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;
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 $(: $supertrait)* {
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, short_channel_id: u64, source: &NodeId, target: &NodeId, 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 $(: $supertrait)* {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 impl<SP: Sized, S: ScoreLookUp<ScoreParams = SP>, T: Deref<Target=S> $(+ $supertrait)*> ScoreLookUp for T {
126 type ScoreParams = SP;
127 fn channel_penalty_msat(
128 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
130 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
134 impl<S: ScoreUpdate, T: DerefMut<Target=S> $(+ $supertrait)*> ScoreUpdate for T {
135 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
136 self.deref_mut().payment_path_failed(path, short_channel_id)
139 fn payment_path_successful(&mut self, path: &Path) {
140 self.deref_mut().payment_path_successful(path)
143 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
144 self.deref_mut().probe_failed(path, short_channel_id)
147 fn probe_successful(&mut self, path: &Path) {
148 self.deref_mut().probe_successful(path)
154 define_score!(Writeable);
156 #[cfg(not(c_bindings))]
159 /// A scorer that is accessed under a lock.
161 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
162 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
163 /// implementations. Internal locking would be detrimental to route finding performance and could
164 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
166 /// [`find_route`]: crate::routing::router::find_route
167 pub trait LockableScore<'a> {
168 /// The [`ScoreUpdate`] type.
169 type ScoreUpdate: 'a + ScoreUpdate;
170 /// The [`ScoreLookUp`] type.
171 type ScoreLookUp: 'a + ScoreLookUp;
173 /// The write locked [`ScoreUpdate`] type.
174 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
176 /// The read locked [`ScoreLookUp`] type.
177 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
179 /// Returns read locked scorer.
180 fn read_lock(&'a self) -> Self::ReadLocked;
182 /// Returns write locked scorer.
183 fn write_lock(&'a self) -> Self::WriteLocked;
186 /// Refers to a scorer that is accessible under lock and also writeable to disk
188 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
189 /// use the Persister to persist it.
190 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
192 #[cfg(not(c_bindings))]
193 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
194 #[cfg(not(c_bindings))]
195 impl<'a, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for Mutex<T> {
196 type ScoreUpdate = T;
197 type ScoreLookUp = T;
199 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
200 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
202 fn read_lock(&'a self) -> Self::ReadLocked {
203 Mutex::lock(self).unwrap()
206 fn write_lock(&'a self) -> Self::WriteLocked {
207 Mutex::lock(self).unwrap()
211 #[cfg(not(c_bindings))]
212 impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RefCell<T> {
213 type ScoreUpdate = T;
214 type ScoreLookUp = T;
216 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
217 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
219 fn write_lock(&'a self) -> Self::WriteLocked {
223 fn read_lock(&'a self) -> Self::ReadLocked {
228 #[cfg(not(c_bindings))]
229 impl<'a, SP:Sized, T: 'a + ScoreUpdate + ScoreLookUp<ScoreParams = SP>> LockableScore<'a> for RwLock<T> {
230 type ScoreUpdate = T;
231 type ScoreLookUp = T;
233 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
234 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
236 fn read_lock(&'a self) -> Self::ReadLocked {
237 RwLock::read(self).unwrap()
240 fn write_lock(&'a self) -> Self::WriteLocked {
241 RwLock::write(self).unwrap()
246 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
247 pub struct MultiThreadedLockableScore<T: ScoreLookUp + ScoreUpdate> {
252 impl<'a, SP:Sized, T: 'a + ScoreLookUp<ScoreParams = SP> + ScoreUpdate> LockableScore<'a> for MultiThreadedLockableScore<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
255 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
256 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
258 fn read_lock(&'a self) -> Self::ReadLocked {
259 MultiThreadedScoreLockRead(self.score.read().unwrap())
262 fn write_lock(&'a self) -> Self::WriteLocked {
263 MultiThreadedScoreLockWrite(self.score.write().unwrap())
268 impl<T: ScoreUpdate + ScoreLookUp> Writeable for MultiThreadedLockableScore<T> {
269 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
270 self.score.read().unwrap().write(writer)
275 impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
278 impl<T: ScoreLookUp + ScoreUpdate> MultiThreadedLockableScore<T> {
279 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
280 pub fn new(score: T) -> Self {
281 MultiThreadedLockableScore { score: RwLock::new(score) }
286 /// A locked `MultiThreadedLockableScore`.
287 pub struct MultiThreadedScoreLockRead<'a, T: ScoreLookUp>(RwLockReadGuard<'a, T>);
290 /// A locked `MultiThreadedLockableScore`.
291 pub struct MultiThreadedScoreLockWrite<'a, T: ScoreUpdate>(RwLockWriteGuard<'a, T>);
294 impl<'a, T: 'a + ScoreLookUp> Deref for MultiThreadedScoreLockRead<'a, T> {
297 fn deref(&self) -> &Self::Target {
303 impl<'a, T: 'a + ScoreUpdate> Writeable for MultiThreadedScoreLockWrite<'a, T> {
304 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
310 impl<'a, T: 'a + ScoreUpdate> Deref for MultiThreadedScoreLockWrite<'a, T> {
313 fn deref(&self) -> &Self::Target {
319 impl<'a, T: 'a + ScoreUpdate> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
320 fn deref_mut(&mut self) -> &mut Self::Target {
326 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
327 #[derive(Clone, Copy, Debug, PartialEq)]
328 pub struct ChannelUsage {
329 /// The amount to send through the channel, denominated in millisatoshis.
330 pub amount_msat: u64,
332 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
333 /// as part of a multi-path payment.
334 pub inflight_htlc_msat: u64,
336 /// The effective capacity of the channel.
337 pub effective_capacity: EffectiveCapacity,
341 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
342 pub struct FixedPenaltyScorer {
346 impl FixedPenaltyScorer {
347 /// Creates a new scorer using `penalty_msat`.
348 pub fn with_penalty(penalty_msat: u64) -> Self {
349 Self { penalty_msat }
353 impl ScoreLookUp for FixedPenaltyScorer {
354 type ScoreParams = ();
355 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
360 impl ScoreUpdate for FixedPenaltyScorer {
361 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
363 fn payment_path_successful(&mut self, _path: &Path) {}
365 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
367 fn probe_successful(&mut self, _path: &Path) {}
370 impl Writeable for FixedPenaltyScorer {
372 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
373 write_tlv_fields!(w, {});
378 impl ReadableArgs<u64> for FixedPenaltyScorer {
380 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
381 read_tlv_fields!(r, {});
382 Ok(Self { penalty_msat })
386 #[cfg(not(feature = "no-std"))]
387 type ConfiguredTime = crate::util::time::MonotonicTime;
388 #[cfg(feature = "no-std")]
389 use crate::util::time::Eternity;
390 #[cfg(feature = "no-std")]
391 type ConfiguredTime = Eternity;
393 /// [`ScoreLookUp`] implementation using channel success probability distributions.
395 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
396 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
397 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
398 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
400 /// These bounds are then used to determine a success probability using the formula from
401 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
402 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
404 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
405 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
406 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
407 /// terms of the entire path's success probability. This allows the router to directly compare
408 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
410 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
412 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
413 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
414 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
415 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
420 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
423 /// [1]: https://arxiv.org/abs/2107.05322
424 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
425 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
426 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
427 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
428 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
429 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
431 /// Probabilistic [`ScoreLookUp`] implementation.
433 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
434 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
435 where L::Target: Logger {
436 decay_params: ProbabilisticScoringDecayParameters,
439 // TODO: Remove entries of closed channels.
440 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
443 /// Parameters for configuring [`ProbabilisticScorer`].
445 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
446 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
448 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
451 pub struct ProbabilisticScoringFeeParameters {
452 /// A fixed penalty in msats to apply to each channel.
454 /// Default value: 500 msat
455 pub base_penalty_msat: u64,
457 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
458 /// channel, in excess of the [`base_penalty_msat`].
460 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
461 /// fees plus penalty) for large payments. The penalty is computed as the product of this
462 /// multiplier and `2^30`ths of the payment amount.
464 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
466 /// Default value: 8,192 msat
468 /// [`base_penalty_msat`]: Self::base_penalty_msat
469 pub base_penalty_amount_multiplier_msat: u64,
471 /// A multiplier used in conjunction with the negative `log10` of the channel's success
472 /// probability for a payment, as determined by our latest estimates of the channel's
473 /// liquidity, to determine the liquidity penalty.
475 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
476 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
477 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
478 /// lower bounding the success probability to `0.01`) when the amount falls within the
479 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
480 /// result in a `u64::max_value` penalty, however.
482 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
484 /// Default value: 30,000 msat
486 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
487 pub liquidity_penalty_multiplier_msat: u64,
489 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
490 /// channel's success probability for the payment, as determined by our latest estimates of the
491 /// channel's liquidity, to determine the amount penalty.
