1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn time_passed(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn time_passed(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().time_passed(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn time_passed(&mut self, duration_since_epoch: Duration) {
376 self.0.time_passed(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
853 let graph = self.network_graph.read_only();
854 for (scid, liq) in self.channel_liquidities.iter() {
855 if let Some(chan_debug) = graph.channels().get(scid) {
856 let log_direction = |source, target| {
857 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
858 let amt = directed_info.effective_capacity().as_msat();
859 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
861 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
862 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
864 log_debug!(self.logger, core::concat!(
865 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
866 "\tHistorical min liquidity bucket relative probabilities:\n",
867 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
868 "\tHistorical max liquidity bucket relative probabilities:\n",
869 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
870 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
871 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
872 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
873 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
874 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
875 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
876 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
877 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
878 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
879 // Note that the liquidity buckets are an offset from the edge, so we
880 // inverse the max order to get the probabilities from zero.
881 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
882 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
883 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
884 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
885 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
886 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
887 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
888 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
890 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
894 log_direction(&chan_debug.node_one, &chan_debug.node_two);
895 log_direction(&chan_debug.node_two, &chan_debug.node_one);
897 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
902 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
903 /// channel with `scid` towards the given `target` node.
904 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
905 let graph = self.network_graph.read_only();
907 if let Some(chan) = graph.channels().get(&scid) {
908 if let Some(liq) = self.channel_liquidities.get(&scid) {
909 if let Some((directed_info, source)) = chan.as_directed_to(target) {
910 let amt = directed_info.effective_capacity().as_msat();
911 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
912 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
919 /// Query the historical estimated minimum and maximum liquidity available for sending a
920 /// payment over the channel with `scid` towards the given `target` node.
922 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
923 /// the second set describes the upper-bound liquidity history. Each bucket describes the
924 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
925 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
926 /// more recent data points are weighted more heavily than older datapoints.
928 /// Note that the range of each bucket varies by its location to provide more granular results
929 /// at the edges of a channel's capacity, where it is more likely to sit.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
932 /// is calculated by dividing that bucket's value with the total value of all buckets.
934 /// For example, using a lower bucket count for illustrative purposes, a value of
935 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
936 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
937 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
938 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
943 /// In order to fetch a single success probability from the buckets provided here, as used in
944 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
945 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
946 -> Option<([u16; 32], [u16; 32])> {
947 let graph = self.network_graph.read_only();
949 if let Some(chan) = graph.channels().get(&scid) {
950 if let Some(liq) = self.channel_liquidities.get(&scid) {
951 if let Some((directed_info, source)) = chan.as_directed_to(target) {
952 let amt = directed_info.effective_capacity().as_msat();
953 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
955 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
956 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
958 // Note that the liquidity buckets are an offset from the edge, so we inverse
959 // the max order to get the probabilities from zero.
960 max_buckets.reverse();
961 return Some((min_buckets, max_buckets));
968 /// Query the probability of payment success sending the given `amount_msat` over the channel
969 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
972 /// These are the same bounds as returned by
973 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
974 /// [`Self::estimated_channel_liquidity_range`]).
975 pub fn historical_estimated_payment_success_probability(
976 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
978 let graph = self.network_graph.read_only();
980 if let Some(chan) = graph.channels().get(&scid) {
981 if let Some(liq) = self.channel_liquidities.get(&scid) {
982 if let Some((directed_info, source)) = chan.as_directed_to(target) {
983 let capacity_msat = directed_info.effective_capacity().as_msat();
984 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
986 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
987 ¶ms, amount_msat, capacity_msat
988 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
996 impl<T: Time> ChannelLiquidity<T> {
1000 min_liquidity_offset_msat: 0,
1001 max_liquidity_offset_msat: 0,
1002 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1003 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1004 last_updated: T::now(),
1005 offset_history_last_updated: T::now(),
1009 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1010 /// `capacity_msat`.
1012 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1013 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1014 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1015 if source < target {
1016 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1017 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1019 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1020 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1023 DirectedChannelLiquidity {
1024 min_liquidity_offset_msat,
1025 max_liquidity_offset_msat,
1026 liquidity_history: HistoricalMinMaxBuckets {
1027 min_liquidity_offset_history,
1028 max_liquidity_offset_history,
1031 last_updated: &self.last_updated,
1032 offset_history_last_updated: &self.offset_history_last_updated,
1034 decay_params: decay_params,
1038 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1039 /// `capacity_msat`.
1041 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1042 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1043 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1044 if source < target {
1045 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1046 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1048 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1049 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1052 DirectedChannelLiquidity {
1053 min_liquidity_offset_msat,
1054 max_liquidity_offset_msat,
1055 liquidity_history: HistoricalMinMaxBuckets {
1056 min_liquidity_offset_history,
1057 max_liquidity_offset_history,
1060 last_updated: &mut self.last_updated,
1061 offset_history_last_updated: &mut self.offset_history_last_updated,
1063 decay_params: decay_params,
1067 fn decayed_offset(&self, offset: u64, decay_params: ProbabilisticScoringDecayParameters) -> u64 {
1068 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1069 if half_life != 0.0 {
1070 let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
1071 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1078 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1080 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1082 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1083 /// ratio, as X in 1/X.
1084 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1086 /// The divisor used when computing the amount penalty.
1087 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1088 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1090 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1092 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1093 (a * a * a, b * b * b, c * c * c)
1096 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1097 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1099 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1101 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1102 /// (recently) seen an HTLC successfully complete over this channel.
1104 fn success_probability(
1105 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1106 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1108 debug_assert!(min_liquidity_msat <= amount_msat);
1109 debug_assert!(amount_msat < max_liquidity_msat);
1110 debug_assert!(max_liquidity_msat <= capacity_msat);
1112 let (numerator, mut denominator) =
1113 if params.linear_success_probability {
1114 (max_liquidity_msat - amount_msat,
1115 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1117 let capacity = capacity_msat as f64;
1118 let min = (min_liquidity_msat as f64) / capacity;
1119 let max = (max_liquidity_msat as f64) / capacity;
1120 let amount = (amount_msat as f64) / capacity;
1122 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1123 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1124 // liquidity bounds is thus the integral under the curve from the amount to maximum
1125 // estimated liquidity, divided by the same integral from the minimum to the maximum
1126 // estimated liquidity bounds.
1128 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1129 // calculate the cumulative density function between the min/max bounds trivially. Note
1130 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1131 // division of num / den.
1132 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1133 let num = max_pow - amt_pow;
1134 let den = max_pow - min_pow;
1136 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1137 // quite a large factor to get something useful (ideally in the 2^30 range).
1138 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1139 let numerator = (num * BILLIONISH) as u64 + 1;
1140 let denominator = (den * BILLIONISH) as u64 + 1;
1141 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1142 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1143 (numerator, denominator)
1146 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1147 denominator < u64::max_value() / 21
1149 // If we have no knowledge of the channel, scale probability down by ~75%
1150 // Note that we prefer to increase the denominator rather than decrease the numerator as
1151 // the denominator is more likely to be larger and thus provide greater precision. This is
1152 // mostly an overoptimization but makes a large difference in tests.
1153 denominator = denominator * 21 / 16
1156 (numerator, denominator)
1159 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1160 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1162 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1163 let available_capacity = self.capacity_msat;
1164 let max_liquidity_msat = self.max_liquidity_msat();
1165 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1167 let mut res = if amount_msat <= min_liquidity_msat {
1169 } else if amount_msat >= max_liquidity_msat {
1170 // Equivalent to hitting the else clause below with the amount equal to the effective
1171 // capacity and without any certainty on the liquidity upper bound, plus the
1172 // impossibility penalty.
1173 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1174 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1175 score_params.liquidity_penalty_multiplier_msat,
1176 score_params.liquidity_penalty_amount_multiplier_msat)
1177 .saturating_add(score_params.considered_impossible_penalty_msat)
1179 let (numerator, denominator) = success_probability(amount_msat,
1180 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1181 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1182 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1183 // don't bother trying to use the log approximation as it gets too noisy to be
1184 // particularly helpful, instead just round down to 0.
1187 let negative_log10_times_2048 =
1188 approx::negative_log10_times_2048(numerator, denominator);
1189 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1190 score_params.liquidity_penalty_multiplier_msat,
1191 score_params.liquidity_penalty_amount_multiplier_msat)
1195 if amount_msat >= available_capacity {
1196 // We're trying to send more than the capacity, use a max penalty.
1197 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1198 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1199 score_params.historical_liquidity_penalty_multiplier_msat,
1200 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1204 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1205 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1206 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1207 .calculate_success_probability_times_billion(
1208 score_params, amount_msat, self.capacity_msat)
1210 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1211 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1212 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1213 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1215 // If we don't have any valid points (or, once decayed, we have less than a full
1216 // point), redo the non-historical calculation with no liquidity bounds tracked and
1217 // the historical penalty multipliers.
