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 [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
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};
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 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 #[cfg(not(c_bindings))]
92 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
93 /// on a per-routefinding-call basis through to the scorer methods,
94 /// which are used to determine the parameters for the suitability of channels for use.
96 /// Note that due to limitations in many other languages' generics features, language bindings
97 /// use [`ProbabilisticScoringFeeParameters`] for the parameters on all scorers.
99 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
100 /// given channel in the direction from `source` to `target`.
102 /// The channel's capacity (less any other MPP parts that are also being considered for use in
103 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
104 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
105 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
106 /// Thus, implementations should be overflow-safe.
107 fn channel_penalty_msat(
108 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
111 /// Handles updating channel penalties after failing to route through a channel.
112 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
114 /// Handles updating channel penalties after successfully routing along a path.
115 fn payment_path_successful(&mut self, path: &Path);
117 /// Handles updating channel penalties after a probe over the given path failed.
118 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
120 /// Handles updating channel penalties after a probe over the given path succeeded.
121 fn probe_successful(&mut self, path: &Path);
124 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
125 #[cfg(not(c_bindings))]
126 type ScoreParams = S::ScoreParams;
128 fn channel_penalty_msat(
129 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
131 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
134 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
135 self.deref_mut().payment_path_failed(path, short_channel_id)
138 fn payment_path_successful(&mut self, path: &Path) {
139 self.deref_mut().payment_path_successful(path)
142 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
143 self.deref_mut().probe_failed(path, short_channel_id)
146 fn probe_successful(&mut self, path: &Path) {
147 self.deref_mut().probe_successful(path)
153 define_score!(Writeable);
154 #[cfg(not(c_bindings))]
157 /// A scorer that is accessed under a lock.
159 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
160 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
161 /// implementations. Internal locking would be detrimental to route finding performance and could
162 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
164 /// [`find_route`]: crate::routing::router::find_route
165 pub trait LockableScore<'a> {
166 /// The [`Score`] type.
167 type Score: 'a + Score;
169 /// The locked [`Score`] type.
170 type Locked: DerefMut<Target = Self::Score> + Sized;
172 /// Returns the locked scorer.
173 fn lock(&'a self) -> Self::Locked;
176 /// Refers to a scorer that is accessible under lock and also writeable to disk
178 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
179 /// use the Persister to persist it.
180 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
182 #[cfg(not(c_bindings))]
183 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
184 #[cfg(not(c_bindings))]
185 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
187 type Locked = MutexGuard<'a, T>;
189 fn lock(&'a self) -> Self::Locked {
190 Mutex::lock(self).unwrap()
194 #[cfg(not(c_bindings))]
195 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
197 type Locked = RefMut<'a, T>;
199 fn lock(&'a self) -> Self::Locked {
205 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
206 pub struct MultiThreadedLockableScore<T: Score> {
211 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
213 type Locked = MultiThreadedScoreLock<'a, T>;
215 fn lock(&'a self) -> Self::Locked {
216 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
221 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
222 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
223 self.lock().write(writer)
228 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
231 impl<T: Score> MultiThreadedLockableScore<T> {
232 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
233 pub fn new(score: T) -> Self {
234 MultiThreadedLockableScore { score: Mutex::new(score) }
239 /// A locked `MultiThreadedLockableScore`.
240 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
243 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
244 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
251 fn deref_mut(&mut self) -> &mut Self::Target {
257 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
260 fn deref(&self) -> &Self::Target {
267 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
268 #[derive(Clone, Copy, Debug, PartialEq)]
269 pub struct ChannelUsage {
270 /// The amount to send through the channel, denominated in millisatoshis.
271 pub amount_msat: u64,
273 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
274 /// as part of a multi-path payment.
275 pub inflight_htlc_msat: u64,
277 /// The effective capacity of the channel.
278 pub effective_capacity: EffectiveCapacity,
282 /// [`Score`] implementation that uses a fixed penalty.
283 pub struct FixedPenaltyScorer {
287 impl FixedPenaltyScorer {
288 /// Creates a new scorer using `penalty_msat`.
289 pub fn with_penalty(penalty_msat: u64) -> Self {
290 Self { penalty_msat }
294 impl Score for FixedPenaltyScorer {
295 #[cfg(not(c_bindings))]
296 type ScoreParams = ();
297 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &ProbabilisticScoringFeeParameters) -> u64 {
301 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
303 fn payment_path_successful(&mut self, _path: &Path) {}
305 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
307 fn probe_successful(&mut self, _path: &Path) {}
310 impl Writeable for FixedPenaltyScorer {
312 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
313 write_tlv_fields!(w, {});
318 impl ReadableArgs<u64> for FixedPenaltyScorer {
320 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
321 read_tlv_fields!(r, {});
322 Ok(Self { penalty_msat })
326 #[cfg(not(feature = "no-std"))]
327 /// [`Score`] implementation using channel success probability distributions.
329 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
330 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
331 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
332 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
334 /// These bounds are then used to determine a success probability using the formula from
335 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
336 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
338 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
339 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
340 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
341 /// terms of the entire path's success probability. This allows the router to directly compare
342 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
344 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
346 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
347 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
348 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
349 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
354 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
357 /// [1]: https://arxiv.org/abs/2107.05322
358 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
359 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
360 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
361 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
362 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
363 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::MonotonicTime>;
365 #[cfg(feature = "no-std")]
366 /// [`Score`] implementation using channel success probability distributions.
368 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
369 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
370 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
371 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
373 /// These bounds are then used to determine a success probability using the formula from
374 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
375 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
377 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
378 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
379 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
380 /// terms of the entire path's success probability. This allows the router to directly compare
381 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
383 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
385 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
386 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
387 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
388 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
393 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
396 /// [1]: https://arxiv.org/abs/2107.05322
397 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
398 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
399 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
400 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
401 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
402 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::Eternity>;
404 /// Probabilistic [`Score`] implementation.
406 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
407 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
408 where L::Target: Logger {
409 decay_params: ProbabilisticScoringDecayParameters,
412 // TODO: Remove entries of closed channels.
413 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
416 /// Parameters for configuring [`ProbabilisticScorer`].
418 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
419 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
421 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
424 pub struct ProbabilisticScoringFeeParameters {
425 /// A fixed penalty in msats to apply to each channel.
427 /// Default value: 500 msat
428 pub base_penalty_msat: u64,
430 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
431 /// channel, in excess of the [`base_penalty_msat`].
433 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
434 /// fees plus penalty) for large payments. The penalty is computed as the product of this
435 /// multiplier and `2^30`ths of the payment amount.
437 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
439 /// Default value: 8,192 msat
441 /// [`base_penalty_msat`]: Self::base_penalty_msat
442 pub base_penalty_amount_multiplier_msat: u64,
444 /// A multiplier used in conjunction with the negative `log10` of the channel's success
445 /// probability for a payment, as determined by our latest estimates of the channel's
446 /// liquidity, to determine the liquidity penalty.
448 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
449 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
450 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
451 /// lower bounding the success probability to `0.01`) when the amount falls within the
452 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
453 /// result in a `u64::max_value` penalty, however.
455 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
457 /// Default value: 30,000 msat
459 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
460 pub liquidity_penalty_multiplier_msat: u64,
462 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
463 /// channel's success probability for the payment, as determined by our latest estimates of the
464 /// channel's liquidity, to determine the amount penalty.
466 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
467 /// fees plus penalty) for large payments. The penalty is computed as the product of this
468 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
469 /// success probability.
471 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
473 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
474 /// the amount will result in a penalty of the multiplier. And, as the success probability
475 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
476 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
479 /// Default value: 192 msat
480 pub liquidity_penalty_amount_multiplier_msat: u64,
482 /// A multiplier used in conjunction with the negative `log10` of the channel's success
483 /// probability for the payment, as determined based on the history of our estimates of the
484 /// channel's available liquidity, to determine a penalty.
486 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
487 /// only our latest estimate for the current liquidity available in the channel, it estimates
488 /// success probability based on the estimated liquidity available in the channel through
489 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
490 /// track which of several buckets those bounds fall into, exponentially decaying the
491 /// probability of each bucket as new samples are added.
493 /// Default value: 10,000 msat
495 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
496 pub historical_liquidity_penalty_multiplier_msat: u64,
498 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
499 /// channel's success probability for the payment, as determined based on the history of our
500 /// estimates of the channel's available liquidity, to determine a penalty.
502 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
503 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
504 /// of the payment amount, weighted by the negative `log10` of the success probability.