493 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
494 /// fees plus penalty) for large payments. The penalty is computed as the product of this
495 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
496 /// success probability.
498 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
500 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
501 /// the amount will result in a penalty of the multiplier. And, as the success probability
502 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
503 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
506 /// Default value: 192 msat
507 pub liquidity_penalty_amount_multiplier_msat: u64,
509 /// A multiplier used in conjunction with the negative `log10` of the channel's success
510 /// probability for the payment, as determined based on the history of our estimates of the
511 /// channel's available liquidity, to determine a penalty.
513 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
514 /// only our latest estimate for the current liquidity available in the channel, it estimates
515 /// success probability based on the estimated liquidity available in the channel through
516 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
517 /// track which of several buckets those bounds fall into, exponentially decaying the
518 /// probability of each bucket as new samples are added.
520 /// Default value: 10,000 msat
522 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
523 pub historical_liquidity_penalty_multiplier_msat: u64,
525 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
526 /// channel's success probability for the payment, as determined based on the history of our
527 /// estimates of the channel's available liquidity, to determine a penalty.
529 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
530 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
531 /// of the payment amount, weighted by the negative `log10` of the success probability.
533 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
534 /// of using only our latest estimate for the current liquidity available in the channel, it
535 /// estimates success probability based on the estimated liquidity available in the channel
536 /// through history. Specifically, every time we update our liquidity bounds on a given
537 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
538 /// the probability of each bucket as new samples are added.
540 /// Default value: 64 msat
542 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
543 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
545 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
546 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
547 /// considered during path finding.
549 /// This is not exported to bindings users
550 pub manual_node_penalties: HashMap<NodeId, u64>,
552 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
553 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
554 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
555 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
556 /// to restrict `htlc_maximum_msat` and improve privacy.
558 /// Default value: 250 msat
559 pub anti_probing_penalty_msat: u64,
561 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
562 /// current estimate of the channel's available liquidity.
564 /// Note that in this case all other penalties, including the
565 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
566 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
567 /// applicable, are still included in the overall penalty.
569 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
570 /// `u64::max_value()` will guarantee that.
572 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
574 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
575 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
576 /// [`base_penalty_msat`]: Self::base_penalty_msat
577 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
578 pub considered_impossible_penalty_msat: u64,
581 impl Default for ProbabilisticScoringFeeParameters {
582 fn default() -> Self {
584 base_penalty_msat: 500,
585 base_penalty_amount_multiplier_msat: 8192,
586 liquidity_penalty_multiplier_msat: 30_000,
587 liquidity_penalty_amount_multiplier_msat: 192,
588 manual_node_penalties: HashMap::new(),
589 anti_probing_penalty_msat: 250,
590 considered_impossible_penalty_msat: 1_0000_0000_000,
591 historical_liquidity_penalty_multiplier_msat: 10_000,
592 historical_liquidity_penalty_amount_multiplier_msat: 64,
597 impl ProbabilisticScoringFeeParameters {
598 /// Marks the node with the given `node_id` as banned,
599 /// i.e it will be avoided during path finding.
600 pub fn add_banned(&mut self, node_id: &NodeId) {
601 self.manual_node_penalties.insert(*node_id, u64::max_value());
604 /// Marks all nodes in the given list as banned, i.e.,
605 /// they will be avoided during path finding.
606 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
608 self.manual_node_penalties.insert(id, u64::max_value());
612 /// Removes the node with the given `node_id` from the list of nodes to avoid.
613 pub fn remove_banned(&mut self, node_id: &NodeId) {
614 self.manual_node_penalties.remove(node_id);
617 /// Sets a manual penalty for the given node.
618 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
619 self.manual_node_penalties.insert(*node_id, penalty);
622 /// Removes the node with the given `node_id` from the list of manual penalties.
623 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
624 self.manual_node_penalties.remove(node_id);
627 /// Clears the list of manual penalties that are applied during path finding.
628 pub fn clear_manual_penalties(&mut self) {
629 self.manual_node_penalties = HashMap::new();
634 impl ProbabilisticScoringFeeParameters {
635 fn zero_penalty() -> Self {
637 base_penalty_msat: 0,
638 base_penalty_amount_multiplier_msat: 0,
639 liquidity_penalty_multiplier_msat: 0,
640 liquidity_penalty_amount_multiplier_msat: 0,
641 historical_liquidity_penalty_multiplier_msat: 0,
642 historical_liquidity_penalty_amount_multiplier_msat: 0,
643 manual_node_penalties: HashMap::new(),
644 anti_probing_penalty_msat: 0,
645 considered_impossible_penalty_msat: 0,
650 /// Parameters for configuring [`ProbabilisticScorer`].
652 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
653 /// these decay parameters affect the score of the channel penalty and are not changed on a
654 /// per-route penalty cost call.
655 #[derive(Copy, Clone)]
656 pub struct ProbabilisticScoringDecayParameters {
657 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
658 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
659 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
661 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
663 /// Note that after 16 or more half lives all historical data will be completely gone.
665 /// Default value: 14 days
667 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
668 pub historical_no_updates_half_life: Duration,
670 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
671 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
672 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
675 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
676 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
677 /// struct documentation for more info on the way the liquidity bounds are used.
679 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
680 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
681 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
683 /// Default value: 6 hours
687 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
688 /// liquidity knowledge will never decay except when the bounds cross.
689 pub liquidity_offset_half_life: Duration,
692 impl Default for ProbabilisticScoringDecayParameters {
693 fn default() -> Self {
695 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
696 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
702 impl ProbabilisticScoringDecayParameters {
703 fn zero_penalty() -> Self {
705 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
706 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
711 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
712 /// in each of 8 buckets.
713 #[derive(Clone, Copy)]
714 struct HistoricalBucketRangeTracker {
718 impl HistoricalBucketRangeTracker {
719 fn new() -> Self { Self { buckets: [0; 8] } }
720 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
721 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
722 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
724 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
725 // the buckets for the current min and max liquidity offset positions.
727 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
728 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
729 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
731 // In total, this allows us to track data for the last 8,000 or so payments across a given
734 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
735 // and need to balance having more bits in the decimal part (to ensure decay isn't too
736 // non-linear) with having too few bits in the mantissa, causing us to not store very many
739 // The constants were picked experimentally, selecting a decay amount that restricts us
740 // from overflowing buckets without having to cap them manually.
742 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
743 // the channel's capacity, though the second should generally never happen.
744 debug_assert!(liquidity_offset_msat <= capacity_msat);
745 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
746 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
747 debug_assert!(bucket_idx < 8);
749 for e in self.buckets.iter_mut() {
750 *e = ((*e as u32) * 2047 / 2048) as u16;
752 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
755 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
756 /// datapoints as we receive newer information.
757 fn time_decay_data(&mut self, half_lives: u32) {
758 for e in self.buckets.iter_mut() {
759 *e = e.checked_shr(half_lives).unwrap_or(0);
764 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
766 struct HistoricalMinMaxBuckets<'a> {
767 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
768 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
771 impl HistoricalMinMaxBuckets<'_> {
773 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
774 -> ([u16; 8], [u16; 8], u32) {
775 let required_decays = now.duration_since(last_updated).as_secs()
776 .checked_div(half_life.as_secs())
777 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
778 let mut min_buckets = *self.min_liquidity_offset_history;
779 min_buckets.time_decay_data(required_decays);
780 let mut max_buckets = *self.max_liquidity_offset_history;
781 max_buckets.time_decay_data(required_decays);
782 (min_buckets.buckets, max_buckets.buckets, required_decays)
786 fn calculate_success_probability_times_billion<T: Time>(
787 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
789 // If historical penalties are enabled, calculate the penalty by walking the set of
790 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
791 // each, calculate the probability of success given our payment amount, then total the
792 // weighted average probability of success.
794 // We use a sliding scale to decide which point within a given bucket will be compared to
795 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
796 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
797 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
798 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
799 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
800 // penalties to channels at the edges.
802 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
803 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
804 // for a 1 BTC channel!).
806 // If we used the middle of each bucket we'd never assign any penalty at all when sending
807 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
808 let mut total_valid_points_tracked = 0;
810 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
811 // don't actually use the decayed buckets, though, as that would lose precision.
812 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
813 self.get_decayed_buckets(now, last_updated, half_life);
814 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
818 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
819 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
820 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
823 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
824 // it as if we were fully decayed.
825 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
829 let mut cumulative_success_prob_times_billion = 0;
830 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
831 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
832 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
833 * 1024 * 1024 / total_valid_points_tracked;
834 let min_64th_bucket = min_idx as u8 * 9;
835 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
836 if payment_amt_64th_bucket > max_64th_bucket {
837 // Success probability 0, the payment amount is above the max liquidity
838 } else if payment_amt_64th_bucket <= min_64th_bucket {
839 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
841 cumulative_success_prob_times_billion += bucket_prob_times_million *
842 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
843 ((max_64th_bucket - min_64th_bucket) as u64);
848 Some(cumulative_success_prob_times_billion)
852 /// Accounting for channel liquidity balance uncertainty.