1218 let (numerator, denominator) = success_probability(amount_msat, 0,
1219 available_capacity, available_capacity, score_params, true);
1220 let negative_log10_times_2048 =
1221 approx::negative_log10_times_2048(numerator, denominator);
1222 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1223 score_params.historical_liquidity_penalty_multiplier_msat,
1224 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1231 /// Computes the liquidity penalty from the penalty multipliers.
1233 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1234 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1236 negative_log10_times_2048 =
1237 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1239 // Upper bound the liquidity penalty to ensure some channel is selected.
1240 let liquidity_penalty_msat = negative_log10_times_2048
1241 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1242 let amount_penalty_msat = negative_log10_times_2048
1243 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1244 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1246 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1249 /// Returns the lower bound of the channel liquidity balance in this direction.
1251 fn min_liquidity_msat(&self) -> u64 {
1252 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1255 /// Returns the upper bound of the channel liquidity balance in this direction.
1257 fn max_liquidity_msat(&self) -> u64 {
1259 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1262 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1263 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1265 // Decay the offset by the appropriate number of half lives. If half of the next half
1266 // life has passed, approximate an additional three-quarter life to help smooth out the
1268 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1269 let half_decays = elapsed_time / (half_life / 2);
1270 let decays = half_decays / 2;
1271 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1272 if half_decays % 2 == 0 {
1275 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1277 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1285 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1286 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1287 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1288 let existing_max_msat = self.max_liquidity_msat();
1289 if amount_msat < existing_max_msat {
1290 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1291 self.set_max_liquidity_msat(amount_msat);
1293 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1294 chan_descr, existing_max_msat, amount_msat);
1296 self.update_history_buckets(0);
1299 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1300 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1301 let existing_min_msat = self.min_liquidity_msat();
1302 if amount_msat > existing_min_msat {
1303 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1304 self.set_min_liquidity_msat(amount_msat);
1306 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1307 chan_descr, existing_min_msat, amount_msat);
1309 self.update_history_buckets(0);
1312 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1313 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1314 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1315 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1316 self.set_max_liquidity_msat(max_liquidity_msat);
1317 self.update_history_buckets(amount_msat);
1320 /// Updates the history buckets for this channel. Because the history buckets track what we now
1321 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1322 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1323 /// represents the amount of the successful payment we just made.
1324 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1325 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1326 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1327 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1328 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1329 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1331 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1332 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1333 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1335 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1336 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1337 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1341 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1342 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1343 *self.min_liquidity_offset_msat = amount_msat;
1344 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1347 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1349 *self.last_updated = self.now;
1350 *self.offset_history_last_updated = self.now;
1353 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1354 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1355 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1356 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1359 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1361 *self.last_updated = self.now;
1362 *self.offset_history_last_updated = self.now;
1366 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1367 type ScoreParams = ProbabilisticScoringFeeParameters;
1368 fn channel_penalty_msat(
1369 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1371 let (scid, target) = match candidate {
1372 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1373 (short_channel_id, info.target())
1377 let source = candidate.source();
1378 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1382 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1383 score_params.base_penalty_amount_multiplier_msat
1384 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1386 let mut anti_probing_penalty_msat = 0;
1387 match usage.effective_capacity {
1388 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1389 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1391 if usage.amount_msat > amount_msat {
1392 return u64::max_value();
1394 return base_penalty_msat;
1397 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1398 if htlc_maximum_msat >= capacity_msat/2 {
1399 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1405 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1406 let capacity_msat = usage.effective_capacity.as_msat();
1407 self.channel_liquidities
1409 .unwrap_or(&ChannelLiquidity::new())
1410 .as_directed(&source, &target, capacity_msat, self.decay_params)
1411 .penalty_msat(amount_msat, score_params)
1412 .saturating_add(anti_probing_penalty_msat)
1413 .saturating_add(base_penalty_msat)
1417 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1418 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1419 let amount_msat = path.final_value_msat();
1420 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1421 let network_graph = self.network_graph.read_only();
1422 for (hop_idx, hop) in path.hops.iter().enumerate() {
1423 let target = NodeId::from_pubkey(&hop.pubkey);
1424 let channel_directed_from_source = network_graph.channels()
1425 .get(&hop.short_channel_id)
1426 .and_then(|channel| channel.as_directed_to(&target));
1428 let at_failed_channel = hop.short_channel_id == short_channel_id;
1429 if at_failed_channel && hop_idx == 0 {
1430 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);
1433 // Only score announced channels.
1434 if let Some((channel, source)) = channel_directed_from_source {
1435 let capacity_msat = channel.effective_capacity().as_msat();
1436 if at_failed_channel {
1437 self.channel_liquidities
1438 .entry(hop.short_channel_id)
1439 .or_insert_with(ChannelLiquidity::new)
1440 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1441 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1443 self.channel_liquidities
1444 .entry(hop.short_channel_id)
1445 .or_insert_with(ChannelLiquidity::new)
1446 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1447 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1450 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).",
1451 hop.short_channel_id);
1453 if at_failed_channel { break; }
1457 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1458 let amount_msat = path.final_value_msat();
1459 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1460 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1461 let network_graph = self.network_graph.read_only();
1462 for hop in &path.hops {
1463 let target = NodeId::from_pubkey(&hop.pubkey);
1464 let channel_directed_from_source = network_graph.channels()
1465 .get(&hop.short_channel_id)
1466 .and_then(|channel| channel.as_directed_to(&target));
1468 // Only score announced channels.
1469 if let Some((channel, source)) = channel_directed_from_source {
1470 let capacity_msat = channel.effective_capacity().as_msat();
1471 self.channel_liquidities
1472 .entry(hop.short_channel_id)
1473 .or_insert_with(ChannelLiquidity::new)
1474 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1475 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1477 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).",
1478 hop.short_channel_id);
1483 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1484 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1487 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1488 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1491 fn time_passed(&mut self, _duration_since_epoch: Duration) {
1492 let decay_params = self.decay_params;
1493 self.channel_liquidities.retain(|_scid, liquidity| {
1494 liquidity.min_liquidity_offset_msat = liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, decay_params);
1495 liquidity.max_liquidity_offset_msat = liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, decay_params);
1496 liquidity.last_updated = T::now();
1498 T::now().duration_since(liquidity.offset_history_last_updated);
1499 if elapsed_time > decay_params.historical_no_updates_half_life {
1500 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1501 if half_life != 0.0 {
1502 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1503 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1504 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1506 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1507 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1509 liquidity.offset_history_last_updated = T::now();
1512 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1513 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1514 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1520 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1521 where L::Target: Logger {}
1523 #[cfg(feature = "std")]
1525 fn powf64(n: f64, exp: f64) -> f64 {
1528 #[cfg(not(feature = "std"))]
1529 fn powf64(n: f64, exp: f64) -> f64 {
1530 libm::powf(n as f32, exp as f32) as f64
1534 const BITS: u32 = 64;
1535 const HIGHEST_BIT: u32 = BITS - 1;
1536 const LOWER_BITS: u32 = 6;
1537 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1538 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1540 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1541 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1542 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1543 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1544 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1545 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1546 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1547 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1548 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1549 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1550 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1551 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1552 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1553 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1554 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1555 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1556 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1557 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1558 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1559 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1560 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1561 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1562 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1563 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1564 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1565 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1566 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1567 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1568 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1569 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1570 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1571 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1572 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1573 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1574 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1575 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1576 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1577 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1578 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1579 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1580 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1581 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1582 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1583 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1584 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1585 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1586 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1587 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1588 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1589 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1590 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1591 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1592 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1593 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1594 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1595 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1596 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1597 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1598 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1599 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1600 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1601 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1602 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1603 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1604 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1605 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1606 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1607 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1608 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1609 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1610 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1611 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1612 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1613 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1614 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1615 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1616 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1617 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1618 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1619 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1620 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1621 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1622 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1623 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1624 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1625 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1626 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1627 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1628 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1629 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1630 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1631 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1632 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1633 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1634 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1635 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1636 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1637 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1638 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1639 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1640 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1641 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1642 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1643 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1644 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1645 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1646 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1647 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1648 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1649 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1650 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1651 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1652 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1653 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1654 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1655 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1656 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1657 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1658 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1659 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1660 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1661 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1662 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1663 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1664 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1665 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1666 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1667 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1668 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1669 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1670 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1671 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1672 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1673 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1674 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1675 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1676 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1677 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1678 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1679 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1680 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1681 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1682 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1683 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1684 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1685 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1686 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1687 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1688 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1689 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1690 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1691 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1692 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1693 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1694 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1695 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1696 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1697 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1698 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1699 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1700 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1701 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1702 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1703 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1704 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1705 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1706 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1707 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1708 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1709 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1710 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1711 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1712 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1713 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1714 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1715 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1716 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1717 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1718 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1719 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1720 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1721 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1722 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1723 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1724 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1725 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1726 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1727 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1728 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1729 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1730 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1731 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1732 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1733 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1734 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1735 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1736 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1737 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1738 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1739 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1740 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1741 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1742 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1743 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1744 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1745 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1746 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1747 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1748 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1749 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1750 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1751 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1752 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1753 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1754 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1755 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1756 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1757 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1758 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1759 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1760 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1761 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1762 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1763 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1764 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1765 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1766 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1767 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1768 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1769 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1770 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1771 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1772 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1773 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1774 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1775 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1776 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1777 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1778 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1779 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1780 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1781 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1782 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1783 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1784 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1785 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1786 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1787 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1788 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1789 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1790 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1791 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1792 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1793 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1794 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1795 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1796 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1797 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1798 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1801 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1803 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1804 // Multiply the -1 through to avoid needing to use signed numbers.
