.amount_msat > amount_msat {
1381 return u64::max_value();
1383 return base_penalty_msat;
1386 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1387 if htlc_maximum_msat >= capacity_msat/2 {
1388 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1394 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1395 let capacity_msat = usage.effective_capacity.as_msat();
1396 self.channel_liquidities
1398 .unwrap_or(&ChannelLiquidity::new())
1399 .as_directed(&source, &target, capacity_msat, self.decay_params)
1400 .penalty_msat(amount_msat, score_params)
1401 .saturating_add(anti_probing_penalty_msat)
1402 .saturating_add(base_penalty_msat)
1406 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1407 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1408 let amount_msat = path.final_value_msat();
1409 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1410 let network_graph = self.network_graph.read_only();
1411 for (hop_idx, hop) in path.hops.iter().enumerate() {
1412 let target = NodeId::from_pubkey(&hop.pubkey);
1413 let channel_directed_from_source = network_graph.channels()
1414 .get(&hop.short_channel_id)
1415 .and_then(|channel| channel.as_directed_to(&target));
1417 let at_failed_channel = hop.short_channel_id == short_channel_id;
1418 if at_failed_channel && hop_idx == 0 {
1419 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);
1422 // Only score announced channels.
1423 if let Some((channel, source)) = channel_directed_from_source {
1424 let capacity_msat = channel.effective_capacity().as_msat();
1425 if at_failed_channel {
1426 self.channel_liquidities
1427 .entry(hop.short_channel_id)
1428 .or_insert_with(ChannelLiquidity::new)
1429 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1430 .failed_at_channel(amount_msat, duration_since_epoch,
1431 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1433 self.channel_liquidities
1434 .entry(hop.short_channel_id)
1435 .or_insert_with(ChannelLiquidity::new)
1436 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1437 .failed_downstream(amount_msat, duration_since_epoch,
1438 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1441 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).",
1442 hop.short_channel_id);
1444 if at_failed_channel { break; }
1448 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1449 let amount_msat = path.final_value_msat();
1450 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1451 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1452 let network_graph = self.network_graph.read_only();
1453 for hop in &path.hops {
1454 let target = NodeId::from_pubkey(&hop.pubkey);
1455 let channel_directed_from_source = network_graph.channels()
1456 .get(&hop.short_channel_id)
1457 .and_then(|channel| channel.as_directed_to(&target));
1459 // Only score announced channels.
1460 if let Some((channel, source)) = channel_directed_from_source {
1461 let capacity_msat = channel.effective_capacity().as_msat();
1462 self.channel_liquidities
1463 .entry(hop.short_channel_id)
1464 .or_insert_with(ChannelLiquidity::new)
1465 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1466 .successful(amount_msat, duration_since_epoch,
1467 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1469 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).",
1470 hop.short_channel_id);
1475 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1476 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1479 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1480 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1483 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
1484 let decay_params = self.decay_params;
1485 self.channel_liquidities.retain(|_scid, liquidity| {
1486 liquidity.min_liquidity_offset_msat =
1487 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1488 liquidity.max_liquidity_offset_msat =
1489 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1490 liquidity.last_updated = T::now();
1493 T::now().duration_since(liquidity.offset_history_last_updated);
1494 if elapsed_time > decay_params.historical_no_updates_half_life {
1495 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1496 if half_life != 0.0 {
1497 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1498 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1499 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1501 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1502 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1504 liquidity.offset_history_last_updated = T::now();
1507 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1508 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1509 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1515 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1516 where L::Target: Logger {}
1518 #[cfg(feature = "std")]
1520 fn powf64(n: f64, exp: f64) -> f64 {
1523 #[cfg(not(feature = "std"))]
1524 fn powf64(n: f64, exp: f64) -> f64 {
1525 libm::powf(n as f32, exp as f32) as f64
1529 const BITS: u32 = 64;
1530 const HIGHEST_BIT: u32 = BITS - 1;
1531 const LOWER_BITS: u32 = 6;
1532 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1533 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1535 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1536 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1537 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1538 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1539 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1540 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1541 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1542 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1543 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1544 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1545 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1546 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1547 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1548 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1549 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1550 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1551 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1552 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1553 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1554 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1555 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1556 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1557 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1558 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1559 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1560 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1561 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1562 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1563 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1564 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1565 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1566 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1567 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1568 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1569 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1570 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1571 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1572 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1573 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1574 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1575 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1576 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1577 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1578 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1579 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1580 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1581 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1582 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1583 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1584 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1585 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1586 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1587 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1588 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1589 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1590 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1591 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1592 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1593 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
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1596 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
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1600 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1601 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
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1612 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1613 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
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1616 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1617 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
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1620 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
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1624 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1625 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
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1627 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1628 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1629 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
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1632 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1633 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
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1636 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1637 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
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1640 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1641 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
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1644 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1645 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
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1647 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1648 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1649 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
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1651 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1652 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1653 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1654 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1655 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1656 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1657 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
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1659 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1660 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1661 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1662 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1663 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1664 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1665 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1666 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1667 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1668 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1669 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1670 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1671 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1672 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1673 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1674 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1675 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1676 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1677 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1678 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1679 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1680 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1681 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1682 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1683 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1684 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1685 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1686 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1687 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1688 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1689 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1690 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1691 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1692 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1693 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1694 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1695 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1696 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1697 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1698 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1699 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1700 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1701 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1702 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1703 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1704 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1705 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1706 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1707 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1708 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1709 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1710 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1711 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1712 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1713 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1714 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1715 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1716 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1717 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1718 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1719 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1720 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1721 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1722 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1723 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1724 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1725 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1726 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1727 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1728 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1729 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1730 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1731 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1732 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1733 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1734 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1735 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1736 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1737 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1738 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1739 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1740 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1741 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1742 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1743 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1744 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1745 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1746 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1747 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1748 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1749 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1750 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1751 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1752 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1753 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1754 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1755 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1756 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1757 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1758 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1759 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1760 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1761 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1762 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1763 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1764 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1765 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1766 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1767 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1768 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1769 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1770 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1771 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1772 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1773 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1774 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1775 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1776 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1777 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1778 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1779 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1780 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1781 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1782 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1783 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1784 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1785 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1786 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1787 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1788 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1789 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1790 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1791 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1792 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1793 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1796 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1798 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1799 // Multiply the -1 through to avoid needing to use signed numbers.
1800 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1804 fn log10_times_2048(x: u64) -> u16 {
1805 debug_assert_ne!(x, 0);
1806 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1807 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1808 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1816 fn prints_negative_log10_times_2048_lookup_table() {
1817 for msb in 0..BITS {
1818 for i in 0..LOWER_BITS_BOUND {
1819 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1820 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1821 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1823 if i % LOWER_BITS_BOUND == 0 {
1824 print!("\t\t[{}, ", log10_times_2048);
1825 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1826 println!("{}],", log10_times_2048);
1827 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1828 print!("{},\n\t\t\t", log10_times_2048);
1830 print!("{}, ", log10_times_2048);
1838 mod bucketed_history {
1841 // Because liquidity is often skewed heavily in one direction, we store historical state
1842 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1843 // must fit evenly into the buckets here.
1845 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1846 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1847 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1848 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1850 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1851 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1852 // buckets in total.
