4052fac1bcddbbe12098a9947d1eca983ba7e253
[rust-lightning] / lightning / src / routing / scoring.rs
1 // This file is Copyright its original authors, visible in version control
2 // history.
3 //
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
8 // licenses.
9
10 //! Utilities for scoring payment channels.
11 //!
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
14 //!
15 //! # Example
16 //!
17 //! ```
18 //! # extern crate bitcoin;
19 //! #
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
33 //! #
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
37 //!
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
41 //!     ..ProbabilisticScoringParameters::default()
42 //! };
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
44 //! # let random_seed_bytes = [42u8; 32];
45 //!
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
47 //! # }
48 //! ```
49 //!
50 //! # Note
51 //!
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
54 //!
55 //! [`find_route`]: crate::routing::router::find_route
56
57 use ln::msgs::DecodeError;
58 use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
59 use routing::router::RouteHop;
60 use util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use util::logger::Logger;
62 use util::time::Time;
63
64 use prelude::*;
65 use core::{cmp, fmt};
66 use core::cell::{RefCell, RefMut};
67 use core::convert::TryInto;
68 use core::ops::{Deref, DerefMut};
69 use core::time::Duration;
70 use io::{self, Read};
71 use sync::{Mutex, MutexGuard};
72
73 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
74 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
75 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
76 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
77 ///
78 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
79 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
80 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
81 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
82 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
83 /// do here by defining `Score` differently for `cfg(c_bindings)`.
84 macro_rules! define_score { ($($supertrait: path)*) => {
85 /// An interface used to score payment channels for path finding.
86 ///
87 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
88 pub trait Score $(: $supertrait)* {
89         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
90         /// given channel in the direction from `source` to `target`.
91         ///
92         /// The channel's capacity (less any other MPP parts that are also being considered for use in
93         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
94         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
95         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
96         /// Thus, implementations should be overflow-safe.
97         fn channel_penalty_msat(
98                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
99         ) -> u64;
100
101         /// Handles updating channel penalties after failing to route through a channel.
102         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
103
104         /// Handles updating channel penalties after successfully routing along a path.
105         fn payment_path_successful(&mut self, path: &[&RouteHop]);
106
107         /// Handles updating channel penalties after a probe over the given path failed.
108         fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
109
110         /// Handles updating channel penalties after a probe over the given path succeeded.
111         fn probe_successful(&mut self, path: &[&RouteHop]);
112 }
113
114 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
115         fn channel_penalty_msat(
116                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
117         ) -> u64 {
118                 self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
119         }
120
121         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
122                 self.deref_mut().payment_path_failed(path, short_channel_id)
123         }
124
125         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
126                 self.deref_mut().payment_path_successful(path)
127         }
128
129         fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
130                 self.deref_mut().probe_failed(path, short_channel_id)
131         }
132
133         fn probe_successful(&mut self, path: &[&RouteHop]) {
134                 self.deref_mut().probe_successful(path)
135         }
136 }
137 } }
138
139 #[cfg(c_bindings)]
140 define_score!(Writeable);
141 #[cfg(not(c_bindings))]
142 define_score!();
143
144 /// A scorer that is accessed under a lock.
145 ///
146 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
147 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
148 /// implementations. Internal locking would be detrimental to route finding performance and could
149 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
150 ///
151 /// [`find_route`]: crate::routing::router::find_route
152 pub trait LockableScore<'a> {
153         /// The locked [`Score`] type.
154         type Locked: 'a + Score;
155
156         /// Returns the locked scorer.
157         fn lock(&'a self) -> Self::Locked;
158 }
159
160 /// Refers to a scorer that is accessible under lock and also writeable to disk
161 ///
162 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
163 /// use the Persister to persist it.
164 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
165
166 #[cfg(not(c_bindings))]
167 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
168
169 /// (C-not exported)
170 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
171         type Locked = MutexGuard<'a, T>;
172
173         fn lock(&'a self) -> MutexGuard<'a, T> {
174                 Mutex::lock(self).unwrap()
175         }
176 }
177
178 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
179         type Locked = RefMut<'a, T>;
180
181         fn lock(&'a self) -> RefMut<'a, T> {
182                 self.borrow_mut()
183         }
184 }
185
186 #[cfg(c_bindings)]
187 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
188 pub struct MultiThreadedLockableScore<S: Score> {
189         score: Mutex<S>,
190 }
191 #[cfg(c_bindings)]
192 /// A locked `MultiThreadedLockableScore`.
193 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
194 #[cfg(c_bindings)]
195 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
196         fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
197                 self.0.channel_penalty_msat(scid, source, target, usage)
198         }
199         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
200                 self.0.payment_path_failed(path, short_channel_id)
201         }
202         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
203                 self.0.payment_path_successful(path)
204         }
205         fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
206                 self.0.probe_failed(path, short_channel_id)
207         }
208         fn probe_successful(&mut self, path: &[&RouteHop]) {
209                 self.0.probe_successful(path)
210         }
211 }
212 #[cfg(c_bindings)]
213 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
214         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
215                 self.0.write(writer)
216         }
217 }
218
219 #[cfg(c_bindings)]
220 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
221         type Locked = MultiThreadedScoreLock<'a, T>;
222
223         fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
224                 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
225         }
226 }
227
228 #[cfg(c_bindings)]
229 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
230         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
231                 self.lock().write(writer)
232         }
233 }
234
235 #[cfg(c_bindings)]
236 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
237
238 #[cfg(c_bindings)]
239 impl<T: Score> MultiThreadedLockableScore<T> {
240         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
241         pub fn new(score: T) -> Self {
242                 MultiThreadedLockableScore { score: Mutex::new(score) }
243         }
244 }
245
246 #[cfg(c_bindings)]
247 /// (C-not exported)
248 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
249         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250                 T::write(&**self, writer)
251         }
252 }
253
254 #[cfg(c_bindings)]
255 /// (C-not exported)
256 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
257         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
258                 S::write(&**self, writer)
259         }
260 }
261
262 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
263 #[derive(Clone, Copy, Debug)]
264 pub struct ChannelUsage {
265         /// The amount to send through the channel, denominated in millisatoshis.
266         pub amount_msat: u64,
267
268         /// Total amount, denominated in millisatoshis, already allocated to send through the channel
269         /// as part of a multi-path payment.
270         pub inflight_htlc_msat: u64,
271
272         /// The effective capacity of the channel.
273         pub effective_capacity: EffectiveCapacity,
274 }
275
276 #[derive(Clone)]
277 /// [`Score`] implementation that uses a fixed penalty.
278 pub struct FixedPenaltyScorer {
279         penalty_msat: u64,
280 }
281
282 impl FixedPenaltyScorer {
283         /// Creates a new scorer using `penalty_msat`.
284         pub fn with_penalty(penalty_msat: u64) -> Self {
285                 Self { penalty_msat }
286         }
287 }
288
289 impl Score for FixedPenaltyScorer {
290         fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
291                 self.penalty_msat
292         }
293
294         fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
295
296         fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
297
298         fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
299
300         fn probe_successful(&mut self, _path: &[&RouteHop]) {}
301 }
302
303 impl Writeable for FixedPenaltyScorer {
304         #[inline]
305         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306                 write_tlv_fields!(w, {});
307                 Ok(())
308         }
309 }
310
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
312         #[inline]
313         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314                 read_tlv_fields!(r, {});
315                 Ok(Self { penalty_msat })
316         }
317 }
318
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = std::time::Instant;
321 #[cfg(feature = "no-std")]
322 use util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
325
326 /// [`Score`] implementation using channel success probability distributions.
327 ///
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
332 ///
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
336 ///
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
342 ///
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
344 ///
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
349 /// bounds.
350 ///
351 /// # Note
352 ///
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
354 /// behavior.
355 ///
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
363
364 /// Probabilistic [`Score`] implementation.
365 ///
366 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369         params: ProbabilisticScoringParameters,
370         network_graph: G,
371         logger: L,
372         // TODO: Remove entries of closed channels.
373         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
374 }
375
376 /// Parameters for configuring [`ProbabilisticScorer`].
377 ///
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
380 ///
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
382 /// parameters here.
383 #[derive(Clone)]
384 pub struct ProbabilisticScoringParameters {
385         /// A fixed penalty in msats to apply to each channel.
386         ///
387         /// Default value: 500 msat
388         pub base_penalty_msat: u64,
389
390         /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391         /// channel, in excess of the [`base_penalty_msat`].
392         ///
393         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394         /// fees plus penalty) for large payments. The penalty is computed as the product of this
395         /// multiplier and `2^30`ths of the payment amount.
396         ///
397         /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
398         ///
399         /// Default value: 8,192 msat
400         ///
401         /// [`base_penalty_msat`]: Self::base_penalty_msat
402         pub base_penalty_amount_multiplier_msat: u64,
403
404         /// A multiplier used in conjunction with the negative `log10` of the channel's success
405         /// probability for a payment, as determined by our latest estimates of the channel's
406         /// liquidity, to determine the liquidity penalty.
407         ///
408         /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411         /// lower bounding the success probability to `0.01`) when the amount falls within the
412         /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413         /// result in a `u64::max_value` penalty, however.