854 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
855 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
856 /// offset fields gives the opposite direction.
857 struct ChannelLiquidity<T: Time> {
858 /// Lower channel liquidity bound in terms of an offset from zero.
859 min_liquidity_offset_msat: u64,
861 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
862 max_liquidity_offset_msat: u64,
864 /// Time when the liquidity bounds were last modified.
867 min_liquidity_offset_history: HistoricalBucketRangeTracker,
868 max_liquidity_offset_history: HistoricalBucketRangeTracker,
871 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
872 /// decayed with a given half life.
873 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
874 min_liquidity_offset_msat: L,
875 max_liquidity_offset_msat: L,
876 min_liquidity_offset_history: BRT,
877 max_liquidity_offset_history: BRT,
878 inflight_htlc_msat: u64,
882 decay_params: ProbabilisticScoringDecayParameters,
885 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
886 /// Creates a new scorer using the given scoring parameters for sending payments from a node
887 /// through a network graph.
888 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
893 channel_liquidities: HashMap::new(),
898 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
899 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
903 /// Dump the contents of this scorer into the configured logger.
905 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
906 /// which may be a substantial amount of log output.
907 pub fn debug_log_liquidity_stats(&self) {
910 let graph = self.network_graph.read_only();
911 for (scid, liq) in self.channel_liquidities.iter() {
912 if let Some(chan_debug) = graph.channels().get(scid) {
913 let log_direction = |source, target| {
914 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
915 let amt = directed_info.effective_capacity().as_msat();
916 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
918 let buckets = HistoricalMinMaxBuckets {
919 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
920 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
922 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
923 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
925 log_debug!(self.logger, core::concat!(
926 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
927 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
928 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
929 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
930 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
931 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
932 // Note that the liquidity buckets are an offset from the edge, so we
933 // inverse the max order to get the probabilities from zero.
934 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
935 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
937 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
941 log_direction(&chan_debug.node_one, &chan_debug.node_two);
942 log_direction(&chan_debug.node_two, &chan_debug.node_one);
944 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
949 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
950 /// channel with `scid` towards the given `target` node.
951 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
952 let graph = self.network_graph.read_only();
954 if let Some(chan) = graph.channels().get(&scid) {
955 if let Some(liq) = self.channel_liquidities.get(&scid) {
956 if let Some((directed_info, source)) = chan.as_directed_to(target) {
957 let amt = directed_info.effective_capacity().as_msat();
958 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
959 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
966 /// Query the historical estimated minimum and maximum liquidity available for sending a
967 /// payment over the channel with `scid` towards the given `target` node.
969 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
970 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
971 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
972 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
973 /// Because the values are slowly decayed, more recent data points are weighted more heavily
974 /// than older datapoints.
976 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
977 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
978 /// the total of all buckets for the given bound.
980 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
981 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
982 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
983 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
985 /// Because the datapoints are decayed slowly over time, values will eventually return to
986 /// `Some(([0; 8], [0; 8]))`.
987 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
988 -> Option<([u16; 8], [u16; 8])> {
989 let graph = self.network_graph.read_only();
991 if let Some(chan) = graph.channels().get(&scid) {
992 if let Some(liq) = self.channel_liquidities.get(&scid) {
993 if let Some((directed_info, source)) = chan.as_directed_to(target) {
994 let amt = directed_info.effective_capacity().as_msat();
995 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
997 let buckets = HistoricalMinMaxBuckets {
998 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
999 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
1001 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
1002 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
1003 // Note that the liquidity buckets are an offset from the edge, so we inverse
1004 // the max order to get the probabilities from zero.
1005 max_buckets.reverse();
1006 return Some((min_buckets, max_buckets));
1014 impl<T: Time> ChannelLiquidity<T> {
1018 min_liquidity_offset_msat: 0,
1019 max_liquidity_offset_msat: 0,
1020 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1021 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1022 last_updated: T::now(),
1026 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1027 /// `capacity_msat`.
1029 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1030 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1031 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1032 if source < target {
1033 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1034 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1036 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1037 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1040 DirectedChannelLiquidity {
1041 min_liquidity_offset_msat,
1042 max_liquidity_offset_msat,
1043 min_liquidity_offset_history,
1044 max_liquidity_offset_history,
1047 last_updated: &self.last_updated,
1049 decay_params: decay_params,
1053 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1054 /// `capacity_msat`.
1056 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1057 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1058 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1059 if source < target {
1060 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1061 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1063 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1064 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1067 DirectedChannelLiquidity {
1068 min_liquidity_offset_msat,
1069 max_liquidity_offset_msat,
1070 min_liquidity_offset_history,
1071 max_liquidity_offset_history,
1074 last_updated: &mut self.last_updated,
1076 decay_params: decay_params,
1081 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1083 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1085 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1086 /// ratio, as X in 1/X.
1087 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1089 /// The divisor used when computing the amount penalty.
1090 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1091 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1093 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1094 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1096 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1097 let max_liquidity_msat = self.max_liquidity_msat();
1098 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1100 let mut res = if amount_msat <= min_liquidity_msat {
1102 } else if amount_msat >= max_liquidity_msat {
1103 // Equivalent to hitting the else clause below with the amount equal to the effective
1104 // capacity and without any certainty on the liquidity upper bound, plus the
1105 // impossibility penalty.
1106 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1107 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1108 score_params.liquidity_penalty_multiplier_msat,
1109 score_params.liquidity_penalty_amount_multiplier_msat)
1110 .saturating_add(score_params.considered_impossible_penalty_msat)
1112 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1113 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1114 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1115 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1116 // don't bother trying to use the log approximation as it gets too noisy to be
1117 // particularly helpful, instead just round down to 0.
1120 let negative_log10_times_2048 =
1121 approx::negative_log10_times_2048(numerator, denominator);
1122 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1123 score_params.liquidity_penalty_multiplier_msat,
1124 score_params.liquidity_penalty_amount_multiplier_msat)
1128 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1129 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1130 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1131 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1133 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1134 // division. This branch should only be hit in fuzz testing since the amount would
1135 // need to be over 2.88 million BTC in practice.
1136 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1137 .try_into().unwrap_or(65)
1139 #[cfg(not(fuzzing))]
1140 debug_assert!(payment_amt_64th_bucket <= 64);
1141 if payment_amt_64th_bucket > 64 { return res; }
1143 let buckets = HistoricalMinMaxBuckets {
1144 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1145 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1147 if let Some(cumulative_success_prob_times_billion) = buckets
1148 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1149 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1151 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1152 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1153 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1154 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1156 // If we don't have any valid points (or, once decayed, we have less than a full
1157 // point), redo the non-historical calculation with no liquidity bounds tracked and
1158 // the historical penalty multipliers.
1159 let available_capacity = self.available_capacity();
1160 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1161 let denominator = available_capacity.saturating_add(1);
1162 let negative_log10_times_2048 =
1163 approx::negative_log10_times_2048(numerator, denominator);
1164 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1165 score_params.historical_liquidity_penalty_multiplier_msat,
1166 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1173 /// Computes the liquidity penalty from the penalty multipliers.
1175 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1176 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1178 let liquidity_penalty_msat = {
1179 // Upper bound the liquidity penalty to ensure some channel is selected.
1180 let multiplier_msat = liquidity_penalty_multiplier_msat;
1181 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1182 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1184 let amount_penalty_msat = negative_log10_times_2048
1185 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1186 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1188 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1191 /// Returns the lower bound of the channel liquidity balance in this direction.
1192 fn min_liquidity_msat(&self) -> u64 {
1193 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1196 /// Returns the upper bound of the channel liquidity balance in this direction.
1197 fn max_liquidity_msat(&self) -> u64 {
1198 self.available_capacity()
1199 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1202 /// Returns the capacity minus the in-flight HTLCs in this direction.