1854 const BUCKET_START_POS: [u16; 33] = [
1855 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1856 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1859 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1860 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1863 const POSITION_TICKS: u16 = 1 << 14;
1865 fn pos_to_bucket(pos: u16) -> usize {
1866 for bucket in 0..32 {
1867 if pos < BUCKET_START_POS[bucket + 1] {
1871 debug_assert!(false);
1877 fn check_bucket_maps() {
1878 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1879 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1880 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1882 let mut min_size_iter = 0;
1883 let mut legacy_bucket_iter = 0;
1884 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1885 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1886 for i in 0..*width {
1887 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1889 min_size_iter += *width;
1890 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1891 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1892 if legacy_bucket_iter + 1 < 8 {
1893 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1895 legacy_bucket_iter += 1;
1898 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1899 assert_eq!(min_size_iter, POSITION_TICKS);
1903 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1904 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1905 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1906 .try_into().unwrap_or(POSITION_TICKS)
1908 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1909 // division. This branch should only be hit in fuzz testing since the amount would
1910 // need to be over 2.88 million BTC in practice.
1911 ((amount_msat as u128) * (POSITION_TICKS as u128)
1912 / (capacity_msat as u128).saturating_add(1))
1913 .try_into().unwrap_or(POSITION_TICKS)
1915 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1916 // capacity to change due to a `channel_update` message which, if received while a payment
1917 // is in-flight, could cause this to fail. Thus, we only assert in test.
1919 debug_assert!(pos < POSITION_TICKS);
1923 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1924 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1925 /// support reading the legacy values here for backwards compatibility.
1926 pub(super) struct LegacyHistoricalBucketRangeTracker {
1930 impl LegacyHistoricalBucketRangeTracker {
1931 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1932 let mut buckets = [0; 32];
1933 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1934 let mut new_val = *legacy_bucket;
1935 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1936 new_val /= (end - start) as u16;
1937 for i in start..end {
1938 buckets[i as usize] = new_val;
1941 HistoricalBucketRangeTracker { buckets }
1945 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1946 /// in each of 32 buckets.
1947 #[derive(Clone, Copy)]
1948 pub(super) struct HistoricalBucketRangeTracker {
1949 pub(super) buckets: [u16; 32],
1952 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1953 /// "one" is 32, or this constant.
1954 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1956 impl HistoricalBucketRangeTracker {
1957 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1958 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1959 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1960 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1962 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1963 // the buckets for the current min and max liquidity offset positions.
1965 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1966 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1967 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1969 // In total, this allows us to track data for the last 8,000 or so payments across a given
1972 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1973 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1974 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1977 // The constants were picked experimentally, selecting a decay amount that restricts us
1978 // from overflowing buckets without having to cap them manually.
1980 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1981 if pos < POSITION_TICKS {
1982 for e in self.buckets.iter_mut() {
1983 *e = ((*e as u32) * 2047 / 2048) as u16;
1985 let bucket = pos_to_bucket(pos);
1986 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1989 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1990 /// datapoints as we receive newer information.
1992 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1993 for e in self.buckets.iter_mut() {
1994 *e = e.checked_shr(half_lives).unwrap_or(0);
1999 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
2000 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
2002 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
2003 /// liquidity bounds for a given channel.
2004 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
2005 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
2007 pub(super) min_liquidity_offset_history: D,
2008 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
2010 pub(super) max_liquidity_offset_history: D,
2013 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2015 pub(super) fn calculate_success_probability_times_billion(
2016 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
2019 // If historical penalties are enabled, we try to calculate a probability of success
2020 // given our historical distribution of min- and max-liquidity bounds in a channel.
2021 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2022 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2023 // state). For each pair, we calculate the probability as if the bucket's corresponding
2024 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2025 // that probability by the weight of the selected buckets.
2026 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2027 if payment_pos >= POSITION_TICKS { return None; }
2029 let mut total_valid_points_tracked = 0;
2030 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2031 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2032 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2036 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2037 // treat it as if we were fully decayed.
2038 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2039 if total_valid_points_tracked < FULLY_DECAYED.into() {
2043 let mut cumulative_success_prob_times_billion = 0;
2044 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2045 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2046 // points against the 0th min bucket. This avoids the case where we fail to route
2047 // increasingly lower values over a channel, but treat each failure as a separate
2048 // datapoint, many of which may have relatively high maximum-available-liquidity
2049 // values, which will result in us thinking we have some nontrivial probability of
2050 // routing up to that amount.
2051 if self.min_liquidity_offset_history.buckets[0] != 0 {
2052 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2053 let mut total_max_points = 0; // Total points in max-buckets to consider
2054 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2055 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2056 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2058 total_max_points += *max_bucket as u64;
2060 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2061 if payment_pos < max_bucket_end_pos {
2062 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2063 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2064 let bucket_prob_times_billion =
2065 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2066 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2067 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2068 numerator / denominator;
2072 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2073 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2074 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2075 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2076 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2077 // 30 bits is 62 bits.
2078 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2079 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2080 if payment_pos >= max_bucket_end_pos {
2081 // Success probability 0, the payment amount may be above the max liquidity
2083 } else if payment_pos < min_bucket_start_pos {
2084 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2086 let (numerator, denominator) = success_probability(payment_pos as u64,
2087 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2088 POSITION_TICKS as u64 - 1, params, true);
2089 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2090 numerator / denominator;
2095 Some(cumulative_success_prob_times_billion)
2099 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2101 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2103 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2104 write_tlv_fields!(w, {
2105 (0, self.channel_liquidities, required),
2111 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2112 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2115 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2116 ) -> Result<Self, DecodeError> {
2117 let (decay_params, network_graph, logger) = args;
2118 let mut channel_liquidities = HashMap::new();
2119 read_tlv_fields!(r, {
2120 (0, channel_liquidities, required),
2126 channel_liquidities,
2131 impl<T: Time> Writeable for ChannelLiquidity<T> {
2133 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2134 let offset_history_duration_since_epoch =
2135 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2136 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2137 write_tlv_fields!(w, {
2138 (0, self.min_liquidity_offset_msat, required),
2139 // 1 was the min_liquidity_offset_history in octile form
2140 (2, self.max_liquidity_offset_msat, required),
2141 // 3 was the max_liquidity_offset_history in octile form
2142 (4, duration_since_epoch, required),
2143 (5, Some(self.min_liquidity_offset_history), option),
2144 (7, Some(self.max_liquidity_offset_history), option),
2145 (9, offset_history_duration_since_epoch, required),
2151 impl<T: Time> Readable for ChannelLiquidity<T> {
2153 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2154 let mut min_liquidity_offset_msat = 0;
2155 let mut max_liquidity_offset_msat = 0;
2156 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2157 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2158 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2159 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2160 let mut duration_since_epoch = Duration::from_secs(0);
2161 let mut offset_history_duration_since_epoch = None;
2162 read_tlv_fields!(r, {
2163 (0, min_liquidity_offset_msat, required),
2164 (1, legacy_min_liq_offset_history, option),
2165 (2, max_liquidity_offset_msat, required),
2166 (3, legacy_max_liq_offset_history, option),
2167 (4, duration_since_epoch, required),
2168 (5, min_liquidity_offset_history, option),
2169 (7, max_liquidity_offset_history, option),
2170 (9, offset_history_duration_since_epoch, option),
2172 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2173 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2174 // is a time from a monotonic clock usually represented as an offset against boot time).