506 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
507 /// of using only our latest estimate for the current liquidity available in the channel, it
508 /// estimates success probability based on the estimated liquidity available in the channel
509 /// through history. Specifically, every time we update our liquidity bounds on a given
510 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
511 /// the probability of each bucket as new samples are added.
513 /// Default value: 64 msat
515 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
516 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
518 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
519 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
520 /// considered during path finding.
522 /// This is not exported to bindings users
523 pub manual_node_penalties: HashMap<NodeId, u64>,
525 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
526 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
527 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
528 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
529 /// to restrict `htlc_maximum_msat` and improve privacy.
531 /// Default value: 250 msat
532 pub anti_probing_penalty_msat: u64,
534 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
535 /// current estimate of the channel's available liquidity.
537 /// Note that in this case all other penalties, including the
538 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
539 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
540 /// applicable, are still included in the overall penalty.
542 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
543 /// `u64::max_value()` will guarantee that.
545 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
547 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
548 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
549 /// [`base_penalty_msat`]: Self::base_penalty_msat
550 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
551 pub considered_impossible_penalty_msat: u64,
554 impl Default for ProbabilisticScoringFeeParameters {
555 fn default() -> Self {
557 base_penalty_msat: 500,
558 base_penalty_amount_multiplier_msat: 8192,
559 liquidity_penalty_multiplier_msat: 30_000,
560 liquidity_penalty_amount_multiplier_msat: 192,
561 manual_node_penalties: HashMap::new(),
562 anti_probing_penalty_msat: 250,
563 considered_impossible_penalty_msat: 1_0000_0000_000,
564 historical_liquidity_penalty_multiplier_msat: 10_000,
565 historical_liquidity_penalty_amount_multiplier_msat: 64,
570 impl ProbabilisticScoringFeeParameters {
571 /// Marks the node with the given `node_id` as banned,
572 /// i.e it will be avoided during path finding.
573 pub fn add_banned(&mut self, node_id: &NodeId) {
574 self.manual_node_penalties.insert(*node_id, u64::max_value());
577 /// Marks all nodes in the given list as banned, i.e.,
578 /// they will be avoided during path finding.
579 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
581 self.manual_node_penalties.insert(id, u64::max_value());
585 /// Removes the node with the given `node_id` from the list of nodes to avoid.
586 pub fn remove_banned(&mut self, node_id: &NodeId) {
587 self.manual_node_penalties.remove(node_id);
590 /// Sets a manual penalty for the given node.
591 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
592 self.manual_node_penalties.insert(*node_id, penalty);
595 /// Removes the node with the given `node_id` from the list of manual penalties.
596 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
597 self.manual_node_penalties.remove(node_id);
600 /// Clears the list of manual penalties that are applied during path finding.
601 pub fn clear_manual_penalties(&mut self) {
602 self.manual_node_penalties = HashMap::new();
607 impl ProbabilisticScoringFeeParameters {
608 fn zero_penalty() -> Self {
610 base_penalty_msat: 0,
611 base_penalty_amount_multiplier_msat: 0,
612 liquidity_penalty_multiplier_msat: 0,
613 liquidity_penalty_amount_multiplier_msat: 0,
614 historical_liquidity_penalty_multiplier_msat: 0,
615 historical_liquidity_penalty_amount_multiplier_msat: 0,
616 manual_node_penalties: HashMap::new(),
617 anti_probing_penalty_msat: 0,
618 considered_impossible_penalty_msat: 0,
623 /// Parameters for configuring [`ProbabilisticScorer`].
625 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
626 /// these decay parameters affect the score of the channel penalty and are not changed on a
627 /// per-route penalty cost call.
628 #[derive(Copy, Clone)]
629 pub struct ProbabilisticScoringDecayParameters {
630 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
631 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
632 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
634 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
636 /// Note that after 16 or more half lives all historical data will be completely gone.
638 /// Default value: 14 days
640 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
641 pub historical_no_updates_half_life: Duration,
643 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
644 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
645 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
648 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
649 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
650 /// struct documentation for more info on the way the liquidity bounds are used.
652 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
653 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
654 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
656 /// Default value: 6 hours
660 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
661 /// liquidity knowledge will never decay except when the bounds cross.
662 pub liquidity_offset_half_life: Duration,
665 impl Default for ProbabilisticScoringDecayParameters {
666 fn default() -> Self {
668 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
669 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
675 impl ProbabilisticScoringDecayParameters {
676 fn zero_penalty() -> Self {
678 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
679 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
684 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
685 /// in each of 8 buckets.
686 #[derive(Clone, Copy)]
687 struct HistoricalBucketRangeTracker {
691 impl HistoricalBucketRangeTracker {
692 fn new() -> Self { Self { buckets: [0; 8] } }
693 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
694 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
695 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
697 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
698 // the buckets for the current min and max liquidity offset positions.
700 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
701 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
702 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
704 // In total, this allows us to track data for the last 8,000 or so payments across a given
707 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
708 // and need to balance having more bits in the decimal part (to ensure decay isn't too
709 // non-linear) with having too few bits in the mantissa, causing us to not store very many
712 // The constants were picked experimentally, selecting a decay amount that restricts us
713 // from overflowing buckets without having to cap them manually.
715 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
716 // the channel's capacity, though the second should generally never happen.
717 debug_assert!(liquidity_offset_msat <= capacity_msat);
718 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
719 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
720 debug_assert!(bucket_idx < 8);
722 for e in self.buckets.iter_mut() {
723 *e = ((*e as u32) * 2047 / 2048) as u16;
725 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
728 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
729 /// datapoints as we receive newer information.
730 fn time_decay_data(&mut self, half_lives: u32) {
731 for e in self.buckets.iter_mut() {
732 *e = e.checked_shr(half_lives).unwrap_or(0);
737 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
739 struct HistoricalMinMaxBuckets<'a> {
740 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
741 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
744 impl HistoricalMinMaxBuckets<'_> {
746 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
747 -> ([u16; 8], [u16; 8], u32) {
748 let required_decays = now.duration_since(last_updated).as_secs()
749 .checked_div(half_life.as_secs())
750 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
751 let mut min_buckets = *self.min_liquidity_offset_history;
752 min_buckets.time_decay_data(required_decays);
753 let mut max_buckets = *self.max_liquidity_offset_history;
754 max_buckets.time_decay_data(required_decays);
755 (min_buckets.buckets, max_buckets.buckets, required_decays)
759 fn calculate_success_probability_times_billion<T: Time>(
760 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
762 // If historical penalties are enabled, calculate the penalty by walking the set of
763 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
764 // each, calculate the probability of success given our payment amount, then total the
765 // weighted average probability of success.
767 // We use a sliding scale to decide which point within a given bucket will be compared to
768 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
769 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
770 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
771 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
772 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
773 // penalties to channels at the edges.
775 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
776 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
777 // for a 1 BTC channel!).
779 // If we used the middle of each bucket we'd never assign any penalty at all when sending
780 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
781 let mut total_valid_points_tracked = 0;
783 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
784 // don't actually use the decayed buckets, though, as that would lose precision.
785 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
786 self.get_decayed_buckets(now, last_updated, half_life);
787 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
791 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
792 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
793 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
796 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
797 // it as if we were fully decayed.
798 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
802 let mut cumulative_success_prob_times_billion = 0;
803 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
804 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
805 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
806 * 1024 * 1024 / total_valid_points_tracked;
807 let min_64th_bucket = min_idx as u8 * 9;
808 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
809 if payment_amt_64th_bucket > max_64th_bucket {
810 // Success probability 0, the payment amount is above the max liquidity
811 } else if payment_amt_64th_bucket <= min_64th_bucket {
812 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
814 cumulative_success_prob_times_billion += bucket_prob_times_million *
815 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
816 ((max_64th_bucket - min_64th_bucket) as u64);
821 Some(cumulative_success_prob_times_billion)
825 /// Accounting for channel liquidity balance uncertainty.
827 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
828 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
829 /// offset fields gives the opposite direction.
830 struct ChannelLiquidity<T: Time> {
831 /// Lower channel liquidity bound in terms of an offset from zero.
832 min_liquidity_offset_msat: u64,
834 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
835 max_liquidity_offset_msat: u64,
837 /// Time when the liquidity bounds were last modified.
840 min_liquidity_offset_history: HistoricalBucketRangeTracker,
841 max_liquidity_offset_history: HistoricalBucketRangeTracker,
844 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
845 /// decayed with a given half life.
