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 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217 self.lock().write(writer)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
225 impl<T: Score> MultiThreadedLockableScore<T> {
226 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227 pub fn new(score: T) -> Self {
228 MultiThreadedLockableScore { score: Mutex::new(score) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264 /// The amount to send through the channel, denominated in millisatoshis.
265 pub amount_msat: u64,
267 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268 /// as part of a multi-path payment.
269 pub inflight_htlc_msat: u64,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 decay_params: ProbabilisticScoringDecayParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringFeeParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423 /// channel's success probability for the payment, as determined by our latest estimates of the
424 /// channel's liquidity, to determine the amount penalty.
426 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427 /// fees plus penalty) for large payments. The penalty is computed as the product of this
428 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429 /// success probability.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
433 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434 /// the amount will result in a penalty of the multiplier. And, as the success probability
435 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
442 /// A multiplier used in conjunction with the negative `log10` of the channel's success
443 /// probability for the payment, as determined based on the history of our estimates of the
444 /// channel's available liquidity, to determine a penalty.
446 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447 /// only our latest estimate for the current liquidity available in the channel, it estimates
448 /// success probability based on the estimated liquidity available in the channel through
449 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450 /// track which of several buckets those bounds fall into, exponentially decaying the
451 /// probability of each bucket as new samples are added.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
458 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459 /// channel's success probability for the payment, as determined based on the history of our
460 /// estimates of the channel's available liquidity, to determine a penalty.
462 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464 /// of the payment amount, weighted by the negative `log10` of the success probability.
466 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467 /// of using only our latest estimate for the current liquidity available in the channel, it
468 /// estimates success probability based on the estimated liquidity available in the channel
469 /// through history. Specifically, every time we update our liquidity bounds on a given
470 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471 /// the probability of each bucket as new samples are added.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
478 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480 /// considered during path finding.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
485 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
487 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489 /// to restrict `htlc_maximum_msat` and improve privacy.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
494 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495 /// current estimate of the channel's available liquidity.
497 /// Note that in this case all other penalties, including the
498 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500 /// applicable, are still included in the overall penalty.
502 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503 /// `u64::max_value()` will guarantee that.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
507 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509 /// [`base_penalty_msat`]: Self::base_penalty_msat
510 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511 pub considered_impossible_penalty_msat: u64,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> Self {
517 base_penalty_msat: 500,
518 base_penalty_amount_multiplier_msat: 8192,
519 liquidity_penalty_multiplier_msat: 30_000,
520 liquidity_penalty_amount_multiplier_msat: 192,
521 manual_node_penalties: HashMap::new(),
522 anti_probing_penalty_msat: 250,
523 considered_impossible_penalty_msat: 1_0000_0000_000,
524 historical_liquidity_penalty_multiplier_msat: 10_000,
525 historical_liquidity_penalty_amount_multiplier_msat: 64,
530 impl ProbabilisticScoringFeeParameters {
531 /// Marks the node with the given `node_id` as banned,
532 /// i.e it will be avoided during path finding.
533 pub fn add_banned(&mut self, node_id: &NodeId) {
534 self.manual_node_penalties.insert(*node_id, u64::max_value());
537 /// Marks all nodes in the given list as banned, i.e.,
538 /// they will be avoided during path finding.
539 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
545 /// Removes the node with the given `node_id` from the list of nodes to avoid.
546 pub fn remove_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.remove(node_id);
550 /// Sets a manual penalty for the given node.
551 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552 self.manual_node_penalties.insert(*node_id, penalty);
555 /// Removes the node with the given `node_id` from the list of manual penalties.
556 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557 self.manual_node_penalties.remove(node_id);
560 /// Clears the list of manual penalties that are applied during path finding.
561 pub fn clear_manual_penalties(&mut self) {
562 self.manual_node_penalties = HashMap::new();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> Self {
570 base_penalty_msat: 0,
571 base_penalty_amount_multiplier_msat: 0,
572 liquidity_penalty_multiplier_msat: 0,
573 liquidity_penalty_amount_multiplier_msat: 0,
574 historical_liquidity_penalty_multiplier_msat: 0,
575 historical_liquidity_penalty_amount_multiplier_msat: 0,
576 manual_node_penalties: HashMap::new(),
577 anti_probing_penalty_msat: 0,
578 considered_impossible_penalty_msat: 0,
583 /// Parameters for configuring [`ProbabilisticScorer`].
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
603 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
608 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610 /// struct documentation for more info on the way the liquidity bounds are used.
612 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
616 /// Default value: 6 hours
620 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621 /// liquidity knowledge will never decay except when the bounds cross.
622 pub liquidity_offset_half_life: Duration,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> Self {
628 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> Self {
638 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
644 /// Accounting for channel liquidity balance uncertainty.
646 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
647 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
648 /// offset fields gives the opposite direction.
649 struct ChannelLiquidity<T: Time> {
650 /// Lower channel liquidity bound in terms of an offset from zero.
651 min_liquidity_offset_msat: u64,
653 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654 max_liquidity_offset_msat: u64,
656 /// Time when the liquidity bounds were last modified.
659 min_liquidity_offset_history: HistoricalBucketRangeTracker,
660 max_liquidity_offset_history: HistoricalBucketRangeTracker,
663 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
664 /// decayed with a given half life.
665 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
666 min_liquidity_offset_msat: L,
667 max_liquidity_offset_msat: L,
668 liquidity_history: HistoricalMinMaxBuckets<BRT>,
669 inflight_htlc_msat: u64,
673 decay_params: ProbabilisticScoringDecayParameters,
676 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
677 /// Creates a new scorer using the given scoring parameters for sending payments from a node
678 /// through a network graph.