2175 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2176 // from the one that was written. However, because `Instant` can panic if we construct one
2177 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2178 // using `Instant::now()` in that case.
2179 let wall_clock_now = T::duration_since_epoch();
2181 let last_updated = if wall_clock_now > duration_since_epoch {
2182 now - (wall_clock_now - duration_since_epoch)
2185 let offset_history_duration_since_epoch =
2186 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2187 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2188 now - (wall_clock_now - offset_history_duration_since_epoch)
2191 if min_liquidity_offset_history.is_none() {
2192 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2193 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2195 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2198 if max_liquidity_offset_history.is_none() {
2199 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2200 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2202 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2206 min_liquidity_offset_msat,
2207 max_liquidity_offset_msat,
2208 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2209 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2211 offset_history_last_updated,
2218 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2219 use crate::blinded_path::{BlindedHop, BlindedPath};
2220 use crate::util::config::UserConfig;
2221 use crate::util::time::Time;
2222 use crate::util::time::tests::SinceEpoch;
2224 use crate::ln::channelmanager;
2225 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2226 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2227 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2228 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2229 use crate::util::ser::{ReadableArgs, Writeable};
2230 use crate::util::test_utils::{self, TestLogger};
2232 use bitcoin::blockdata::constants::ChainHash;
2233 use bitcoin::hashes::Hash;
2234 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2235 use bitcoin::network::constants::Network;
2236 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2237 use core::time::Duration;
2240 fn source_privkey() -> SecretKey {
2241 SecretKey::from_slice(&[42; 32]).unwrap()
2244 fn target_privkey() -> SecretKey {
2245 SecretKey::from_slice(&[43; 32]).unwrap()
2248 fn source_pubkey() -> PublicKey {
2249 let secp_ctx = Secp256k1::new();
2250 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2253 fn target_pubkey() -> PublicKey {
2254 let secp_ctx = Secp256k1::new();
2255 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2258 fn source_node_id() -> NodeId {
2259 NodeId::from_pubkey(&source_pubkey())
2262 fn target_node_id() -> NodeId {
2263 NodeId::from_pubkey(&target_pubkey())
2266 // `ProbabilisticScorer` tests
2268 /// A probabilistic scorer for testing with time that can be manually advanced.
2269 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2271 fn sender_privkey() -> SecretKey {
2272 SecretKey::from_slice(&[41; 32]).unwrap()
2275 fn recipient_privkey() -> SecretKey {
2276 SecretKey::from_slice(&[45; 32]).unwrap()
2279 fn sender_pubkey() -> PublicKey {
2280 let secp_ctx = Secp256k1::new();
2281 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2284 fn recipient_pubkey() -> PublicKey {
2285 let secp_ctx = Secp256k1::new();
2286 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2289 fn recipient_node_id() -> NodeId {
2290 NodeId::from_pubkey(&recipient_pubkey())
2293 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2294 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2295 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2296 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2302 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2303 node_2_key: SecretKey
2305 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2306 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2307 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2308 let secp_ctx = Secp256k1::new();
2309 let unsigned_announcement = UnsignedChannelAnnouncement {
2310 features: channelmanager::provided_channel_features(&UserConfig::default()),
2311 chain_hash: genesis_hash,
2313 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2314 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2315 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2316 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2317 excess_data: Vec::new(),
2319 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2320 let signed_announcement = ChannelAnnouncement {
2321 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2322 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2323 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2324 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2325 contents: unsigned_announcement,
2327 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2328 network_graph.update_channel_from_announcement(
2329 &signed_announcement, &chain_source).unwrap();
2330 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2331 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2335 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2336 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2338 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2339 let secp_ctx = Secp256k1::new();
2340 let unsigned_update = UnsignedChannelUpdate {
2341 chain_hash: genesis_hash,
2345 cltv_expiry_delta: 18,
2346 htlc_minimum_msat: 0,
2349 fee_proportional_millionths: 0,
2350 excess_data: Vec::new(),
2352 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2353 let signed_update = ChannelUpdate {
2354 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2355 contents: unsigned_update,
2357 network_graph.update_channel(&signed_update).unwrap();
2360 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2361 let config = UserConfig::default();
2364 node_features: channelmanager::provided_node_features(&config),
2366 channel_features: channelmanager::provided_channel_features(&config),
2368 cltv_expiry_delta: 18,
2369 maybe_announced_channel: true,
2373 fn payment_path_for_amount(amount_msat: u64) -> Path {
2376 path_hop(source_pubkey(), 41, 1),
2377 path_hop(target_pubkey(), 42, 2),
2378 path_hop(recipient_pubkey(), 43, amount_msat),
2379 ], blinded_tail: None,
2384 fn liquidity_bounds_directed_from_lowest_node_id() {
2385 let logger = TestLogger::new();
2386 let last_updated = SinceEpoch::now();
2387 let offset_history_last_updated = SinceEpoch::now();
2388 let network_graph = network_graph(&logger);
2389 let decay_params = ProbabilisticScoringDecayParameters::default();
2390 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2393 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2394 last_updated, offset_history_last_updated,
2395 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2396 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2400 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2401 last_updated, offset_history_last_updated,
2402 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2403 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2405 let source = source_node_id();
2406 let target = target_node_id();
2407 let recipient = recipient_node_id();
2408 assert!(source > target);
2409 assert!(target < recipient);
2411 // Update minimum liquidity.
2413 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2414 .as_directed(&source, &target, 1_000, decay_params);
2415 assert_eq!(liquidity.min_liquidity_msat(), 100);
2416 assert_eq!(liquidity.max_liquidity_msat(), 300);
2418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2419 .as_directed(&target, &source, 1_000, decay_params);
2420 assert_eq!(liquidity.min_liquidity_msat(), 700);
2421 assert_eq!(liquidity.max_liquidity_msat(), 900);
2423 scorer.channel_liquidities.get_mut(&42).unwrap()
2424 .as_directed_mut(&source, &target, 1_000, decay_params)
2425 .set_min_liquidity_msat(200, Duration::ZERO);
2427 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2428 .as_directed(&source, &target, 1_000, decay_params);
2429 assert_eq!(liquidity.min_liquidity_msat(), 200);
2430 assert_eq!(liquidity.max_liquidity_msat(), 300);
2432 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2433 .as_directed(&target, &source, 1_000, decay_params);
2434 assert_eq!(liquidity.min_liquidity_msat(), 700);
2435 assert_eq!(liquidity.max_liquidity_msat(), 800);
2437 // Update maximum liquidity.
2439 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2440 .as_directed(&target, &recipient, 1_000, decay_params);
2441 assert_eq!(liquidity.min_liquidity_msat(), 700);
2442 assert_eq!(liquidity.max_liquidity_msat(), 900);
2444 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2445 .as_directed(&recipient, &target, 1_000, decay_params);
2446 assert_eq!(liquidity.min_liquidity_msat(), 100);
2447 assert_eq!(liquidity.max_liquidity_msat(), 300);
2449 scorer.channel_liquidities.get_mut(&43).unwrap()
2450 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2451 .set_max_liquidity_msat(200, Duration::ZERO);
2453 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2454 .as_directed(&target, &recipient, 1_000, decay_params);
2455 assert_eq!(liquidity.min_liquidity_msat(), 0);
2456 assert_eq!(liquidity.max_liquidity_msat(), 200);
2458 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2459 .as_directed(&recipient, &target, 1_000, decay_params);
2460 assert_eq!(liquidity.min_liquidity_msat(), 800);
2461 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2465 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2466 let logger = TestLogger::new();
2467 let last_updated = SinceEpoch::now();
2468 let offset_history_last_updated = SinceEpoch::now();
2469 let network_graph = network_graph(&logger);
2470 let decay_params = ProbabilisticScoringDecayParameters::default();
2471 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2474 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2475 last_updated, offset_history_last_updated,
2476 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2477 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2479 let source = source_node_id();
2480 let target = target_node_id();
2481 assert!(source > target);
2483 // Check initial bounds.