846 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
847 min_liquidity_offset_msat: L,
848 max_liquidity_offset_msat: L,
849 min_liquidity_offset_history: BRT,
850 max_liquidity_offset_history: BRT,
851 inflight_htlc_msat: u64,
855 decay_params: ProbabilisticScoringDecayParameters,
858 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
859 /// Creates a new scorer using the given scoring parameters for sending payments from a node
860 /// through a network graph.
861 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
866 channel_liquidities: HashMap::new(),
871 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
872 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
876 /// Dump the contents of this scorer into the configured logger.
878 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
879 /// which may be a substantial amount of log output.
880 pub fn debug_log_liquidity_stats(&self) {
883 let graph = self.network_graph.read_only();
884 for (scid, liq) in self.channel_liquidities.iter() {
885 if let Some(chan_debug) = graph.channels().get(scid) {
886 let log_direction = |source, target| {
887 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
888 let amt = directed_info.effective_capacity().as_msat();
889 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
891 let buckets = HistoricalMinMaxBuckets {
892 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
893 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
895 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
896 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
898 log_debug!(self.logger, core::concat!(
899 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
900 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
901 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
902 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
903 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
904 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
905 // Note that the liquidity buckets are an offset from the edge, so we
906 // inverse the max order to get the probabilities from zero.
907 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
908 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
910 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
914 log_direction(&chan_debug.node_one, &chan_debug.node_two);
915 log_direction(&chan_debug.node_two, &chan_debug.node_one);
917 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
922 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
923 /// channel with `scid` towards the given `target` node.
924 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
925 let graph = self.network_graph.read_only();
927 if let Some(chan) = graph.channels().get(&scid) {
928 if let Some(liq) = self.channel_liquidities.get(&scid) {
929 if let Some((directed_info, source)) = chan.as_directed_to(target) {
930 let amt = directed_info.effective_capacity().as_msat();
931 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
932 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
939 /// Query the historical estimated minimum and maximum liquidity available for sending a
940 /// payment over the channel with `scid` towards the given `target` node.
942 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
943 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
944 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
945 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
946 /// Because the values are slowly decayed, more recent data points are weighted more heavily
947 /// than older datapoints.
949 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
950 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
951 /// the total of all buckets for the given bound.
953 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
954 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
955 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
956 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
958 /// Because the datapoints are decayed slowly over time, values will eventually return to
959 /// `Some(([0; 8], [0; 8]))`.
960 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
961 -> Option<([u16; 8], [u16; 8])> {
962 let graph = self.network_graph.read_only();
964 if let Some(chan) = graph.channels().get(&scid) {
965 if let Some(liq) = self.channel_liquidities.get(&scid) {
966 if let Some((directed_info, source)) = chan.as_directed_to(target) {
967 let amt = directed_info.effective_capacity().as_msat();
968 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
970 let buckets = HistoricalMinMaxBuckets {
971 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
972 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
974 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
975 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
976 // Note that the liquidity buckets are an offset from the edge, so we inverse
977 // the max order to get the probabilities from zero.
978 max_buckets.reverse();
979 return Some((min_buckets, max_buckets));
987 impl<T: Time> ChannelLiquidity<T> {
991 min_liquidity_offset_msat: 0,
992 max_liquidity_offset_msat: 0,
993 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
994 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
995 last_updated: T::now(),
999 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1000 /// `capacity_msat`.
1002 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1003 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1004 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1005 if source < target {
1006 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1007 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1009 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1010 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1013 DirectedChannelLiquidity {
1014 min_liquidity_offset_msat,
1015 max_liquidity_offset_msat,
1016 min_liquidity_offset_history,
1017 max_liquidity_offset_history,
1020 last_updated: &self.last_updated,
1022 decay_params: decay_params,
1026 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1027 /// `capacity_msat`.
1029 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1030 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1031 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1032 if source < target {
1033 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1034 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1036 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1037 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1040 DirectedChannelLiquidity {
1041 min_liquidity_offset_msat,
1042 max_liquidity_offset_msat,
1043 min_liquidity_offset_history,
1044 max_liquidity_offset_history,
1047 last_updated: &mut self.last_updated,
1049 decay_params: decay_params,
1054 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1056 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1058 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1059 /// ratio, as X in 1/X.
1060 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1062 /// The divisor used when computing the amount penalty.
1063 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1064 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1066 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1067 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1069 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1070 let max_liquidity_msat = self.max_liquidity_msat();
1071 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1073 let mut res = if amount_msat <= min_liquidity_msat {
1075 } else if amount_msat >= max_liquidity_msat {
1076 // Equivalent to hitting the else clause below with the amount equal to the effective
1077 // capacity and without any certainty on the liquidity upper bound, plus the
1078 // impossibility penalty.
1079 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1080 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1081 score_params.liquidity_penalty_multiplier_msat,
1082 score_params.liquidity_penalty_amount_multiplier_msat)
1083 .saturating_add(score_params.considered_impossible_penalty_msat)
1085 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1086 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1087 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1088 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1089 // don't bother trying to use the log approximation as it gets too noisy to be
1090 // particularly helpful, instead just round down to 0.
1093 let negative_log10_times_2048 =
1094 approx::negative_log10_times_2048(numerator, denominator);
1095 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1096 score_params.liquidity_penalty_multiplier_msat,
1097 score_params.liquidity_penalty_amount_multiplier_msat)
1101 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1102 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1103 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1104 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1106 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1107 // division. This branch should only be hit in fuzz testing since the amount would
1108 // need to be over 2.88 million BTC in practice.
1109 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1110 .try_into().unwrap_or(65)
1112 #[cfg(not(fuzzing))]
1113 debug_assert!(payment_amt_64th_bucket <= 64);
1114 if payment_amt_64th_bucket > 64 { return res; }
1116 let buckets = HistoricalMinMaxBuckets {
1117 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1118 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1120 if let Some(cumulative_success_prob_times_billion) = buckets
1121 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1122 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1124 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1125 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1126 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1127 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1129 // If we don't have any valid points (or, once decayed, we have less than a full
1130 // point), redo the non-historical calculation with no liquidity bounds tracked and
1131 // the historical penalty multipliers.
1132 let available_capacity = self.available_capacity();
1133 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1134 let denominator = available_capacity.saturating_add(1);
1135 let negative_log10_times_2048 =
1136 approx::negative_log10_times_2048(numerator, denominator);
1137 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1138 score_params.historical_liquidity_penalty_multiplier_msat,
1139 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1146 /// Computes the liquidity penalty from the penalty multipliers.
1148 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1149 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1151 let liquidity_penalty_msat = {
1152 // Upper bound the liquidity penalty to ensure some channel is selected.
1153 let multiplier_msat = liquidity_penalty_multiplier_msat;
1154 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1155 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1157 let amount_penalty_msat = negative_log10_times_2048
1158 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1159 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1161 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1164 /// Returns the lower bound of the channel liquidity balance in this direction.
1165 fn min_liquidity_msat(&self) -> u64 {
1166 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1169 /// Returns the upper bound of the channel liquidity balance in this direction.
1170 fn max_liquidity_msat(&self) -> u64 {
1171 self.available_capacity()
1172 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1175 /// Returns the capacity minus the in-flight HTLCs in this direction.