414         ///
415         /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
416         ///
417         /// Default value: 30,000 msat
418         ///
419         /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
420         pub liquidity_penalty_multiplier_msat: u64,
421
422         /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
423         /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
424         /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
425         /// capacity.
426         ///
427         /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
428         /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
429         /// struct documentation for more info on the way the liquidity bounds are used.
430         ///
431         /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
432         /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
433         /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
434         ///
435         /// Default value: 6 hours
436         ///
437         /// # Note
438         ///
439         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
440         /// liquidity knowledge will never decay except when the bounds cross.
441         pub liquidity_offset_half_life: Duration,
442
443         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
444         /// channel's success probability for the payment, as determined by our latest estimates of the
445         /// channel's liquidity, to determine the amount penalty.
446         ///
447         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
448         /// fees plus penalty) for large payments. The penalty is computed as the product of this
449         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
450         /// success probability.
451         ///
452         /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
453         ///
454         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
455         /// the amount will result in a penalty of the multiplier. And, as the success probability
456         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
457         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
458         /// fall below `1`.
459         ///
460         /// Default value: 192 msat
461         pub liquidity_penalty_amount_multiplier_msat: u64,
462
463         /// A multiplier used in conjunction with the negative `log10` of the channel's success
464         /// probability for the payment, as determined based on the history of our estimates of the
465         /// channel's available liquidity, to determine a penalty.
466         ///
467         /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
468         /// only our latest estimate for the current liquidity available in the channel, it estimates
469         /// success probability based on the estimated liquidity available in the channel through
470         /// history. Specifically, every time we update our liquidity bounds on a given channel, we
471         /// track which of several buckets those bounds fall into, exponentially decaying the
472         /// probability of each bucket as new samples are added.
473         ///
474         /// Default value: 10,000 msat
475         ///
476         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
477         pub historical_liquidity_penalty_multiplier_msat: u64,
478
479         /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
480         /// channel's success probability for the payment, as determined based on the history of our
481         /// estimates of the channel's available liquidity, to determine a penalty.
482         ///
483         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
484         /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
485         /// of the payment amount, weighted by the negative `log10` of the success probability.
486         ///
487         /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
488         /// of using only our latest estimate for the current liquidity available in the channel, it
489         /// estimates success probability based on the estimated liquidity available in the channel
490         /// through history. Specifically, every time we update our liquidity bounds on a given
491         /// channel, we track which of several buckets those bounds fall into, exponentially decaying
492         /// the probability of each bucket as new samples are added.
493         ///
494         /// Default value: 64 msat
495         ///
496         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
497         pub historical_liquidity_penalty_amount_multiplier_msat: u64,
498
499         /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
500         /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
501         /// seen a liquidity estimate update for this amount of time, the historical datapoints are
502         /// decayed by half.
503         ///
504         /// Note that after 16 or more half lives all historical data will be completely gone.
505         ///
506         /// Default value: 14 days
507         pub historical_no_updates_half_life: Duration,
508
509         /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
510         /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
511         /// considered during path finding.
512         ///
513         /// (C-not exported)
514         pub manual_node_penalties: HashMap<NodeId, u64>,
515
516         /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
517         /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
518         /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
519         /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
520         ///
521         /// Default value: 250 msat
522         pub anti_probing_penalty_msat: u64,
523
524         /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
525         /// current estimate of the channel's available liquidity.
526         ///
527         /// Note that in this case all other penalties, including the
528         /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
529         /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
530         /// applicable, are still included in the overall penalty.
531         ///
532         /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
533         /// `u64::max_value()` will guarantee that.
534         ///
535         /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
536         ///
537         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
538         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
539         /// [`base_penalty_msat`]: Self::base_penalty_msat
540         /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
541         pub considered_impossible_penalty_msat: u64,
542 }
543
544 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
545 /// in each of 8 buckets.
546 #[derive(Clone, Copy)]
547 struct HistoricalBucketRangeTracker {
548         buckets: [u16; 8],
549 }
550
551 impl HistoricalBucketRangeTracker {
552         fn new() -> Self { Self { buckets: [0; 8] } }
553         fn track_datapoint(&mut self, bucket_idx: u8) {
554                 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
555                 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
556                 //
557                 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
558                 // the buckets for the current min and max liquidity offset positions.
559                 //
560                 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
561                 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
562                 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
563                 //
564                 // In total, this allows us to track data for the last 8,000 or so payments across a given
565                 // channel.
566                 //
567                 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
568                 // and need to balance having more bits in the decimal part (to ensure decay isn't too
569                 // non-linear) with having too few bits in the mantissa, causing us to not store very many
570                 // datapoints.
571                 //
572                 // The constants were picked experimentally, selecting a decay amount that restricts us
573                 // from overflowing buckets without having to cap them manually.
574                 debug_assert!(bucket_idx < 8);
575                 if bucket_idx < 8 {
576                         for e in self.buckets.iter_mut() {
577                                 *e = ((*e as u32) * 2047 / 2048) as u16;
578                         }
579                         self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
580                 }
581         }
582         /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
583         /// datapoints as we receive newer information.
584         fn time_decay_data(&mut self, half_lives: u32) {
585                 for e in self.buckets.iter_mut() {
586                         *e = e.checked_shr(half_lives).unwrap_or(0);
587                 }
588         }
589 }
590
591 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
592
593 struct HistoricalMinMaxBuckets<'a> {
594         min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
595         max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
596 }
597
598 impl HistoricalMinMaxBuckets<'_> {
599         #[inline]
600         fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
601                 // If historical penalties are enabled, calculate the penalty by walking the set of
602                 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
603                 // each, calculate the probability of success given our payment amount, then total the
604                 // weighted average probability of success.
605                 //
606                 // We use a sliding scale to decide which point within a given bucket will be compared to
607                 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
608                 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
609                 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
610                 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
611                 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
612                 // penalties to channels at the edges.
613                 //
614                 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
615                 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
616                 // for a 1 BTC channel!).
617                 //
618                 // If we used the middle of each bucket we'd never assign any penalty at all when sending
619                 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
620                 let mut total_valid_points_tracked = 0;
621
622                 // Rather than actually decaying the individual buckets, which would lose precision, we
623                 // simply track whether all buckets would be decayed to zero, in which case we treat it as
624                 // if we had no data.
625                 let mut is_fully_decayed = true;
626                 let mut check_track_bucket_contains_undecayed_points =
627                         |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
628
629                 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
630                         check_track_bucket_contains_undecayed_points(*min_bucket);
631                         for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
632                                 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
633                                 check_track_bucket_contains_undecayed_points(*max_bucket);
634                         }
635                 }
636                 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
637                 // it as if we were fully decayed.
638                 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
639                         return None;
640                 }
641
642                 let mut cumulative_success_prob_times_billion = 0;
643                 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
644                         for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
645                                 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
646                                         * 1024 * 1024 / total_valid_points_tracked;
647                                 let min_64th_bucket = min_idx as u8 * 9;
648                                 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
649                                 if payment_amt_64th_bucket > max_64th_bucket {
650                                         // Success probability 0, the payment amount is above the max liquidity
651                                 } else if payment_amt_64th_bucket <= min_64th_bucket {
652                                         cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
653                                 } else {
654                                         cumulative_success_prob_times_billion += bucket_prob_times_million *
655                                                 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
656                                                 ((max_64th_bucket - min_64th_bucket) as u64);
657                                 }
658                         }
659                 }
660
661                 Some(cumulative_success_prob_times_billion)
662         }
663 }
664
665 /// Accounting for channel liquidity balance uncertainty.
666 ///
667 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
668 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
669 /// offset fields gives the opposite direction.
670 struct ChannelLiquidity<T: Time> {
671         /// Lower channel liquidity bound in terms of an offset from zero.
672         min_liquidity_offset_msat: u64,
673
674         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
675         max_liquidity_offset_msat: u64,
676
677         /// Time when the liquidity bounds were last modified.
678         last_updated: T,
679
680         min_liquidity_offset_history: HistoricalBucketRangeTracker,
681         max_liquidity_offset_history: HistoricalBucketRangeTracker,
682 }
683
684 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
685 /// decayed with a given half life.
686 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
687         min_liquidity_offset_msat: L,
688         max_liquidity_offset_msat: L,
689         min_liquidity_offset_history: BRT,
690         max_liquidity_offset_history: BRT,
691         capacity_msat: u64,
692         last_updated: U,
693         now: T,
694         params: &'a ProbabilisticScoringParameters,
695 }
696
697 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
698         /// Creates a new scorer using the given scoring parameters for sending payments from a node
699         /// through a network graph.
700         pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
701                 Self {
702                         params,
703                         network_graph,
704                         logger,
705                         channel_liquidities: HashMap::new(),
706                 }
707         }
708
709         #[cfg(test)]
710         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
711                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
712                 self
713         }
714
715         /// Dump the contents of this scorer into the configured logger.
716         ///
717         /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
718         /// which may be a substantial amount of log output.