2484 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2485 .as_directed(&source, &target, 1_000, decay_params);
2486 assert_eq!(liquidity.min_liquidity_msat(), 400);
2487 assert_eq!(liquidity.max_liquidity_msat(), 800);
2489 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2490 .as_directed(&target, &source, 1_000, decay_params);
2491 assert_eq!(liquidity.min_liquidity_msat(), 200);
2492 assert_eq!(liquidity.max_liquidity_msat(), 600);
2494 // Reset from source to target.
2495 scorer.channel_liquidities.get_mut(&42).unwrap()
2496 .as_directed_mut(&source, &target, 1_000, decay_params)
2497 .set_min_liquidity_msat(900, Duration::ZERO);
2499 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2500 .as_directed(&source, &target, 1_000, decay_params);
2501 assert_eq!(liquidity.min_liquidity_msat(), 900);
2502 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2504 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2505 .as_directed(&target, &source, 1_000, decay_params);
2506 assert_eq!(liquidity.min_liquidity_msat(), 0);
2507 assert_eq!(liquidity.max_liquidity_msat(), 100);
2509 // Reset from target to source.
2510 scorer.channel_liquidities.get_mut(&42).unwrap()
2511 .as_directed_mut(&target, &source, 1_000, decay_params)
2512 .set_min_liquidity_msat(400, Duration::ZERO);
2514 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2515 .as_directed(&source, &target, 1_000, decay_params);
2516 assert_eq!(liquidity.min_liquidity_msat(), 0);
2517 assert_eq!(liquidity.max_liquidity_msat(), 600);
2519 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2520 .as_directed(&target, &source, 1_000, decay_params);
2521 assert_eq!(liquidity.min_liquidity_msat(), 400);
2522 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2526 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2527 let logger = TestLogger::new();
2528 let last_updated = SinceEpoch::now();
2529 let offset_history_last_updated = SinceEpoch::now();
2530 let network_graph = network_graph(&logger);
2531 let decay_params = ProbabilisticScoringDecayParameters::default();
2532 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2535 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2536 last_updated, offset_history_last_updated,
2537 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2538 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2540 let source = source_node_id();
2541 let target = target_node_id();
2542 assert!(source > target);
2544 // Check initial bounds.
2545 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2546 .as_directed(&source, &target, 1_000, decay_params);
2547 assert_eq!(liquidity.min_liquidity_msat(), 400);
2548 assert_eq!(liquidity.max_liquidity_msat(), 800);
2550 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2551 .as_directed(&target, &source, 1_000, decay_params);
2552 assert_eq!(liquidity.min_liquidity_msat(), 200);
2553 assert_eq!(liquidity.max_liquidity_msat(), 600);
2555 // Reset from source to target.
2556 scorer.channel_liquidities.get_mut(&42).unwrap()
2557 .as_directed_mut(&source, &target, 1_000, decay_params)
2558 .set_max_liquidity_msat(300, Duration::ZERO);
2560 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2561 .as_directed(&source, &target, 1_000, decay_params);
2562 assert_eq!(liquidity.min_liquidity_msat(), 0);
2563 assert_eq!(liquidity.max_liquidity_msat(), 300);
2565 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2566 .as_directed(&target, &source, 1_000, decay_params);
2567 assert_eq!(liquidity.min_liquidity_msat(), 700);
2568 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2570 // Reset from target to source.
2571 scorer.channel_liquidities.get_mut(&42).unwrap()
2572 .as_directed_mut(&target, &source, 1_000, decay_params)
2573 .set_max_liquidity_msat(600, Duration::ZERO);
2575 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2576 .as_directed(&source, &target, 1_000, decay_params);
2577 assert_eq!(liquidity.min_liquidity_msat(), 400);
2578 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2580 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2581 .as_directed(&target, &source, 1_000, decay_params);
2582 assert_eq!(liquidity.min_liquidity_msat(), 0);
2583 assert_eq!(liquidity.max_liquidity_msat(), 600);
2587 fn increased_penalty_nearing_liquidity_upper_bound() {
2588 let logger = TestLogger::new();
2589 let network_graph = network_graph(&logger);
2590 let params = ProbabilisticScoringFeeParameters {
2591 liquidity_penalty_multiplier_msat: 1_000,
2592 ..ProbabilisticScoringFeeParameters::zero_penalty()
2594 let decay_params = ProbabilisticScoringDecayParameters::default();
2595 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2596 let source = source_node_id();
2598 let usage = ChannelUsage {
2600 inflight_htlc_msat: 0,
2601 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2603 let network_graph = network_graph.read_only();
2604 let channel = network_graph.channel(42).unwrap();
2605 let (info, _) = channel.as_directed_from(&source).unwrap();
2606 let candidate = CandidateRouteHop::PublicHop {
2608 short_channel_id: 42,
2610 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2611 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2612 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2613 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2614 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2615 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2616 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2618 let usage = ChannelUsage {
2620 inflight_htlc_msat: 0,
2621 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2623 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2624 let usage = ChannelUsage { amount_msat: 256, ..usage };
2625 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2626 let usage = ChannelUsage { amount_msat: 374, ..usage };
2627 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2628 let usage = ChannelUsage { amount_msat: 512, ..usage };
2629 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2630 let usage = ChannelUsage { amount_msat: 640, ..usage };
2631 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2632 let usage = ChannelUsage { amount_msat: 768, ..usage };
2633 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2634 let usage = ChannelUsage { amount_msat: 896, ..usage };
2635 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2639 fn constant_penalty_outside_liquidity_bounds() {
2640 let logger = TestLogger::new();
2641 let last_updated = SinceEpoch::now();
2642 let offset_history_last_updated = SinceEpoch::now();
2643 let network_graph = network_graph(&logger);
2644 let params = ProbabilisticScoringFeeParameters {
2645 liquidity_penalty_multiplier_msat: 1_000,
2646 considered_impossible_penalty_msat: u64::max_value(),
2647 ..ProbabilisticScoringFeeParameters::zero_penalty()
2649 let decay_params = ProbabilisticScoringDecayParameters {
2650 ..ProbabilisticScoringDecayParameters::zero_penalty()
2652 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2655 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2656 last_updated, offset_history_last_updated,
2657 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2658 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2660 let source = source_node_id();
2662 let usage = ChannelUsage {
2664 inflight_htlc_msat: 0,
2665 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2667 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2668 let (info, _) = channel.as_directed_from(&source).unwrap();
2669 let candidate = CandidateRouteHop::PublicHop {
2671 short_channel_id: 42,
2673 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2674 let usage = ChannelUsage { amount_msat: 50, ..usage };
2675 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2676 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2677 let usage = ChannelUsage { amount_msat: 61, ..usage };
2678 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2682 fn does_not_further_penalize_own_channel() {
2683 let logger = TestLogger::new();
2684 let network_graph = network_graph(&logger);
2685 let params = ProbabilisticScoringFeeParameters {
2686 liquidity_penalty_multiplier_msat: 1_000,
2687 ..ProbabilisticScoringFeeParameters::zero_penalty()
2689 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2690 let source = source_node_id();
2691 let usage = ChannelUsage {
2693 inflight_htlc_msat: 0,
2694 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2696 let failed_path = payment_path_for_amount(500);
2697 let successful_path = payment_path_for_amount(200);
2698 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2699 let (info, _) = channel.as_directed_from(&source).unwrap();
2700 let candidate = CandidateRouteHop::PublicHop {
2702 short_channel_id: 41,
2705 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2707 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2708 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2710 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2711 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2715 fn sets_liquidity_lower_bound_on_downstream_failure() {
2716 let logger = TestLogger::new();
2717 let network_graph = network_graph(&logger);
2718 let params = ProbabilisticScoringFeeParameters {
2719 liquidity_penalty_multiplier_msat: 1_000,
2720 ..ProbabilisticScoringFeeParameters::zero_penalty()
2722 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2723 let source = source_node_id();
2724 let path = payment_path_for_amount(500);
2726 let usage = ChannelUsage {
2728 inflight_htlc_msat: 0,
2729 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2731 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2732 let (info, _) = channel.as_directed_from(&source).unwrap();
2733 let candidate = CandidateRouteHop::PublicHop {
2735 short_channel_id: 42,
2737 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2738 let usage = ChannelUsage { amount_msat: 500, ..usage };
2739 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2740 let usage = ChannelUsage { amount_msat: 750, ..usage };