1176 fn available_capacity(&self) -> u64 {
1177 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1180 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1181 self.now.duration_since(*self.last_updated).as_secs()
1182 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1183 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1188 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1189 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1190 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1191 let existing_max_msat = self.max_liquidity_msat();
1192 if amount_msat < existing_max_msat {
1193 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1194 self.set_max_liquidity_msat(amount_msat);
1196 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1197 chan_descr, existing_max_msat, amount_msat);
1199 self.update_history_buckets();
1202 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1203 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1204 let existing_min_msat = self.min_liquidity_msat();
1205 if amount_msat > existing_min_msat {
1206 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1207 self.set_min_liquidity_msat(amount_msat);
1209 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1210 chan_descr, existing_min_msat, amount_msat);
1212 self.update_history_buckets();
1215 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1216 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1217 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1218 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1219 self.set_max_liquidity_msat(max_liquidity_msat);
1220 self.update_history_buckets();
1223 fn update_history_buckets(&mut self) {
1224 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1225 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1226 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1227 self.min_liquidity_offset_history.time_decay_data(half_lives);
1228 self.max_liquidity_offset_history.time_decay_data(half_lives);
1230 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1231 self.min_liquidity_offset_history.track_datapoint(
1232 min_liquidity_offset_msat, self.capacity_msat
1234 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1235 self.max_liquidity_offset_history.track_datapoint(
1236 max_liquidity_offset_msat, self.capacity_msat
1240 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1241 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1242 *self.min_liquidity_offset_msat = amount_msat;
1243 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1246 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1248 *self.last_updated = self.now;
1251 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1252 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1253 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1254 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1257 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1259 *self.last_updated = self.now;
1263 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1264 #[cfg(not(c_bindings))]
1265 type ScoreParams = ProbabilisticScoringFeeParameters;
1266 fn channel_penalty_msat(
1267 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1269 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1273 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1274 score_params.base_penalty_amount_multiplier_msat
1275 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1277 let mut anti_probing_penalty_msat = 0;
1278 match usage.effective_capacity {
1279 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1280 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1282 if usage.amount_msat > amount_msat {
1283 return u64::max_value();
1285 return base_penalty_msat;
1288 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1289 if htlc_maximum_msat >= capacity_msat/2 {
1290 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1296 let amount_msat = usage.amount_msat;
1297 let capacity_msat = usage.effective_capacity.as_msat();
1298 let inflight_htlc_msat = usage.inflight_htlc_msat;
1299 self.channel_liquidities
1300 .get(&short_channel_id)
1301 .unwrap_or(&ChannelLiquidity::new())
1302 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1303 .penalty_msat(amount_msat, score_params)
1304 .saturating_add(anti_probing_penalty_msat)
1305 .saturating_add(base_penalty_msat)
1308 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1309 let amount_msat = path.final_value_msat();
1310 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1311 let network_graph = self.network_graph.read_only();
1312 for (hop_idx, hop) in path.hops.iter().enumerate() {
1313 let target = NodeId::from_pubkey(&hop.pubkey);
1314 let channel_directed_from_source = network_graph.channels()
1315 .get(&hop.short_channel_id)
1316 .and_then(|channel| channel.as_directed_to(&target));
1318 let at_failed_channel = hop.short_channel_id == short_channel_id;
1319 if at_failed_channel && hop_idx == 0 {
1320 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);
1323 // Only score announced channels.
1324 if let Some((channel, source)) = channel_directed_from_source {
1325 let capacity_msat = channel.effective_capacity().as_msat();
1326 if at_failed_channel {
1327 self.channel_liquidities
1328 .entry(hop.short_channel_id)
1329 .or_insert_with(ChannelLiquidity::new)
1330 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1331 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1333 self.channel_liquidities
1334 .entry(hop.short_channel_id)
1335 .or_insert_with(ChannelLiquidity::new)
1336 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1337 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1340 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).",
1341 hop.short_channel_id);
1343 if at_failed_channel { break; }
1347 fn payment_path_successful(&mut self, path: &Path) {
1348 let amount_msat = path.final_value_msat();
1349 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1350 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1351 let network_graph = self.network_graph.read_only();
1352 for hop in &path.hops {
1353 let target = NodeId::from_pubkey(&hop.pubkey);
1354 let channel_directed_from_source = network_graph.channels()
1355 .get(&hop.short_channel_id)
1356 .and_then(|channel| channel.as_directed_to(&target));
1358 // Only score announced channels.
1359 if let Some((channel, source)) = channel_directed_from_source {
1360 let capacity_msat = channel.effective_capacity().as_msat();
1361 self.channel_liquidities
1362 .entry(hop.short_channel_id)
1363 .or_insert_with(ChannelLiquidity::new)
1364 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1365 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1367 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).",
1368 hop.short_channel_id);
1373 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1374 self.payment_path_failed(path, short_channel_id)
1377 fn probe_successful(&mut self, path: &Path) {
1378 self.payment_path_failed(path, u64::max_value())
1383 const BITS: u32 = 64;
1384 const HIGHEST_BIT: u32 = BITS - 1;
1385 const LOWER_BITS: u32 = 6;
1386 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1387 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1389 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1390 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1391 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1392 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1393 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1394 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1395 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1396 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1397 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1398 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1399 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1400 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1401 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1402 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1403 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1404 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1405 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1406 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1407 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1408 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1409 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1410 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1411 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1412 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1413 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1414 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1415 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1416 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1417 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1418 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1419 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1420 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1421 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1422 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1423 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1424 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1425 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1426 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1427 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1428 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1429 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1430 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1431 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1432 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1433 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1434 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1435 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1436 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1437 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1438 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1439 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1440 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1441 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1442 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1443 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1444 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1445 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1446 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1447 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1448 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1449 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1450 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1451 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1452 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1453 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1454 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1455 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1456 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1457 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1458 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1459 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1460 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1461 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1462 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1463 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1464 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1465 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1466 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1467 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1468 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1469 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1470 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1471 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1472 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1473 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1474 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1475 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1476 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1477 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1478 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1479 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1480 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1481 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1482 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1483 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
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1485 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1486 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
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1490 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1491 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
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1493 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1494 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1495 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
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1497 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1498 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1499 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1500 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
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1502 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1503 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1504 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
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1506 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
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1508 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
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1510 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1511 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1512 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1513 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1514 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1515 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1516 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1517 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1518 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1519 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1520 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1521 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1522 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1523 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1524 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1525 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1526 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1527 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1528 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1529 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1530 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1531 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1532 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1533 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1534 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1535 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1536 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1537 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1538 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1539 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1540 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1541 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1542 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1543 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1544 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1545 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1546 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1547 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1548 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1549 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1550 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1551 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1552 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1553 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1554 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1555 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1556 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1557 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1558 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1559 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1560 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1561 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1562 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1563 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1564 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1565 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1566 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1567 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1568 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1569 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1570 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1571 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1572 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1573 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1574 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1575 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1576 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1577 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1578 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1579 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1580 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1581 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1582 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1583 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1584 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1585 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1586 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1587 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1588 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1589 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1590 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1591 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1592 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1593 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1594 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1595 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1596 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1597 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1598 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1599 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1600 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1601 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1602 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1603 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1604 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1605 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1606 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1607 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1608 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1609 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1610 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1611 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1612 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1613 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1614 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1615 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1616 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1617 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1618 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1619 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1620 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1621 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1622 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1623 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1624 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1625 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1626 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1627 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1628 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1629 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1630 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1631 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1632 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1633 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1634 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1635 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1636 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1637 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1638 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1639 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1640 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1641 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1642 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1643 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1644 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1645 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1646 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1647 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1650 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1652 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1653 // Multiply the -1 through to avoid needing to use signed numbers.
1654 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1658 fn log10_times_2048(x: u64) -> u16 {
1659 debug_assert_ne!(x, 0);
1660 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1661 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1662 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1670 fn prints_negative_log10_times_2048_lookup_table() {
1671 for msb in 0..BITS {
1672 for i in 0..LOWER_BITS_BOUND {
1673 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1674 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1675 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1677 if i % LOWER_BITS_BOUND == 0 {
1678 print!("\t\t[{}, ", log10_times_2048);
1679 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1680 println!("{}],", log10_times_2048);
1681 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1682 print!("{},\n\t\t\t", log10_times_2048);
1684 print!("{}, ", log10_times_2048);
1692 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1694 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1695 write_tlv_fields!(w, {
1696 (0, self.channel_liquidities, required),
1702 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1703 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1706 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1707 ) -> Result<Self, DecodeError> {
1708 let (decay_params, network_graph, logger) = args;
1709 let mut channel_liquidities = HashMap::new();
1710 read_tlv_fields!(r, {
1711 (0, channel_liquidities, required),
1717 channel_liquidities,
1722 impl<T: Time> Writeable for ChannelLiquidity<T> {
1724 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1725 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1726 write_tlv_fields!(w, {
1727 (0, self.min_liquidity_offset_msat, required),
1728 (1, Some(self.min_liquidity_offset_history), option),
1729 (2, self.max_liquidity_offset_msat, required),
1730 (3, Some(self.max_liquidity_offset_history), option),
1731 (4, duration_since_epoch, required),
1737 impl<T: Time> Readable for ChannelLiquidity<T> {
1739 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1740 let mut min_liquidity_offset_msat = 0;
1741 let mut max_liquidity_offset_msat = 0;
1742 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1743 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1744 let mut duration_since_epoch = Duration::from_secs(0);
1745 read_tlv_fields!(r, {
1746 (0, min_liquidity_offset_msat, required),
1747 (1, min_liquidity_offset_history, option),
1748 (2, max_liquidity_offset_msat, required),
1749 (3, max_liquidity_offset_history, option),
1750 (4, duration_since_epoch, required),
1752 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1753 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1754 // is a time from a monotonic clock usually represented as an offset against boot time).
1755 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1756 // from the one that was written. However, because `Instant` can panic if we construct one
1757 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1758 // using `Instant::now()` in that case.