719         pub fn debug_log_liquidity_stats(&self) {
720                 let graph = self.network_graph.read_only();
721                 for (scid, liq) in self.channel_liquidities.iter() {
722                         if let Some(chan_debug) = graph.channels().get(scid) {
723                                 let log_direction = |source, target| {
724                                         if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
725                                                 let amt = directed_info.effective_capacity().as_msat();
726                                                 let dir_liq = liq.as_directed(source, target, amt, &self.params);
727                                                 log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
728                                                         source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
729                                         } else {
730                                                 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
731                                         }
732                                 };
733
734                                 log_direction(&chan_debug.node_one, &chan_debug.node_two);
735                                 log_direction(&chan_debug.node_two, &chan_debug.node_one);
736                         } else {
737                                 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
738                         }
739                 }
740         }
741
742         /// Query the estimated minimum and maximum liquidity available for sending a payment over the
743         /// channel with `scid` towards the given `target` node.
744         pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
745                 let graph = self.network_graph.read_only();
746
747                 if let Some(chan) = graph.channels().get(&scid) {
748                         if let Some(liq) = self.channel_liquidities.get(&scid) {
749                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
750                                         let amt = directed_info.effective_capacity().as_msat();
751                                         let dir_liq = liq.as_directed(source, target, amt, &self.params);
752                                         return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
753                                 }
754                         }
755                 }
756                 None
757         }
758
759         /// Marks the node with the given `node_id` as banned, i.e.,
760         /// it will be avoided during path finding.
761         pub fn add_banned(&mut self, node_id: &NodeId) {
762                 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
763         }
764
765         /// Removes the node with the given `node_id` from the list of nodes to avoid.
766         pub fn remove_banned(&mut self, node_id: &NodeId) {
767                 self.params.manual_node_penalties.remove(node_id);
768         }
769
770         /// Sets a manual penalty for the given node.
771         pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
772                 self.params.manual_node_penalties.insert(*node_id, penalty);
773         }
774
775         /// Removes the node with the given `node_id` from the list of manual penalties.
776         pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
777                 self.params.manual_node_penalties.remove(node_id);
778         }
779
780         /// Clears the list of manual penalties that are applied during path finding.
781         pub fn clear_manual_penalties(&mut self) {
782                 self.params.manual_node_penalties = HashMap::new();
783         }
784 }
785
786 impl ProbabilisticScoringParameters {
787         #[cfg(test)]
788         fn zero_penalty() -> Self {
789                 Self {
790                         base_penalty_msat: 0,
791                         base_penalty_amount_multiplier_msat: 0,
792                         liquidity_penalty_multiplier_msat: 0,
793                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
794                         liquidity_penalty_amount_multiplier_msat: 0,
795                         historical_liquidity_penalty_multiplier_msat: 0,
796                         historical_liquidity_penalty_amount_multiplier_msat: 0,
797                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
798                         manual_node_penalties: HashMap::new(),
799                         anti_probing_penalty_msat: 0,
800                         considered_impossible_penalty_msat: 0,
801                 }
802         }
803
804         /// Marks all nodes in the given list as banned, i.e.,
805         /// they will be avoided during path finding.
806         pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
807                 for id in node_ids {
808                         self.manual_node_penalties.insert(id, u64::max_value());
809                 }
810         }
811 }
812
813 impl Default for ProbabilisticScoringParameters {
814         fn default() -> Self {
815                 Self {
816                         base_penalty_msat: 500,
817                         base_penalty_amount_multiplier_msat: 8192,
818                         liquidity_penalty_multiplier_msat: 30_000,
819                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
820                         liquidity_penalty_amount_multiplier_msat: 192,
821                         historical_liquidity_penalty_multiplier_msat: 10_000,
822                         historical_liquidity_penalty_amount_multiplier_msat: 64,
823                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
824                         manual_node_penalties: HashMap::new(),
825                         anti_probing_penalty_msat: 250,
826                         considered_impossible_penalty_msat: 1_0000_0000_000,
827                 }
828         }
829 }
830
831 impl<T: Time> ChannelLiquidity<T> {
832         #[inline]
833         fn new() -> Self {
834                 Self {
835                         min_liquidity_offset_msat: 0,
836                         max_liquidity_offset_msat: 0,
837                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
838                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
839                         last_updated: T::now(),
840                 }
841         }
842
843         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
844         /// `capacity_msat`.
845         fn as_directed<'a>(
846                 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
847         ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
848                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
849                         if source < target {
850                                 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
851                                         &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
852                         } else {
853                                 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
854                                         &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
855                         };
856
857                 DirectedChannelLiquidity {
858                         min_liquidity_offset_msat,
859                         max_liquidity_offset_msat,
860                         min_liquidity_offset_history,
861                         max_liquidity_offset_history,
862                         capacity_msat,
863                         last_updated: &self.last_updated,
864                         now: T::now(),
865                         params,
866                 }
867         }
868
869         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
870         /// `capacity_msat`.
871         fn as_directed_mut<'a>(
872                 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
873         ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
874                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
875                         if source < target {
876                                 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
877                                         &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
878                         } else {
879                                 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
880                                         &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
881                         };
882
883                 DirectedChannelLiquidity {
884                         min_liquidity_offset_msat,
885                         max_liquidity_offset_msat,
886                         min_liquidity_offset_history,
887                         max_liquidity_offset_history,
888                         capacity_msat,
889                         last_updated: &mut self.last_updated,
890                         now: T::now(),
891                         params,
892                 }
893         }
894 }
895
896 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
897 /// probabilities.
898 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
899
900 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
901 /// ratio, as X in 1/X.
902 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
903
904 /// The divisor used when computing the amount penalty.
905 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
906 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
907
908 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
909         /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
910         /// this direction.
911         fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
912                 let max_liquidity_msat = self.max_liquidity_msat();
913                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
914
915                 let mut res = if amount_msat <= min_liquidity_msat {
916                         0
917                 } else if amount_msat >= max_liquidity_msat {
918                         // Equivalent to hitting the else clause below with the amount equal to the effective
919                         // capacity and without any certainty on the liquidity upper bound, plus the
920                         // impossibility penalty.
921                         let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
922                         Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
923                                         params.liquidity_penalty_multiplier_msat,
924                                         params.liquidity_penalty_amount_multiplier_msat)
925                                 .saturating_add(params.considered_impossible_penalty_msat)
926                 } else {
927                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
928                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
929                         if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
930                                 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
931                                 // don't bother trying to use the log approximation as it gets too noisy to be
932                                 // particularly helpful, instead just round down to 0.
933                                 0
934                         } else {
935                                 let negative_log10_times_2048 =
936                                         approx::negative_log10_times_2048(numerator, denominator);
937                                 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
938                                         params.liquidity_penalty_multiplier_msat,
939                                         params.liquidity_penalty_amount_multiplier_msat)
940                         }
941                 };
942
943                 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
944                    params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
945                         let required_decays = self.now.duration_since(*self.last_updated).as_secs()
946                                 .checked_div(params.historical_no_updates_half_life.as_secs())
947                                 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
948                         let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
949                         debug_assert!(payment_amt_64th_bucket <= 64);
950                         if payment_amt_64th_bucket > 64 { return res; }
951
952                         let buckets = HistoricalMinMaxBuckets {
953                                 min_liquidity_offset_history: &self.min_liquidity_offset_history,
954                                 max_liquidity_offset_history: &self.max_liquidity_offset_history,
955                         };
956                         if let Some(cumulative_success_prob_times_billion) = buckets
957                                         .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
958                                 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
959                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
960                                         historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
961                                         params.historical_liquidity_penalty_amount_multiplier_msat));
962                         } else {
963                                 // If we don't have any valid points (or, once decayed, we have less than a full
964                                 // point), redo the non-historical calculation with no liquidity bounds tracked and
965                                 // the historical penalty multipliers.
966                                 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
967                                 let negative_log10_times_2048 =
968                                         approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
969                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
970                                         params.historical_liquidity_penalty_multiplier_msat,
971                                         params.historical_liquidity_penalty_amount_multiplier_msat));
972                                 return res;
973                         }
974                 }
975
976                 res
977         }
978
979         /// Computes the liquidity penalty from the penalty multipliers.
980         #[inline(always)]
981         fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
982                 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
983         ) -> u64 {
984                 let liquidity_penalty_msat = {
985                         // Upper bound the liquidity penalty to ensure some channel is selected.
986                         let multiplier_msat = liquidity_penalty_multiplier_msat;
987                         let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
988                         (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
989                 };
990                 let amount_penalty_msat = negative_log10_times_2048
991                         .saturating_mul(liquidity_penalty_amount_multiplier_msat)
992                         .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
993
994                 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
995         }
996
997         /// Returns the lower bound of the channel liquidity balance in this direction.
998         fn min_liquidity_msat(&self) -> u64 {
999                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1000         }
1001
1002         /// Returns the upper bound of the channel liquidity balance in this direction.