679 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
684 channel_liquidities: HashMap::new(),
689 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
690 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
694 /// Dump the contents of this scorer into the configured logger.
696 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
697 /// which may be a substantial amount of log output.
698 pub fn debug_log_liquidity_stats(&self) {
701 let graph = self.network_graph.read_only();
702 for (scid, liq) in self.channel_liquidities.iter() {
703 if let Some(chan_debug) = graph.channels().get(scid) {
704 let log_direction = |source, target| {
705 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
706 let amt = directed_info.effective_capacity().as_msat();
707 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
709 let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
710 .get_decayed_buckets(now, *dir_liq.last_updated,
711 self.decay_params.historical_no_updates_half_life);
713 log_debug!(self.logger, core::concat!(
714 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
715 "\tHistorical min liquidity bucket relative probabilities:\n",
716 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
717 "\tHistorical max liquidity bucket relative probabilities:\n",
718 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
719 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
720 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
721 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
722 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
723 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
724 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
725 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
726 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
727 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
728 // Note that the liquidity buckets are an offset from the edge, so we
729 // inverse the max order to get the probabilities from zero.
730 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
731 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
732 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
733 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
734 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
735 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
736 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
737 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
739 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
743 log_direction(&chan_debug.node_one, &chan_debug.node_two);
744 log_direction(&chan_debug.node_two, &chan_debug.node_one);
746 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
751 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
752 /// channel with `scid` towards the given `target` node.
753 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
754 let graph = self.network_graph.read_only();
756 if let Some(chan) = graph.channels().get(&scid) {
757 if let Some(liq) = self.channel_liquidities.get(&scid) {
758 if let Some((directed_info, source)) = chan.as_directed_to(target) {
759 let amt = directed_info.effective_capacity().as_msat();
760 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
761 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
768 /// Query the historical estimated minimum and maximum liquidity available for sending a
769 /// payment over the channel with `scid` towards the given `target` node.
771 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
772 /// the second set describes the upper-bound liquidity history. Each bucket describes the
773 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
774 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
775 /// more recent data points are weighted more heavily than older datapoints.
777 /// Note that the range of each bucket varies by its location to provide more granular results
778 /// at the edges of a channel's capacity, where it is more likely to sit.
780 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
781 /// is calculated by dividing that bucket's value with the total value of all buckets.
783 /// For example, using a lower bucket count for illustrative purposes, a value of
784 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
785 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
786 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
787 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
789 /// Because the datapoints are decayed slowly over time, values will eventually return to
790 /// `Some(([0; 32], [0; 32]))`.
792 /// In order to fetch a single success probability from the buckets provided here, as used in
793 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
794 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
795 -> Option<([u16; 32], [u16; 32])> {
796 let graph = self.network_graph.read_only();
798 if let Some(chan) = graph.channels().get(&scid) {
799 if let Some(liq) = self.channel_liquidities.get(&scid) {
800 if let Some((directed_info, source)) = chan.as_directed_to(target) {
801 let amt = directed_info.effective_capacity().as_msat();
802 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
804 let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
805 .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
806 self.decay_params.historical_no_updates_half_life);
807 // Note that the liquidity buckets are an offset from the edge, so we inverse
808 // the max order to get the probabilities from zero.
809 max_buckets.reverse();
810 return Some((min_buckets, max_buckets));
817 /// Query the probability of payment success sending the given `amount_msat` over the channel
818 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
821 /// These are the same bounds as returned by
822 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
823 /// [`Self::estimated_channel_liquidity_range`]).
824 pub fn historical_estimated_payment_success_probability(
825 &self, scid: u64, target: &NodeId, amount_msat: u64)
827 let graph = self.network_graph.read_only();
829 if let Some(chan) = graph.channels().get(&scid) {
830 if let Some(liq) = self.channel_liquidities.get(&scid) {
831 if let Some((directed_info, source)) = chan.as_directed_to(target) {
832 let capacity_msat = directed_info.effective_capacity().as_msat();
833 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
835 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
836 dir_liq.now, *dir_liq.last_updated,
837 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
838 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
846 impl<T: Time> ChannelLiquidity<T> {
850 min_liquidity_offset_msat: 0,
851 max_liquidity_offset_msat: 0,
852 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
853 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
854 last_updated: T::now(),
858 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
861 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
862 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
863 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
865 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
866 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
868 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
869 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
872 DirectedChannelLiquidity {
873 min_liquidity_offset_msat,
874 max_liquidity_offset_msat,
875 liquidity_history: HistoricalMinMaxBuckets {
876 min_liquidity_offset_history,
877 max_liquidity_offset_history,
881 last_updated: &self.last_updated,
883 decay_params: decay_params,
887 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
890 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
891 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
892 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
894 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
895 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
897 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
898 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
901 DirectedChannelLiquidity {
902 min_liquidity_offset_msat,
903 max_liquidity_offset_msat,
904 liquidity_history: HistoricalMinMaxBuckets {
905 min_liquidity_offset_history,
906 max_liquidity_offset_history,
910 last_updated: &mut self.last_updated,
912 decay_params: decay_params,
917 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
919 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
921 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
922 /// ratio, as X in 1/X.
923 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
925 /// The divisor used when computing the amount penalty.
926 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
927 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
929 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
930 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
932 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
933 let available_capacity = self.available_capacity();
934 let max_liquidity_msat = self.max_liquidity_msat();
935 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
937 let mut res = if amount_msat <= min_liquidity_msat {
939 } else if amount_msat >= max_liquidity_msat {
940 // Equivalent to hitting the else clause below with the amount equal to the effective
941 // capacity and without any certainty on the liquidity upper bound, plus the
942 // impossibility penalty.