1805 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1809 fn log10_times_2048(x: u64) -> u16 {
1810 debug_assert_ne!(x, 0);
1811 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1812 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1813 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1821 fn prints_negative_log10_times_2048_lookup_table() {
1822 for msb in 0..BITS {
1823 for i in 0..LOWER_BITS_BOUND {
1824 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1825 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1826 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1828 if i % LOWER_BITS_BOUND == 0 {
1829 print!("\t\t[{}, ", log10_times_2048);
1830 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1831 println!("{}],", log10_times_2048);
1832 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1833 print!("{},\n\t\t\t", log10_times_2048);
1835 print!("{}, ", log10_times_2048);
1843 mod bucketed_history {
1846 // Because liquidity is often skewed heavily in one direction, we store historical state
1847 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1848 // must fit evenly into the buckets here.
1850 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1851 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1852 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1853 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1855 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1856 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1857 // buckets in total.
1859 const BUCKET_START_POS: [u16; 33] = [
1860 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1861 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1864 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1865 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1868 const POSITION_TICKS: u16 = 1 << 14;
1870 fn pos_to_bucket(pos: u16) -> usize {
1871 for bucket in 0..32 {
1872 if pos < BUCKET_START_POS[bucket + 1] {
1876 debug_assert!(false);
1882 fn check_bucket_maps() {
1883 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1884 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1885 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1887 let mut min_size_iter = 0;
1888 let mut legacy_bucket_iter = 0;
1889 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1890 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1891 for i in 0..*width {
1892 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1894 min_size_iter += *width;
1895 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1896 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1897 if legacy_bucket_iter + 1 < 8 {
1898 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1900 legacy_bucket_iter += 1;
1903 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1904 assert_eq!(min_size_iter, POSITION_TICKS);
1908 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1909 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1910 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1911 .try_into().unwrap_or(POSITION_TICKS)
1913 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1914 // division. This branch should only be hit in fuzz testing since the amount would
1915 // need to be over 2.88 million BTC in practice.
1916 ((amount_msat as u128) * (POSITION_TICKS as u128)
1917 / (capacity_msat as u128).saturating_add(1))
1918 .try_into().unwrap_or(POSITION_TICKS)
1920 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1921 // capacity to change due to a `channel_update` message which, if received while a payment
1922 // is in-flight, could cause this to fail. Thus, we only assert in test.
1924 debug_assert!(pos < POSITION_TICKS);
1928 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1929 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1930 /// support reading the legacy values here for backwards compatibility.
1931 pub(super) struct LegacyHistoricalBucketRangeTracker {
1935 impl LegacyHistoricalBucketRangeTracker {
1936 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1937 let mut buckets = [0; 32];
1938 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1939 let mut new_val = *legacy_bucket;
1940 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1941 new_val /= (end - start) as u16;
1942 for i in start..end {
1943 buckets[i as usize] = new_val;
1946 HistoricalBucketRangeTracker { buckets }
1950 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1951 /// in each of 32 buckets.
1952 #[derive(Clone, Copy)]
1953 pub(super) struct HistoricalBucketRangeTracker {
1954 pub(super) buckets: [u16; 32],
1957 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1958 /// "one" is 32, or this constant.
1959 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1961 impl HistoricalBucketRangeTracker {
1962 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1963 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1964 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1965 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1967 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1968 // the buckets for the current min and max liquidity offset positions.
1970 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1971 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1972 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1974 // In total, this allows us to track data for the last 8,000 or so payments across a given
1977 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1978 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1979 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1982 // The constants were picked experimentally, selecting a decay amount that restricts us
1983 // from overflowing buckets without having to cap them manually.
1985 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1986 if pos < POSITION_TICKS {
1987 for e in self.buckets.iter_mut() {
1988 *e = ((*e as u32) * 2047 / 2048) as u16;
1990 let bucket = pos_to_bucket(pos);
1991 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1994 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1995 /// datapoints as we receive newer information.
1997 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1998 for e in self.buckets.iter_mut() {
1999 *e = e.checked_shr(half_lives).unwrap_or(0);
2004 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
2005 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
2007 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
2008 /// liquidity bounds for a given channel.
2009 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
2010 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
2012 pub(super) min_liquidity_offset_history: D,
2013 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
2015 pub(super) max_liquidity_offset_history: D,
2018 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2020 pub(super) fn calculate_success_probability_times_billion(
2021 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
2024 // If historical penalties are enabled, we try to calculate a probability of success
2025 // given our historical distribution of min- and max-liquidity bounds in a channel.
2026 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2027 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2028 // state). For each pair, we calculate the probability as if the bucket's corresponding
2029 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2030 // that probability by the weight of the selected buckets.
2031 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2032 if payment_pos >= POSITION_TICKS { return None; }
2034 let mut total_valid_points_tracked = 0;
2035 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2036 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2037 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2041 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2042 // treat it as if we were fully decayed.
2043 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2044 if total_valid_points_tracked < FULLY_DECAYED.into() {
2048 let mut cumulative_success_prob_times_billion = 0;
2049 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2050 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2051 // points against the 0th min bucket. This avoids the case where we fail to route
2052 // increasingly lower values over a channel, but treat each failure as a separate
2053 // datapoint, many of which may have relatively high maximum-available-liquidity
2054 // values, which will result in us thinking we have some nontrivial probability of
2055 // routing up to that amount.
2056 if self.min_liquidity_offset_history.buckets[0] != 0 {
2057 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2058 let mut total_max_points = 0; // Total points in max-buckets to consider
2059 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2060 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2061 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2063 total_max_points += *max_bucket as u64;
2065 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2066 if payment_pos < max_bucket_end_pos {
2067 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2068 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2069 let bucket_prob_times_billion =
2070 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2071 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2072 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2073 numerator / denominator;
2077 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2078 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2079 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2080 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2081 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2082 // 30 bits is 62 bits.
2083 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2084 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2085 if payment_pos >= max_bucket_end_pos {
2086 // Success probability 0, the payment amount may be above the max liquidity
2088 } else if payment_pos < min_bucket_start_pos {
2089 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2091 let (numerator, denominator) = success_probability(payment_pos as u64,
2092 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2093 POSITION_TICKS as u64 - 1, params, true);
2094 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2095 numerator / denominator;
2100 Some(cumulative_success_prob_times_billion)
2104 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2106 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2108 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2109 write_tlv_fields!(w, {
2110 (0, self.channel_liquidities, required),
2116 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2117 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2120 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2121 ) -> Result<Self, DecodeError> {
2122 let (decay_params, network_graph, logger) = args;
2123 let mut channel_liquidities = HashMap::new();
2124 read_tlv_fields!(r, {
2125 (0, channel_liquidities, required),
2131 channel_liquidities,
2136 impl<T: Time> Writeable for ChannelLiquidity<T> {
2138 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2139 let offset_history_duration_since_epoch =
2140 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2141 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2142 write_tlv_fields!(w, {
2143 (0, self.min_liquidity_offset_msat, required),
2144 // 1 was the min_liquidity_offset_history in octile form
2145 (2, self.max_liquidity_offset_msat, required),
2146 // 3 was the max_liquidity_offset_history in octile form
2147 (4, duration_since_epoch, required),
2148 (5, Some(self.min_liquidity_offset_history), option),
2149 (7, Some(self.max_liquidity_offset_history), option),
2150 (9, offset_history_duration_since_epoch, required),
2156 impl<T: Time> Readable for ChannelLiquidity<T> {
2158 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2159 let mut min_liquidity_offset_msat = 0;
2160 let mut max_liquidity_offset_msat = 0;
2161 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2162 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2163 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2164 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2165 let mut duration_since_epoch = Duration::from_secs(0);
2166 let mut offset_history_duration_since_epoch = None;
2167 read_tlv_fields!(r, {
2168 (0, min_liquidity_offset_msat, required),
2169 (1, legacy_min_liq_offset_history, option),
2170 (2, max_liquidity_offset_msat, required),
2171 (3, legacy_max_liq_offset_history, option),
2172 (4, duration_since_epoch, required),
2173 (5, min_liquidity_offset_history, option),
2174 (7, max_liquidity_offset_history, option),
2175 (9, offset_history_duration_since_epoch, option),
2177 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2178 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2179 // is a time from a monotonic clock usually represented as an offset against boot time).