2741 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2743 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2745 let usage = ChannelUsage { amount_msat: 250, ..usage };
2746 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2747 let usage = ChannelUsage { amount_msat: 500, ..usage };
2748 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2749 let usage = ChannelUsage { amount_msat: 750, ..usage };
2750 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2754 fn sets_liquidity_upper_bound_on_failure() {
2755 let logger = TestLogger::new();
2756 let network_graph = network_graph(&logger);
2757 let params = ProbabilisticScoringFeeParameters {
2758 liquidity_penalty_multiplier_msat: 1_000,
2759 considered_impossible_penalty_msat: u64::max_value(),
2760 ..ProbabilisticScoringFeeParameters::zero_penalty()
2762 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2763 let source = source_node_id();
2764 let path = payment_path_for_amount(500);
2766 let usage = ChannelUsage {
2768 inflight_htlc_msat: 0,
2769 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2771 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2772 let (info, _) = channel.as_directed_from(&source).unwrap();
2773 let candidate = CandidateRouteHop::PublicHop {
2775 short_channel_id: 42,
2777 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2778 let usage = ChannelUsage { amount_msat: 500, ..usage };
2779 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2780 let usage = ChannelUsage { amount_msat: 750, ..usage };
2781 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2783 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2785 let usage = ChannelUsage { amount_msat: 250, ..usage };
2786 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2787 let usage = ChannelUsage { amount_msat: 500, ..usage };
2788 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2789 let usage = ChannelUsage { amount_msat: 750, ..usage };
2790 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2794 fn ignores_channels_after_removed_failed_channel() {
2795 // Previously, if we'd tried to send over a channel which was removed from the network
2796 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2797 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2798 // channels in the route, even ones which they payment never reached. This tests to ensure
2799 // we do not score such channels.
2800 let secp_ctx = Secp256k1::new();
2801 let logger = TestLogger::new();
2802 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2803 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2804 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2805 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2806 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2807 add_channel(&mut network_graph, 42, secret_a, secret_b);
2808 // Don't add the channel from B -> C.
2809 add_channel(&mut network_graph, 44, secret_c, secret_d);
2811 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2812 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2813 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2814 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2817 path_hop(pub_b, 42, 1),
2818 path_hop(pub_c, 43, 2),
2819 path_hop(pub_d, 44, 100),
2822 let node_a = NodeId::from_pubkey(&pub_a);
2823 let node_b = NodeId::from_pubkey(&pub_b);
2824 let node_c = NodeId::from_pubkey(&pub_c);
2826 let params = ProbabilisticScoringFeeParameters {
2827 liquidity_penalty_multiplier_msat: 1_000,
2828 ..ProbabilisticScoringFeeParameters::zero_penalty()
2830 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2832 let usage = ChannelUsage {
2834 inflight_htlc_msat: 0,
2835 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2837 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2838 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2839 let candidate = CandidateRouteHop::PublicHop {
2841 short_channel_id: 42,
2843 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2844 // Note that a default liquidity bound is used for B -> C as no channel exists
2845 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2846 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2847 let candidate = CandidateRouteHop::PublicHop {
2849 short_channel_id: 43,
2851 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2852 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2853 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2854 let candidate = CandidateRouteHop::PublicHop {
2856 short_channel_id: 44,
2858 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2860 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2862 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2863 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2864 let candidate = CandidateRouteHop::PublicHop {
2866 short_channel_id: 42,
2868 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2869 // Note that a default liquidity bound is used for B -> C as no channel exists
2870 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2871 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2872 let candidate = CandidateRouteHop::PublicHop {
2874 short_channel_id: 43,
2876 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2877 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2878 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2879 let candidate = CandidateRouteHop::PublicHop {
2881 short_channel_id: 44,
2883 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2887 fn reduces_liquidity_upper_bound_along_path_on_success() {
2888 let logger = TestLogger::new();
2889 let network_graph = network_graph(&logger);
2890 let params = ProbabilisticScoringFeeParameters {
2891 liquidity_penalty_multiplier_msat: 1_000,
2892 ..ProbabilisticScoringFeeParameters::zero_penalty()
2894 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2895 let source = source_node_id();
2896 let usage = ChannelUsage {
2898 inflight_htlc_msat: 0,
2899 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2901 let network_graph = network_graph.read_only().channels().clone();
2902 let channel_42 = network_graph.get(&42).unwrap();
2903 let channel_43 = network_graph.get(&43).unwrap();
2904 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2905 let candidate_41 = CandidateRouteHop::PublicHop {
2907 short_channel_id: 41,
2909 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2910 let candidate_42 = CandidateRouteHop::PublicHop {
2912 short_channel_id: 42,
2914 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2915 let candidate_43 = CandidateRouteHop::PublicHop {
2917 short_channel_id: 43,
2919 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2920 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2921 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2923 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2925 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2926 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2927 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2931 fn decays_liquidity_bounds_over_time() {
2932 let logger = TestLogger::new();
2933 let network_graph = network_graph(&logger);
2934 let params = ProbabilisticScoringFeeParameters {
2935 liquidity_penalty_multiplier_msat: 1_000,
2936 considered_impossible_penalty_msat: u64::max_value(),
2937 ..ProbabilisticScoringFeeParameters::zero_penalty()
2939 let decay_params = ProbabilisticScoringDecayParameters {
2940 liquidity_offset_half_life: Duration::from_secs(10),
2941 ..ProbabilisticScoringDecayParameters::zero_penalty()
2943 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2944 let source = source_node_id();
2946 let usage = ChannelUsage {
2948 inflight_htlc_msat: 0,
2949 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2951 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2952 let (info, _) = channel.as_directed_from(&source).unwrap();
2953 let candidate = CandidateRouteHop::PublicHop {
2955 short_channel_id: 42,
2957 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2958 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2959 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2961 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2962 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2964 // Initial penalties
2965 let usage = ChannelUsage { amount_msat: 128, ..usage };
2966 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2967 let usage = ChannelUsage { amount_msat: 256, ..usage };
2968 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2969 let usage = ChannelUsage { amount_msat: 768, ..usage };
2970 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2971 let usage = ChannelUsage { amount_msat: 896, ..usage };
2972 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2974 // Half decay (i.e., three-quarter life)
2975 SinceEpoch::advance(Duration::from_secs(5));
2976 scorer.decay_liquidity_certainty(Duration::from_secs(5));
2977 let usage = ChannelUsage { amount_msat: 128, ..usage };
2978 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2979 let usage = ChannelUsage { amount_msat: 256, ..usage };
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2981 let usage = ChannelUsage { amount_msat: 768, ..usage };
2982 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2983 let usage = ChannelUsage { amount_msat: 896, ..usage };
2984 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2986 // One decay (i.e., half life)
2987 SinceEpoch::advance(Duration::from_secs(5));
2988 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2989 let usage = ChannelUsage { amount_msat: 64, ..usage };
2990 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2991 let usage = ChannelUsage { amount_msat: 128, ..usage };
2992 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2993 let usage = ChannelUsage { amount_msat: 896, ..usage };
2994 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2995 let usage = ChannelUsage { amount_msat: 960, ..usage };
2996 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2998 // Fully decay liquidity lower bound.