943 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
944 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
945 score_params.liquidity_penalty_multiplier_msat,
946 score_params.liquidity_penalty_amount_multiplier_msat)
947 .saturating_add(score_params.considered_impossible_penalty_msat)
949 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
950 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
951 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
952 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
953 // don't bother trying to use the log approximation as it gets too noisy to be
954 // particularly helpful, instead just round down to 0.
957 let negative_log10_times_2048 =
958 approx::negative_log10_times_2048(numerator, denominator);
959 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
960 score_params.liquidity_penalty_multiplier_msat,
961 score_params.liquidity_penalty_amount_multiplier_msat)
965 if amount_msat >= available_capacity {
966 // We're trying to send more than the capacity, use a max penalty.
967 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
968 NEGATIVE_LOG10_UPPER_BOUND * 2048,
969 score_params.historical_liquidity_penalty_multiplier_msat,
970 score_params.historical_liquidity_penalty_amount_multiplier_msat));
974 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
975 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
976 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
977 .calculate_success_probability_times_billion(self.now, *self.last_updated,
978 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
980 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
981 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
982 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
983 score_params.historical_liquidity_penalty_amount_multiplier_msat));
985 // If we don't have any valid points (or, once decayed, we have less than a full
986 // point), redo the non-historical calculation with no liquidity bounds tracked and
987 // the historical penalty multipliers.
988 let available_capacity = self.available_capacity();
989 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
990 let denominator = available_capacity.saturating_add(1);
991 let negative_log10_times_2048 =
992 approx::negative_log10_times_2048(numerator, denominator);
993 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
994 score_params.historical_liquidity_penalty_multiplier_msat,
995 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1002 /// Computes the liquidity penalty from the penalty multipliers.
1004 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1005 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1007 negative_log10_times_2048 =
1008 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1010 // Upper bound the liquidity penalty to ensure some channel is selected.
1011 let liquidity_penalty_msat = negative_log10_times_2048
1012 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1013 let amount_penalty_msat = negative_log10_times_2048
1014 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1015 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1017 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1020 /// Returns the lower bound of the channel liquidity balance in this direction.
1022 fn min_liquidity_msat(&self) -> u64 {
1023 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1026 /// Returns the upper bound of the channel liquidity balance in this direction.
1028 fn max_liquidity_msat(&self) -> u64 {
1029 self.available_capacity()
1030 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1033 /// Returns the capacity minus the in-flight HTLCs in this direction.
1035 fn available_capacity(&self) -> u64 {
1036 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1039 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1040 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1042 // Decay the offset by the appropriate number of half lives. If half of the next half
1043 // life has passed, approximate an additional three-quarter life to help smooth out the
1045 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1046 let half_decays = elapsed_time / (half_life / 2);
1047 let decays = half_decays / 2;
1048 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1049 if half_decays % 2 == 0 {
1052 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1054 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1062 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1063 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1064 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1065 let existing_max_msat = self.max_liquidity_msat();
1066 if amount_msat < existing_max_msat {
1067 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1068 self.set_max_liquidity_msat(amount_msat);
1070 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1071 chan_descr, existing_max_msat, amount_msat);
1073 self.update_history_buckets(0);
1076 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1077 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1078 let existing_min_msat = self.min_liquidity_msat();
1079 if amount_msat > existing_min_msat {
1080 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1081 self.set_min_liquidity_msat(amount_msat);
1083 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1084 chan_descr, existing_min_msat, amount_msat);
1086 self.update_history_buckets(0);
1089 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1090 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1091 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1092 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1093 self.set_max_liquidity_msat(max_liquidity_msat);
1094 self.update_history_buckets(amount_msat);
1097 /// Updates the history buckets for this channel. Because the history buckets track what we now
1098 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1099 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1100 /// represents the amount of the successful payment we just made.
1101 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1102 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1103 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1104 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1105 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1106 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1108 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1109 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1110 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1112 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1113 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1114 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1118 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1119 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1120 *self.min_liquidity_offset_msat = amount_msat;
1121 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1124 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1126 *self.last_updated = self.now;
1129 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1130 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1131 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1132 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1135 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1137 *self.last_updated = self.now;
1141 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1142 type ScoreParams = ProbabilisticScoringFeeParameters;
1143 fn channel_penalty_msat(
1144 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1146 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1150 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1151 score_params.base_penalty_amount_multiplier_msat
1152 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1154 let mut anti_probing_penalty_msat = 0;
1155 match usage.effective_capacity {
1156 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1157 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1159 if usage.amount_msat > amount_msat {
1160 return u64::max_value();
1162 return base_penalty_msat;
1165 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1166 if htlc_maximum_msat >= capacity_msat/2 {
1167 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1173 let amount_msat = usage.amount_msat;
1174 let capacity_msat = usage.effective_capacity.as_msat();
1175 let inflight_htlc_msat = usage.inflight_htlc_msat;
1176 self.channel_liquidities
1177 .get(&short_channel_id)
1178 .unwrap_or(&ChannelLiquidity::new())
1179 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1180 .penalty_msat(amount_msat, score_params)
1181 .saturating_add(anti_probing_penalty_msat)
1182 .saturating_add(base_penalty_msat)
1185 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1186 let amount_msat = path.final_value_msat();
1187 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1188 let network_graph = self.network_graph.read_only();
1189 for (hop_idx, hop) in path.hops.iter().enumerate() {
1190 let target = NodeId::from_pubkey(&hop.pubkey);
1191 let channel_directed_from_source = network_graph.channels()
1192 .get(&hop.short_channel_id)
1193 .and_then(|channel| channel.as_directed_to(&target));
1195 let at_failed_channel = hop.short_channel_id == short_channel_id;
1196 if at_failed_channel && hop_idx == 0 {
1197 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);
1200 // Only score announced channels.