1203 fn available_capacity(&self) -> u64 {
1204 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1207 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1208 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1210 // Decay the offset by the appropriate number of half lives. If half of the next half
1211 // life has passed, approximate an additional three-quarter life to help smooth out the
1213 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1214 let half_decays = elapsed_time / (half_life / 2);
1215 let decays = half_decays / 2;
1216 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1217 if half_decays % 2 == 0 {
1220 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1222 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1230 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1231 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1232 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1233 let existing_max_msat = self.max_liquidity_msat();
1234 if amount_msat < existing_max_msat {
1235 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1236 self.set_max_liquidity_msat(amount_msat);
1238 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1239 chan_descr, existing_max_msat, amount_msat);
1241 self.update_history_buckets();
1244 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1245 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1246 let existing_min_msat = self.min_liquidity_msat();
1247 if amount_msat > existing_min_msat {
1248 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1249 self.set_min_liquidity_msat(amount_msat);
1251 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1252 chan_descr, existing_min_msat, amount_msat);
1254 self.update_history_buckets();
1257 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1258 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1259 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1260 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1261 self.set_max_liquidity_msat(max_liquidity_msat);
1262 self.update_history_buckets();
1265 fn update_history_buckets(&mut self) {
1266 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1267 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1268 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1269 self.min_liquidity_offset_history.time_decay_data(half_lives);
1270 self.max_liquidity_offset_history.time_decay_data(half_lives);
1272 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1273 self.min_liquidity_offset_history.track_datapoint(
1274 min_liquidity_offset_msat, self.capacity_msat
1276 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1277 self.max_liquidity_offset_history.track_datapoint(
1278 max_liquidity_offset_msat, self.capacity_msat
1282 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1283 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1284 *self.min_liquidity_offset_msat = amount_msat;
1285 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1288 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1290 *self.last_updated = self.now;
1293 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1294 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1295 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1296 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1299 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1301 *self.last_updated = self.now;
1305 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1306 type ScoreParams = ProbabilisticScoringFeeParameters;
1307 fn channel_penalty_msat(
1308 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1310 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1314 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1315 score_params.base_penalty_amount_multiplier_msat
1316 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1318 let mut anti_probing_penalty_msat = 0;
1319 match usage.effective_capacity {
1320 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1321 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1323 if usage.amount_msat > amount_msat {
1324 return u64::max_value();
1326 return base_penalty_msat;
1329 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1330 if htlc_maximum_msat >= capacity_msat/2 {
1331 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1337 let amount_msat = usage.amount_msat;
1338 let capacity_msat = usage.effective_capacity.as_msat();
1339 let inflight_htlc_msat = usage.inflight_htlc_msat;
1340 self.channel_liquidities
1341 .get(&short_channel_id)
1342 .unwrap_or(&ChannelLiquidity::new())
1343 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1344 .penalty_msat(amount_msat, score_params)
1345 .saturating_add(anti_probing_penalty_msat)
1346 .saturating_add(base_penalty_msat)
1350 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1351 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1352 let amount_msat = path.final_value_msat();
1353 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1354 let network_graph = self.network_graph.read_only();
1355 for (hop_idx, hop) in path.hops.iter().enumerate() {
1356 let target = NodeId::from_pubkey(&hop.pubkey);
1357 let channel_directed_from_source = network_graph.channels()
1358 .get(&hop.short_channel_id)
1359 .and_then(|channel| channel.as_directed_to(&target));
1361 let at_failed_channel = hop.short_channel_id == short_channel_id;
1362 if at_failed_channel && hop_idx == 0 {
1363 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);
1366 // Only score announced channels.
1367 if let Some((channel, source)) = channel_directed_from_source {
1368 let capacity_msat = channel.effective_capacity().as_msat();
1369 if at_failed_channel {
1370 self.channel_liquidities
1371 .entry(hop.short_channel_id)
1372 .or_insert_with(ChannelLiquidity::new)
1373 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1374 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1376 self.channel_liquidities
1377 .entry(hop.short_channel_id)
1378 .or_insert_with(ChannelLiquidity::new)
1379 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1380 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1383 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).",
1384 hop.short_channel_id);
1386 if at_failed_channel { break; }
1390 fn payment_path_successful(&mut self, path: &Path) {
1391 let amount_msat = path.final_value_msat();
1392 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1393 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1394 let network_graph = self.network_graph.read_only();
1395 for hop in &path.hops {
1396 let target = NodeId::from_pubkey(&hop.pubkey);
1397 let channel_directed_from_source = network_graph.channels()
1398 .get(&hop.short_channel_id)
1399 .and_then(|channel| channel.as_directed_to(&target));
1401 // Only score announced channels.
1402 if let Some((channel, source)) = channel_directed_from_source {
1403 let capacity_msat = channel.effective_capacity().as_msat();
1404 self.channel_liquidities
1405 .entry(hop.short_channel_id)
1406 .or_insert_with(ChannelLiquidity::new)
1407 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1408 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1410 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).",
1411 hop.short_channel_id);
1416 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1417 self.payment_path_failed(path, short_channel_id)
1420 fn probe_successful(&mut self, path: &Path) {
1421 self.payment_path_failed(path, u64::max_value())
1426 const BITS: u32 = 64;
1427 const HIGHEST_BIT: u32 = BITS - 1;
1428 const LOWER_BITS: u32 = 6;
1429 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1430 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1432 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1433 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1434 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1435 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1436 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1437 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1438 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1439 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1440 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1441 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1442 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1443 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1444 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1445 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1446 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1447 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1448 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1449 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1450 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1451 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1452 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1453 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1454 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1455 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1456 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1457 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1458 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1459 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1460 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1461 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1462 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1463 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1464 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1465 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1466 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1467 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1468 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1469 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1470 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1471 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1472 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1473 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1474 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1475 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1476 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1477 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1478 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1479 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1480 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1481 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1482 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1483 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1484 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1485 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1486 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1487 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1488 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1489 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1490 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1491 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1492 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1493 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1494 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1495 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1496 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1497 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1498 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1499 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1500 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1501 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1502 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1503 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1504 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1505 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1506 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1507 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1508 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1509 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1510 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1511 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1512 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1513 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1514 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1515 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1516 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1517 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1518 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1519 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1520 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1521 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1522 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1523 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1524 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1525 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1526 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1527 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1528 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1529 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1530 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1531 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1532 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1533 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1534 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1535 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1536 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1537 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1538 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1539 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1540 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1541 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1542 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1543 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1544 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1545 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1546 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1547 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1548 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1549 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1550 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1551 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1552 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1553 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1554 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1555 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1556 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1557 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1558 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1559 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1560 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1561 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1562 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1563 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1564 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1565 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1566 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1567 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1568 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1569 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1570 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1571 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1572 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1573 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1574 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1575 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1576 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1577 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1578 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1579 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1580 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1581 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1582 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1583 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1584 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1585 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1586 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1587 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1588 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1589 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1590 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1591 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1592 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1593 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1594 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1595 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1596 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1597 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1598 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1599 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1600 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1601 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1602 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1603 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1604 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1605 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1606 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1607 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1608 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1609 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1610 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1611 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1612 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1613 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1614 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1615 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1616 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1617 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1618 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1619 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1620 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1621 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1622 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1623 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1624 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1625 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1626 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1627 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1628 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1629 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1630 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1631 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1632 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1633 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1634 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1635 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1636 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1637 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1638 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1639 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1640 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1641 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1642 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1643 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1644 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1645 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1646 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1647 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1648 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1649 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1650 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1651 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1652 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1653 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1654 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1655 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1656 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1657 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1658 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1659 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1660 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1661 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1662 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1663 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1664 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1665 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1666 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1667 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1668 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1669 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1670 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1671 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1672 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1673 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1674 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1675 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1676 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1677 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1678 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1679 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1680 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1681 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1682 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1683 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1684 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1685 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1686 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1687 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1688 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1689 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1690 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1693 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1695 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1696 // Multiply the -1 through to avoid needing to use signed numbers.
1697 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1701 fn log10_times_2048(x: u64) -> u16 {
1702 debug_assert_ne!(x, 0);
1703 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1704 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1705 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1713 fn prints_negative_log10_times_2048_lookup_table() {
1714 for msb in 0..BITS {
1715 for i in 0..LOWER_BITS_BOUND {
1716 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1717 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1718 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1720 if i % LOWER_BITS_BOUND == 0 {
1721 print!("\t\t[{}, ", log10_times_2048);
1722 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1723 println!("{}],", log10_times_2048);
1724 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1725 print!("{},\n\t\t\t", log10_times_2048);
1727 print!("{}, ", log10_times_2048);
1735 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1737 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1738 write_tlv_fields!(w, {
1739 (0, self.channel_liquidities, required),
1745 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1746 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1749 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1750 ) -> Result<Self, DecodeError> {
1751 let (decay_params, network_graph, logger) = args;
1752 let mut channel_liquidities = HashMap::new();
1753 read_tlv_fields!(r, {
1754 (0, channel_liquidities, required),
1760 channel_liquidities,
1765 impl<T: Time> Writeable for ChannelLiquidity<T> {
1767 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1768 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1769 write_tlv_fields!(w, {
1770 (0, self.min_liquidity_offset_msat, required),
1771 (1, Some(self.min_liquidity_offset_history), option),
1772 (2, self.max_liquidity_offset_msat, required),
1773 (3, Some(self.max_liquidity_offset_history), option),
1774 (4, duration_since_epoch, required),
1780 impl<T: Time> Readable for ChannelLiquidity<T> {
1782 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1783 let mut min_liquidity_offset_msat = 0;
1784 let mut max_liquidity_offset_msat = 0;
1785 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1786 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1787 let mut duration_since_epoch = Duration::from_secs(0);
1788 read_tlv_fields!(r, {
1789 (0, min_liquidity_offset_msat, required),
1790 (1, min_liquidity_offset_history, option),
1791 (2, max_liquidity_offset_msat, required),
1792 (3, max_liquidity_offset_history, option),
1793 (4, duration_since_epoch, required),
1795 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1796 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1797 // is a time from a monotonic clock usually represented as an offset against boot time).