1759 let wall_clock_now = T::duration_since_epoch();
1761 let last_updated = if wall_clock_now > duration_since_epoch {
1762 now - (wall_clock_now - duration_since_epoch)
1765 min_liquidity_offset_msat,
1766 max_liquidity_offset_msat,
1767 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1768 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1776 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1777 use crate::blinded_path::{BlindedHop, BlindedPath};
1778 use crate::util::config::UserConfig;
1779 use crate::util::time::Time;
1780 use crate::util::time::tests::SinceEpoch;
1782 use crate::ln::channelmanager;
1783 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1784 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1785 use crate::routing::router::{BlindedTail, Path, RouteHop};
1786 use crate::routing::scoring::{ChannelUsage, Score};
1787 use crate::util::ser::{ReadableArgs, Writeable};
1788 use crate::util::test_utils::{self, TestLogger};
1790 use bitcoin::blockdata::constants::genesis_block;
1791 use bitcoin::hashes::Hash;
1792 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1793 use bitcoin::network::constants::Network;
1794 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1795 use core::time::Duration;
1798 fn source_privkey() -> SecretKey {
1799 SecretKey::from_slice(&[42; 32]).unwrap()
1802 fn target_privkey() -> SecretKey {
1803 SecretKey::from_slice(&[43; 32]).unwrap()
1806 fn source_pubkey() -> PublicKey {
1807 let secp_ctx = Secp256k1::new();
1808 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1811 fn target_pubkey() -> PublicKey {
1812 let secp_ctx = Secp256k1::new();
1813 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1816 fn source_node_id() -> NodeId {
1817 NodeId::from_pubkey(&source_pubkey())
1820 fn target_node_id() -> NodeId {
1821 NodeId::from_pubkey(&target_pubkey())
1824 // `ProbabilisticScorer` tests
1826 /// A probabilistic scorer for testing with time that can be manually advanced.
1827 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1829 fn sender_privkey() -> SecretKey {
1830 SecretKey::from_slice(&[41; 32]).unwrap()
1833 fn recipient_privkey() -> SecretKey {
1834 SecretKey::from_slice(&[45; 32]).unwrap()
1837 fn sender_pubkey() -> PublicKey {
1838 let secp_ctx = Secp256k1::new();
1839 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1842 fn recipient_pubkey() -> PublicKey {
1843 let secp_ctx = Secp256k1::new();
1844 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1847 fn sender_node_id() -> NodeId {
1848 NodeId::from_pubkey(&sender_pubkey())
1851 fn recipient_node_id() -> NodeId {
1852 NodeId::from_pubkey(&recipient_pubkey())
1855 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1856 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1857 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1858 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1864 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1865 node_2_key: SecretKey
1867 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1868 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1869 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1870 let secp_ctx = Secp256k1::new();
1871 let unsigned_announcement = UnsignedChannelAnnouncement {
1872 features: channelmanager::provided_channel_features(&UserConfig::default()),
1873 chain_hash: genesis_hash,
1875 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1876 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1877 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1878 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1879 excess_data: Vec::new(),
1881 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1882 let signed_announcement = ChannelAnnouncement {
1883 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1884 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1885 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1886 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1887 contents: unsigned_announcement,
1889 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1890 network_graph.update_channel_from_announcement(
1891 &signed_announcement, &chain_source).unwrap();
1892 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1893 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1897 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1898 flags: u8, htlc_maximum_msat: u64
1900 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1901 let secp_ctx = Secp256k1::new();
1902 let unsigned_update = UnsignedChannelUpdate {
1903 chain_hash: genesis_hash,
1907 cltv_expiry_delta: 18,
1908 htlc_minimum_msat: 0,
1911 fee_proportional_millionths: 0,
1912 excess_data: Vec::new(),
1914 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1915 let signed_update = ChannelUpdate {
1916 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1917 contents: unsigned_update,
1919 network_graph.update_channel(&signed_update).unwrap();
1922 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1923 let config = UserConfig::default();
1926 node_features: channelmanager::provided_node_features(&config),
1928 channel_features: channelmanager::provided_channel_features(&config),
1930 cltv_expiry_delta: 18,
1934 fn payment_path_for_amount(amount_msat: u64) -> Path {
1937 path_hop(source_pubkey(), 41, 1),
1938 path_hop(target_pubkey(), 42, 2),
1939 path_hop(recipient_pubkey(), 43, amount_msat),
1940 ], blinded_tail: None,
1945 fn liquidity_bounds_directed_from_lowest_node_id() {
1946 let logger = TestLogger::new();
1947 let last_updated = SinceEpoch::now();
1948 let network_graph = network_graph(&logger);
1949 let decay_params = ProbabilisticScoringDecayParameters::default();
1950 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1953 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1954 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1955 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1959 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1960 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1961 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1963 let source = source_node_id();
1964 let target = target_node_id();
1965 let recipient = recipient_node_id();
1966 assert!(source > target);
1967 assert!(target < recipient);
1969 // Update minimum liquidity.
1971 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1972 .as_directed(&source, &target, 0, 1_000, decay_params);
1973 assert_eq!(liquidity.min_liquidity_msat(), 100);
1974 assert_eq!(liquidity.max_liquidity_msat(), 300);
1976 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1977 .as_directed(&target, &source, 0, 1_000, decay_params);
1978 assert_eq!(liquidity.min_liquidity_msat(), 700);
1979 assert_eq!(liquidity.max_liquidity_msat(), 900);
1981 scorer.channel_liquidities.get_mut(&42).unwrap()
1982 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1983 .set_min_liquidity_msat(200);
1985 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1986 .as_directed(&source, &target, 0, 1_000, decay_params);
1987 assert_eq!(liquidity.min_liquidity_msat(), 200);
1988 assert_eq!(liquidity.max_liquidity_msat(), 300);
1990 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1991 .as_directed(&target, &source, 0, 1_000, decay_params);
1992 assert_eq!(liquidity.min_liquidity_msat(), 700);
1993 assert_eq!(liquidity.max_liquidity_msat(), 800);
1995 // Update maximum liquidity.
1997 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1998 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1999 assert_eq!(liquidity.min_liquidity_msat(), 700);
2000 assert_eq!(liquidity.max_liquidity_msat(), 900);
2002 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2003 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2004 assert_eq!(liquidity.min_liquidity_msat(), 100);
2005 assert_eq!(liquidity.max_liquidity_msat(), 300);
2007 scorer.channel_liquidities.get_mut(&43).unwrap()
2008 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2009 .set_max_liquidity_msat(200);
2011 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2012 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2013 assert_eq!(liquidity.min_liquidity_msat(), 0);
2014 assert_eq!(liquidity.max_liquidity_msat(), 200);
2016 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2017 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2018 assert_eq!(liquidity.min_liquidity_msat(), 800);
2019 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2023 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2024 let logger = TestLogger::new();
2025 let last_updated = SinceEpoch::now();
2026 let network_graph = network_graph(&logger);
2027 let decay_params = ProbabilisticScoringDecayParameters::default();
2028 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2031 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2032 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2033 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2035 let source = source_node_id();
2036 let target = target_node_id();
2037 assert!(source > target);
2039 // Check initial bounds.
2040 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2041 .as_directed(&source, &target, 0, 1_000, decay_params);
2042 assert_eq!(liquidity.min_liquidity_msat(), 400);
2043 assert_eq!(liquidity.max_liquidity_msat(), 800);
2045 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2046 .as_directed(&target, &source, 0, 1_000, decay_params);
2047 assert_eq!(liquidity.min_liquidity_msat(), 200);
2048 assert_eq!(liquidity.max_liquidity_msat(), 600);
2050 // Reset from source to target.
2051 scorer.channel_liquidities.get_mut(&42).unwrap()
2052 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2053 .set_min_liquidity_msat(900);
2055 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2056 .as_directed(&source, &target, 0, 1_000, decay_params);
2057 assert_eq!(liquidity.min_liquidity_msat(), 900);
2058 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2060 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2061 .as_directed(&target, &source, 0, 1_000, decay_params);
2062 assert_eq!(liquidity.min_liquidity_msat(), 0);
2063 assert_eq!(liquidity.max_liquidity_msat(), 100);
2065 // Reset from target to source.