1201 if let Some((channel, source)) = channel_directed_from_source {
1202 let capacity_msat = channel.effective_capacity().as_msat();
1203 if at_failed_channel {
1204 self.channel_liquidities
1205 .entry(hop.short_channel_id)
1206 .or_insert_with(ChannelLiquidity::new)
1207 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1208 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1210 self.channel_liquidities
1211 .entry(hop.short_channel_id)
1212 .or_insert_with(ChannelLiquidity::new)
1213 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1214 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1217 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).",
1218 hop.short_channel_id);
1220 if at_failed_channel { break; }
1224 fn payment_path_successful(&mut self, path: &Path) {
1225 let amount_msat = path.final_value_msat();
1226 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1227 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1228 let network_graph = self.network_graph.read_only();
1229 for hop in &path.hops {
1230 let target = NodeId::from_pubkey(&hop.pubkey);
1231 let channel_directed_from_source = network_graph.channels()
1232 .get(&hop.short_channel_id)
1233 .and_then(|channel| channel.as_directed_to(&target));
1235 // Only score announced channels.
1236 if let Some((channel, source)) = channel_directed_from_source {
1237 let capacity_msat = channel.effective_capacity().as_msat();
1238 self.channel_liquidities
1239 .entry(hop.short_channel_id)
1240 .or_insert_with(ChannelLiquidity::new)
1241 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1242 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1244 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).",
1245 hop.short_channel_id);
1250 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1251 self.payment_path_failed(path, short_channel_id)
1254 fn probe_successful(&mut self, path: &Path) {
1255 self.payment_path_failed(path, u64::max_value())
1260 const BITS: u32 = 64;
1261 const HIGHEST_BIT: u32 = BITS - 1;
1262 const LOWER_BITS: u32 = 6;
1263 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1264 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1266 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1267 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1268 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1269 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1270 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1271 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1272 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1273 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1274 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1275 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1276 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1277 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1278 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1279 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1280 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1281 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1282 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1283 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1284 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1285 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1286 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1287 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1288 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1289 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1290 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1291 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1292 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1293 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1294 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1295 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1296 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1297 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1298 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1299 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1300 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1301 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1302 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1303 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1304 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1305 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1306 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1307 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1308 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1309 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1310 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1311 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1312 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1313 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1314 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1315 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1316 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1317 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1318 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1319 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1320 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1321 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1322 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1323 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1324 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1325 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1326 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1327 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1328 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1329 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1330 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1331 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1332 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1333 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1334 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1335 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1336 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1337 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1338 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1339 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1340 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1341 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1342 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1343 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1344 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1345 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1346 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1347 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1348 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1349 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1350 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1351 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1352 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1353 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1354 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1355 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1356 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1357 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1358 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1359 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1360 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1361 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1362 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1363 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1364 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1365 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1366 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1367 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1368 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1369 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1370 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1371 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1372 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1373 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1374 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1375 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1376 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1377 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1378 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1379 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1380 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1381 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1382 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1383 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1384 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1385 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1386 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1387 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1388 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1389 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1390 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1391 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1392 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1393 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1394 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1395 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1396 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1397 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1398 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1399 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1400 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1401 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1402 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1403 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1404 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1405 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1406 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1407 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1408 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1409 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1410 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1411 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1412 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1413 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1414 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1415 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1416 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1417 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1418 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1419 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1420 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1421 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1422 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1423 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1424 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1425 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1426 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1427 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1428 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1429 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1430 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1431 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1432 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1433 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1434 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1435 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1436 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1437 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1438 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1439 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1440 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1441 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1442 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1443 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1444 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1445 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1446 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1447 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1448 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1449 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1450 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1451 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1452 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1453 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1454 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1455 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1456 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1457 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1458 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1459 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1460 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1461 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1462 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1463 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1464 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1465 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1466 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1467 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1468 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1469 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1470 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1471 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1472 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1473 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1474 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1475 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1476 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1477 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1478 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1479 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1480 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1481 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1482 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1483 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1484 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1485 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1486 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1487 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1488 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1489 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1490 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1491 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1492 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1493 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1494 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1495 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1496 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1497 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1498 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1499 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1500 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1501 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1502 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1503 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1504 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1505 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1506 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1507 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1508 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1509 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1510 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1511 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1512 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1513 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1514 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1515 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1516 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1517 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1518 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1519 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1520 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1521 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1522 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1523 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1524 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1527 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1529 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1530 // Multiply the -1 through to avoid needing to use signed numbers.
1531 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1535 fn log10_times_2048(x: u64) -> u16 {
1536 debug_assert_ne!(x, 0);
1537 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1538 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1539 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1547 fn prints_negative_log10_times_2048_lookup_table() {
1548 for msb in 0..BITS {
1549 for i in 0..LOWER_BITS_BOUND {
1550 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1551 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1552 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1554 if i % LOWER_BITS_BOUND == 0 {
1555 print!("\t\t[{}, ", log10_times_2048);
1556 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1557 println!("{}],", log10_times_2048);
1558 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1559 print!("{},\n\t\t\t", log10_times_2048);
1561 print!("{}, ", log10_times_2048);
1569 mod bucketed_history {
1572 // Because liquidity is often skewed heavily in one direction, we store historical state
1573 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1574 // must fit evenly into the buckets here.
1576 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1577 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1578 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1579 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1581 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1582 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1583 // buckets in total.