2180 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2181 // from the one that was written. However, because `Instant` can panic if we construct one
2182 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2183 // using `Instant::now()` in that case.
2184 let wall_clock_now = T::duration_since_epoch();
2186 let last_updated = if wall_clock_now > duration_since_epoch {
2187 now - (wall_clock_now - duration_since_epoch)
2190 let offset_history_duration_since_epoch =
2191 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2192 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2193 now - (wall_clock_now - offset_history_duration_since_epoch)
2196 if min_liquidity_offset_history.is_none() {
2197 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2198 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2200 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2203 if max_liquidity_offset_history.is_none() {
2204 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2205 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2207 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2211 min_liquidity_offset_msat,
2212 max_liquidity_offset_msat,
2213 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2214 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2216 offset_history_last_updated,
2223 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2224 use crate::blinded_path::{BlindedHop, BlindedPath};
2225 use crate::util::config::UserConfig;
2226 use crate::util::time::Time;
2227 use crate::util::time::tests::SinceEpoch;
2229 use crate::ln::channelmanager;
2230 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2231 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2232 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2233 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2234 use crate::util::ser::{ReadableArgs, Writeable};
2235 use crate::util::test_utils::{self, TestLogger};
2237 use bitcoin::blockdata::constants::ChainHash;
2238 use bitcoin::hashes::Hash;
2239 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2240 use bitcoin::network::constants::Network;
2241 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2242 use core::time::Duration;
2245 fn source_privkey() -> SecretKey {
2246 SecretKey::from_slice(&[42; 32]).unwrap()
2249 fn target_privkey() -> SecretKey {
2250 SecretKey::from_slice(&[43; 32]).unwrap()
2253 fn source_pubkey() -> PublicKey {
2254 let secp_ctx = Secp256k1::new();
2255 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2258 fn target_pubkey() -> PublicKey {
2259 let secp_ctx = Secp256k1::new();
2260 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2263 fn source_node_id() -> NodeId {
2264 NodeId::from_pubkey(&source_pubkey())
2267 fn target_node_id() -> NodeId {
2268 NodeId::from_pubkey(&target_pubkey())
2271 // `ProbabilisticScorer` tests
2273 /// A probabilistic scorer for testing with time that can be manually advanced.
2274 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2276 fn sender_privkey() -> SecretKey {
2277 SecretKey::from_slice(&[41; 32]).unwrap()
2280 fn recipient_privkey() -> SecretKey {
2281 SecretKey::from_slice(&[45; 32]).unwrap()
2284 fn sender_pubkey() -> PublicKey {
2285 let secp_ctx = Secp256k1::new();
2286 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2289 fn recipient_pubkey() -> PublicKey {
2290 let secp_ctx = Secp256k1::new();
2291 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2294 fn recipient_node_id() -> NodeId {
2295 NodeId::from_pubkey(&recipient_pubkey())
2298 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2299 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2300 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2301 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2307 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2308 node_2_key: SecretKey
2310 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2311 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2312 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2313 let secp_ctx = Secp256k1::new();
2314 let unsigned_announcement = UnsignedChannelAnnouncement {
2315 features: channelmanager::provided_channel_features(&UserConfig::default()),
2316 chain_hash: genesis_hash,
2318 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2319 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2320 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2321 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2322 excess_data: Vec::new(),
2324 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2325 let signed_announcement = ChannelAnnouncement {
2326 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2327 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2328 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2329 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2330 contents: unsigned_announcement,
2332 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2333 network_graph.update_channel_from_announcement(
2334 &signed_announcement, &chain_source).unwrap();
2335 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2336 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2340 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2341 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2343 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2344 let secp_ctx = Secp256k1::new();
2345 let unsigned_update = UnsignedChannelUpdate {
2346 chain_hash: genesis_hash,
2350 cltv_expiry_delta: 18,
2351 htlc_minimum_msat: 0,
2354 fee_proportional_millionths: 0,
2355 excess_data: Vec::new(),
2357 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2358 let signed_update = ChannelUpdate {
2359 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2360 contents: unsigned_update,
2362 network_graph.update_channel(&signed_update).unwrap();
2365 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2366 let config = UserConfig::default();
2369 node_features: channelmanager::provided_node_features(&config),
2371 channel_features: channelmanager::provided_channel_features(&config),
2373 cltv_expiry_delta: 18,
2374 maybe_announced_channel: true,
2378 fn payment_path_for_amount(amount_msat: u64) -> Path {
2381 path_hop(source_pubkey(), 41, 1),
2382 path_hop(target_pubkey(), 42, 2),
2383 path_hop(recipient_pubkey(), 43, amount_msat),
2384 ], blinded_tail: None,
2389 fn liquidity_bounds_directed_from_lowest_node_id() {
2390 let logger = TestLogger::new();
2391 let last_updated = SinceEpoch::now();
2392 let offset_history_last_updated = SinceEpoch::now();
2393 let network_graph = network_graph(&logger);
2394 let decay_params = ProbabilisticScoringDecayParameters::default();
2395 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2398 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2399 last_updated, offset_history_last_updated,
2400 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2401 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2405 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2406 last_updated, offset_history_last_updated,
2407 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2408 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2410 let source = source_node_id();
2411 let target = target_node_id();
2412 let recipient = recipient_node_id();
2413 assert!(source > target);
2414 assert!(target < recipient);
2416 // Update minimum liquidity.
2418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2419 .as_directed(&source, &target, 1_000, decay_params);
2420 assert_eq!(liquidity.min_liquidity_msat(), 100);
2421 assert_eq!(liquidity.max_liquidity_msat(), 300);
2423 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2424 .as_directed(&target, &source, 1_000, decay_params);
2425 assert_eq!(liquidity.min_liquidity_msat(), 700);
2426 assert_eq!(liquidity.max_liquidity_msat(), 900);
2428 scorer.channel_liquidities.get_mut(&42).unwrap()
2429 .as_directed_mut(&source, &target, 1_000, decay_params)
2430 .set_min_liquidity_msat(200);
2432 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2433 .as_directed(&source, &target, 1_000, decay_params);
2434 assert_eq!(liquidity.min_liquidity_msat(), 200);
2435 assert_eq!(liquidity.max_liquidity_msat(), 300);
2437 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2438 .as_directed(&target, &source, 1_000, decay_params);
2439 assert_eq!(liquidity.min_liquidity_msat(), 700);
2440 assert_eq!(liquidity.max_liquidity_msat(), 800);
2442 // Update maximum liquidity.
2444 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2445 .as_directed(&target, &recipient, 1_000, decay_params);
2446 assert_eq!(liquidity.min_liquidity_msat(), 700);
2447 assert_eq!(liquidity.max_liquidity_msat(), 900);
2449 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2450 .as_directed(&recipient, &target, 1_000, decay_params);
2451 assert_eq!(liquidity.min_liquidity_msat(), 100);
2452 assert_eq!(liquidity.max_liquidity_msat(), 300);
2454 scorer.channel_liquidities.get_mut(&43).unwrap()
2455 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2456 .set_max_liquidity_msat(200);
2458 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2459 .as_directed(&target, &recipient, 1_000, decay_params);
2460 assert_eq!(liquidity.min_liquidity_msat(), 0);
2461 assert_eq!(liquidity.max_liquidity_msat(), 200);
2463 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2464 .as_directed(&recipient, &target, 1_000, decay_params);
2465 assert_eq!(liquidity.min_liquidity_msat(), 800);
2466 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2470 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2471 let logger = TestLogger::new();
2472 let last_updated = SinceEpoch::now();
2473 let offset_history_last_updated = SinceEpoch::now();
2474 let network_graph = network_graph(&logger);
2475 let decay_params = ProbabilisticScoringDecayParameters::default();
2476 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2479 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2480 last_updated, offset_history_last_updated,
2481 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2482 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2484 let source = source_node_id();
2485 let target = target_node_id();
2486 assert!(source > target);
2488 // Check initial bounds.
2489 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2490 .as_directed(&source, &target, 1_000, decay_params);
2491 assert_eq!(liquidity.min_liquidity_msat(), 400);
2492 assert_eq!(liquidity.max_liquidity_msat(), 800);
2494 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2495 .as_directed(&target, &source, 1_000, decay_params);
2496 assert_eq!(liquidity.min_liquidity_msat(), 200);
2497 assert_eq!(liquidity.max_liquidity_msat(), 600);
2499 // Reset from source to target.