2066 scorer.channel_liquidities.get_mut(&42).unwrap()
2067 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2068 .set_min_liquidity_msat(400);
2070 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2071 .as_directed(&source, &target, 0, 1_000, decay_params);
2072 assert_eq!(liquidity.min_liquidity_msat(), 0);
2073 assert_eq!(liquidity.max_liquidity_msat(), 600);
2075 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2076 .as_directed(&target, &source, 0, 1_000, decay_params);
2077 assert_eq!(liquidity.min_liquidity_msat(), 400);
2078 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2082 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2083 let logger = TestLogger::new();
2084 let last_updated = SinceEpoch::now();
2085 let network_graph = network_graph(&logger);
2086 let decay_params = ProbabilisticScoringDecayParameters::default();
2087 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2090 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2091 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2092 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2094 let source = source_node_id();
2095 let target = target_node_id();
2096 assert!(source > target);
2098 // Check initial bounds.
2099 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2100 .as_directed(&source, &target, 0, 1_000, decay_params);
2101 assert_eq!(liquidity.min_liquidity_msat(), 400);
2102 assert_eq!(liquidity.max_liquidity_msat(), 800);
2104 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2105 .as_directed(&target, &source, 0, 1_000, decay_params);
2106 assert_eq!(liquidity.min_liquidity_msat(), 200);
2107 assert_eq!(liquidity.max_liquidity_msat(), 600);
2109 // Reset from source to target.
2110 scorer.channel_liquidities.get_mut(&42).unwrap()
2111 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2112 .set_max_liquidity_msat(300);
2114 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2115 .as_directed(&source, &target, 0, 1_000, decay_params);
2116 assert_eq!(liquidity.min_liquidity_msat(), 0);
2117 assert_eq!(liquidity.max_liquidity_msat(), 300);
2119 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2120 .as_directed(&target, &source, 0, 1_000, decay_params);
2121 assert_eq!(liquidity.min_liquidity_msat(), 700);
2122 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2124 // Reset from target to source.
2125 scorer.channel_liquidities.get_mut(&42).unwrap()
2126 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2127 .set_max_liquidity_msat(600);
2129 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2130 .as_directed(&source, &target, 0, 1_000, decay_params);
2131 assert_eq!(liquidity.min_liquidity_msat(), 400);
2132 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2134 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2135 .as_directed(&target, &source, 0, 1_000, decay_params);
2136 assert_eq!(liquidity.min_liquidity_msat(), 0);
2137 assert_eq!(liquidity.max_liquidity_msat(), 600);
2141 fn increased_penalty_nearing_liquidity_upper_bound() {
2142 let logger = TestLogger::new();
2143 let network_graph = network_graph(&logger);
2144 let params = ProbabilisticScoringFeeParameters {
2145 liquidity_penalty_multiplier_msat: 1_000,
2146 ..ProbabilisticScoringFeeParameters::zero_penalty()
2148 let decay_params = ProbabilisticScoringDecayParameters::default();
2149 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2150 let source = source_node_id();
2151 let target = target_node_id();
2153 let usage = ChannelUsage {
2155 inflight_htlc_msat: 0,
2156 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2158 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2159 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2160 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2161 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2162 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2163 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2164 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2166 let usage = ChannelUsage {
2168 inflight_htlc_msat: 0,
2169 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2171 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2172 let usage = ChannelUsage { amount_msat: 256, ..usage };
2173 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2174 let usage = ChannelUsage { amount_msat: 374, ..usage };
2175 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2176 let usage = ChannelUsage { amount_msat: 512, ..usage };
2177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2178 let usage = ChannelUsage { amount_msat: 640, ..usage };
2179 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2180 let usage = ChannelUsage { amount_msat: 768, ..usage };
2181 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2182 let usage = ChannelUsage { amount_msat: 896, ..usage };
2183 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2187 fn constant_penalty_outside_liquidity_bounds() {
2188 let logger = TestLogger::new();
2189 let last_updated = SinceEpoch::now();
2190 let network_graph = network_graph(&logger);
2191 let params = ProbabilisticScoringFeeParameters {
2192 liquidity_penalty_multiplier_msat: 1_000,
2193 considered_impossible_penalty_msat: u64::max_value(),
2194 ..ProbabilisticScoringFeeParameters::zero_penalty()
2196 let decay_params = ProbabilisticScoringDecayParameters {
2197 ..ProbabilisticScoringDecayParameters::zero_penalty()
2199 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2202 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2203 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2204 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2206 let source = source_node_id();
2207 let target = target_node_id();
2209 let usage = ChannelUsage {
2211 inflight_htlc_msat: 0,
2212 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2214 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2215 let usage = ChannelUsage { amount_msat: 50, ..usage };
2216 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2217 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2218 let usage = ChannelUsage { amount_msat: 61, ..usage };
2219 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2223 fn does_not_further_penalize_own_channel() {
2224 let logger = TestLogger::new();
2225 let network_graph = network_graph(&logger);
2226 let params = ProbabilisticScoringFeeParameters {
2227 liquidity_penalty_multiplier_msat: 1_000,
2228 ..ProbabilisticScoringFeeParameters::zero_penalty()
2230 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2231 let sender = sender_node_id();
2232 let source = source_node_id();
2233 let usage = ChannelUsage {
2235 inflight_htlc_msat: 0,
2236 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2238 let failed_path = payment_path_for_amount(500);
2239 let successful_path = payment_path_for_amount(200);
2241 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2243 scorer.payment_path_failed(&failed_path, 41);
2244 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2246 scorer.payment_path_successful(&successful_path);
2247 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2251 fn sets_liquidity_lower_bound_on_downstream_failure() {
2252 let logger = TestLogger::new();
2253 let network_graph = network_graph(&logger);
2254 let params = ProbabilisticScoringFeeParameters {
2255 liquidity_penalty_multiplier_msat: 1_000,
2256 ..ProbabilisticScoringFeeParameters::zero_penalty()
2258 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2259 let source = source_node_id();
2260 let target = target_node_id();
2261 let path = payment_path_for_amount(500);
2263 let usage = ChannelUsage {
2265 inflight_htlc_msat: 0,
2266 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2268 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2269 let usage = ChannelUsage { amount_msat: 500, ..usage };
2270 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2271 let usage = ChannelUsage { amount_msat: 750, ..usage };
2272 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2274 scorer.payment_path_failed(&path, 43);
2276 let usage = ChannelUsage { amount_msat: 250, ..usage };
2277 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2278 let usage = ChannelUsage { amount_msat: 500, ..usage };
2279 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2280 let usage = ChannelUsage { amount_msat: 750, ..usage };
2281 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2285 fn sets_liquidity_upper_bound_on_failure() {
2286 let logger = TestLogger::new();
2287 let network_graph = network_graph(&logger);
2288 let params = ProbabilisticScoringFeeParameters {
2289 liquidity_penalty_multiplier_msat: 1_000,
2290 considered_impossible_penalty_msat: u64::max_value(),
2291 ..ProbabilisticScoringFeeParameters::zero_penalty()
2293 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2294 let source = source_node_id();
2295 let target = target_node_id();
2296 let path = payment_path_for_amount(500);
2298 let usage = ChannelUsage {
2300 inflight_htlc_msat: 0,
2301 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2303 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2304 let usage = ChannelUsage { amount_msat: 500, ..usage };
2305 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2306 let usage = ChannelUsage { amount_msat: 750, ..usage };
2307 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2309 scorer.payment_path_failed(&path, 42);
2311 let usage = ChannelUsage { amount_msat: 250, ..usage };
2312 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2313 let usage = ChannelUsage { amount_msat: 500, ..usage };
2314 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2315 let usage = ChannelUsage { amount_msat: 750, ..usage };
2316 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2320 fn ignores_channels_after_removed_failed_channel() {
2321 // Previously, if we'd tried to send over a channel which was removed from the network
2322 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2323 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2324 // channels in the route, even ones which they payment never reached. This tests to ensure
2325 // we do not score such channels.
2326 let secp_ctx = Secp256k1::new();
2327 let logger = TestLogger::new();
2328 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2329 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2330 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2331 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2332 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2333 add_channel(&mut network_graph, 42, secret_a, secret_b);
2334 // Don't add the channel from B -> C.