1003         fn max_liquidity_msat(&self) -> u64 {
1004                 self.capacity_msat
1005                         .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1006                         .unwrap_or(0)
1007         }
1008
1009         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1010                 self.now.duration_since(*self.last_updated).as_secs()
1011                         .checked_div(self.params.liquidity_offset_half_life.as_secs())
1012                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
1013                         .unwrap_or(0)
1014         }
1015 }
1016
1017 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1018         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1019         fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1020                 let existing_max_msat = self.max_liquidity_msat();
1021                 if amount_msat < existing_max_msat {
1022                         log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1023                         self.set_max_liquidity_msat(amount_msat);
1024                 } else {
1025                         log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1026                                 chan_descr, existing_max_msat, amount_msat);
1027                 }
1028         }
1029
1030         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1031         fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1032                 let existing_min_msat = self.min_liquidity_msat();
1033                 if amount_msat > existing_min_msat {
1034                         log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1035                         self.set_min_liquidity_msat(amount_msat);
1036                 } else {
1037                         log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1038                                 chan_descr, existing_min_msat, amount_msat);
1039                 }
1040         }
1041
1042         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1043         fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1044                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1045                 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1046                 self.set_max_liquidity_msat(max_liquidity_msat);
1047         }
1048
1049         fn update_history_buckets(&mut self) {
1050                 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1051                         .checked_div(self.params.historical_no_updates_half_life.as_secs())
1052                         .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1053                 self.min_liquidity_offset_history.time_decay_data(half_lives);
1054                 self.max_liquidity_offset_history.time_decay_data(half_lives);
1055
1056                 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1057                 self.min_liquidity_offset_history.track_datapoint(
1058                         // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1059                         // is zero or the channel's capacity, though the second should generally never happen.
1060                         (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1061                         .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1062                 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1063                 self.max_liquidity_offset_history.track_datapoint(
1064                         // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1065                         // is zero or the channel's capacity, though the second should generally never happen.
1066                         (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1067                         .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1068         }
1069
1070         /// Adjusts the lower bound of the channel liquidity balance in this direction.
1071         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1072                 *self.min_liquidity_offset_msat = amount_msat;
1073                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1074                         0
1075                 } else {
1076                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1077                 };
1078                 self.update_history_buckets();
1079                 *self.last_updated = self.now;
1080         }
1081
1082         /// Adjusts the upper bound of the channel liquidity balance in this direction.
1083         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1084                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1085                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1086                         0
1087                 } else {
1088                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1089                 };
1090                 self.update_history_buckets();
1091                 *self.last_updated = self.now;
1092         }
1093 }
1094
1095 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1096         fn channel_penalty_msat(
1097                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1098         ) -> u64 {
1099                 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1100                         return *penalty;
1101                 }
1102
1103                 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1104                         self.params.base_penalty_amount_multiplier_msat
1105                                 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1106
1107                 let mut anti_probing_penalty_msat = 0;
1108                 match usage.effective_capacity {
1109                         EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1110                                 if usage.amount_msat > liquidity_msat {
1111                                         return u64::max_value();
1112                                 } else {
1113                                         return base_penalty_msat;
1114                                 }
1115                         },
1116                         EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => {
1117                                 if htlc_maximum_msat >= capacity_msat/2 {
1118                                         anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1119                                 }
1120                         },
1121                         _ => {},
1122                 }
1123
1124                 let amount_msat = usage.amount_msat;
1125                 let capacity_msat = usage.effective_capacity.as_msat()
1126                         .saturating_sub(usage.inflight_htlc_msat);
1127                 self.channel_liquidities
1128                         .get(&short_channel_id)
1129                         .unwrap_or(&ChannelLiquidity::new())
1130                         .as_directed(source, target, capacity_msat, &self.params)
1131                         .penalty_msat(amount_msat, &self.params)
1132                         .saturating_add(anti_probing_penalty_msat)
1133                         .saturating_add(base_penalty_msat)
1134         }
1135
1136         fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1137                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1138                 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1139                 let network_graph = self.network_graph.read_only();
1140                 for (hop_idx, hop) in path.iter().enumerate() {
1141                         let target = NodeId::from_pubkey(&hop.pubkey);
1142                         let channel_directed_from_source = network_graph.channels()
1143                                 .get(&hop.short_channel_id)
1144                                 .and_then(|channel| channel.as_directed_to(&target));
1145
1146                         if hop.short_channel_id == short_channel_id && hop_idx == 0 {
1147                                 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);
1148                         }
1149
1150                         // Only score announced channels.
1151                         if let Some((channel, source)) = channel_directed_from_source {
1152                                 let capacity_msat = channel.effective_capacity().as_msat();
1153                                 if hop.short_channel_id == short_channel_id {
1154                                         self.channel_liquidities
1155                                                 .entry(hop.short_channel_id)
1156                                                 .or_insert_with(ChannelLiquidity::new)
1157                                                 .as_directed_mut(source, &target, capacity_msat, &self.params)
1158                                                 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1159                                         break;
1160                                 }
1161
1162                                 self.channel_liquidities
1163                                         .entry(hop.short_channel_id)
1164                                         .or_insert_with(ChannelLiquidity::new)
1165                                         .as_directed_mut(source, &target, capacity_msat, &self.params)
1166                                         .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1167                         } else {
1168                                 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).",
1169                                         hop.short_channel_id);
1170                         }
1171                 }
1172         }
1173
1174         fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1175                 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1176                 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1177                         path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1178                 let network_graph = self.network_graph.read_only();
1179                 for hop in path {
1180                         let target = NodeId::from_pubkey(&hop.pubkey);
1181                         let channel_directed_from_source = network_graph.channels()
1182                                 .get(&hop.short_channel_id)
1183                                 .and_then(|channel| channel.as_directed_to(&target));
1184
1185                         // Only score announced channels.
1186                         if let Some((channel, source)) = channel_directed_from_source {
1187                                 let capacity_msat = channel.effective_capacity().as_msat();
1188                                 self.channel_liquidities
1189                                         .entry(hop.short_channel_id)
1190                                         .or_insert_with(ChannelLiquidity::new)
1191                                         .as_directed_mut(source, &target, capacity_msat, &self.params)
1192                                         .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1193                         } else {
1194                                 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).",
1195                                         hop.short_channel_id);
1196                         }
1197                 }
1198         }
1199
1200         fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1201                 self.payment_path_failed(path, short_channel_id)
1202         }
1203
1204         fn probe_successful(&mut self, path: &[&RouteHop]) {
1205                 self.payment_path_failed(path, u64::max_value())
1206         }
1207 }
1208
1209 mod approx {
1210         const BITS: u32 = 64;
1211         const HIGHEST_BIT: u32 = BITS - 1;
1212         const LOWER_BITS: u32 = 6;
1213         pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1214         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1215
1216         /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1217         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1218         const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1219                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1220                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1221                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1222                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1223                 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1224                         617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1225                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1226                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1227                 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1228                         1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1229                         1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1230                         1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1231                 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1232                         2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1233                         2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1234                         2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1235                 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1236                         2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1237                         2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1238                         2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1239                 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1240                         3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1241                         3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1242                         3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1243                 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1244                         3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1245                         4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1246                         4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1247                 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1248                         4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1249                         4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1250                         4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1251                 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1252                         5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1253                         5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1254                         5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1255                 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1256                         5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1257                         5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1258                         6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1259                 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1260                         6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1261                         6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1262                         6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1263                 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1264                         6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1265                         7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1266                         7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1267                 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1268                         7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1269                         7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1270                         7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1271                 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1272                         8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1273                         8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1274                         8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1275                 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1276                         8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1277                         8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1278                         9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1279                 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1280                         9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1281                         9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1282                         9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1283                 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1284                         10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1285                         10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1286                         10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1287                 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1288                         10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1289                         10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1290                         10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1291                 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1292                         11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1293                         11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1294                         11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1295                 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1296                         11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1297                         12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1298                         12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1299                 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1300                         12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1301                         12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1302                         12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1303                 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1304                         13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1305                         13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1306                         13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1307                 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1308                         13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1309                         13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1310                         14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1311                 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1312                         14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1313                         14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1314                         14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1315                 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1316                         14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1317                         15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1318                         15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1319                 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1320                         15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1321                         15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1322                         15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1323                 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1324                         16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1325                         16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1326                         16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1327                 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1328                         16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1329                         17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1330                         17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1331                 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1332                         17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1333                         17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1334                         17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1335                 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1336                         18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1337                         18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1338                         18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1339                 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1340                         18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1341                         18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1342                         18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1343                 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1344                         19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1345                         19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1346                         19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1347                 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1348                         19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1349                         20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1350                         20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1351                 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1352                         20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1353                         20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1354                         20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1355                 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1356                         21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1357                         21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1358                         21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1359                 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1360                         21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1361                         21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1362                         22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1363                 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1364                         22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1365                         22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1366                         22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1367                 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1368                         23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1369                         23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1370                         23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1371                 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1372                         23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1373                         23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1374                         23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1375                 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1376                         24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1377                         24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1378                         24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1379                 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1380                         24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1381                         25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1382                         25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1383                 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1384                         25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1385                         25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1386                         25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1387                 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1388                         26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1389                         26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1390                         26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1391                 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1392                         26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1393                         26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1394                         27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1395                 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1396                         27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1397                         27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1398                         27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1399                 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1400                         27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1401                         28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1402                         28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1403                 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1404                         28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1405                         28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1406                         28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1407                 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1408                         29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1409                         29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1410                         29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1411                 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1412                         29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1413                         29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1414                         30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1415                 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1416                         30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1417                         30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1418                         30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1419                 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1420                         31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1421                         31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1422                         31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1423                 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1424                         31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1425                         31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1426                         31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1427                 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1428                         32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1429                         32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1430                         32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1431                 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1432                         32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1433                         33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1434                         33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1435                 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1436                         33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1437                         33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1438                         33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1439                 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1440                         34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1441                         34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1442                         34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1443                 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1444                         34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1445                         34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1446                         35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1447                 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1448                         35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1449                         35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1450                         35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1451                 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1452                         35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1453                         36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1454                         36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1455                 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1456                         36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1457                         36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1458                         36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1459                 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1460                         37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1461                         37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1462                         37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1463                 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1464                         37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1465                         37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1466                         38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1467                 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1468                         38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1469                         38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1470                         38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1471                 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1472                         39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1473                         39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1474                         39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1475         ];
1476
1477         /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1478         #[inline]
1479         pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1480                 // Multiply the -1 through to avoid needing to use signed numbers.