2500 scorer.channel_liquidities.get_mut(&42).unwrap()
2501 .as_directed_mut(&source, &target, 1_000, decay_params)
2502 .set_min_liquidity_msat(900);
2504 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2505 .as_directed(&source, &target, 1_000, decay_params);
2506 assert_eq!(liquidity.min_liquidity_msat(), 900);
2507 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2509 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2510 .as_directed(&target, &source, 1_000, decay_params);
2511 assert_eq!(liquidity.min_liquidity_msat(), 0);
2512 assert_eq!(liquidity.max_liquidity_msat(), 100);
2514 // Reset from target to source.
2515 scorer.channel_liquidities.get_mut(&42).unwrap()
2516 .as_directed_mut(&target, &source, 1_000, decay_params)
2517 .set_min_liquidity_msat(400);
2519 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2520 .as_directed(&source, &target, 1_000, decay_params);
2521 assert_eq!(liquidity.min_liquidity_msat(), 0);
2522 assert_eq!(liquidity.max_liquidity_msat(), 600);
2524 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2525 .as_directed(&target, &source, 1_000, decay_params);
2526 assert_eq!(liquidity.min_liquidity_msat(), 400);
2527 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2531 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2532 let logger = TestLogger::new();
2533 let last_updated = SinceEpoch::now();
2534 let offset_history_last_updated = SinceEpoch::now();
2535 let network_graph = network_graph(&logger);
2536 let decay_params = ProbabilisticScoringDecayParameters::default();
2537 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2540 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2541 last_updated, offset_history_last_updated,
2542 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2543 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2545 let source = source_node_id();
2546 let target = target_node_id();
2547 assert!(source > target);
2549 // Check initial bounds.
2550 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2551 .as_directed(&source, &target, 1_000, decay_params);
2552 assert_eq!(liquidity.min_liquidity_msat(), 400);
2553 assert_eq!(liquidity.max_liquidity_msat(), 800);
2555 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2556 .as_directed(&target, &source, 1_000, decay_params);
2557 assert_eq!(liquidity.min_liquidity_msat(), 200);
2558 assert_eq!(liquidity.max_liquidity_msat(), 600);
2560 // Reset from source to target.
2561 scorer.channel_liquidities.get_mut(&42).unwrap()
2562 .as_directed_mut(&source, &target, 1_000, decay_params)
2563 .set_max_liquidity_msat(300);
2565 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2566 .as_directed(&source, &target, 1_000, decay_params);
2567 assert_eq!(liquidity.min_liquidity_msat(), 0);
2568 assert_eq!(liquidity.max_liquidity_msat(), 300);
2570 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2571 .as_directed(&target, &source, 1_000, decay_params);
2572 assert_eq!(liquidity.min_liquidity_msat(), 700);
2573 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2575 // Reset from target to source.
2576 scorer.channel_liquidities.get_mut(&42).unwrap()
2577 .as_directed_mut(&target, &source, 1_000, decay_params)
2578 .set_max_liquidity_msat(600);
2580 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2581 .as_directed(&source, &target, 1_000, decay_params);
2582 assert_eq!(liquidity.min_liquidity_msat(), 400);
2583 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2585 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2586 .as_directed(&target, &source, 1_000, decay_params);
2587 assert_eq!(liquidity.min_liquidity_msat(), 0);
2588 assert_eq!(liquidity.max_liquidity_msat(), 600);
2592 fn increased_penalty_nearing_liquidity_upper_bound() {
2593 let logger = TestLogger::new();
2594 let network_graph = network_graph(&logger);
2595 let params = ProbabilisticScoringFeeParameters {
2596 liquidity_penalty_multiplier_msat: 1_000,
2597 ..ProbabilisticScoringFeeParameters::zero_penalty()
2599 let decay_params = ProbabilisticScoringDecayParameters::default();
2600 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2601 let source = source_node_id();
2603 let usage = ChannelUsage {
2605 inflight_htlc_msat: 0,
2606 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2608 let network_graph = network_graph.read_only();
2609 let channel = network_graph.channel(42).unwrap();
2610 let (info, _) = channel.as_directed_from(&source).unwrap();
2611 let candidate = CandidateRouteHop::PublicHop {
2613 short_channel_id: 42,
2615 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2616 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2617 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2618 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2619 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2620 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2621 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2623 let usage = ChannelUsage {
2625 inflight_htlc_msat: 0,
2626 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2628 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2629 let usage = ChannelUsage { amount_msat: 256, ..usage };
2630 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2631 let usage = ChannelUsage { amount_msat: 374, ..usage };
2632 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2633 let usage = ChannelUsage { amount_msat: 512, ..usage };
2634 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2635 let usage = ChannelUsage { amount_msat: 640, ..usage };
2636 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2637 let usage = ChannelUsage { amount_msat: 768, ..usage };
2638 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2639 let usage = ChannelUsage { amount_msat: 896, ..usage };
2640 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2644 fn constant_penalty_outside_liquidity_bounds() {
2645 let logger = TestLogger::new();
2646 let last_updated = SinceEpoch::now();
2647 let offset_history_last_updated = SinceEpoch::now();
2648 let network_graph = network_graph(&logger);
2649 let params = ProbabilisticScoringFeeParameters {
2650 liquidity_penalty_multiplier_msat: 1_000,
2651 considered_impossible_penalty_msat: u64::max_value(),
2652 ..ProbabilisticScoringFeeParameters::zero_penalty()
2654 let decay_params = ProbabilisticScoringDecayParameters {
2655 ..ProbabilisticScoringDecayParameters::zero_penalty()
2657 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2660 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2661 last_updated, offset_history_last_updated,
2662 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2663 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2665 let source = source_node_id();
2667 let usage = ChannelUsage {
2669 inflight_htlc_msat: 0,
2670 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2672 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2673 let (info, _) = channel.as_directed_from(&source).unwrap();
2674 let candidate = CandidateRouteHop::PublicHop {
2676 short_channel_id: 42,
2678 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2679 let usage = ChannelUsage { amount_msat: 50, ..usage };
2680 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2681 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2682 let usage = ChannelUsage { amount_msat: 61, ..usage };
2683 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2687 fn does_not_further_penalize_own_channel() {
2688 let logger = TestLogger::new();
2689 let network_graph = network_graph(&logger);
2690 let params = ProbabilisticScoringFeeParameters {
2691 liquidity_penalty_multiplier_msat: 1_000,
2692 ..ProbabilisticScoringFeeParameters::zero_penalty()
2694 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2695 let source = source_node_id();
2696 let usage = ChannelUsage {
2698 inflight_htlc_msat: 0,
2699 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2701 let failed_path = payment_path_for_amount(500);
2702 let successful_path = payment_path_for_amount(200);
2703 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2704 let (info, _) = channel.as_directed_from(&source).unwrap();
2705 let candidate = CandidateRouteHop::PublicHop {
2707 short_channel_id: 41,
2710 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2712 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2713 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2715 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2716 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2720 fn sets_liquidity_lower_bound_on_downstream_failure() {
2721 let logger = TestLogger::new();
2722 let network_graph = network_graph(&logger);
2723 let params = ProbabilisticScoringFeeParameters {
2724 liquidity_penalty_multiplier_msat: 1_000,
2725 ..ProbabilisticScoringFeeParameters::zero_penalty()
2727 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2728 let source = source_node_id();
2729 let path = payment_path_for_amount(500);
2731 let usage = ChannelUsage {
2733 inflight_htlc_msat: 0,
2734 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2736 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2737 let (info, _) = channel.as_directed_from(&source).unwrap();
2738 let candidate = CandidateRouteHop::PublicHop {
2740 short_channel_id: 42,
2742 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2743 let usage = ChannelUsage { amount_msat: 500, ..usage };
2744 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2745 let usage = ChannelUsage { amount_msat: 750, ..usage };
2746 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2748 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2750 let usage = ChannelUsage { amount_msat: 250, ..usage };
2751 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2752 let usage = ChannelUsage { amount_msat: 500, ..usage };
2753 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2754 let usage = ChannelUsage { amount_msat: 750, ..usage };
2755 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2759 fn sets_liquidity_upper_bound_on_failure() {
2760 let logger = TestLogger::new();
2761 let network_graph = network_graph(&logger);
2762 let params = ProbabilisticScoringFeeParameters {
2763 liquidity_penalty_multiplier_msat: 1_000,
2764 considered_impossible_penalty_msat: u64::max_value(),
2765 ..ProbabilisticScoringFeeParameters::zero_penalty()
2767 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2768 let source = source_node_id();
2769 let path = payment_path_for_amount(500);
2771 let usage = ChannelUsage {
2773 inflight_htlc_msat: 0,
2774 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2776 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2777 let (info, _) = channel.as_directed_from(&source).unwrap();
2778 let candidate = CandidateRouteHop::PublicHop {
2780 short_channel_id: 42,
2782 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2783 let usage = ChannelUsage { amount_msat: 500, ..usage };
2784 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2785 let usage = ChannelUsage { amount_msat: 750, ..usage };
2786 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2788 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2790 let usage = ChannelUsage { amount_msat: 250, ..usage };
2791 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2792 let usage = ChannelUsage { amount_msat: 500, ..usage };
2793 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2794 let usage = ChannelUsage { amount_msat: 750, ..usage };
2795 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2799 fn ignores_channels_after_removed_failed_channel() {
2800 // Previously, if we'd tried to send over a channel which was removed from the network
2801 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2802 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2803 // channels in the route, even ones which they payment never reached. This tests to ensure
2804 // we do not score such channels.