1798 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1799 // from the one that was written. However, because `Instant` can panic if we construct one
1800 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1801 // using `Instant::now()` in that case.
1802 let wall_clock_now = T::duration_since_epoch();
1804 let last_updated = if wall_clock_now > duration_since_epoch {
1805 now - (wall_clock_now - duration_since_epoch)
1808 min_liquidity_offset_msat,
1809 max_liquidity_offset_msat,
1810 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1811 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1819 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1820 use crate::blinded_path::{BlindedHop, BlindedPath};
1821 use crate::util::config::UserConfig;
1822 use crate::util::time::Time;
1823 use crate::util::time::tests::SinceEpoch;
1825 use crate::ln::channelmanager;
1826 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1827 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1828 use crate::routing::router::{BlindedTail, Path, RouteHop};
1829 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
1830 use crate::util::ser::{ReadableArgs, Writeable};
1831 use crate::util::test_utils::{self, TestLogger};
1833 use bitcoin::blockdata::constants::genesis_block;
1834 use bitcoin::hashes::Hash;
1835 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1836 use bitcoin::network::constants::Network;
1837 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1838 use core::time::Duration;
1841 fn source_privkey() -> SecretKey {
1842 SecretKey::from_slice(&[42; 32]).unwrap()
1845 fn target_privkey() -> SecretKey {
1846 SecretKey::from_slice(&[43; 32]).unwrap()
1849 fn source_pubkey() -> PublicKey {
1850 let secp_ctx = Secp256k1::new();
1851 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1854 fn target_pubkey() -> PublicKey {
1855 let secp_ctx = Secp256k1::new();
1856 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1859 fn source_node_id() -> NodeId {
1860 NodeId::from_pubkey(&source_pubkey())
1863 fn target_node_id() -> NodeId {
1864 NodeId::from_pubkey(&target_pubkey())
1867 // `ProbabilisticScorer` tests
1869 /// A probabilistic scorer for testing with time that can be manually advanced.
1870 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1872 fn sender_privkey() -> SecretKey {
1873 SecretKey::from_slice(&[41; 32]).unwrap()
1876 fn recipient_privkey() -> SecretKey {
1877 SecretKey::from_slice(&[45; 32]).unwrap()
1880 fn sender_pubkey() -> PublicKey {
1881 let secp_ctx = Secp256k1::new();
1882 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1885 fn recipient_pubkey() -> PublicKey {
1886 let secp_ctx = Secp256k1::new();
1887 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1890 fn sender_node_id() -> NodeId {
1891 NodeId::from_pubkey(&sender_pubkey())
1894 fn recipient_node_id() -> NodeId {
1895 NodeId::from_pubkey(&recipient_pubkey())
1898 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1899 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1900 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1901 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1907 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1908 node_2_key: SecretKey
1910 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1911 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1912 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1913 let secp_ctx = Secp256k1::new();
1914 let unsigned_announcement = UnsignedChannelAnnouncement {
1915 features: channelmanager::provided_channel_features(&UserConfig::default()),
1916 chain_hash: genesis_hash,
1918 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1919 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1920 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1921 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1922 excess_data: Vec::new(),
1924 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1925 let signed_announcement = ChannelAnnouncement {
1926 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1927 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1928 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1929 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1930 contents: unsigned_announcement,
1932 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1933 network_graph.update_channel_from_announcement(
1934 &signed_announcement, &chain_source).unwrap();
1935 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1936 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1940 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1941 flags: u8, htlc_maximum_msat: u64
1943 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1944 let secp_ctx = Secp256k1::new();
1945 let unsigned_update = UnsignedChannelUpdate {
1946 chain_hash: genesis_hash,
1950 cltv_expiry_delta: 18,
1951 htlc_minimum_msat: 0,
1954 fee_proportional_millionths: 0,
1955 excess_data: Vec::new(),
1957 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1958 let signed_update = ChannelUpdate {
1959 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1960 contents: unsigned_update,
1962 network_graph.update_channel(&signed_update).unwrap();
1965 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1966 let config = UserConfig::default();
1969 node_features: channelmanager::provided_node_features(&config),
1971 channel_features: channelmanager::provided_channel_features(&config),
1973 cltv_expiry_delta: 18,
1977 fn payment_path_for_amount(amount_msat: u64) -> Path {
1980 path_hop(source_pubkey(), 41, 1),
1981 path_hop(target_pubkey(), 42, 2),
1982 path_hop(recipient_pubkey(), 43, amount_msat),
1983 ], blinded_tail: None,
1988 fn liquidity_bounds_directed_from_lowest_node_id() {
1989 let logger = TestLogger::new();
1990 let last_updated = SinceEpoch::now();
1991 let network_graph = network_graph(&logger);
1992 let decay_params = ProbabilisticScoringDecayParameters::default();
1993 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1996 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1997 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1998 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2002 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2003 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2004 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2006 let source = source_node_id();
2007 let target = target_node_id();
2008 let recipient = recipient_node_id();
2009 assert!(source > target);
2010 assert!(target < recipient);
2012 // Update minimum liquidity.
2014 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2015 .as_directed(&source, &target, 0, 1_000, decay_params);
2016 assert_eq!(liquidity.min_liquidity_msat(), 100);
2017 assert_eq!(liquidity.max_liquidity_msat(), 300);
2019 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2020 .as_directed(&target, &source, 0, 1_000, decay_params);
2021 assert_eq!(liquidity.min_liquidity_msat(), 700);
2022 assert_eq!(liquidity.max_liquidity_msat(), 900);
2024 scorer.channel_liquidities.get_mut(&42).unwrap()
2025 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2026 .set_min_liquidity_msat(200);
2028 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2029 .as_directed(&source, &target, 0, 1_000, decay_params);
2030 assert_eq!(liquidity.min_liquidity_msat(), 200);
2031 assert_eq!(liquidity.max_liquidity_msat(), 300);
2033 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2034 .as_directed(&target, &source, 0, 1_000, decay_params);
2035 assert_eq!(liquidity.min_liquidity_msat(), 700);
2036 assert_eq!(liquidity.max_liquidity_msat(), 800);
2038 // Update maximum liquidity.
2040 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2041 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2042 assert_eq!(liquidity.min_liquidity_msat(), 700);
2043 assert_eq!(liquidity.max_liquidity_msat(), 900);
2045 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2046 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2047 assert_eq!(liquidity.min_liquidity_msat(), 100);
2048 assert_eq!(liquidity.max_liquidity_msat(), 300);
2050 scorer.channel_liquidities.get_mut(&43).unwrap()
2051 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2052 .set_max_liquidity_msat(200);
2054 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2055 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2056 assert_eq!(liquidity.min_liquidity_msat(), 0);
2057 assert_eq!(liquidity.max_liquidity_msat(), 200);
2059 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2060 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2061 assert_eq!(liquidity.min_liquidity_msat(), 800);
2062 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2066 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2067 let logger = TestLogger::new();
2068 let last_updated = SinceEpoch::now();
2069 let network_graph = network_graph(&logger);
2070 let decay_params = ProbabilisticScoringDecayParameters::default();
2071 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2074 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2075 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2076 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2078 let source = source_node_id();
2079 let target = target_node_id();
2080 assert!(source > target);
2082 // Check initial bounds.
2083 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2084 .as_directed(&source, &target, 0, 1_000, decay_params);
2085 assert_eq!(liquidity.min_liquidity_msat(), 400);
2086 assert_eq!(liquidity.max_liquidity_msat(), 800);
2088 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2089 .as_directed(&target, &source, 0, 1_000, decay_params);
2090 assert_eq!(liquidity.min_liquidity_msat(), 200);
2091 assert_eq!(liquidity.max_liquidity_msat(), 600);
2093 // Reset from source to target.
2094 scorer.channel_liquidities.get_mut(&42).unwrap()
2095 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2096 .set_min_liquidity_msat(900);
2098 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2099 .as_directed(&source, &target, 0, 1_000, decay_params);
2100 assert_eq!(liquidity.min_liquidity_msat(), 900);
2101 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2103 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2104 .as_directed(&target, &source, 0, 1_000, decay_params);
2105 assert_eq!(liquidity.min_liquidity_msat(), 0);
2106 assert_eq!(liquidity.max_liquidity_msat(), 100);
2108 // Reset from target to source.