1481                 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1482         }
1483
1484         #[inline]
1485         fn log10_times_2048(x: u64) -> u16 {
1486                 debug_assert_ne!(x, 0);
1487                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1488                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1489                 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1490         }
1491
1492         #[cfg(test)]
1493         mod tests {
1494                 use super::*;
1495
1496                 #[test]
1497                 fn prints_negative_log10_times_2048_lookup_table() {
1498                         for msb in 0..BITS {
1499                                 for i in 0..LOWER_BITS_BOUND {
1500                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1501                                         let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1502                                         assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1503
1504                                         if i % LOWER_BITS_BOUND == 0 {
1505                                                 print!("\t\t[{}, ", log10_times_2048);
1506                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1507                                                 println!("{}],", log10_times_2048);
1508                                         } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1509                                                 print!("{},\n\t\t\t", log10_times_2048);
1510                                         } else {
1511                                                 print!("{}, ", log10_times_2048);
1512                                         }
1513                                 }
1514                         }
1515                 }
1516         }
1517 }
1518
1519 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1520         #[inline]
1521         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1522                 write_tlv_fields!(w, {
1523                         (0, self.channel_liquidities, required),
1524                 });
1525                 Ok(())
1526         }
1527 }
1528
1529 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1530 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1531         #[inline]
1532         fn read<R: Read>(
1533                 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1534         ) -> Result<Self, DecodeError> {
1535                 let (params, network_graph, logger) = args;
1536                 let mut channel_liquidities = HashMap::new();
1537                 read_tlv_fields!(r, {
1538                         (0, channel_liquidities, required),
1539                 });
1540                 Ok(Self {
1541                         params,
1542                         network_graph,
1543                         logger,
1544                         channel_liquidities,
1545                 })
1546         }
1547 }
1548
1549 impl<T: Time> Writeable for ChannelLiquidity<T> {
1550         #[inline]
1551         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1552                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1553                 write_tlv_fields!(w, {
1554                         (0, self.min_liquidity_offset_msat, required),
1555                         (1, Some(self.min_liquidity_offset_history), option),
1556                         (2, self.max_liquidity_offset_msat, required),
1557                         (3, Some(self.max_liquidity_offset_history), option),
1558                         (4, duration_since_epoch, required),
1559                 });
1560                 Ok(())
1561         }
1562 }
1563
1564 impl<T: Time> Readable for ChannelLiquidity<T> {
1565         #[inline]
1566         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1567                 let mut min_liquidity_offset_msat = 0;
1568                 let mut max_liquidity_offset_msat = 0;
1569                 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1570                 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1571                 let mut duration_since_epoch = Duration::from_secs(0);
1572                 read_tlv_fields!(r, {
1573                         (0, min_liquidity_offset_msat, required),
1574                         (1, min_liquidity_offset_history, option),
1575                         (2, max_liquidity_offset_msat, required),
1576                         (3, max_liquidity_offset_history, option),
1577                         (4, duration_since_epoch, required),
1578                 });
1579                 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1580                 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1581                 // is a time from a monotonic clock usually represented as an offset against boot time).
1582                 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1583                 // from the one that was written. However, because `Instant` can panic if we construct one
1584                 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1585                 // using `Instant::now()` in that case.
1586                 let wall_clock_now = T::duration_since_epoch();
1587                 let now = T::now();
1588                 let last_updated = if wall_clock_now > duration_since_epoch {
1589                         now - (wall_clock_now - duration_since_epoch)
1590                 } else { now };
1591                 Ok(Self {
1592                         min_liquidity_offset_msat,
1593                         max_liquidity_offset_msat,
1594                         min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1595                         max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1596                         last_updated,
1597                 })
1598         }
1599 }
1600
1601 #[cfg(test)]
1602 mod tests {
1603         use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1604         use util::time::Time;
1605         use util::time::tests::SinceEpoch;
1606
1607         use ln::channelmanager;
1608         use ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1609         use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1610         use routing::router::RouteHop;
1611         use routing::scoring::{ChannelUsage, Score};
1612         use util::ser::{ReadableArgs, Writeable};
1613         use util::test_utils::TestLogger;
1614
1615         use bitcoin::blockdata::constants::genesis_block;
1616         use bitcoin::hashes::Hash;
1617         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1618         use bitcoin::network::constants::Network;
1619         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1620         use core::time::Duration;
1621         use io;
1622
1623         fn source_privkey() -> SecretKey {
1624                 SecretKey::from_slice(&[42; 32]).unwrap()
1625         }
1626
1627         fn target_privkey() -> SecretKey {
1628                 SecretKey::from_slice(&[43; 32]).unwrap()
1629         }
1630
1631         fn source_pubkey() -> PublicKey {
1632                 let secp_ctx = Secp256k1::new();
1633                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1634         }
1635
1636         fn target_pubkey() -> PublicKey {
1637                 let secp_ctx = Secp256k1::new();
1638                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1639         }
1640
1641         fn source_node_id() -> NodeId {
1642                 NodeId::from_pubkey(&source_pubkey())
1643         }
1644
1645         fn target_node_id() -> NodeId {
1646                 NodeId::from_pubkey(&target_pubkey())
1647         }
1648
1649         // `ProbabilisticScorer` tests
1650
1651         /// A probabilistic scorer for testing with time that can be manually advanced.
1652         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1653
1654         fn sender_privkey() -> SecretKey {
1655                 SecretKey::from_slice(&[41; 32]).unwrap()
1656         }
1657
1658         fn recipient_privkey() -> SecretKey {
1659                 SecretKey::from_slice(&[45; 32]).unwrap()
1660         }
1661
1662         fn sender_pubkey() -> PublicKey {
1663                 let secp_ctx = Secp256k1::new();
1664                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1665         }
1666
1667         fn recipient_pubkey() -> PublicKey {
1668                 let secp_ctx = Secp256k1::new();
1669                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1670         }
1671
1672         fn sender_node_id() -> NodeId {
1673                 NodeId::from_pubkey(&sender_pubkey())
1674         }
1675
1676         fn recipient_node_id() -> NodeId {
1677                 NodeId::from_pubkey(&recipient_pubkey())
1678         }
1679
1680         fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1681                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1682                 let mut network_graph = NetworkGraph::new(genesis_hash, logger);
1683                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1684                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1685
1686                 network_graph
1687         }
1688
1689         fn add_channel(
1690                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1691                 node_2_key: SecretKey
1692         ) {
1693                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1694                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1695                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1696                 let secp_ctx = Secp256k1::new();
1697                 let unsigned_announcement = UnsignedChannelAnnouncement {
1698                         features: channelmanager::provided_channel_features(),
1699                         chain_hash: genesis_hash,
1700                         short_channel_id,
1701                         node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1702                         node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1703                         bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1704                         bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1705                         excess_data: Vec::new(),
1706                 };
1707                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1708                 let signed_announcement = ChannelAnnouncement {
1709                         node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1710                         node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1711                         bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1712                         bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1713                         contents: unsigned_announcement,
1714                 };
1715                 let chain_source: Option<&::util::test_utils::TestChainSource> = None;
1716                 network_graph.update_channel_from_announcement(
1717                         &signed_announcement, &chain_source).unwrap();
1718                 update_channel(network_graph, short_channel_id, node_1_key, 0);
1719                 update_channel(network_graph, short_channel_id, node_2_key, 1);
1720         }
1721
1722         fn update_channel(
1723                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1724                 flags: u8
1725         ) {
1726                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1727                 let secp_ctx = Secp256k1::new();
1728                 let unsigned_update = UnsignedChannelUpdate {
1729                         chain_hash: genesis_hash,
1730                         short_channel_id,
1731                         timestamp: 100,
1732                         flags,
1733                         cltv_expiry_delta: 18,
1734                         htlc_minimum_msat: 0,
1735                         htlc_maximum_msat: 1_000,
1736                         fee_base_msat: 1,
1737                         fee_proportional_millionths: 0,
1738                         excess_data: Vec::new(),
1739                 };
1740                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1741                 let signed_update = ChannelUpdate {
1742                         signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1743                         contents: unsigned_update,
1744                 };
1745                 network_graph.update_channel(&signed_update).unwrap();
1746         }
1747
1748         fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1749                 vec![
1750                         RouteHop {
1751                                 pubkey: source_pubkey(),
1752                                 node_features: channelmanager::provided_node_features(),
1753                                 short_channel_id: 41,
1754                                 channel_features: channelmanager::provided_channel_features(),
1755                                 fee_msat: 1,
1756                                 cltv_expiry_delta: 18,
1757                         },
1758                         RouteHop {
1759                                 pubkey: target_pubkey(),
1760                                 node_features: channelmanager::provided_node_features(),
1761                                 short_channel_id: 42,
1762                                 channel_features: channelmanager::provided_channel_features(),
1763                                 fee_msat: 2,
1764                                 cltv_expiry_delta: 18,
1765                         },
1766                         RouteHop {
1767                                 pubkey: recipient_pubkey(),
1768                                 node_features: channelmanager::provided_node_features(),
1769                                 short_channel_id: 43,
1770                                 channel_features: channelmanager::provided_channel_features(),
1771                                 fee_msat: amount_msat,
1772                                 cltv_expiry_delta: 18,
1773                         },
1774                 ]
1775         }
1776
1777         #[test]
1778         fn liquidity_bounds_directed_from_lowest_node_id() {
1779                 let logger = TestLogger::new();
1780                 let last_updated = SinceEpoch::now();
1781                 let network_graph = network_graph(&logger);
1782                 let params = ProbabilisticScoringParameters::default();
1783                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1784                         .with_channel(42,
1785                                 ChannelLiquidity {
1786                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1787                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1788                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1789                                 })
1790                         .with_channel(43,
1791                                 ChannelLiquidity {
1792                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1793                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1794                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1795                                 });
1796                 let source = source_node_id();
1797                 let target = target_node_id();
1798                 let recipient = recipient_node_id();
1799                 assert!(source > target);
1800                 assert!(target < recipient);
1801
1802                 // Update minimum liquidity.