2805 let secp_ctx = Secp256k1::new();
2806 let logger = TestLogger::new();
2807 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2808 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2809 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2810 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2811 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2812 add_channel(&mut network_graph, 42, secret_a, secret_b);
2813 // Don't add the channel from B -> C.
2814 add_channel(&mut network_graph, 44, secret_c, secret_d);
2816 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2817 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2818 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2819 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2822 path_hop(pub_b, 42, 1),
2823 path_hop(pub_c, 43, 2),
2824 path_hop(pub_d, 44, 100),
2827 let node_a = NodeId::from_pubkey(&pub_a);
2828 let node_b = NodeId::from_pubkey(&pub_b);
2829 let node_c = NodeId::from_pubkey(&pub_c);
2831 let params = ProbabilisticScoringFeeParameters {
2832 liquidity_penalty_multiplier_msat: 1_000,
2833 ..ProbabilisticScoringFeeParameters::zero_penalty()
2835 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2837 let usage = ChannelUsage {
2839 inflight_htlc_msat: 0,
2840 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2842 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2843 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2844 let candidate = CandidateRouteHop::PublicHop {
2846 short_channel_id: 42,
2848 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2849 // Note that a default liquidity bound is used for B -> C as no channel exists
2850 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2851 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2852 let candidate = CandidateRouteHop::PublicHop {
2854 short_channel_id: 43,
2856 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2857 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2858 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2859 let candidate = CandidateRouteHop::PublicHop {
2861 short_channel_id: 44,
2863 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2865 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2867 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2868 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2869 let candidate = CandidateRouteHop::PublicHop {
2871 short_channel_id: 42,
2873 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2874 // Note that a default liquidity bound is used for B -> C as no channel exists
2875 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2876 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2877 let candidate = CandidateRouteHop::PublicHop {
2879 short_channel_id: 43,
2881 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2882 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2883 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2884 let candidate = CandidateRouteHop::PublicHop {
2886 short_channel_id: 44,
2888 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2892 fn reduces_liquidity_upper_bound_along_path_on_success() {
2893 let logger = TestLogger::new();
2894 let network_graph = network_graph(&logger);
2895 let params = ProbabilisticScoringFeeParameters {
2896 liquidity_penalty_multiplier_msat: 1_000,
2897 ..ProbabilisticScoringFeeParameters::zero_penalty()
2899 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2900 let source = source_node_id();
2901 let usage = ChannelUsage {
2903 inflight_htlc_msat: 0,
2904 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2906 let network_graph = network_graph.read_only().channels().clone();
2907 let channel_42 = network_graph.get(&42).unwrap();
2908 let channel_43 = network_graph.get(&43).unwrap();
2909 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2910 let candidate_41 = CandidateRouteHop::PublicHop {
2912 short_channel_id: 41,
2914 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2915 let candidate_42 = CandidateRouteHop::PublicHop {
2917 short_channel_id: 42,
2919 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2920 let candidate_43 = CandidateRouteHop::PublicHop {
2922 short_channel_id: 43,
2924 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2925 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2926 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2928 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2930 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2931 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2932 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2936 fn decays_liquidity_bounds_over_time() {
2937 let logger = TestLogger::new();
2938 let network_graph = network_graph(&logger);
2939 let params = ProbabilisticScoringFeeParameters {
2940 liquidity_penalty_multiplier_msat: 1_000,
2941 considered_impossible_penalty_msat: u64::max_value(),
2942 ..ProbabilisticScoringFeeParameters::zero_penalty()
2944 let decay_params = ProbabilisticScoringDecayParameters {
2945 liquidity_offset_half_life: Duration::from_secs(10),
2946 ..ProbabilisticScoringDecayParameters::zero_penalty()
2948 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2949 let source = source_node_id();
2951 let usage = ChannelUsage {
2953 inflight_htlc_msat: 0,
2954 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2956 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2957 let (info, _) = channel.as_directed_from(&source).unwrap();
2958 let candidate = CandidateRouteHop::PublicHop {
2960 short_channel_id: 42,
2962 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2963 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2964 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2966 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2967 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2969 // Initial penalties
2970 let usage = ChannelUsage { amount_msat: 128, ..usage };
2971 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2972 let usage = ChannelUsage { amount_msat: 256, ..usage };
2973 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2974 let usage = ChannelUsage { amount_msat: 768, ..usage };
2975 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2976 let usage = ChannelUsage { amount_msat: 896, ..usage };
2977 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2979 // Half decay (i.e., three-quarter life)
2980 SinceEpoch::advance(Duration::from_secs(5));
2981 scorer.time_passed(Duration::from_secs(5));
2982 let usage = ChannelUsage { amount_msat: 128, ..usage };
2983 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2984 let usage = ChannelUsage { amount_msat: 256, ..usage };
2985 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2986 let usage = ChannelUsage { amount_msat: 768, ..usage };
2987 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2988 let usage = ChannelUsage { amount_msat: 896, ..usage };
2989 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2991 // One decay (i.e., half life)
2992 SinceEpoch::advance(Duration::from_secs(5));
2993 scorer.time_passed(Duration::from_secs(10));
2994 let usage = ChannelUsage { amount_msat: 64, ..usage };
2995 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2996 let usage = ChannelUsage { amount_msat: 128, ..usage };
2997 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2998 let usage = ChannelUsage { amount_msat: 896, ..usage };
2999 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
3000 let usage = ChannelUsage { amount_msat: 960, ..usage };
3001 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3003 // Fully decay liquidity lower bound.
3004 SinceEpoch::advance(Duration::from_secs(10 * 7));
3005 scorer.time_passed(Duration::from_secs(10 * 8));
3006 let usage = ChannelUsage { amount_msat: 0, ..usage };
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3008 let usage = ChannelUsage { amount_msat: 1, ..usage };
3009 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3010 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3011 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3012 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3013 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3015 // Fully decay liquidity upper bound.
3016 SinceEpoch::advance(Duration::from_secs(10));
3017 scorer.time_passed(Duration::from_secs(10 * 9));
3018 let usage = ChannelUsage { amount_msat: 0, ..usage };
3019 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3020 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3021 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3023 SinceEpoch::advance(Duration::from_secs(10));
3024 scorer.time_passed(Duration::from_secs(10 * 10));
3025 let usage = ChannelUsage { amount_msat: 0, ..usage };
3026 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3027 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3028 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3032 fn decays_liquidity_bounds_without_shift_overflow() {
3033 let logger = TestLogger::new();
3034 let network_graph = network_graph(&logger);
3035 let params = ProbabilisticScoringFeeParameters {
3036 liquidity_penalty_multiplier_msat: 1_000,
3037 ..ProbabilisticScoringFeeParameters::zero_penalty()
3039 let decay_params = ProbabilisticScoringDecayParameters {
3040 liquidity_offset_half_life: Duration::from_secs(10),
3041 ..ProbabilisticScoringDecayParameters::default()
3043 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3044 let source = source_node_id();
3045 let usage = ChannelUsage {
3047 inflight_htlc_msat: 0,
3048 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3050 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3051 let (info, _) = channel.as_directed_from(&source).unwrap();
3052 let candidate = CandidateRouteHop::PublicHop {
3054 short_channel_id: 42,
3056 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3058 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3059 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3061 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3062 // would cause an overflow.
3063 SinceEpoch::advance(Duration::from_secs(10 * 64));
3064 scorer.time_passed(Duration::from_secs(10 * 64));
3065 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3067 SinceEpoch::advance(Duration::from_secs(10));
3068 scorer.time_passed(Duration::from_secs(10 * 65));
3069 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3073 fn restricts_liquidity_bounds_after_decay() {
3074 let logger = TestLogger::new();
3075 let network_graph = network_graph(&logger);
3076 let params = ProbabilisticScoringFeeParameters {
3077 liquidity_penalty_multiplier_msat: 1_000,
3078 ..ProbabilisticScoringFeeParameters::zero_penalty()
3080 let decay_params = ProbabilisticScoringDecayParameters {
3081 liquidity_offset_half_life: Duration::from_secs(10),
3082 ..ProbabilisticScoringDecayParameters::default()
3084 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3085 let source = source_node_id();
3086 let usage = ChannelUsage {
3088 inflight_htlc_msat: 0,
3089 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3091 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3092 let (info, _) = channel.as_directed_from(&source).unwrap();
3093 let candidate = CandidateRouteHop::PublicHop {
3095 short_channel_id: 42,
3098 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3100 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3101 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3102 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3103 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3105 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3106 SinceEpoch::advance(Duration::from_secs(10));
3107 scorer.time_passed(Duration::from_secs(10));
3108 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3110 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3111 // is closer to the upper bound, meaning a higher penalty.