2335 add_channel(&mut network_graph, 44, secret_c, secret_d);
2337 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2338 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2339 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2340 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2343 path_hop(pub_b, 42, 1),
2344 path_hop(pub_c, 43, 2),
2345 path_hop(pub_d, 44, 100),
2348 let node_a = NodeId::from_pubkey(&pub_a);
2349 let node_b = NodeId::from_pubkey(&pub_b);
2350 let node_c = NodeId::from_pubkey(&pub_c);
2351 let node_d = NodeId::from_pubkey(&pub_d);
2353 let params = ProbabilisticScoringFeeParameters {
2354 liquidity_penalty_multiplier_msat: 1_000,
2355 ..ProbabilisticScoringFeeParameters::zero_penalty()
2357 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2359 let usage = ChannelUsage {
2361 inflight_htlc_msat: 0,
2362 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2364 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2365 // Note that a default liquidity bound is used for B -> C as no channel exists
2366 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2367 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2369 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2371 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2372 // Note that a default liquidity bound is used for B -> C as no channel exists
2373 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2374 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2378 fn reduces_liquidity_upper_bound_along_path_on_success() {
2379 let logger = TestLogger::new();
2380 let network_graph = network_graph(&logger);
2381 let params = ProbabilisticScoringFeeParameters {
2382 liquidity_penalty_multiplier_msat: 1_000,
2383 ..ProbabilisticScoringFeeParameters::zero_penalty()
2385 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2386 let sender = sender_node_id();
2387 let source = source_node_id();
2388 let target = target_node_id();
2389 let recipient = recipient_node_id();
2390 let usage = ChannelUsage {
2392 inflight_htlc_msat: 0,
2393 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2396 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2397 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2398 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2400 scorer.payment_path_successful(&payment_path_for_amount(500));
2402 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2403 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2404 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2408 fn decays_liquidity_bounds_over_time() {
2409 let logger = TestLogger::new();
2410 let network_graph = network_graph(&logger);
2411 let params = ProbabilisticScoringFeeParameters {
2412 liquidity_penalty_multiplier_msat: 1_000,
2413 considered_impossible_penalty_msat: u64::max_value(),
2414 ..ProbabilisticScoringFeeParameters::zero_penalty()
2416 let decay_params = ProbabilisticScoringDecayParameters {
2417 liquidity_offset_half_life: Duration::from_secs(10),
2418 ..ProbabilisticScoringDecayParameters::zero_penalty()
2420 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2421 let source = source_node_id();
2422 let target = target_node_id();
2424 let usage = ChannelUsage {
2426 inflight_htlc_msat: 0,
2427 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2429 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2430 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2431 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2433 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2434 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2436 let usage = ChannelUsage { amount_msat: 128, ..usage };
2437 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2438 let usage = ChannelUsage { amount_msat: 256, ..usage };
2439 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2440 let usage = ChannelUsage { amount_msat: 768, ..usage };
2441 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2442 let usage = ChannelUsage { amount_msat: 896, ..usage };
2443 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2445 SinceEpoch::advance(Duration::from_secs(9));
2446 let usage = ChannelUsage { amount_msat: 128, ..usage };
2447 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2448 let usage = ChannelUsage { amount_msat: 256, ..usage };
2449 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2450 let usage = ChannelUsage { amount_msat: 768, ..usage };
2451 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2452 let usage = ChannelUsage { amount_msat: 896, ..usage };
2453 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2455 SinceEpoch::advance(Duration::from_secs(1));
2456 let usage = ChannelUsage { amount_msat: 64, ..usage };
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2458 let usage = ChannelUsage { amount_msat: 128, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2460 let usage = ChannelUsage { amount_msat: 896, ..usage };
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2462 let usage = ChannelUsage { amount_msat: 960, ..usage };
2463 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2465 // Fully decay liquidity lower bound.
2466 SinceEpoch::advance(Duration::from_secs(10 * 7));
2467 let usage = ChannelUsage { amount_msat: 0, ..usage };
2468 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2469 let usage = ChannelUsage { amount_msat: 1, ..usage };
2470 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2471 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2472 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2473 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2474 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2476 // Fully decay liquidity upper bound.
2477 SinceEpoch::advance(Duration::from_secs(10));
2478 let usage = ChannelUsage { amount_msat: 0, ..usage };
2479 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2480 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2481 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2483 SinceEpoch::advance(Duration::from_secs(10));
2484 let usage = ChannelUsage { amount_msat: 0, ..usage };
2485 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2486 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2487 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2491 fn decays_liquidity_bounds_without_shift_overflow() {
2492 let logger = TestLogger::new();
2493 let network_graph = network_graph(&logger);
2494 let params = ProbabilisticScoringFeeParameters {
2495 liquidity_penalty_multiplier_msat: 1_000,
2496 ..ProbabilisticScoringFeeParameters::zero_penalty()
2498 let decay_params = ProbabilisticScoringDecayParameters {
2499 liquidity_offset_half_life: Duration::from_secs(10),
2500 ..ProbabilisticScoringDecayParameters::default()
2502 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2503 let source = source_node_id();
2504 let target = target_node_id();
2505 let usage = ChannelUsage {
2507 inflight_htlc_msat: 0,
2508 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2510 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2512 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2513 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2515 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2516 // would cause an overflow.
2517 SinceEpoch::advance(Duration::from_secs(10 * 64));
2518 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2520 SinceEpoch::advance(Duration::from_secs(10));
2521 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2525 fn restricts_liquidity_bounds_after_decay() {
2526 let logger = TestLogger::new();
2527 let network_graph = network_graph(&logger);
2528 let params = ProbabilisticScoringFeeParameters {
2529 liquidity_penalty_multiplier_msat: 1_000,
2530 ..ProbabilisticScoringFeeParameters::zero_penalty()
2532 let decay_params = ProbabilisticScoringDecayParameters {
2533 liquidity_offset_half_life: Duration::from_secs(10),
2534 ..ProbabilisticScoringDecayParameters::default()
2536 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2537 let source = source_node_id();
2538 let target = target_node_id();
2539 let usage = ChannelUsage {
2541 inflight_htlc_msat: 0,
2542 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2545 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2547 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2548 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2549 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2550 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2552 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2553 SinceEpoch::advance(Duration::from_secs(10));
2554 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2556 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2557 // is closer to the upper bound, meaning a higher penalty.
2558 scorer.payment_path_successful(&payment_path_for_amount(64));
2559 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2561 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2562 // is closer to the lower bound, meaning a lower penalty.
2563 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2564 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2566 // Further decaying affects the lower bound more than the upper bound (128, 928).
2567 SinceEpoch::advance(Duration::from_secs(10));
2568 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2572 fn restores_persisted_liquidity_bounds() {
2573 let logger = TestLogger::new();
2574 let network_graph = network_graph(&logger);
2575 let params = ProbabilisticScoringFeeParameters {
2576 liquidity_penalty_multiplier_msat: 1_000,
2577 considered_impossible_penalty_msat: u64::max_value(),
2578 ..ProbabilisticScoringFeeParameters::zero_penalty()
2580 let decay_params = ProbabilisticScoringDecayParameters {
2581 liquidity_offset_half_life: Duration::from_secs(10),
2582 ..ProbabilisticScoringDecayParameters::default()
2584 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2585 let source = source_node_id();
2586 let target = target_node_id();
2587 let usage = ChannelUsage {
2589 inflight_htlc_msat: 0,
2590 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2593 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2594 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2596 SinceEpoch::advance(Duration::from_secs(10));
2597 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2599 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2600 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2602 let mut serialized_scorer = Vec::new();
2603 scorer.write(&mut serialized_scorer).unwrap();
2605 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2606 let deserialized_scorer =
2607 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2608 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2612 fn decays_persisted_liquidity_bounds() {
2613 let logger = TestLogger::new();
2614 let network_graph = network_graph(&logger);
2615 let params = ProbabilisticScoringFeeParameters {
2616 liquidity_penalty_multiplier_msat: 1_000,
2617 considered_impossible_penalty_msat: u64::max_value(),
2618 ..ProbabilisticScoringFeeParameters::zero_penalty()
2620 let decay_params = ProbabilisticScoringDecayParameters {
2621 liquidity_offset_half_life: Duration::from_secs(10),
2622 ..ProbabilisticScoringDecayParameters::zero_penalty()
2624 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2625 let source = source_node_id();
2626 let target = target_node_id();
2627 let usage = ChannelUsage {
2629 inflight_htlc_msat: 0,
2630 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2633 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2634 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2636 let mut serialized_scorer = Vec::new();
2637 scorer.write(&mut serialized_scorer).unwrap();
2639 SinceEpoch::advance(Duration::from_secs(10));
2641 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2642 let deserialized_scorer =
2643 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2644 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2646 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2647 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2649 SinceEpoch::advance(Duration::from_secs(10));
2650 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2654 fn scores_realistic_payments() {
2655 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2656 // 50k sat reserve).