1803
1804                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1805                         .as_directed(&source, &target, 1_000, &scorer.params);
1806                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1807                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1808
1809                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1810                         .as_directed(&target, &source, 1_000, &scorer.params);
1811                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1812                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1813
1814                 scorer.channel_liquidities.get_mut(&42).unwrap()
1815                         .as_directed_mut(&source, &target, 1_000, &scorer.params)
1816                         .set_min_liquidity_msat(200);
1817
1818                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1819                         .as_directed(&source, &target, 1_000, &scorer.params);
1820                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1821                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1822
1823                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1824                         .as_directed(&target, &source, 1_000, &scorer.params);
1825                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1826                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1827
1828                 // Update maximum liquidity.
1829
1830                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1831                         .as_directed(&target, &recipient, 1_000, &scorer.params);
1832                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1833                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1834
1835                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1836                         .as_directed(&recipient, &target, 1_000, &scorer.params);
1837                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1838                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1839
1840                 scorer.channel_liquidities.get_mut(&43).unwrap()
1841                         .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1842                         .set_max_liquidity_msat(200);
1843
1844                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1845                         .as_directed(&target, &recipient, 1_000, &scorer.params);
1846                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1847                 assert_eq!(liquidity.max_liquidity_msat(), 200);
1848
1849                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1850                         .as_directed(&recipient, &target, 1_000, &scorer.params);
1851                 assert_eq!(liquidity.min_liquidity_msat(), 800);
1852                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1853         }
1854
1855         #[test]
1856         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1857                 let logger = TestLogger::new();
1858                 let last_updated = SinceEpoch::now();
1859                 let network_graph = network_graph(&logger);
1860                 let params = ProbabilisticScoringParameters::default();
1861                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1862                         .with_channel(42,
1863                                 ChannelLiquidity {
1864                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1865                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1866                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1867                                 });
1868                 let source = source_node_id();
1869                 let target = target_node_id();
1870                 assert!(source > target);
1871
1872                 // Check initial bounds.
1873                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1874                         .as_directed(&source, &target, 1_000, &scorer.params);
1875                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1876                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1877
1878                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1879                         .as_directed(&target, &source, 1_000, &scorer.params);
1880                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1881                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1882
1883                 // Reset from source to target.
1884                 scorer.channel_liquidities.get_mut(&42).unwrap()
1885                         .as_directed_mut(&source, &target, 1_000, &scorer.params)
1886                         .set_min_liquidity_msat(900);
1887
1888                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1889                         .as_directed(&source, &target, 1_000, &scorer.params);
1890                 assert_eq!(liquidity.min_liquidity_msat(), 900);
1891                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1892
1893                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1894                         .as_directed(&target, &source, 1_000, &scorer.params);
1895                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1896                 assert_eq!(liquidity.max_liquidity_msat(), 100);
1897
1898                 // Reset from target to source.
1899                 scorer.channel_liquidities.get_mut(&42).unwrap()
1900                         .as_directed_mut(&target, &source, 1_000, &scorer.params)
1901                         .set_min_liquidity_msat(400);
1902
1903                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1904                         .as_directed(&source, &target, 1_000, &scorer.params);
1905                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1906                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1907
1908                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1909                         .as_directed(&target, &source, 1_000, &scorer.params);
1910                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1911                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1912         }
1913
1914         #[test]
1915         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1916                 let logger = TestLogger::new();
1917                 let last_updated = SinceEpoch::now();
1918                 let network_graph = network_graph(&logger);
1919                 let params = ProbabilisticScoringParameters::default();
1920                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1921                         .with_channel(42,
1922                                 ChannelLiquidity {
1923                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1924                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1925                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1926                                 });
1927                 let source = source_node_id();
1928                 let target = target_node_id();
1929                 assert!(source > target);
1930
1931                 // Check initial bounds.
1932                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1933                         .as_directed(&source, &target, 1_000, &scorer.params);
1934                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1935                 assert_eq!(liquidity.max_liquidity_msat(), 800);
1936
1937                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1938                         .as_directed(&target, &source, 1_000, &scorer.params);
1939                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1940                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1941
1942                 // Reset from source to target.
1943                 scorer.channel_liquidities.get_mut(&42).unwrap()
1944                         .as_directed_mut(&source, &target, 1_000, &scorer.params)
1945                         .set_max_liquidity_msat(300);
1946
1947                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1948                         .as_directed(&source, &target, 1_000, &scorer.params);
1949                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1950                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1951
1952                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1953                         .as_directed(&target, &source, 1_000, &scorer.params);
1954                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1955                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1956
1957                 // Reset from target to source.