3112 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3113 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3115 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3116 // is closer to the lower bound, meaning a lower penalty.
3117 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3118 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3120 // Further decaying affects the lower bound more than the upper bound (128, 928).
3121 SinceEpoch::advance(Duration::from_secs(10));
3122 scorer.time_passed(Duration::from_secs(20));
3123 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3127 fn restores_persisted_liquidity_bounds() {
3128 let logger = TestLogger::new();
3129 let network_graph = network_graph(&logger);
3130 let params = ProbabilisticScoringFeeParameters {
3131 liquidity_penalty_multiplier_msat: 1_000,
3132 considered_impossible_penalty_msat: u64::max_value(),
3133 ..ProbabilisticScoringFeeParameters::zero_penalty()
3135 let decay_params = ProbabilisticScoringDecayParameters {
3136 liquidity_offset_half_life: Duration::from_secs(10),
3137 ..ProbabilisticScoringDecayParameters::default()
3139 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3140 let source = source_node_id();
3141 let usage = ChannelUsage {
3143 inflight_htlc_msat: 0,
3144 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3147 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3148 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3149 let (info, _) = channel.as_directed_from(&source).unwrap();
3150 let candidate = CandidateRouteHop::PublicHop {
3152 short_channel_id: 42,
3154 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3156 SinceEpoch::advance(Duration::from_secs(10));
3157 scorer.time_passed(Duration::from_secs(10));
3158 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3160 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3161 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3163 let mut serialized_scorer = Vec::new();
3164 scorer.write(&mut serialized_scorer).unwrap();
3166 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3167 let deserialized_scorer =
3168 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3169 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3172 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3173 let logger = TestLogger::new();
3174 let network_graph = network_graph(&logger);
3175 let params = ProbabilisticScoringFeeParameters {
3176 liquidity_penalty_multiplier_msat: 1_000,
3177 considered_impossible_penalty_msat: u64::max_value(),
3178 ..ProbabilisticScoringFeeParameters::zero_penalty()
3180 let decay_params = ProbabilisticScoringDecayParameters {
3181 liquidity_offset_half_life: Duration::from_secs(10),
3182 ..ProbabilisticScoringDecayParameters::zero_penalty()
3184 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3185 let source = source_node_id();
3186 let usage = ChannelUsage {
3188 inflight_htlc_msat: 0,
3189 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3192 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3193 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3194 let (info, _) = channel.as_directed_from(&source).unwrap();
3195 let candidate = CandidateRouteHop::PublicHop {
3197 short_channel_id: 42,
3199 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3201 if decay_before_reload {
3202 SinceEpoch::advance(Duration::from_secs(10));
3203 scorer.time_passed(Duration::from_secs(10));
3206 let mut serialized_scorer = Vec::new();
3207 scorer.write(&mut serialized_scorer).unwrap();
3209 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3210 let mut deserialized_scorer =
3211 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3212 if !decay_before_reload {
3213 SinceEpoch::advance(Duration::from_secs(10));
3214 scorer.time_passed(Duration::from_secs(10));
3215 deserialized_scorer.time_passed(Duration::from_secs(10));
3217 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3219 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3220 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3222 SinceEpoch::advance(Duration::from_secs(10));
3223 deserialized_scorer.time_passed(Duration::from_secs(20));
3224 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3228 fn decays_persisted_liquidity_bounds() {
3229 do_decays_persisted_liquidity_bounds(false);
3230 do_decays_persisted_liquidity_bounds(true);
3234 fn scores_realistic_payments() {
3235 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3236 // 50k sat reserve).
3237 let logger = TestLogger::new();
3238 let network_graph = network_graph(&logger);
3239 let params = ProbabilisticScoringFeeParameters::default();
3240 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3241 let source = source_node_id();
3243 let usage = ChannelUsage {
3244 amount_msat: 100_000_000,
3245 inflight_htlc_msat: 0,
3246 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3248 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3249 let (info, _) = channel.as_directed_from(&source).unwrap();
3250 let candidate = CandidateRouteHop::PublicHop {
3252 short_channel_id: 42,
3254 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3255 let usage = ChannelUsage {
3256 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3258 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3259 let usage = ChannelUsage {
3260 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3262 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3263 let usage = ChannelUsage {
3264 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3266 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3267 let usage = ChannelUsage {
3268 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3270 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3271 let usage = ChannelUsage {
3272 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3274 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3275 let usage = ChannelUsage {
3276 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3278 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3279 let usage = ChannelUsage {
3280 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3282 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3283 let usage = ChannelUsage {
3284 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3286 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3287 let usage = ChannelUsage {
3288 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3290 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3291 let usage = ChannelUsage {
3292 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3294 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3298 fn adds_base_penalty_to_liquidity_penalty() {
3299 let logger = TestLogger::new();
3300 let network_graph = network_graph(&logger);
3301 let source = source_node_id();
3302 let usage = ChannelUsage {
3304 inflight_htlc_msat: 0,
3305 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3308 let params = ProbabilisticScoringFeeParameters {
3309 liquidity_penalty_multiplier_msat: 1_000,
3310 ..ProbabilisticScoringFeeParameters::zero_penalty()
3312 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3313 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3314 let (info, _) = channel.as_directed_from(&source).unwrap();
3315 let candidate = CandidateRouteHop::PublicHop {
3317 short_channel_id: 42,
3319 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3321 let params = ProbabilisticScoringFeeParameters {
3322 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3323 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3325 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3326 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3328 let params = ProbabilisticScoringFeeParameters {
3329 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3330 base_penalty_amount_multiplier_msat: (1 << 30),
3331 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3334 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3335 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3339 fn adds_amount_penalty_to_liquidity_penalty() {
3340 let logger = TestLogger::new();
3341 let network_graph = network_graph(&logger);
3342 let source = source_node_id();
3343 let usage = ChannelUsage {
3344 amount_msat: 512_000,
3345 inflight_htlc_msat: 0,
3346 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3349 let params = ProbabilisticScoringFeeParameters {
3350 liquidity_penalty_multiplier_msat: 1_000,
3351 liquidity_penalty_amount_multiplier_msat: 0,
3352 ..ProbabilisticScoringFeeParameters::zero_penalty()
3354 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3355 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3356 let (info, _) = channel.as_directed_from(&source).unwrap();
3357 let candidate = CandidateRouteHop::PublicHop {
3359 short_channel_id: 42,
3361 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3363 let params = ProbabilisticScoringFeeParameters {
3364 liquidity_penalty_multiplier_msat: 1_000,
3365 liquidity_penalty_amount_multiplier_msat: 256,
3366 ..ProbabilisticScoringFeeParameters::zero_penalty()
3368 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3369 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3373 fn calculates_log10_without_overflowing_u64_max_value() {
3374 let logger = TestLogger::new();
3375 let network_graph = network_graph(&logger);
3376 let source = source_node_id();
3377 let usage = ChannelUsage {
3378 amount_msat: u64::max_value(),
3379 inflight_htlc_msat: 0,
3380 effective_capacity: EffectiveCapacity::Infinite,
3382 let params = ProbabilisticScoringFeeParameters {
3383 liquidity_penalty_multiplier_msat: 40_000,
3384 ..ProbabilisticScoringFeeParameters::zero_penalty()
3386 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3387 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3388 let (info, _) = channel.as_directed_from(&source).unwrap();
3389 let candidate = CandidateRouteHop::PublicHop {
3391 short_channel_id: 42,
3393 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3394 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3398 fn accounts_for_inflight_htlc_usage() {
3399 let logger = TestLogger::new();
3400 let network_graph = network_graph(&logger);
3401 let params = ProbabilisticScoringFeeParameters {
3402 considered_impossible_penalty_msat: u64::max_value(),
3403 ..ProbabilisticScoringFeeParameters::zero_penalty()
3405 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3406 let source = source_node_id();
3408 let usage = ChannelUsage {
3410 inflight_htlc_msat: 0,
3411 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3413 let network_graph = network_graph.read_only();
3414 let channel = network_graph.channel(42).unwrap();
3415 let (info, _) = channel.as_directed_from(&source).unwrap();
3416 let candidate = CandidateRouteHop::PublicHop {
3418 short_channel_id: 42,
3420 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3422 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3423 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3427 fn removes_uncertainity_when_exact_liquidity_known() {
3428 let logger = TestLogger::new();
3429 let network_graph = network_graph(&logger);
3430 let params = ProbabilisticScoringFeeParameters::default();
3431 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3432 let source = source_node_id();
3434 let base_penalty_msat = params.base_penalty_msat;
3435 let usage = ChannelUsage {
3437 inflight_htlc_msat: 0,
3438 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3440 let network_graph = network_graph.read_only();
3441 let channel = network_graph.channel(42).unwrap();
3442 let (info, _) = channel.as_directed_from(&source).unwrap();
3443 let candidate = CandidateRouteHop::PublicHop {
3445 short_channel_id: 42,
3447 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3449 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3450 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3452 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3453 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3457 fn remembers_historical_failures() {
3458 let logger = TestLogger::new();
3459 let network_graph = network_graph(&logger);
3460 let params = ProbabilisticScoringFeeParameters {
3461 historical_liquidity_penalty_multiplier_msat: 1024,
3462 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3463 ..ProbabilisticScoringFeeParameters::zero_penalty()
3465 let decay_params = ProbabilisticScoringDecayParameters {
3466 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3467 historical_no_updates_half_life: Duration::from_secs(10),
3469 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3470 let source = source_node_id();
3471 let target = target_node_id();
3473 let usage = ChannelUsage {
3475 inflight_htlc_msat: 0,
3476 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3478 let usage_1 = ChannelUsage {
3480 inflight_htlc_msat: 0,
3481 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3485 let network_graph = network_graph.read_only();
3486 let channel = network_graph.channel(42).unwrap();
3487 let (info, _) = channel.as_directed_from(&source).unwrap();
3488 let candidate = CandidateRouteHop::PublicHop {
3490 short_channel_id: 42,
3493 // With no historical data the normal liquidity penalty calculation is used.