1585 const BUCKET_START_POS: [u16; 33] = [
1586 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1587 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1590 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1591 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1594 const POSITION_TICKS: u16 = 1 << 14;
1596 fn pos_to_bucket(pos: u16) -> usize {
1597 for bucket in 0..32 {
1598 if pos < BUCKET_START_POS[bucket + 1] {
1602 debug_assert!(false);
1608 fn check_bucket_maps() {
1609 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1610 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1611 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1613 let mut min_size_iter = 0;
1614 let mut legacy_bucket_iter = 0;
1615 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1616 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1617 for i in 0..*width {
1618 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1620 min_size_iter += *width;
1621 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1622 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1623 if legacy_bucket_iter + 1 < 8 {
1624 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1626 legacy_bucket_iter += 1;
1629 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1630 assert_eq!(min_size_iter, POSITION_TICKS);
1634 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1635 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1636 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1637 .try_into().unwrap_or(POSITION_TICKS)
1639 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1640 // division. This branch should only be hit in fuzz testing since the amount would
1641 // need to be over 2.88 million BTC in practice.
1642 ((amount_msat as u128) * (POSITION_TICKS as u128)
1643 / (capacity_msat as u128).saturating_add(1))
1644 .try_into().unwrap_or(POSITION_TICKS)
1646 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1647 // capacity to change due to a `channel_update` message which, if received while a payment
1648 // is in-flight, could cause this to fail. Thus, we only assert in test.
1650 debug_assert!(pos < POSITION_TICKS);
1654 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1655 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1656 /// support reading the legacy values here for backwards compatibility.
1657 pub(super) struct LegacyHistoricalBucketRangeTracker {
1661 impl LegacyHistoricalBucketRangeTracker {
1662 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1663 let mut buckets = [0; 32];
1664 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1665 let mut new_val = *legacy_bucket;
1666 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1667 new_val /= (end - start) as u16;
1668 for i in start..end {
1669 buckets[i as usize] = new_val;
1672 HistoricalBucketRangeTracker { buckets }
1676 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1677 /// in each of 32 buckets.
1678 #[derive(Clone, Copy)]
1679 pub(super) struct HistoricalBucketRangeTracker {
1683 impl HistoricalBucketRangeTracker {
1684 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1685 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1686 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1687 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1689 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1690 // the buckets for the current min and max liquidity offset positions.
1692 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1693 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1694 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1696 // In total, this allows us to track data for the last 8,000 or so payments across a given
1699 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1700 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1701 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1704 // The constants were picked experimentally, selecting a decay amount that restricts us
1705 // from overflowing buckets without having to cap them manually.
1707 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1708 if pos < POSITION_TICKS {
1709 for e in self.buckets.iter_mut() {
1710 *e = ((*e as u32) * 2047 / 2048) as u16;
1712 let bucket = pos_to_bucket(pos);
1713 self.buckets[bucket] = self.buckets[bucket].saturating_add(32);
1716 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1717 /// datapoints as we receive newer information.
1719 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1720 for e in self.buckets.iter_mut() {
1721 *e = e.checked_shr(half_lives).unwrap_or(0);
1726 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1727 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1729 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1730 /// liquidity bounds for a given channel.
1731 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1732 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1734 pub(super) min_liquidity_offset_history: D,
1735 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1737 pub(super) max_liquidity_offset_history: D,
1740 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1742 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1743 -> ([u16; 32], [u16; 32], u32) {
1744 let required_decays = now.duration_since(last_updated).as_secs()
1745 .checked_div(half_life.as_secs())
1746 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1747 let mut min_buckets = *self.min_liquidity_offset_history;
1748 min_buckets.time_decay_data(required_decays);
1749 let mut max_buckets = *self.max_liquidity_offset_history;
1750 max_buckets.time_decay_data(required_decays);
1751 (min_buckets.buckets, max_buckets.buckets, required_decays)
1755 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1756 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1758 // If historical penalties are enabled, we try to calculate a probability of success
1759 // given our historical distribution of min- and max-liquidity bounds in a channel.
1760 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1761 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1762 // state). For each pair, we calculate the probability as if the bucket's corresponding
1763 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1764 // that probability by the weight of the selected buckets.
1765 let mut total_valid_points_tracked = 0;
1767 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1768 if payment_pos >= POSITION_TICKS { return None; }
1770 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1771 // don't actually use the decayed buckets, though, as that would lose precision.
1772 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
1773 self.get_decayed_buckets(now, last_updated, half_life);
1774 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
1778 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1779 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1780 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1783 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
1784 // it as if we were fully decayed.
1785 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1789 let mut cumulative_success_prob_times_billion = 0;
1790 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1791 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1792 // points against the 0th min bucket. This avoids the case where we fail to route
1793 // increasingly lower values over a channel, but treat each failure as a separate
1794 // datapoint, many of which may have relatively high maximum-available-liquidity
1795 // values, which will result in us thinking we have some nontrivial probability of
1796 // routing up to that amount.
1797 if self.min_liquidity_offset_history.buckets[0] != 0 {
1798 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1799 let mut total_max_points = 0; // Total points in max-buckets to consider
1800 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1801 if *max_bucket >= 32 {
1802 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1804 total_max_points += *max_bucket as u64;
1806 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1807 if payment_pos < max_bucket_end_pos {
1808 let bucket_prob_times_billion =
1809 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1810 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1811 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1812 ((max_bucket_end_pos - payment_pos) as u64) /
1813 // Add an additional one in the divisor as the payment bucket has been
1815 (max_bucket_end_pos + 1) as u64;
1819 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1820 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1821 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1822 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1823 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1824 // 30 bits is 62 bits.