2999 SinceEpoch::advance(Duration::from_secs(10 * 7));
3000 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
3001 let usage = ChannelUsage { amount_msat: 0, ..usage };
3002 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3003 let usage = ChannelUsage { amount_msat: 1, ..usage };
3004 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3005 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3006 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3007 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3008 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3010 // Fully decay liquidity upper bound.
3011 SinceEpoch::advance(Duration::from_secs(10));
3012 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
3013 let usage = ChannelUsage { amount_msat: 0, ..usage };
3014 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3015 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3016 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3018 SinceEpoch::advance(Duration::from_secs(10));
3019 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
3020 let usage = ChannelUsage { amount_msat: 0, ..usage };
3021 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3022 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3023 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3027 fn decays_liquidity_bounds_without_shift_overflow() {
3028 let logger = TestLogger::new();
3029 let network_graph = network_graph(&logger);
3030 let params = ProbabilisticScoringFeeParameters {
3031 liquidity_penalty_multiplier_msat: 1_000,
3032 ..ProbabilisticScoringFeeParameters::zero_penalty()
3034 let decay_params = ProbabilisticScoringDecayParameters {
3035 liquidity_offset_half_life: Duration::from_secs(10),
3036 ..ProbabilisticScoringDecayParameters::default()
3038 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3039 let source = source_node_id();
3040 let usage = ChannelUsage {
3042 inflight_htlc_msat: 0,
3043 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3045 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3046 let (info, _) = channel.as_directed_from(&source).unwrap();
3047 let candidate = CandidateRouteHop::PublicHop {
3049 short_channel_id: 42,
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3053 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3054 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3056 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3057 // would cause an overflow.
3058 SinceEpoch::advance(Duration::from_secs(10 * 64));
3059 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 64));
3060 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3062 SinceEpoch::advance(Duration::from_secs(10));
3063 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 65));
3064 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3068 fn restricts_liquidity_bounds_after_decay() {
3069 let logger = TestLogger::new();
3070 let network_graph = network_graph(&logger);
3071 let params = ProbabilisticScoringFeeParameters {
3072 liquidity_penalty_multiplier_msat: 1_000,
3073 ..ProbabilisticScoringFeeParameters::zero_penalty()
3075 let decay_params = ProbabilisticScoringDecayParameters {
3076 liquidity_offset_half_life: Duration::from_secs(10),
3077 ..ProbabilisticScoringDecayParameters::default()
3079 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3080 let source = source_node_id();
3081 let usage = ChannelUsage {
3083 inflight_htlc_msat: 0,
3084 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3086 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3087 let (info, _) = channel.as_directed_from(&source).unwrap();
3088 let candidate = CandidateRouteHop::PublicHop {
3090 short_channel_id: 42,
3093 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3095 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3096 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3097 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3098 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3100 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3101 SinceEpoch::advance(Duration::from_secs(10));
3102 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3103 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3105 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3106 // is closer to the upper bound, meaning a higher penalty.
3107 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3108 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3110 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3111 // is closer to the lower bound, meaning a lower penalty.
3112 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3113 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3115 // Further decaying affects the lower bound more than the upper bound (128, 928).
3116 SinceEpoch::advance(Duration::from_secs(10));
3117 scorer.decay_liquidity_certainty(Duration::from_secs(20));
3118 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3122 fn restores_persisted_liquidity_bounds() {
3123 let logger = TestLogger::new();
3124 let network_graph = network_graph(&logger);
3125 let params = ProbabilisticScoringFeeParameters {
3126 liquidity_penalty_multiplier_msat: 1_000,
3127 considered_impossible_penalty_msat: u64::max_value(),
3128 ..ProbabilisticScoringFeeParameters::zero_penalty()
3130 let decay_params = ProbabilisticScoringDecayParameters {
3131 liquidity_offset_half_life: Duration::from_secs(10),
3132 ..ProbabilisticScoringDecayParameters::default()
3134 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3135 let source = source_node_id();
3136 let usage = ChannelUsage {
3138 inflight_htlc_msat: 0,
3139 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3142 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3143 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3144 let (info, _) = channel.as_directed_from(&source).unwrap();
3145 let candidate = CandidateRouteHop::PublicHop {
3147 short_channel_id: 42,
3149 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3151 SinceEpoch::advance(Duration::from_secs(10));
3152 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3153 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3155 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3156 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3158 let mut serialized_scorer = Vec::new();
3159 scorer.write(&mut serialized_scorer).unwrap();
3161 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3162 let deserialized_scorer =
3163 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3164 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3167 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3168 let logger = TestLogger::new();
3169 let network_graph = network_graph(&logger);
3170 let params = ProbabilisticScoringFeeParameters {
3171 liquidity_penalty_multiplier_msat: 1_000,
3172 considered_impossible_penalty_msat: u64::max_value(),
3173 ..ProbabilisticScoringFeeParameters::zero_penalty()
3175 let decay_params = ProbabilisticScoringDecayParameters {
3176 liquidity_offset_half_life: Duration::from_secs(10),
3177 ..ProbabilisticScoringDecayParameters::zero_penalty()
3179 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3180 let source = source_node_id();
3181 let usage = ChannelUsage {
3183 inflight_htlc_msat: 0,
3184 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3187 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3188 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3189 let (info, _) = channel.as_directed_from(&source).unwrap();
3190 let candidate = CandidateRouteHop::PublicHop {
3192 short_channel_id: 42,
3194 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3196 if decay_before_reload {
3197 SinceEpoch::advance(Duration::from_secs(10));
3198 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3201 let mut serialized_scorer = Vec::new();
3202 scorer.write(&mut serialized_scorer).unwrap();
3204 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3205 let mut deserialized_scorer =
3206 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3207 if !decay_before_reload {
3208 SinceEpoch::advance(Duration::from_secs(10));
3209 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3210 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
3212 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3214 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3215 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3217 SinceEpoch::advance(Duration::from_secs(10));
3218 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
3219 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3223 fn decays_persisted_liquidity_bounds() {
3224 do_decays_persisted_liquidity_bounds(false);
3225 do_decays_persisted_liquidity_bounds(true);
3229 fn scores_realistic_payments() {
3230 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3231 // 50k sat reserve).