2109 scorer.channel_liquidities.get_mut(&42).unwrap()
2110 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2111 .set_min_liquidity_msat(400);
2113 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2114 .as_directed(&source, &target, 0, 1_000, decay_params);
2115 assert_eq!(liquidity.min_liquidity_msat(), 0);
2116 assert_eq!(liquidity.max_liquidity_msat(), 600);
2118 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2119 .as_directed(&target, &source, 0, 1_000, decay_params);
2120 assert_eq!(liquidity.min_liquidity_msat(), 400);
2121 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2125 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2126 let logger = TestLogger::new();
2127 let last_updated = SinceEpoch::now();
2128 let network_graph = network_graph(&logger);
2129 let decay_params = ProbabilisticScoringDecayParameters::default();
2130 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2133 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2134 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2135 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2137 let source = source_node_id();
2138 let target = target_node_id();
2139 assert!(source > target);
2141 // Check initial bounds.
2142 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2143 .as_directed(&source, &target, 0, 1_000, decay_params);
2144 assert_eq!(liquidity.min_liquidity_msat(), 400);
2145 assert_eq!(liquidity.max_liquidity_msat(), 800);
2147 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2148 .as_directed(&target, &source, 0, 1_000, decay_params);
2149 assert_eq!(liquidity.min_liquidity_msat(), 200);
2150 assert_eq!(liquidity.max_liquidity_msat(), 600);
2152 // Reset from source to target.
2153 scorer.channel_liquidities.get_mut(&42).unwrap()
2154 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2155 .set_max_liquidity_msat(300);
2157 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2158 .as_directed(&source, &target, 0, 1_000, decay_params);
2159 assert_eq!(liquidity.min_liquidity_msat(), 0);
2160 assert_eq!(liquidity.max_liquidity_msat(), 300);
2162 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2163 .as_directed(&target, &source, 0, 1_000, decay_params);
2164 assert_eq!(liquidity.min_liquidity_msat(), 700);
2165 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2167 // Reset from target to source.
2168 scorer.channel_liquidities.get_mut(&42).unwrap()
2169 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2170 .set_max_liquidity_msat(600);
2172 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2173 .as_directed(&source, &target, 0, 1_000, decay_params);
2174 assert_eq!(liquidity.min_liquidity_msat(), 400);
2175 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2177 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2178 .as_directed(&target, &source, 0, 1_000, decay_params);
2179 assert_eq!(liquidity.min_liquidity_msat(), 0);
2180 assert_eq!(liquidity.max_liquidity_msat(), 600);
2184 fn increased_penalty_nearing_liquidity_upper_bound() {
2185 let logger = TestLogger::new();
2186 let network_graph = network_graph(&logger);
2187 let params = ProbabilisticScoringFeeParameters {
2188 liquidity_penalty_multiplier_msat: 1_000,
2189 ..ProbabilisticScoringFeeParameters::zero_penalty()
2191 let decay_params = ProbabilisticScoringDecayParameters::default();
2192 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2193 let source = source_node_id();
2194 let target = target_node_id();
2196 let usage = ChannelUsage {
2198 inflight_htlc_msat: 0,
2199 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2201 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2202 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2203 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2204 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2205 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2206 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2207 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2209 let usage = ChannelUsage {
2211 inflight_htlc_msat: 0,
2212 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2214 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2215 let usage = ChannelUsage { amount_msat: 256, ..usage };
2216 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2217 let usage = ChannelUsage { amount_msat: 374, ..usage };
2218 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2219 let usage = ChannelUsage { amount_msat: 512, ..usage };
2220 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2221 let usage = ChannelUsage { amount_msat: 640, ..usage };
2222 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2223 let usage = ChannelUsage { amount_msat: 768, ..usage };
2224 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2225 let usage = ChannelUsage { amount_msat: 896, ..usage };
2226 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2230 fn constant_penalty_outside_liquidity_bounds() {
2231 let logger = TestLogger::new();
2232 let last_updated = SinceEpoch::now();
2233 let network_graph = network_graph(&logger);
2234 let params = ProbabilisticScoringFeeParameters {
2235 liquidity_penalty_multiplier_msat: 1_000,
2236 considered_impossible_penalty_msat: u64::max_value(),
2237 ..ProbabilisticScoringFeeParameters::zero_penalty()
2239 let decay_params = ProbabilisticScoringDecayParameters {
2240 ..ProbabilisticScoringDecayParameters::zero_penalty()
2242 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2245 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2246 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2247 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2249 let source = source_node_id();
2250 let target = target_node_id();
2252 let usage = ChannelUsage {
2254 inflight_htlc_msat: 0,
2255 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2257 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2258 let usage = ChannelUsage { amount_msat: 50, ..usage };
2259 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2260 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2261 let usage = ChannelUsage { amount_msat: 61, ..usage };
2262 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2266 fn does_not_further_penalize_own_channel() {
2267 let logger = TestLogger::new();
2268 let network_graph = network_graph(&logger);
2269 let params = ProbabilisticScoringFeeParameters {
2270 liquidity_penalty_multiplier_msat: 1_000,
2271 ..ProbabilisticScoringFeeParameters::zero_penalty()
2273 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2274 let sender = sender_node_id();
2275 let source = source_node_id();
2276 let usage = ChannelUsage {
2278 inflight_htlc_msat: 0,
2279 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2281 let failed_path = payment_path_for_amount(500);
2282 let successful_path = payment_path_for_amount(200);
2284 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2286 scorer.payment_path_failed(&failed_path, 41);
2287 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2289 scorer.payment_path_successful(&successful_path);
2290 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2294 fn sets_liquidity_lower_bound_on_downstream_failure() {
2295 let logger = TestLogger::new();
2296 let network_graph = network_graph(&logger);
2297 let params = ProbabilisticScoringFeeParameters {
2298 liquidity_penalty_multiplier_msat: 1_000,
2299 ..ProbabilisticScoringFeeParameters::zero_penalty()
2301 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2302 let source = source_node_id();
2303 let target = target_node_id();
2304 let path = payment_path_for_amount(500);
2306 let usage = ChannelUsage {
2308 inflight_htlc_msat: 0,
2309 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2311 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2312 let usage = ChannelUsage { amount_msat: 500, ..usage };
2313 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2314 let usage = ChannelUsage { amount_msat: 750, ..usage };
2315 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2317 scorer.payment_path_failed(&path, 43);
2319 let usage = ChannelUsage { amount_msat: 250, ..usage };
2320 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2321 let usage = ChannelUsage { amount_msat: 500, ..usage };
2322 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2323 let usage = ChannelUsage { amount_msat: 750, ..usage };
2324 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2328 fn sets_liquidity_upper_bound_on_failure() {
2329 let logger = TestLogger::new();
2330 let network_graph = network_graph(&logger);
2331 let params = ProbabilisticScoringFeeParameters {
2332 liquidity_penalty_multiplier_msat: 1_000,
2333 considered_impossible_penalty_msat: u64::max_value(),
2334 ..ProbabilisticScoringFeeParameters::zero_penalty()
2336 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2337 let source = source_node_id();
2338 let target = target_node_id();
2339 let path = payment_path_for_amount(500);
2341 let usage = ChannelUsage {
2343 inflight_htlc_msat: 0,
2344 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2346 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2347 let usage = ChannelUsage { amount_msat: 500, ..usage };
2348 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2349 let usage = ChannelUsage { amount_msat: 750, ..usage };
2350 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2352 scorer.payment_path_failed(&path, 42);
2354 let usage = ChannelUsage { amount_msat: 250, ..usage };
2355 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2356 let usage = ChannelUsage { amount_msat: 500, ..usage };
2357 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2358 let usage = ChannelUsage { amount_msat: 750, ..usage };
2359 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2363 fn ignores_channels_after_removed_failed_channel() {
2364 // Previously, if we'd tried to send over a channel which was removed from the network
2365 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2366 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2367 // channels in the route, even ones which they payment never reached. This tests to ensure
2368 // we do not score such channels.
2369 let secp_ctx = Secp256k1::new();
2370 let logger = TestLogger::new();
2371 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2372 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2373 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2374 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2375 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2376 add_channel(&mut network_graph, 42, secret_a, secret_b);
2377 // Don't add the channel from B -> C.