1825 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1826 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1827 if payment_pos >= max_bucket_end_pos {
1828 // Success probability 0, the payment amount may be above the max liquidity
1830 } else if payment_pos < min_bucket_start_pos {
1831 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1833 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1834 ((max_bucket_end_pos - payment_pos) as u64) /
1835 // Add an additional one in the divisor as the payment bucket has been
1837 ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1842 Some(cumulative_success_prob_times_billion)
1846 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1848 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1850 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1851 write_tlv_fields!(w, {
1852 (0, self.channel_liquidities, required),
1858 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1859 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1862 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1863 ) -> Result<Self, DecodeError> {
1864 let (decay_params, network_graph, logger) = args;
1865 let mut channel_liquidities = HashMap::new();
1866 read_tlv_fields!(r, {
1867 (0, channel_liquidities, required),
1873 channel_liquidities,
1878 impl<T: Time> Writeable for ChannelLiquidity<T> {
1880 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1881 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1882 write_tlv_fields!(w, {
1883 (0, self.min_liquidity_offset_msat, required),
1884 // 1 was the min_liquidity_offset_history in octile form
1885 (2, self.max_liquidity_offset_msat, required),
1886 // 3 was the max_liquidity_offset_history in octile form
1887 (4, duration_since_epoch, required),
1888 (5, Some(self.min_liquidity_offset_history), option),
1889 (7, Some(self.max_liquidity_offset_history), option),
1895 impl<T: Time> Readable for ChannelLiquidity<T> {
1897 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1898 let mut min_liquidity_offset_msat = 0;
1899 let mut max_liquidity_offset_msat = 0;
1900 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1901 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1902 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1903 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1904 let mut duration_since_epoch = Duration::from_secs(0);
1905 read_tlv_fields!(r, {
1906 (0, min_liquidity_offset_msat, required),
1907 (1, legacy_min_liq_offset_history, option),
1908 (2, max_liquidity_offset_msat, required),
1909 (3, legacy_max_liq_offset_history, option),
1910 (4, duration_since_epoch, required),
1911 (5, min_liquidity_offset_history, option),
1912 (7, max_liquidity_offset_history, option),
1914 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1915 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1916 // is a time from a monotonic clock usually represented as an offset against boot time).
1917 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1918 // from the one that was written. However, because `Instant` can panic if we construct one
1919 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1920 // using `Instant::now()` in that case.
1921 let wall_clock_now = T::duration_since_epoch();
1923 let last_updated = if wall_clock_now > duration_since_epoch {
1924 now - (wall_clock_now - duration_since_epoch)
1926 if min_liquidity_offset_history.is_none() {
1927 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1928 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1930 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1933 if max_liquidity_offset_history.is_none() {
1934 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1935 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1937 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1941 min_liquidity_offset_msat,
1942 max_liquidity_offset_msat,
1943 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1944 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1952 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1953 use crate::blinded_path::{BlindedHop, BlindedPath};
1954 use crate::util::config::UserConfig;
1955 use crate::util::time::Time;
1956 use crate::util::time::tests::SinceEpoch;
1958 use crate::ln::channelmanager;
1959 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1960 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1961 use crate::routing::router::{BlindedTail, Path, RouteHop};
1962 use crate::routing::scoring::{ChannelUsage, Score};
1963 use crate::util::ser::{ReadableArgs, Writeable};
1964 use crate::util::test_utils::{self, TestLogger};
1966 use bitcoin::blockdata::constants::genesis_block;
1967 use bitcoin::hashes::Hash;
1968 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1969 use bitcoin::network::constants::Network;
1970 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1971 use core::time::Duration;
1974 fn source_privkey() -> SecretKey {
1975 SecretKey::from_slice(&[42; 32]).unwrap()
1978 fn target_privkey() -> SecretKey {
1979 SecretKey::from_slice(&[43; 32]).unwrap()
1982 fn source_pubkey() -> PublicKey {
1983 let secp_ctx = Secp256k1::new();
1984 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1987 fn target_pubkey() -> PublicKey {
1988 let secp_ctx = Secp256k1::new();
1989 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1992 fn source_node_id() -> NodeId {
1993 NodeId::from_pubkey(&source_pubkey())
1996 fn target_node_id() -> NodeId {
1997 NodeId::from_pubkey(&target_pubkey())
2000 // `ProbabilisticScorer` tests
2002 /// A probabilistic scorer for testing with time that can be manually advanced.
2003 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2005 fn sender_privkey() -> SecretKey {
2006 SecretKey::from_slice(&[41; 32]).unwrap()
2009 fn recipient_privkey() -> SecretKey {
2010 SecretKey::from_slice(&[45; 32]).unwrap()
2013 fn sender_pubkey() -> PublicKey {
2014 let secp_ctx = Secp256k1::new();
2015 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2018 fn recipient_pubkey() -> PublicKey {
2019 let secp_ctx = Secp256k1::new();
2020 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2023 fn sender_node_id() -> NodeId {
2024 NodeId::from_pubkey(&sender_pubkey())
2027 fn recipient_node_id() -> NodeId {
2028 NodeId::from_pubkey(&recipient_pubkey())
2031 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2032 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2033 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2034 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2040 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2041 node_2_key: SecretKey
2043 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2044 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2045 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2046 let secp_ctx = Secp256k1::new();
2047 let unsigned_announcement = UnsignedChannelAnnouncement {
2048 features: channelmanager::provided_channel_features(&UserConfig::default()),
2049 chain_hash: genesis_hash,
2051 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2052 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2053 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2054 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2055 excess_data: Vec::new(),
2057 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2058 let signed_announcement = ChannelAnnouncement {
2059 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2060 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2061 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2062 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2063 contents: unsigned_announcement,
2065 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2066 network_graph.update_channel_from_announcement(
2067 &signed_announcement, &chain_source).unwrap();
2068 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2069 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2073 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2074 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2076 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2077 let secp_ctx = Secp256k1::new();
2078 let unsigned_update = UnsignedChannelUpdate {
2079 chain_hash: genesis_hash,
2083 cltv_expiry_delta: 18,
2084 htlc_minimum_msat: 0,
2087 fee_proportional_millionths: 0,
2088 excess_data: Vec::new(),
2090 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2091 let signed_update = ChannelUpdate {
2092 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2093 contents: unsigned_update,
2095 network_graph.update_channel(&signed_update).unwrap();
2098 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2099 let config = UserConfig::default();
2102 node_features: channelmanager::provided_node_features(&config),
2104 channel_features: channelmanager::provided_channel_features(&config),
2106 cltv_expiry_delta: 18,
2110 fn payment_path_for_amount(amount_msat: u64) -> Path {
2113 path_hop(source_pubkey(), 41, 1),
2114 path_hop(target_pubkey(), 42, 2),
2115 path_hop(recipient_pubkey(), 43, amount_msat),
2116 ], blinded_tail: None,
2121 fn liquidity_bounds_directed_from_lowest_node_id() {
2122 let logger = TestLogger::new();
2123 let last_updated = SinceEpoch::now();
2124 let network_graph = network_graph(&logger);
2125 let decay_params = ProbabilisticScoringDecayParameters::default();
2126 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2129 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2130 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2131 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2135 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2136 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2137 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2139 let source = source_node_id();
2140 let target = target_node_id();
2141 let recipient = recipient_node_id();
2142 assert!(source > target);
2143 assert!(target < recipient);
2145 // Update minimum liquidity.