3232 let logger = TestLogger::new();
3233 let network_graph = network_graph(&logger);
3234 let params = ProbabilisticScoringFeeParameters::default();
3235 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3236 let source = source_node_id();
3238 let usage = ChannelUsage {
3239 amount_msat: 100_000_000,
3240 inflight_htlc_msat: 0,
3241 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3243 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3244 let (info, _) = channel.as_directed_from(&source).unwrap();
3245 let candidate = CandidateRouteHop::PublicHop {
3247 short_channel_id: 42,
3249 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3250 let usage = ChannelUsage {
3251 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3253 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3254 let usage = ChannelUsage {
3255 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3257 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3258 let usage = ChannelUsage {
3259 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3261 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3262 let usage = ChannelUsage {
3263 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3265 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3266 let usage = ChannelUsage {
3267 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3269 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3270 let usage = ChannelUsage {
3271 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3273 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3274 let usage = ChannelUsage {
3275 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3277 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3278 let usage = ChannelUsage {
3279 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3281 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3282 let usage = ChannelUsage {
3283 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3285 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3286 let usage = ChannelUsage {
3287 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3289 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3293 fn adds_base_penalty_to_liquidity_penalty() {
3294 let logger = TestLogger::new();
3295 let network_graph = network_graph(&logger);
3296 let source = source_node_id();
3297 let usage = ChannelUsage {
3299 inflight_htlc_msat: 0,
3300 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3303 let params = ProbabilisticScoringFeeParameters {
3304 liquidity_penalty_multiplier_msat: 1_000,
3305 ..ProbabilisticScoringFeeParameters::zero_penalty()
3307 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3308 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3309 let (info, _) = channel.as_directed_from(&source).unwrap();
3310 let candidate = CandidateRouteHop::PublicHop {
3312 short_channel_id: 42,
3314 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3316 let params = ProbabilisticScoringFeeParameters {
3317 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3318 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3320 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3321 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3323 let params = ProbabilisticScoringFeeParameters {
3324 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3325 base_penalty_amount_multiplier_msat: (1 << 30),
3326 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3329 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3330 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3334 fn adds_amount_penalty_to_liquidity_penalty() {
3335 let logger = TestLogger::new();
3336 let network_graph = network_graph(&logger);
3337 let source = source_node_id();
3338 let usage = ChannelUsage {
3339 amount_msat: 512_000,
3340 inflight_htlc_msat: 0,
3341 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3344 let params = ProbabilisticScoringFeeParameters {
3345 liquidity_penalty_multiplier_msat: 1_000,
3346 liquidity_penalty_amount_multiplier_msat: 0,
3347 ..ProbabilisticScoringFeeParameters::zero_penalty()
3349 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3350 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3351 let (info, _) = channel.as_directed_from(&source).unwrap();
3352 let candidate = CandidateRouteHop::PublicHop {
3354 short_channel_id: 42,
3356 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3358 let params = ProbabilisticScoringFeeParameters {
3359 liquidity_penalty_multiplier_msat: 1_000,
3360 liquidity_penalty_amount_multiplier_msat: 256,
3361 ..ProbabilisticScoringFeeParameters::zero_penalty()
3363 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3364 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3368 fn calculates_log10_without_overflowing_u64_max_value() {
3369 let logger = TestLogger::new();
3370 let network_graph = network_graph(&logger);
3371 let source = source_node_id();
3372 let usage = ChannelUsage {
3373 amount_msat: u64::max_value(),
3374 inflight_htlc_msat: 0,
3375 effective_capacity: EffectiveCapacity::Infinite,
3377 let params = ProbabilisticScoringFeeParameters {
3378 liquidity_penalty_multiplier_msat: 40_000,
3379 ..ProbabilisticScoringFeeParameters::zero_penalty()
3381 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3382 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3383 let (info, _) = channel.as_directed_from(&source).unwrap();
3384 let candidate = CandidateRouteHop::PublicHop {
3386 short_channel_id: 42,
3388 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3389 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3393 fn accounts_for_inflight_htlc_usage() {
3394 let logger = TestLogger::new();
3395 let network_graph = network_graph(&logger);
3396 let params = ProbabilisticScoringFeeParameters {
3397 considered_impossible_penalty_msat: u64::max_value(),
3398 ..ProbabilisticScoringFeeParameters::zero_penalty()
3400 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3401 let source = source_node_id();
3403 let usage = ChannelUsage {
3405 inflight_htlc_msat: 0,
3406 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3408 let network_graph = network_graph.read_only();
3409 let channel = network_graph.channel(42).unwrap();
3410 let (info, _) = channel.as_directed_from(&source).unwrap();
3411 let candidate = CandidateRouteHop::PublicHop {
3413 short_channel_id: 42,
3415 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3417 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3418 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3422 fn removes_uncertainity_when_exact_liquidity_known() {
3423 let logger = TestLogger::new();
3424 let network_graph = network_graph(&logger);
3425 let params = ProbabilisticScoringFeeParameters::default();
3426 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3427 let source = source_node_id();
3429 let base_penalty_msat = params.base_penalty_msat;
3430 let usage = ChannelUsage {
3432 inflight_htlc_msat: 0,
3433 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3435 let network_graph = network_graph.read_only();
3436 let channel = network_graph.channel(42).unwrap();
3437 let (info, _) = channel.as_directed_from(&source).unwrap();
3438 let candidate = CandidateRouteHop::PublicHop {
3440 short_channel_id: 42,
3442 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3444 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3445 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3447 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3448 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3452 fn remembers_historical_failures() {
3453 let logger = TestLogger::new();
3454 let network_graph = network_graph(&logger);
3455 let params = ProbabilisticScoringFeeParameters {
3456 historical_liquidity_penalty_multiplier_msat: 1024,
3457 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3458 ..ProbabilisticScoringFeeParameters::zero_penalty()
3460 let decay_params = ProbabilisticScoringDecayParameters {
3461 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3462 historical_no_updates_half_life: Duration::from_secs(10),
3464 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3465 let source = source_node_id();
3466 let target = target_node_id();
3468 let usage = ChannelUsage {
3470 inflight_htlc_msat: 0,
3471 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3473 let usage_1 = ChannelUsage {
3475 inflight_htlc_msat: 0,
3476 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3480 let network_graph = network_graph.read_only();
3481 let channel = network_graph.channel(42).unwrap();
3482 let (info, _) = channel.as_directed_from(&source).unwrap();
3483 let candidate = CandidateRouteHop::PublicHop {
3485 short_channel_id: 42,
3488 // With no historical data the normal liquidity penalty calculation is used.
3489 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3491 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3493 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3496 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3498 let network_graph = network_graph.read_only();
3499 let channel = network_graph.channel(42).unwrap();
3500 let (info, _) = channel.as_directed_from(&source).unwrap();
3501 let candidate = CandidateRouteHop::PublicHop {
3503 short_channel_id: 42,
3506 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3507 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3509 // The "it failed" increment is 32, where the probability should lie several buckets into
3510 // the first octile.