2378 add_channel(&mut network_graph, 44, secret_c, secret_d);
2380 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2381 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2382 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2383 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2386 path_hop(pub_b, 42, 1),
2387 path_hop(pub_c, 43, 2),
2388 path_hop(pub_d, 44, 100),
2391 let node_a = NodeId::from_pubkey(&pub_a);
2392 let node_b = NodeId::from_pubkey(&pub_b);
2393 let node_c = NodeId::from_pubkey(&pub_c);
2394 let node_d = NodeId::from_pubkey(&pub_d);
2396 let params = ProbabilisticScoringFeeParameters {
2397 liquidity_penalty_multiplier_msat: 1_000,
2398 ..ProbabilisticScoringFeeParameters::zero_penalty()
2400 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2402 let usage = ChannelUsage {
2404 inflight_htlc_msat: 0,
2405 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2407 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2408 // Note that a default liquidity bound is used for B -> C as no channel exists
2409 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2410 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2412 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2414 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2415 // Note that a default liquidity bound is used for B -> C as no channel exists
2416 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2417 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2421 fn reduces_liquidity_upper_bound_along_path_on_success() {
2422 let logger = TestLogger::new();
2423 let network_graph = network_graph(&logger);
2424 let params = ProbabilisticScoringFeeParameters {
2425 liquidity_penalty_multiplier_msat: 1_000,
2426 ..ProbabilisticScoringFeeParameters::zero_penalty()
2428 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2429 let sender = sender_node_id();
2430 let source = source_node_id();
2431 let target = target_node_id();
2432 let recipient = recipient_node_id();
2433 let usage = ChannelUsage {
2435 inflight_htlc_msat: 0,
2436 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2439 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2441 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2443 scorer.payment_path_successful(&payment_path_for_amount(500));
2445 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2447 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2451 fn decays_liquidity_bounds_over_time() {
2452 let logger = TestLogger::new();
2453 let network_graph = network_graph(&logger);
2454 let params = ProbabilisticScoringFeeParameters {
2455 liquidity_penalty_multiplier_msat: 1_000,
2456 considered_impossible_penalty_msat: u64::max_value(),
2457 ..ProbabilisticScoringFeeParameters::zero_penalty()
2459 let decay_params = ProbabilisticScoringDecayParameters {
2460 liquidity_offset_half_life: Duration::from_secs(10),
2461 ..ProbabilisticScoringDecayParameters::zero_penalty()
2463 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2464 let source = source_node_id();
2465 let target = target_node_id();
2467 let usage = ChannelUsage {
2469 inflight_htlc_msat: 0,
2470 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2472 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2473 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2474 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2476 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2477 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2479 // Initial penalties
2480 let usage = ChannelUsage { amount_msat: 128, ..usage };
2481 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2482 let usage = ChannelUsage { amount_msat: 256, ..usage };
2483 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2484 let usage = ChannelUsage { amount_msat: 768, ..usage };
2485 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2486 let usage = ChannelUsage { amount_msat: 896, ..usage };
2487 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2490 SinceEpoch::advance(Duration::from_secs(4));
2491 let usage = ChannelUsage { amount_msat: 128, ..usage };
2492 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2493 let usage = ChannelUsage { amount_msat: 256, ..usage };
2494 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2495 let usage = ChannelUsage { amount_msat: 768, ..usage };
2496 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2497 let usage = ChannelUsage { amount_msat: 896, ..usage };
2498 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2500 // Half decay (i.e., three-quarter life)
2501 SinceEpoch::advance(Duration::from_secs(1));
2502 let usage = ChannelUsage { amount_msat: 128, ..usage };
2503 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2504 let usage = ChannelUsage { amount_msat: 256, ..usage };
2505 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2506 let usage = ChannelUsage { amount_msat: 768, ..usage };
2507 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2508 let usage = ChannelUsage { amount_msat: 896, ..usage };
2509 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2511 // One decay (i.e., half life)
2512 SinceEpoch::advance(Duration::from_secs(5));
2513 let usage = ChannelUsage { amount_msat: 64, ..usage };
2514 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2515 let usage = ChannelUsage { amount_msat: 128, ..usage };
2516 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2517 let usage = ChannelUsage { amount_msat: 896, ..usage };
2518 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2519 let usage = ChannelUsage { amount_msat: 960, ..usage };
2520 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2522 // Fully decay liquidity lower bound.
2523 SinceEpoch::advance(Duration::from_secs(10 * 7));
2524 let usage = ChannelUsage { amount_msat: 0, ..usage };
2525 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2526 let usage = ChannelUsage { amount_msat: 1, ..usage };
2527 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2528 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2529 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2530 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2531 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2533 // Fully decay liquidity upper bound.
2534 SinceEpoch::advance(Duration::from_secs(10));
2535 let usage = ChannelUsage { amount_msat: 0, ..usage };
2536 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2537 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2538 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2540 SinceEpoch::advance(Duration::from_secs(10));
2541 let usage = ChannelUsage { amount_msat: 0, ..usage };
2542 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2543 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2544 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2548 fn decays_liquidity_bounds_without_shift_overflow() {
2549 let logger = TestLogger::new();
2550 let network_graph = network_graph(&logger);
2551 let params = ProbabilisticScoringFeeParameters {
2552 liquidity_penalty_multiplier_msat: 1_000,
2553 ..ProbabilisticScoringFeeParameters::zero_penalty()
2555 let decay_params = ProbabilisticScoringDecayParameters {
2556 liquidity_offset_half_life: Duration::from_secs(10),
2557 ..ProbabilisticScoringDecayParameters::default()
2559 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2560 let source = source_node_id();
2561 let target = target_node_id();
2562 let usage = ChannelUsage {
2564 inflight_htlc_msat: 0,
2565 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2567 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2569 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2570 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2572 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2573 // would cause an overflow.
2574 SinceEpoch::advance(Duration::from_secs(10 * 64));
2575 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2577 SinceEpoch::advance(Duration::from_secs(10));
2578 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2582 fn restricts_liquidity_bounds_after_decay() {
2583 let logger = TestLogger::new();
2584 let network_graph = network_graph(&logger);
2585 let params = ProbabilisticScoringFeeParameters {
2586 liquidity_penalty_multiplier_msat: 1_000,
2587 ..ProbabilisticScoringFeeParameters::zero_penalty()
2589 let decay_params = ProbabilisticScoringDecayParameters {
2590 liquidity_offset_half_life: Duration::from_secs(10),
2591 ..ProbabilisticScoringDecayParameters::default()
2593 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2594 let source = source_node_id();
2595 let target = target_node_id();
2596 let usage = ChannelUsage {
2598 inflight_htlc_msat: 0,
2599 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2602 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2604 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2605 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2606 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2607 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2609 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2610 SinceEpoch::advance(Duration::from_secs(10));
2611 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2613 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2614 // is closer to the upper bound, meaning a higher penalty.
2615 scorer.payment_path_successful(&payment_path_for_amount(64));
2616 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2618 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2619 // is closer to the lower bound, meaning a lower penalty.
2620 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2621 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2623 // Further decaying affects the lower bound more than the upper bound (128, 928).
2624 SinceEpoch::advance(Duration::from_secs(10));
2625 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2629 fn restores_persisted_liquidity_bounds() {
2630 let logger = TestLogger::new();
2631 let network_graph = network_graph(&logger);
2632 let params = ProbabilisticScoringFeeParameters {
2633 liquidity_penalty_multiplier_msat: 1_000,
2634 considered_impossible_penalty_msat: u64::max_value(),
2635 ..ProbabilisticScoringFeeParameters::zero_penalty()
2637 let decay_params = ProbabilisticScoringDecayParameters {
2638 liquidity_offset_half_life: Duration::from_secs(10),
2639 ..ProbabilisticScoringDecayParameters::default()
2641 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2642 let source = source_node_id();
2643 let target = target_node_id();
2644 let usage = ChannelUsage {
2646 inflight_htlc_msat: 0,
2647 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2650 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2651 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2653 SinceEpoch::advance(Duration::from_secs(10));
2654 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2656 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2657 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2659 let mut serialized_scorer = Vec::new();
2660 scorer.write(&mut serialized_scorer).unwrap();
2662 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2663 let deserialized_scorer =
2664 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2665 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2669 fn decays_persisted_liquidity_bounds() {
2670 let logger = TestLogger::new();
2671 let network_graph = network_graph(&logger);
2672 let params = ProbabilisticScoringFeeParameters {
2673 liquidity_penalty_multiplier_msat: 1_000,
2674 considered_impossible_penalty_msat: u64::max_value(),
2675 ..ProbabilisticScoringFeeParameters::zero_penalty()
2677 let decay_params = ProbabilisticScoringDecayParameters {
2678 liquidity_offset_half_life: Duration::from_secs(10),
2679 ..ProbabilisticScoringDecayParameters::zero_penalty()
2681 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2682 let source = source_node_id();
2683 let target = target_node_id();
2684 let usage = ChannelUsage {
2686 inflight_htlc_msat: 0,
2687 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2690 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2691 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2693 let mut serialized_scorer = Vec::new();
2694 scorer.write(&mut serialized_scorer).unwrap();
2696 SinceEpoch::advance(Duration::from_secs(10));
2698 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2699 let deserialized_scorer =
2700 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2701 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2703 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2704 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2706 SinceEpoch::advance(Duration::from_secs(10));
2707 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2711 fn scores_realistic_payments() {
2712 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2713 // 50k sat reserve).