2657 let logger = TestLogger::new();
2658 let network_graph = network_graph(&logger);
2659 let params = ProbabilisticScoringFeeParameters::default();
2660 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2661 let source = source_node_id();
2662 let target = target_node_id();
2664 let usage = ChannelUsage {
2665 amount_msat: 100_000_000,
2666 inflight_htlc_msat: 0,
2667 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2669 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2670 let usage = ChannelUsage {
2671 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2673 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2674 let usage = ChannelUsage {
2675 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2677 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2678 let usage = ChannelUsage {
2679 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2681 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2682 let usage = ChannelUsage {
2683 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2685 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2686 let usage = ChannelUsage {
2687 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2689 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2690 let usage = ChannelUsage {
2691 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2693 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2694 let usage = ChannelUsage {
2695 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2697 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2698 let usage = ChannelUsage {
2699 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2701 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2702 let usage = ChannelUsage {
2703 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2705 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2706 let usage = ChannelUsage {
2707 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2709 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2713 fn adds_base_penalty_to_liquidity_penalty() {
2714 let logger = TestLogger::new();
2715 let network_graph = network_graph(&logger);
2716 let source = source_node_id();
2717 let target = target_node_id();
2718 let usage = ChannelUsage {
2720 inflight_htlc_msat: 0,
2721 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2724 let params = ProbabilisticScoringFeeParameters {
2725 liquidity_penalty_multiplier_msat: 1_000,
2726 ..ProbabilisticScoringFeeParameters::zero_penalty()
2728 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2729 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2731 let params = ProbabilisticScoringFeeParameters {
2732 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2733 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2735 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2736 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2738 let params = ProbabilisticScoringFeeParameters {
2739 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2740 base_penalty_amount_multiplier_msat: (1 << 30),
2741 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2744 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2745 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2749 fn adds_amount_penalty_to_liquidity_penalty() {
2750 let logger = TestLogger::new();
2751 let network_graph = network_graph(&logger);
2752 let source = source_node_id();
2753 let target = target_node_id();
2754 let usage = ChannelUsage {
2755 amount_msat: 512_000,
2756 inflight_htlc_msat: 0,
2757 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2760 let params = ProbabilisticScoringFeeParameters {
2761 liquidity_penalty_multiplier_msat: 1_000,
2762 liquidity_penalty_amount_multiplier_msat: 0,
2763 ..ProbabilisticScoringFeeParameters::zero_penalty()
2765 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2766 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2768 let params = ProbabilisticScoringFeeParameters {
2769 liquidity_penalty_multiplier_msat: 1_000,
2770 liquidity_penalty_amount_multiplier_msat: 256,
2771 ..ProbabilisticScoringFeeParameters::zero_penalty()
2773 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2774 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2778 fn calculates_log10_without_overflowing_u64_max_value() {
2779 let logger = TestLogger::new();
2780 let network_graph = network_graph(&logger);
2781 let source = source_node_id();
2782 let target = target_node_id();
2783 let usage = ChannelUsage {
2784 amount_msat: u64::max_value(),
2785 inflight_htlc_msat: 0,
2786 effective_capacity: EffectiveCapacity::Infinite,
2789 let params = ProbabilisticScoringFeeParameters {
2790 liquidity_penalty_multiplier_msat: 40_000,
2791 ..ProbabilisticScoringFeeParameters::zero_penalty()
2793 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2794 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2795 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2799 fn accounts_for_inflight_htlc_usage() {
2800 let logger = TestLogger::new();
2801 let network_graph = network_graph(&logger);
2802 let params = ProbabilisticScoringFeeParameters {
2803 considered_impossible_penalty_msat: u64::max_value(),
2804 ..ProbabilisticScoringFeeParameters::zero_penalty()
2806 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2807 let source = source_node_id();
2808 let target = target_node_id();
2810 let usage = ChannelUsage {
2812 inflight_htlc_msat: 0,
2813 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2815 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2817 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2818 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2822 fn removes_uncertainity_when_exact_liquidity_known() {
2823 let logger = TestLogger::new();
2824 let network_graph = network_graph(&logger);
2825 let params = ProbabilisticScoringFeeParameters::default();
2826 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2827 let source = source_node_id();
2828 let target = target_node_id();
2830 let base_penalty_msat = params.base_penalty_msat;
2831 let usage = ChannelUsage {
2833 inflight_htlc_msat: 0,
2834 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2836 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2838 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2839 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2841 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2842 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2846 fn remembers_historical_failures() {
2847 let logger = TestLogger::new();
2848 let network_graph = network_graph(&logger);
2849 let params = ProbabilisticScoringFeeParameters {
2850 historical_liquidity_penalty_multiplier_msat: 1024,
2851 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2852 ..ProbabilisticScoringFeeParameters::zero_penalty()
2854 let decay_params = ProbabilisticScoringDecayParameters {
2855 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2856 historical_no_updates_half_life: Duration::from_secs(10),
2858 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2859 let source = source_node_id();
2860 let target = target_node_id();
2862 let usage = ChannelUsage {
2864 inflight_htlc_msat: 0,
2865 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2867 // With no historical data the normal liquidity penalty calculation is used.
2868 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2869 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2872 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2873 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2874 // The "it failed" increment is 32, where the probability should lie fully in the first
2876 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2877 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2879 // Even after we tell the scorer we definitely have enough available liquidity, it will
2880 // still remember that there was some failure in the past, and assign a non-0 penalty.
2881 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2882 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2883 // The first octile should be decayed just slightly and the last octile has a new point.
2884 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2885 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2887 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2888 // gone), and check that we're back to where we started.
2889 SinceEpoch::advance(Duration::from_secs(10 * 16));
2890 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2891 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2892 // data entirely instead.
2893 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2894 Some(([0; 8], [0; 8])));
2896 let usage = ChannelUsage {
2898 inflight_htlc_msat: 1024,
2899 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2901 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2902 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2904 let usage = ChannelUsage {
2906 inflight_htlc_msat: 0,
2907 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2909 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2911 // Advance to decay all liquidity offsets to zero.
2912 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2914 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2915 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2917 path_hop(target_pubkey(), 43, 2),
2918 path_hop(source_pubkey(), 42, 1),
2919 path_hop(sender_pubkey(), 41, 0),
2921 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2925 fn adds_anti_probing_penalty() {
2926 let logger = TestLogger::new();
2927 let network_graph = network_graph(&logger);
2928 let source = source_node_id();
2929 let target = target_node_id();
2930 let params = ProbabilisticScoringFeeParameters {
2931 anti_probing_penalty_msat: 500,
2932 ..ProbabilisticScoringFeeParameters::zero_penalty()
2934 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2936 // Check we receive no penalty for a low htlc_maximum_msat.
2937 let usage = ChannelUsage {
2938 amount_msat: 512_000,
2939 inflight_htlc_msat: 0,
2940 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2942 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2944 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2945 let usage = ChannelUsage {
2946 amount_msat: 512_000,
2947 inflight_htlc_msat: 0,
2948 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2950 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2952 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2953 let usage = ChannelUsage {
2954 amount_msat: 512_000,
2955 inflight_htlc_msat: 0,
2956 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2958 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2960 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2961 let usage = ChannelUsage {
2962 amount_msat: 512_000,
2963 inflight_htlc_msat: 0,
2964 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2966 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2970 fn scores_with_blinded_path() {
2971 // Make sure we'll account for a blinded path's final_value_msat in scoring
2972 let logger = TestLogger::new();
2973 let network_graph = network_graph(&logger);
2974 let params = ProbabilisticScoringFeeParameters {
2975 liquidity_penalty_multiplier_msat: 1_000,
2976 ..ProbabilisticScoringFeeParameters::zero_penalty()
2978 let decay_params = ProbabilisticScoringDecayParameters::default();
2979 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2980 let source = source_node_id();
2981 let target = target_node_id();
2982 let usage = ChannelUsage {
2984 inflight_htlc_msat: 0,
2985 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2987 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2989 let mut path = payment_path_for_amount(768);
2990 let recipient_hop = path.hops.pop().unwrap();
2991 let blinded_path = BlindedPath {
2992 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2993 blinding_point: test_utils::pubkey(42),
2995 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2998 path.blinded_tail = Some(BlindedTail {
2999 hops: blinded_path.blinded_hops,
3000 blinding_point: blinded_path.blinding_point,
3001 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3002 final_value_msat: recipient_hop.fee_msat,
3005 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3006 // final value is taken into account.
3007 assert!(scorer.channel_liquidities.get(&42).is_none());
3009 scorer.payment_path_failed(&path, 42);
3010 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3011 scorer.payment_path_failed(&path, 43);
3013 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3014 .as_directed(&source, &target, 0, 1_000, decay_params);
3015 assert_eq!(liquidity.min_liquidity_msat(), 256);
3016 assert_eq!(liquidity.max_liquidity_msat(), 768);