3494 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3496 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3498 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3501 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3503 let network_graph = network_graph.read_only();
3504 let channel = network_graph.channel(42).unwrap();
3505 let (info, _) = channel.as_directed_from(&source).unwrap();
3506 let candidate = CandidateRouteHop::PublicHop {
3508 short_channel_id: 42,
3511 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3512 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3514 // The "it failed" increment is 32, where the probability should lie several buckets into
3515 // the first octile.
3516 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3517 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3518 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3519 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3521 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3524 // Even after we tell the scorer we definitely have enough available liquidity, it will
3525 // still remember that there was some failure in the past, and assign a non-0 penalty.
3526 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3528 let network_graph = network_graph.read_only();
3529 let channel = network_graph.channel(42).unwrap();
3530 let (info, _) = channel.as_directed_from(&source).unwrap();
3531 let candidate = CandidateRouteHop::PublicHop {
3533 short_channel_id: 42,
3536 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3538 // The first points should be decayed just slightly and the last bucket has a new point.
3539 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3540 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3541 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3543 // The exact success probability is a bit complicated and involves integer rounding, so we
3544 // simply check bounds here.
3545 let five_hundred_prob =
3546 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3547 assert!(five_hundred_prob > 0.59);
3548 assert!(five_hundred_prob < 0.60);
3550 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3551 assert!(one_prob < 0.85);
3552 assert!(one_prob > 0.84);
3554 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3555 // gone), and check that we're back to where we started.
3556 SinceEpoch::advance(Duration::from_secs(10 * 16));
3557 scorer.time_passed(Duration::from_secs(10 * 16));
3559 let network_graph = network_graph.read_only();
3560 let channel = network_graph.channel(42).unwrap();
3561 let (info, _) = channel.as_directed_from(&source).unwrap();
3562 let candidate = CandidateRouteHop::PublicHop {
3564 short_channel_id: 42,
3567 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3569 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3570 // data entirely instead.
3571 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3572 Some(([0; 32], [0; 32])));
3573 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3575 let mut usage = ChannelUsage {
3577 inflight_htlc_msat: 1024,
3578 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3580 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3582 let network_graph = network_graph.read_only();
3583 let channel = network_graph.channel(42).unwrap();
3584 let (info, _) = channel.as_directed_from(&source).unwrap();
3585 let candidate = CandidateRouteHop::PublicHop {
3587 short_channel_id: 42,
3590 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3592 let usage = ChannelUsage {
3594 inflight_htlc_msat: 0,
3595 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3597 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3600 // Advance to decay all liquidity offsets to zero.
3601 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3602 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3604 // Once even the bounds have decayed information about the channel should be removed
3606 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3609 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3610 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3612 path_hop(target_pubkey(), 43, 2),
3613 path_hop(source_pubkey(), 42, 1),
3614 path_hop(sender_pubkey(), 41, 0),
3616 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3620 fn adds_anti_probing_penalty() {
3621 let logger = TestLogger::new();
3622 let network_graph = network_graph(&logger);
3623 let source = source_node_id();
3624 let params = ProbabilisticScoringFeeParameters {
3625 anti_probing_penalty_msat: 500,
3626 ..ProbabilisticScoringFeeParameters::zero_penalty()
3628 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3630 // Check we receive no penalty for a low htlc_maximum_msat.
3631 let usage = ChannelUsage {
3632 amount_msat: 512_000,
3633 inflight_htlc_msat: 0,
3634 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3636 let network_graph = network_graph.read_only();
3637 let channel = network_graph.channel(42).unwrap();
3638 let (info, _) = channel.as_directed_from(&source).unwrap();
3639 let candidate = CandidateRouteHop::PublicHop {
3641 short_channel_id: 42,
3643 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3645 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3646 let usage = ChannelUsage {
3647 amount_msat: 512_000,
3648 inflight_htlc_msat: 0,
3649 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3651 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3653 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3654 let usage = ChannelUsage {
3655 amount_msat: 512_000,
3656 inflight_htlc_msat: 0,
3657 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3659 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3661 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3662 let usage = ChannelUsage {
3663 amount_msat: 512_000,
3664 inflight_htlc_msat: 0,
3665 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3667 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3671 fn scores_with_blinded_path() {
3672 // Make sure we'll account for a blinded path's final_value_msat in scoring
3673 let logger = TestLogger::new();
3674 let network_graph = network_graph(&logger);
3675 let params = ProbabilisticScoringFeeParameters {
3676 liquidity_penalty_multiplier_msat: 1_000,
3677 ..ProbabilisticScoringFeeParameters::zero_penalty()
3679 let decay_params = ProbabilisticScoringDecayParameters::default();
3680 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3681 let source = source_node_id();
3682 let usage = ChannelUsage {
3684 inflight_htlc_msat: 0,
3685 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3687 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3688 let (info, target) = channel.as_directed_from(&source).unwrap();
3689 let candidate = CandidateRouteHop::PublicHop {
3691 short_channel_id: 42,
3693 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3695 let mut path = payment_path_for_amount(768);
3696 let recipient_hop = path.hops.pop().unwrap();
3697 let blinded_path = BlindedPath {
3698 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3699 blinding_point: test_utils::pubkey(42),
3701 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3704 path.blinded_tail = Some(BlindedTail {
3705 hops: blinded_path.blinded_hops,
3706 blinding_point: blinded_path.blinding_point,
3707 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3708 final_value_msat: recipient_hop.fee_msat,
3711 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3712 // final value is taken into account.
3713 assert!(scorer.channel_liquidities.get(&42).is_none());
3715 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3716 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3717 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3719 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3720 .as_directed(&source, &target, 1_000, decay_params);
3721 assert_eq!(liquidity.min_liquidity_msat(), 256);
3722 assert_eq!(liquidity.max_liquidity_msat(), 768);
3726 fn realistic_historical_failures() {
3727 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3728 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3730 let logger = TestLogger::new();
3731 let mut network_graph = network_graph(&logger);
3732 let params = ProbabilisticScoringFeeParameters {
3733 historical_liquidity_penalty_multiplier_msat: 1024,
3734 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3735 ..ProbabilisticScoringFeeParameters::zero_penalty()
3737 let decay_params = ProbabilisticScoringDecayParameters {
3738 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3739 historical_no_updates_half_life: Duration::from_secs(10),
3740 ..ProbabilisticScoringDecayParameters::default()
3743 let capacity_msat = 100_000_000_000;
3744 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3745 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3747 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3748 let source = source_node_id();
3750 let mut amount_msat = 10_000_000;
3751 let usage = ChannelUsage {
3753 inflight_htlc_msat: 0,
3754 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3756 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3757 let (info, target) = channel.as_directed_from(&source).unwrap();
3758 let candidate = CandidateRouteHop::PublicHop {
3760 short_channel_id: 42,
3762 // With no historical data the normal liquidity penalty calculation is used, which results
3763 // in a success probability of ~75%.
3764 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3765 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3767 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3770 // Fail to pay once, and then check the buckets and penalty.
3771 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3772 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3773 // same bucket which is the only maximum datapoint.
3774 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3775 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3776 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3777 // 6k sats and 12k sats).
3778 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3779 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3780 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3781 // The success probability estimate itself should be zero.
3782 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3785 // Now test again with the amount in the bottom bucket.
3787 // The new amount is entirely within the only minimum bucket with score, so the probability
3788 // we assign is 1/2.
3789 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3792 // ...but once we see a failure, we consider the payment to be substantially less likely,
3793 // even though not a probability of zero as we still look at the second max bucket which
3795 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3796 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3797 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3798 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3799 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),