2714 let logger = TestLogger::new();
2715 let network_graph = network_graph(&logger);
2716 let params = ProbabilisticScoringFeeParameters::default();
2717 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2718 let source = source_node_id();
2719 let target = target_node_id();
2721 let usage = ChannelUsage {
2722 amount_msat: 100_000_000,
2723 inflight_htlc_msat: 0,
2724 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2726 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2727 let usage = ChannelUsage {
2728 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2730 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2731 let usage = ChannelUsage {
2732 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2734 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2735 let usage = ChannelUsage {
2736 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2738 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2739 let usage = ChannelUsage {
2740 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2742 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2743 let usage = ChannelUsage {
2744 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2746 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2747 let usage = ChannelUsage {
2748 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2750 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2751 let usage = ChannelUsage {
2752 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2754 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2755 let usage = ChannelUsage {
2756 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2758 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2759 let usage = ChannelUsage {
2760 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2762 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2763 let usage = ChannelUsage {
2764 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2766 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2770 fn adds_base_penalty_to_liquidity_penalty() {
2771 let logger = TestLogger::new();
2772 let network_graph = network_graph(&logger);
2773 let source = source_node_id();
2774 let target = target_node_id();
2775 let usage = ChannelUsage {
2777 inflight_htlc_msat: 0,
2778 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2781 let params = ProbabilisticScoringFeeParameters {
2782 liquidity_penalty_multiplier_msat: 1_000,
2783 ..ProbabilisticScoringFeeParameters::zero_penalty()
2785 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2786 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2788 let params = ProbabilisticScoringFeeParameters {
2789 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2790 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2792 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2793 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2795 let params = ProbabilisticScoringFeeParameters {
2796 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2797 base_penalty_amount_multiplier_msat: (1 << 30),
2798 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2801 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2802 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2806 fn adds_amount_penalty_to_liquidity_penalty() {
2807 let logger = TestLogger::new();
2808 let network_graph = network_graph(&logger);
2809 let source = source_node_id();
2810 let target = target_node_id();
2811 let usage = ChannelUsage {
2812 amount_msat: 512_000,
2813 inflight_htlc_msat: 0,
2814 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2817 let params = ProbabilisticScoringFeeParameters {
2818 liquidity_penalty_multiplier_msat: 1_000,
2819 liquidity_penalty_amount_multiplier_msat: 0,
2820 ..ProbabilisticScoringFeeParameters::zero_penalty()
2822 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2823 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2825 let params = ProbabilisticScoringFeeParameters {
2826 liquidity_penalty_multiplier_msat: 1_000,
2827 liquidity_penalty_amount_multiplier_msat: 256,
2828 ..ProbabilisticScoringFeeParameters::zero_penalty()
2830 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2831 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2835 fn calculates_log10_without_overflowing_u64_max_value() {
2836 let logger = TestLogger::new();
2837 let network_graph = network_graph(&logger);
2838 let source = source_node_id();
2839 let target = target_node_id();
2840 let usage = ChannelUsage {
2841 amount_msat: u64::max_value(),
2842 inflight_htlc_msat: 0,
2843 effective_capacity: EffectiveCapacity::Infinite,
2846 let params = ProbabilisticScoringFeeParameters {
2847 liquidity_penalty_multiplier_msat: 40_000,
2848 ..ProbabilisticScoringFeeParameters::zero_penalty()
2850 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2851 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2852 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2856 fn accounts_for_inflight_htlc_usage() {
2857 let logger = TestLogger::new();
2858 let network_graph = network_graph(&logger);
2859 let params = ProbabilisticScoringFeeParameters {
2860 considered_impossible_penalty_msat: u64::max_value(),
2861 ..ProbabilisticScoringFeeParameters::zero_penalty()
2863 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2864 let source = source_node_id();
2865 let target = target_node_id();
2867 let usage = ChannelUsage {
2869 inflight_htlc_msat: 0,
2870 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2872 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2874 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2875 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2879 fn removes_uncertainity_when_exact_liquidity_known() {
2880 let logger = TestLogger::new();
2881 let network_graph = network_graph(&logger);
2882 let params = ProbabilisticScoringFeeParameters::default();
2883 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2884 let source = source_node_id();
2885 let target = target_node_id();
2887 let base_penalty_msat = params.base_penalty_msat;
2888 let usage = ChannelUsage {
2890 inflight_htlc_msat: 0,
2891 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2893 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2895 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2896 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2898 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2899 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2903 fn remembers_historical_failures() {
2904 let logger = TestLogger::new();
2905 let network_graph = network_graph(&logger);
2906 let params = ProbabilisticScoringFeeParameters {
2907 historical_liquidity_penalty_multiplier_msat: 1024,
2908 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2909 ..ProbabilisticScoringFeeParameters::zero_penalty()
2911 let decay_params = ProbabilisticScoringDecayParameters {
2912 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2913 historical_no_updates_half_life: Duration::from_secs(10),
2915 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2916 let source = source_node_id();
2917 let target = target_node_id();
2919 let usage = ChannelUsage {
2921 inflight_htlc_msat: 0,
2922 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2924 // With no historical data the normal liquidity penalty calculation is used.
2925 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2926 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2929 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2930 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2931 // The "it failed" increment is 32, where the probability should lie fully in the first
2933 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2934 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2936 // Even after we tell the scorer we definitely have enough available liquidity, it will
2937 // still remember that there was some failure in the past, and assign a non-0 penalty.
2938 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2939 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2940 // The first octile should be decayed just slightly and the last octile has a new point.
2941 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2942 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2944 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2945 // gone), and check that we're back to where we started.
2946 SinceEpoch::advance(Duration::from_secs(10 * 16));
2947 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2948 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2949 // data entirely instead.
2950 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2951 Some(([0; 8], [0; 8])));
2953 let usage = ChannelUsage {
2955 inflight_htlc_msat: 1024,
2956 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2958 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2959 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2961 let usage = ChannelUsage {
2963 inflight_htlc_msat: 0,
2964 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2966 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2968 // Advance to decay all liquidity offsets to zero.
2969 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2971 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2972 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2974 path_hop(target_pubkey(), 43, 2),
2975 path_hop(source_pubkey(), 42, 1),
2976 path_hop(sender_pubkey(), 41, 0),
2978 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2982 fn adds_anti_probing_penalty() {
2983 let logger = TestLogger::new();
2984 let network_graph = network_graph(&logger);
2985 let source = source_node_id();
2986 let target = target_node_id();
2987 let params = ProbabilisticScoringFeeParameters {
2988 anti_probing_penalty_msat: 500,
2989 ..ProbabilisticScoringFeeParameters::zero_penalty()
2991 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2993 // Check we receive no penalty for a low htlc_maximum_msat.
2994 let usage = ChannelUsage {
2995 amount_msat: 512_000,
2996 inflight_htlc_msat: 0,
2997 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2999 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3001 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3002 let usage = ChannelUsage {
3003 amount_msat: 512_000,
3004 inflight_htlc_msat: 0,
3005 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3007 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3009 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3010 let usage = ChannelUsage {
3011 amount_msat: 512_000,
3012 inflight_htlc_msat: 0,
3013 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3015 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3017 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3018 let usage = ChannelUsage {
3019 amount_msat: 512_000,
3020 inflight_htlc_msat: 0,
3021 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3023 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3027 fn scores_with_blinded_path() {
3028 // Make sure we'll account for a blinded path's final_value_msat in scoring
3029 let logger = TestLogger::new();
3030 let network_graph = network_graph(&logger);
3031 let params = ProbabilisticScoringFeeParameters {
3032 liquidity_penalty_multiplier_msat: 1_000,
3033 ..ProbabilisticScoringFeeParameters::zero_penalty()
3035 let decay_params = ProbabilisticScoringDecayParameters::default();
3036 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3037 let source = source_node_id();
3038 let target = target_node_id();
3039 let usage = ChannelUsage {
3041 inflight_htlc_msat: 0,
3042 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3044 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3046 let mut path = payment_path_for_amount(768);
3047 let recipient_hop = path.hops.pop().unwrap();
3048 let blinded_path = BlindedPath {
3049 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3050 blinding_point: test_utils::pubkey(42),
3052 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3055 path.blinded_tail = Some(BlindedTail {
3056 hops: blinded_path.blinded_hops,
3057 blinding_point: blinded_path.blinding_point,
3058 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3059 final_value_msat: recipient_hop.fee_msat,
3062 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3063 // final value is taken into account.
3064 assert!(scorer.channel_liquidities.get(&42).is_none());
3066 scorer.payment_path_failed(&path, 42);
3067 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3068 scorer.payment_path_failed(&path, 43);
3070 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3071 .as_directed(&source, &target, 0, 1_000, decay_params);
3072 assert_eq!(liquidity.min_liquidity_msat(), 256);
3073 assert_eq!(liquidity.max_liquidity_msat(), 768);