1958                 scorer.channel_liquidities.get_mut(&42).unwrap()
1959                         .as_directed_mut(&target, &source, 1_000, &scorer.params)
1960                         .set_max_liquidity_msat(600);
1961
1962                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1963                         .as_directed(&source, &target, 1_000, &scorer.params);
1964                 assert_eq!(liquidity.min_liquidity_msat(), 400);
1965                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1966
1967                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1968                         .as_directed(&target, &source, 1_000, &scorer.params);
1969                 assert_eq!(liquidity.min_liquidity_msat(), 0);
1970                 assert_eq!(liquidity.max_liquidity_msat(), 600);
1971         }
1972
1973         #[test]
1974         fn increased_penalty_nearing_liquidity_upper_bound() {
1975                 let logger = TestLogger::new();
1976                 let network_graph = network_graph(&logger);
1977                 let params = ProbabilisticScoringParameters {
1978                         liquidity_penalty_multiplier_msat: 1_000,
1979                         ..ProbabilisticScoringParameters::zero_penalty()
1980                 };
1981                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
1982                 let source = source_node_id();
1983                 let target = target_node_id();
1984
1985                 let usage = ChannelUsage {
1986                         amount_msat: 1_024,
1987                         inflight_htlc_msat: 0,
1988                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
1989                 };
1990                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1991                 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
1992                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1993                 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
1994                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
1995                 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
1996                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
1997
1998                 let usage = ChannelUsage {
1999                         amount_msat: 128,
2000                         inflight_htlc_msat: 0,
2001                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2002                 };
2003                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2004                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2005                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2006                 let usage = ChannelUsage { amount_msat: 374, ..usage };
2007                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2008                 let usage = ChannelUsage { amount_msat: 512, ..usage };
2009                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2010                 let usage = ChannelUsage { amount_msat: 640, ..usage };
2011                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2012                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2013                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2014                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2015                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2016         }
2017
2018         #[test]
2019         fn constant_penalty_outside_liquidity_bounds() {
2020                 let logger = TestLogger::new();
2021                 let last_updated = SinceEpoch::now();
2022                 let network_graph = network_graph(&logger);
2023                 let params = ProbabilisticScoringParameters {
2024                         liquidity_penalty_multiplier_msat: 1_000,
2025                         considered_impossible_penalty_msat: u64::max_value(),
2026                         ..ProbabilisticScoringParameters::zero_penalty()
2027                 };
2028                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2029                         .with_channel(42,
2030                                 ChannelLiquidity {
2031                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2032                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2033                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2034                                 });
2035                 let source = source_node_id();
2036                 let target = target_node_id();
2037
2038                 let usage = ChannelUsage {
2039                         amount_msat: 39,
2040                         inflight_htlc_msat: 0,
2041                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) },
2042                 };
2043                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2044                 let usage = ChannelUsage { amount_msat: 50, ..usage };
2045                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2046                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2047                 let usage = ChannelUsage { amount_msat: 61, ..usage };
2048                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2049         }
2050
2051         #[test]
2052         fn does_not_further_penalize_own_channel() {
2053                 let logger = TestLogger::new();
2054                 let network_graph = network_graph(&logger);
2055                 let params = ProbabilisticScoringParameters {
2056                         liquidity_penalty_multiplier_msat: 1_000,
2057                         ..ProbabilisticScoringParameters::zero_penalty()
2058                 };
2059                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2060                 let sender = sender_node_id();
2061                 let source = source_node_id();
2062                 let usage = ChannelUsage {
2063                         amount_msat: 500,
2064                         inflight_htlc_msat: 0,
2065                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2066                 };
2067                 let failed_path = payment_path_for_amount(500);
2068                 let successful_path = payment_path_for_amount(200);
2069
2070                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2071
2072                 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2073                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2074
2075                 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2076                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2077         }
2078
2079         #[test]
2080         fn sets_liquidity_lower_bound_on_downstream_failure() {
2081                 let logger = TestLogger::new();
2082                 let network_graph = network_graph(&logger);
2083                 let params = ProbabilisticScoringParameters {
2084                         liquidity_penalty_multiplier_msat: 1_000,
2085                         ..ProbabilisticScoringParameters::zero_penalty()
2086                 };
2087                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2088                 let source = source_node_id();
2089                 let target = target_node_id();
2090                 let path = payment_path_for_amount(500);
2091
2092                 let usage = ChannelUsage {
2093                         amount_msat: 250,
2094                         inflight_htlc_msat: 0,
2095                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2096                 };
2097                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2098                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2099                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2100                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2101                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2102
2103                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2104
2105                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2106                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2107                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2108                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2109                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2110                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2111         }
2112
2113         #[test]
2114         fn sets_liquidity_upper_bound_on_failure() {
2115                 let logger = TestLogger::new();
2116                 let network_graph = network_graph(&logger);
2117                 let params = ProbabilisticScoringParameters {
2118                         liquidity_penalty_multiplier_msat: 1_000,
2119                         considered_impossible_penalty_msat: u64::max_value(),
2120                         ..ProbabilisticScoringParameters::zero_penalty()
2121                 };
2122                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2123                 let source = source_node_id();
2124                 let target = target_node_id();
2125                 let path = payment_path_for_amount(500);
2126
2127                 let usage = ChannelUsage {
2128                         amount_msat: 250,
2129                         inflight_htlc_msat: 0,
2130                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2131                 };
2132                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2133                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2134                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2135                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2136                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2137
2138                 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2139
2140                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2141                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2142                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2143                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2144                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2145                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2146         }
2147
2148         #[test]
2149         fn reduces_liquidity_upper_bound_along_path_on_success() {
2150                 let logger = TestLogger::new();
2151                 let network_graph = network_graph(&logger);
2152                 let params = ProbabilisticScoringParameters {
2153                         liquidity_penalty_multiplier_msat: 1_000,
2154                         ..ProbabilisticScoringParameters::zero_penalty()
2155                 };
2156                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2157                 let sender = sender_node_id();
2158                 let source = source_node_id();
2159                 let target = target_node_id();
2160                 let recipient = recipient_node_id();
2161                 let usage = ChannelUsage {
2162                         amount_msat: 250,
2163                         inflight_htlc_msat: 0,
2164                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2165                 };
2166                 let path = payment_path_for_amount(500);
2167
2168                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2169                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2170                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2171
2172                 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2173
2174                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2175                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2176                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2177         }
2178
2179         #[test]
2180         fn decays_liquidity_bounds_over_time() {
2181                 let logger = TestLogger::new();
2182                 let network_graph = network_graph(&logger);
2183                 let params = ProbabilisticScoringParameters {
2184                         liquidity_penalty_multiplier_msat: 1_000,
2185                         liquidity_offset_half_life: Duration::from_secs(10),
2186                         considered_impossible_penalty_msat: u64::max_value(),
2187                         ..ProbabilisticScoringParameters::zero_penalty()
2188                 };
2189                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2190                 let source = source_node_id();
2191                 let target = target_node_id();
2192
2193                 let usage = ChannelUsage {
2194                         amount_msat: 0,
2195                         inflight_htlc_msat: 0,
2196                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
2197                 };
2198                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2199                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2200                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2201
2202                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2203                 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2204
2205                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2206                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2207                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2208                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2209                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2210                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2211                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2212                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2213
2214                 SinceEpoch::advance(Duration::from_secs(9));
2215                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2216                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2217                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2218                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2219                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2220                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2221                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2222                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2223
2224                 SinceEpoch::advance(Duration::from_secs(1));
2225                 let usage = ChannelUsage { amount_msat: 64, ..usage };
2226                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2227                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2228                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2229                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2230                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2231                 let usage = ChannelUsage { amount_msat: 960, ..usage };
2232                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2233
2234                 // Fully decay liquidity lower bound.
2235                 SinceEpoch::advance(Duration::from_secs(10 * 7));
2236                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2237                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2238                 let usage = ChannelUsage { amount_msat: 1, ..usage };
2239                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2240                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2241                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2242                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2243                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2244
2245                 // Fully decay liquidity upper bound.
2246                 SinceEpoch::advance(Duration::from_secs(10));
2247                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2248                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2249                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2250                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2251
2252                 SinceEpoch::advance(Duration::from_secs(10));
2253                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2254                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2255                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2256                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2257         }
2258
2259         #[test]
2260         fn decays_liquidity_bounds_without_shift_overflow() {
2261                 let logger = TestLogger::new();
2262                 let network_graph = network_graph(&logger);
2263                 let params = ProbabilisticScoringParameters {
2264                         liquidity_penalty_multiplier_msat: 1_000,
2265                         liquidity_offset_half_life: Duration::from_secs(10),
2266                         ..ProbabilisticScoringParameters::zero_penalty()
2267                 };
2268                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2269                 let source = source_node_id();
2270                 let target = target_node_id();
2271                 let usage = ChannelUsage {
2272                         amount_msat: 256,
2273                         inflight_htlc_msat: 0,
2274                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2275                 };
2276                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2277
2278                 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2279                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2280
2281                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2282                 // would cause an overflow.
2283                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2284                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2285
2286                 SinceEpoch::advance(Duration::from_secs(10));
2287                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2288         }
2289
2290         #[test]
2291         fn restricts_liquidity_bounds_after_decay() {
2292                 let logger = TestLogger::new();
2293                 let network_graph = network_graph(&logger);
2294                 let params = ProbabilisticScoringParameters {
2295                         liquidity_penalty_multiplier_msat: 1_000,
2296                         liquidity_offset_half_life: Duration::from_secs(10),
2297                         ..ProbabilisticScoringParameters::zero_penalty()
2298                 };
2299                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2300                 let source = source_node_id();
2301                 let target = target_node_id();
2302                 let usage = ChannelUsage {
2303                         amount_msat: 512,
2304                         inflight_htlc_msat: 0,
2305                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2306                 };
2307
2308                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2309
2310                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2311                 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2312                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2313                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2314
2315                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2316                 SinceEpoch::advance(Duration::from_secs(10));
2317                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2318
2319                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2320                 // is closer to the upper bound, meaning a higher penalty.
2321                 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2322                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2323
2324                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2325                 // is closer to the lower bound, meaning a lower penalty.