2147 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2148 .as_directed(&source, &target, 0, 1_000, decay_params);
2149 assert_eq!(liquidity.min_liquidity_msat(), 100);
2150 assert_eq!(liquidity.max_liquidity_msat(), 300);
2152 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2153 .as_directed(&target, &source, 0, 1_000, decay_params);
2154 assert_eq!(liquidity.min_liquidity_msat(), 700);
2155 assert_eq!(liquidity.max_liquidity_msat(), 900);
2157 scorer.channel_liquidities.get_mut(&42).unwrap()
2158 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2159 .set_min_liquidity_msat(200);
2161 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2162 .as_directed(&source, &target, 0, 1_000, decay_params);
2163 assert_eq!(liquidity.min_liquidity_msat(), 200);
2164 assert_eq!(liquidity.max_liquidity_msat(), 300);
2166 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2167 .as_directed(&target, &source, 0, 1_000, decay_params);
2168 assert_eq!(liquidity.min_liquidity_msat(), 700);
2169 assert_eq!(liquidity.max_liquidity_msat(), 800);
2171 // Update maximum liquidity.
2173 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2174 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2175 assert_eq!(liquidity.min_liquidity_msat(), 700);
2176 assert_eq!(liquidity.max_liquidity_msat(), 900);
2178 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2179 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2180 assert_eq!(liquidity.min_liquidity_msat(), 100);
2181 assert_eq!(liquidity.max_liquidity_msat(), 300);
2183 scorer.channel_liquidities.get_mut(&43).unwrap()
2184 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2185 .set_max_liquidity_msat(200);
2187 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2188 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2189 assert_eq!(liquidity.min_liquidity_msat(), 0);
2190 assert_eq!(liquidity.max_liquidity_msat(), 200);
2192 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2193 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2194 assert_eq!(liquidity.min_liquidity_msat(), 800);
2195 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2199 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2200 let logger = TestLogger::new();
2201 let last_updated = SinceEpoch::now();
2202 let network_graph = network_graph(&logger);
2203 let decay_params = ProbabilisticScoringDecayParameters::default();
2204 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2207 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2208 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2209 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2211 let source = source_node_id();
2212 let target = target_node_id();
2213 assert!(source > target);
2215 // Check initial bounds.
2216 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2217 .as_directed(&source, &target, 0, 1_000, decay_params);
2218 assert_eq!(liquidity.min_liquidity_msat(), 400);
2219 assert_eq!(liquidity.max_liquidity_msat(), 800);
2221 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2222 .as_directed(&target, &source, 0, 1_000, decay_params);
2223 assert_eq!(liquidity.min_liquidity_msat(), 200);
2224 assert_eq!(liquidity.max_liquidity_msat(), 600);
2226 // Reset from source to target.
2227 scorer.channel_liquidities.get_mut(&42).unwrap()
2228 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2229 .set_min_liquidity_msat(900);
2231 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2232 .as_directed(&source, &target, 0, 1_000, decay_params);
2233 assert_eq!(liquidity.min_liquidity_msat(), 900);
2234 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2236 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2237 .as_directed(&target, &source, 0, 1_000, decay_params);
2238 assert_eq!(liquidity.min_liquidity_msat(), 0);
2239 assert_eq!(liquidity.max_liquidity_msat(), 100);
2241 // Reset from target to source.
2242 scorer.channel_liquidities.get_mut(&42).unwrap()
2243 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2244 .set_min_liquidity_msat(400);
2246 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2247 .as_directed(&source, &target, 0, 1_000, decay_params);
2248 assert_eq!(liquidity.min_liquidity_msat(), 0);
2249 assert_eq!(liquidity.max_liquidity_msat(), 600);
2251 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2252 .as_directed(&target, &source, 0, 1_000, decay_params);
2253 assert_eq!(liquidity.min_liquidity_msat(), 400);
2254 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2258 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2259 let logger = TestLogger::new();
2260 let last_updated = SinceEpoch::now();
2261 let network_graph = network_graph(&logger);
2262 let decay_params = ProbabilisticScoringDecayParameters::default();
2263 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2266 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2267 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2268 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2270 let source = source_node_id();
2271 let target = target_node_id();
2272 assert!(source > target);
2274 // Check initial bounds.
2275 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2276 .as_directed(&source, &target, 0, 1_000, decay_params);
2277 assert_eq!(liquidity.min_liquidity_msat(), 400);
2278 assert_eq!(liquidity.max_liquidity_msat(), 800);
2280 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2281 .as_directed(&target, &source, 0, 1_000, decay_params);
2282 assert_eq!(liquidity.min_liquidity_msat(), 200);
2283 assert_eq!(liquidity.max_liquidity_msat(), 600);
2285 // Reset from source to target.