3511 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3512 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],
3513 [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])));
3514 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3516 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3519 // Even after we tell the scorer we definitely have enough available liquidity, it will
3520 // still remember that there was some failure in the past, and assign a non-0 penalty.
3521 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3523 let network_graph = network_graph.read_only();
3524 let channel = network_graph.channel(42).unwrap();
3525 let (info, _) = channel.as_directed_from(&source).unwrap();
3526 let candidate = CandidateRouteHop::PublicHop {
3528 short_channel_id: 42,
3531 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3533 // The first points should be decayed just slightly and the last bucket has a new point.
3534 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3535 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],
3536 [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])));
3538 // The exact success probability is a bit complicated and involves integer rounding, so we
3539 // simply check bounds here.
3540 let five_hundred_prob =
3541 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3542 assert!(five_hundred_prob > 0.59);
3543 assert!(five_hundred_prob < 0.60);
3545 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3546 assert!(one_prob < 0.85);
3547 assert!(one_prob > 0.84);
3549 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3550 // gone), and check that we're back to where we started.
3551 SinceEpoch::advance(Duration::from_secs(10 * 16));
3552 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
3554 let network_graph = network_graph.read_only();
3555 let channel = network_graph.channel(42).unwrap();
3556 let (info, _) = channel.as_directed_from(&source).unwrap();
3557 let candidate = CandidateRouteHop::PublicHop {
3559 short_channel_id: 42,
3562 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3564 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3565 // data entirely instead.
3566 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3567 Some(([0; 32], [0; 32])));
3568 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3570 let mut usage = ChannelUsage {
3572 inflight_htlc_msat: 1024,
3573 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3575 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3577 let network_graph = network_graph.read_only();
3578 let channel = network_graph.channel(42).unwrap();
3579 let (info, _) = channel.as_directed_from(&source).unwrap();
3580 let candidate = CandidateRouteHop::PublicHop {
3582 short_channel_id: 42,
3585 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3587 let usage = ChannelUsage {
3589 inflight_htlc_msat: 0,
3590 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3592 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3595 // Advance to decay all liquidity offsets to zero.
3596 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3597 scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
3599 // Once even the bounds have decayed information about the channel should be removed
3601 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3604 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3605 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3607 path_hop(target_pubkey(), 43, 2),
3608 path_hop(source_pubkey(), 42, 1),
3609 path_hop(sender_pubkey(), 41, 0),
3611 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3615 fn adds_anti_probing_penalty() {
3616 let logger = TestLogger::new();
3617 let network_graph = network_graph(&logger);
3618 let source = source_node_id();
3619 let params = ProbabilisticScoringFeeParameters {
3620 anti_probing_penalty_msat: 500,
3621 ..ProbabilisticScoringFeeParameters::zero_penalty()
3623 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3625 // Check we receive no penalty for a low htlc_maximum_msat.
3626 let usage = ChannelUsage {
3627 amount_msat: 512_000,
3628 inflight_htlc_msat: 0,
3629 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3631 let network_graph = network_graph.read_only();
3632 let channel = network_graph.channel(42).unwrap();
3633 let (info, _) = channel.as_directed_from(&source).unwrap();
3634 let candidate = CandidateRouteHop::PublicHop {
3636 short_channel_id: 42,
3638 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3640 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3641 let usage = ChannelUsage {
3642 amount_msat: 512_000,
3643 inflight_htlc_msat: 0,
3644 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3646 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3648 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3649 let usage = ChannelUsage {
3650 amount_msat: 512_000,
3651 inflight_htlc_msat: 0,
3652 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3654 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3656 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3657 let usage = ChannelUsage {
3658 amount_msat: 512_000,
3659 inflight_htlc_msat: 0,
3660 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3662 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3666 fn scores_with_blinded_path() {
3667 // Make sure we'll account for a blinded path's final_value_msat in scoring
3668 let logger = TestLogger::new();
3669 let network_graph = network_graph(&logger);
3670 let params = ProbabilisticScoringFeeParameters {
3671 liquidity_penalty_multiplier_msat: 1_000,
3672 ..ProbabilisticScoringFeeParameters::zero_penalty()
3674 let decay_params = ProbabilisticScoringDecayParameters::default();
3675 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3676 let source = source_node_id();
3677 let usage = ChannelUsage {
3679 inflight_htlc_msat: 0,
3680 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3682 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3683 let (info, target) = channel.as_directed_from(&source).unwrap();
3684 let candidate = CandidateRouteHop::PublicHop {
3686 short_channel_id: 42,
3688 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3690 let mut path = payment_path_for_amount(768);
3691 let recipient_hop = path.hops.pop().unwrap();
3692 let blinded_path = BlindedPath {
3693 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3694 blinding_point: test_utils::pubkey(42),
3696 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3699 path.blinded_tail = Some(BlindedTail {
3700 hops: blinded_path.blinded_hops,
3701 blinding_point: blinded_path.blinding_point,
3702 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3703 final_value_msat: recipient_hop.fee_msat,
3706 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3707 // final value is taken into account.
3708 assert!(scorer.channel_liquidities.get(&42).is_none());
3710 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3711 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3712 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3714 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3715 .as_directed(&source, &target, 1_000, decay_params);
3716 assert_eq!(liquidity.min_liquidity_msat(), 256);
3717 assert_eq!(liquidity.max_liquidity_msat(), 768);
3721 fn realistic_historical_failures() {
3722 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3723 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3725 let logger = TestLogger::new();
3726 let mut network_graph = network_graph(&logger);
3727 let params = ProbabilisticScoringFeeParameters {
3728 historical_liquidity_penalty_multiplier_msat: 1024,
3729 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3730 ..ProbabilisticScoringFeeParameters::zero_penalty()
3732 let decay_params = ProbabilisticScoringDecayParameters {
3733 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3734 historical_no_updates_half_life: Duration::from_secs(10),
3735 ..ProbabilisticScoringDecayParameters::default()
3738 let capacity_msat = 100_000_000_000;
3739 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3740 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3742 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3743 let source = source_node_id();
3745 let mut amount_msat = 10_000_000;
3746 let usage = ChannelUsage {
3748 inflight_htlc_msat: 0,
3749 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3751 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3752 let (info, target) = channel.as_directed_from(&source).unwrap();
3753 let candidate = CandidateRouteHop::PublicHop {
3755 short_channel_id: 42,
3757 // With no historical data the normal liquidity penalty calculation is used, which results
3758 // in a success probability of ~75%.
3759 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3760 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3762 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3765 // Fail to pay once, and then check the buckets and penalty.
3766 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3767 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3768 // same bucket which is the only maximum datapoint.
3769 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3770 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3771 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3772 // 6k sats and 12k sats).
3773 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3774 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],
3775 [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])));
3776 // The success probability estimate itself should be zero.
3777 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3780 // Now test again with the amount in the bottom bucket.
3782 // The new amount is entirely within the only minimum bucket with score, so the probability
3783 // we assign is 1/2.
3784 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3787 // ...but once we see a failure, we consider the payment to be substantially less likely,
3788 // even though not a probability of zero as we still look at the second max bucket which
3790 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3791 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3792 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],
3793 [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])));
3794 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),