2326                 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2327                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2328
2329                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2330                 SinceEpoch::advance(Duration::from_secs(10));
2331                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2332         }
2333
2334         #[test]
2335         fn restores_persisted_liquidity_bounds() {
2336                 let logger = TestLogger::new();
2337                 let network_graph = network_graph(&logger);
2338                 let params = ProbabilisticScoringParameters {
2339                         liquidity_penalty_multiplier_msat: 1_000,
2340                         liquidity_offset_half_life: Duration::from_secs(10),
2341                         considered_impossible_penalty_msat: u64::max_value(),
2342                         ..ProbabilisticScoringParameters::zero_penalty()
2343                 };
2344                 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2345                 let source = source_node_id();
2346                 let target = target_node_id();
2347                 let usage = ChannelUsage {
2348                         amount_msat: 500,
2349                         inflight_htlc_msat: 0,
2350                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2351                 };
2352
2353                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2354                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2355
2356                 SinceEpoch::advance(Duration::from_secs(10));
2357                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2358
2359                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2360                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2361
2362                 let mut serialized_scorer = Vec::new();
2363                 scorer.write(&mut serialized_scorer).unwrap();
2364
2365                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2366                 let deserialized_scorer =
2367                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2368                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2369         }
2370
2371         #[test]
2372         fn decays_persisted_liquidity_bounds() {
2373                 let logger = TestLogger::new();
2374                 let network_graph = network_graph(&logger);
2375                 let params = ProbabilisticScoringParameters {
2376                         liquidity_penalty_multiplier_msat: 1_000,
2377                         liquidity_offset_half_life: Duration::from_secs(10),
2378                         considered_impossible_penalty_msat: u64::max_value(),
2379                         ..ProbabilisticScoringParameters::zero_penalty()
2380                 };
2381                 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2382                 let source = source_node_id();
2383                 let target = target_node_id();
2384                 let usage = ChannelUsage {
2385                         amount_msat: 500,
2386                         inflight_htlc_msat: 0,
2387                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2388                 };
2389
2390                 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2391                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2392
2393                 let mut serialized_scorer = Vec::new();
2394                 scorer.write(&mut serialized_scorer).unwrap();
2395
2396                 SinceEpoch::advance(Duration::from_secs(10));
2397
2398                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2399                 let deserialized_scorer =
2400                         <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2401                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2402
2403                 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2404                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2405
2406                 SinceEpoch::advance(Duration::from_secs(10));
2407                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2408         }
2409
2410         #[test]
2411         fn scores_realistic_payments() {
2412                 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2413                 // 50k sat reserve).
2414                 let logger = TestLogger::new();
2415                 let network_graph = network_graph(&logger);
2416                 let params = ProbabilisticScoringParameters::default();
2417                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2418                 let source = source_node_id();
2419                 let target = target_node_id();
2420
2421                 let usage = ChannelUsage {
2422                         amount_msat: 100_000_000,
2423                         inflight_htlc_msat: 0,
2424                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) },
2425                 };
2426                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2427                 let usage = ChannelUsage {
2428                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2429                 };
2430                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2431                 let usage = ChannelUsage {
2432                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2433                 };
2434                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2435                 let usage = ChannelUsage {
2436                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2437                 };
2438                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2439                 let usage = ChannelUsage {
2440                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2441                 };
2442                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2443                 let usage = ChannelUsage {
2444                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2445                 };
2446                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2447                 let usage = ChannelUsage {
2448                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2449                 };
2450                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2451                 let usage = ChannelUsage {
2452                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2453                 };
2454                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2455                 let usage = ChannelUsage {
2456                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2457                 };
2458                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2459                 let usage = ChannelUsage {
2460                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2461                 };
2462                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2463                 let usage = ChannelUsage {
2464                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2465                 };
2466                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2467         }
2468
2469         #[test]
2470         fn adds_base_penalty_to_liquidity_penalty() {
2471                 let logger = TestLogger::new();
2472                 let network_graph = network_graph(&logger);
2473                 let source = source_node_id();
2474                 let target = target_node_id();
2475                 let usage = ChannelUsage {
2476                         amount_msat: 128,
2477                         inflight_htlc_msat: 0,
2478                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2479                 };
2480
2481                 let params = ProbabilisticScoringParameters {
2482                         liquidity_penalty_multiplier_msat: 1_000,
2483                         ..ProbabilisticScoringParameters::zero_penalty()
2484                 };
2485                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2486                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2487
2488                 let params = ProbabilisticScoringParameters {
2489                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2490                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2491                 };
2492                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2493                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2494
2495                 let params = ProbabilisticScoringParameters {
2496                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2497                         base_penalty_amount_multiplier_msat: (1 << 30),
2498                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2499                 };
2500
2501                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2502                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2503         }
2504
2505         #[test]
2506         fn adds_amount_penalty_to_liquidity_penalty() {
2507                 let logger = TestLogger::new();
2508                 let network_graph = network_graph(&logger);
2509                 let source = source_node_id();
2510                 let target = target_node_id();
2511                 let usage = ChannelUsage {
2512                         amount_msat: 512_000,
2513                         inflight_htlc_msat: 0,
2514                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
2515                 };
2516
2517                 let params = ProbabilisticScoringParameters {
2518                         liquidity_penalty_multiplier_msat: 1_000,
2519                         liquidity_penalty_amount_multiplier_msat: 0,
2520                         ..ProbabilisticScoringParameters::zero_penalty()
2521                 };
2522                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2523                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2524
2525                 let params = ProbabilisticScoringParameters {
2526                         liquidity_penalty_multiplier_msat: 1_000,
2527                         liquidity_penalty_amount_multiplier_msat: 256,
2528                         ..ProbabilisticScoringParameters::zero_penalty()
2529                 };
2530                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2531                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2532         }
2533
2534         #[test]
2535         fn calculates_log10_without_overflowing_u64_max_value() {
2536                 let logger = TestLogger::new();
2537                 let network_graph = network_graph(&logger);
2538                 let source = source_node_id();
2539                 let target = target_node_id();
2540                 let usage = ChannelUsage {
2541                         amount_msat: u64::max_value(),
2542                         inflight_htlc_msat: 0,
2543                         effective_capacity: EffectiveCapacity::Infinite,
2544                 };
2545
2546                 let params = ProbabilisticScoringParameters {
2547                         liquidity_penalty_multiplier_msat: 40_000,
2548                         ..ProbabilisticScoringParameters::zero_penalty()
2549                 };
2550                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2551                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2552         }
2553
2554         #[test]
2555         fn accounts_for_inflight_htlc_usage() {
2556                 let logger = TestLogger::new();
2557                 let network_graph = network_graph(&logger);
2558                 let params = ProbabilisticScoringParameters {
2559                         considered_impossible_penalty_msat: u64::max_value(),
2560                         ..ProbabilisticScoringParameters::zero_penalty()
2561                 };
2562                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2563                 let source = source_node_id();
2564                 let target = target_node_id();
2565
2566                 let usage = ChannelUsage {
2567                         amount_msat: 750,
2568                         inflight_htlc_msat: 0,
2569                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2570                 };
2571                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2572
2573                 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2574                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2575         }
2576
2577         #[test]
2578         fn removes_uncertainity_when_exact_liquidity_known() {
2579                 let logger = TestLogger::new();
2580                 let network_graph = network_graph(&logger);
2581                 let params = ProbabilisticScoringParameters::default();
2582                 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2583                 let source = source_node_id();
2584                 let target = target_node_id();
2585
2586                 let base_penalty_msat = params.base_penalty_msat;
2587                 let usage = ChannelUsage {
2588                         amount_msat: 750,
2589                         inflight_htlc_msat: 0,
2590                         effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2591                 };
2592                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2593
2594                 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2595                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2596
2597                 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2598                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2599         }
2600
2601         #[test]
2602         fn remembers_historical_failures() {
2603                 let logger = TestLogger::new();
2604                 let network_graph = network_graph(&logger);
2605                 let params = ProbabilisticScoringParameters {
2606                         historical_liquidity_penalty_multiplier_msat: 1024,
2607                         historical_liquidity_penalty_amount_multiplier_msat: 1024,
2608                         historical_no_updates_half_life: Duration::from_secs(10),
2609                         ..ProbabilisticScoringParameters::zero_penalty()
2610                 };
2611                 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2612                 let source = source_node_id();
2613                 let target = target_node_id();
2614
2615                 let usage = ChannelUsage {
2616                         amount_msat: 100,
2617                         inflight_htlc_msat: 0,
2618                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
2619                 };
2620                 // With no historical data the normal liquidity penalty calculation is used.
2621                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2622
2623                 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2624                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2625
2626                 // Even after we tell the scorer we definitely have enough available liquidity, it will
2627                 // still remember that there was some failure in the past, and assign a non-0 penalty.
2628                 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2629                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2630
2631                 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2632                 // gone), and check that we're back to where we started.
2633                 SinceEpoch::advance(Duration::from_secs(10 * 16));
2634                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2635         }
2636
2637         #[test]
2638         fn adds_anti_probing_penalty() {
2639                 let logger = TestLogger::new();
2640                 let network_graph = network_graph(&logger);
2641                 let source = source_node_id();
2642                 let target = target_node_id();
2643                 let params = ProbabilisticScoringParameters {
2644                         anti_probing_penalty_msat: 500,
2645                         ..ProbabilisticScoringParameters::zero_penalty()
2646                 };
2647                 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2648
2649                 // Check we receive no penalty for a low htlc_maximum_msat.
2650                 let usage = ChannelUsage {
2651                         amount_msat: 512_000,
2652                         inflight_htlc_msat: 0,
2653                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
2654                 };
2655                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2656
2657                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2658                 let usage = ChannelUsage {
2659                         amount_msat: 512_000,
2660                         inflight_htlc_msat: 0,
2661                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_024_000) },
2662                 };
2663                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2664
2665                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2666                 let usage = ChannelUsage {
2667                         amount_msat: 512_000,
2668                         inflight_htlc_msat: 0,
2669                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(512_000) },
2670                 };
2671                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2672
2673                 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2674                 let usage = ChannelUsage {
2675                         amount_msat: 512_000,
2676                         inflight_htlc_msat: 0,
2677                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(511_999) },
2678                 };
2679                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2680         }
2681 }