2286 scorer.channel_liquidities.get_mut(&42).unwrap()
2287 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2288 .set_max_liquidity_msat(300);
2290 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2291 .as_directed(&source, &target, 0, 1_000, decay_params);
2292 assert_eq!(liquidity.min_liquidity_msat(), 0);
2293 assert_eq!(liquidity.max_liquidity_msat(), 300);
2295 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2296 .as_directed(&target, &source, 0, 1_000, decay_params);
2297 assert_eq!(liquidity.min_liquidity_msat(), 700);
2298 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2300 // Reset from target to source.
2301 scorer.channel_liquidities.get_mut(&42).unwrap()
2302 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2303 .set_max_liquidity_msat(600);
2305 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2306 .as_directed(&source, &target, 0, 1_000, decay_params);
2307 assert_eq!(liquidity.min_liquidity_msat(), 400);
2308 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2310 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2311 .as_directed(&target, &source, 0, 1_000, decay_params);
2312 assert_eq!(liquidity.min_liquidity_msat(), 0);
2313 assert_eq!(liquidity.max_liquidity_msat(), 600);
2317 fn increased_penalty_nearing_liquidity_upper_bound() {
2318 let logger = TestLogger::new();
2319 let network_graph = network_graph(&logger);
2320 let params = ProbabilisticScoringFeeParameters {
2321 liquidity_penalty_multiplier_msat: 1_000,
2322 ..ProbabilisticScoringFeeParameters::zero_penalty()
2324 let decay_params = ProbabilisticScoringDecayParameters::default();
2325 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2326 let source = source_node_id();
2327 let target = target_node_id();
2329 let usage = ChannelUsage {
2331 inflight_htlc_msat: 0,
2332 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2334 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2335 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2336 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2337 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2338 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2339 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2340 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2342 let usage = ChannelUsage {
2344 inflight_htlc_msat: 0,
2345 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2347 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2348 let usage = ChannelUsage { amount_msat: 256, ..usage };
2349 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2350 let usage = ChannelUsage { amount_msat: 374, ..usage };
2351 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2352 let usage = ChannelUsage { amount_msat: 512, ..usage };
2353 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2354 let usage = ChannelUsage { amount_msat: 640, ..usage };
2355 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2356 let usage = ChannelUsage { amount_msat: 768, ..usage };
2357 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2358 let usage = ChannelUsage { amount_msat: 896, ..usage };
2359 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2363 fn constant_penalty_outside_liquidity_bounds() {
2364 let logger = TestLogger::new();
2365 let last_updated = SinceEpoch::now();
2366 let network_graph = network_graph(&logger);
2367 let params = ProbabilisticScoringFeeParameters {
2368 liquidity_penalty_multiplier_msat: 1_000,
2369 considered_impossible_penalty_msat: u64::max_value(),
2370 ..ProbabilisticScoringFeeParameters::zero_penalty()
2372 let decay_params = ProbabilisticScoringDecayParameters {
2373 ..ProbabilisticScoringDecayParameters::zero_penalty()
2375 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2378 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2379 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2380 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2382 let source = source_node_id();
2383 let target = target_node_id();
2385 let usage = ChannelUsage {
2387 inflight_htlc_msat: 0,
2388 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2390 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2391 let usage = ChannelUsage { amount_msat: 50, ..usage };
2392 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2393 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2394 let usage = ChannelUsage { amount_msat: 61, ..usage };
2395 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2399 fn does_not_further_penalize_own_channel() {
2400 let logger = TestLogger::new();
2401 let network_graph = network_graph(&logger);
2402 let params = ProbabilisticScoringFeeParameters {
2403 liquidity_penalty_multiplier_msat: 1_000,
2404 ..ProbabilisticScoringFeeParameters::zero_penalty()
2406 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2407 let sender = sender_node_id();
2408 let source = source_node_id();
2409 let usage = ChannelUsage {
2411 inflight_htlc_msat: 0,
2412 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2414 let failed_path = payment_path_for_amount(500);
2415 let successful_path = payment_path_for_amount(200);
2417 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2419 scorer.payment_path_failed(&failed_path, 41);
2420 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2422 scorer.payment_path_successful(&successful_path);
2423 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2427 fn sets_liquidity_lower_bound_on_downstream_failure() {
2428 let logger = TestLogger::new();
2429 let network_graph = network_graph(&logger);
2430 let params = ProbabilisticScoringFeeParameters {
2431 liquidity_penalty_multiplier_msat: 1_000,
2432 ..ProbabilisticScoringFeeParameters::zero_penalty()
2434 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2435 let source = source_node_id();
2436 let target = target_node_id();
2437 let path = payment_path_for_amount(500);
2439 let usage = ChannelUsage {
2441 inflight_htlc_msat: 0,
2442 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2444 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2445 let usage = ChannelUsage { amount_msat: 500, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2447 let usage = ChannelUsage { amount_msat: 750, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2450 scorer.payment_path_failed(&path, 43);
2452 let usage = ChannelUsage { amount_msat: 250, ..usage };
2453 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2454 let usage = ChannelUsage { amount_msat: 500, ..usage };
2455 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2456 let usage = ChannelUsage { amount_msat: 750, ..usage };
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2461 fn sets_liquidity_upper_bound_on_failure() {
2462 let logger = TestLogger::new();
2463 let network_graph = network_graph(&logger);
2464 let params = ProbabilisticScoringFeeParameters {
2465 liquidity_penalty_multiplier_msat: 1_000,
2466 considered_impossible_penalty_msat: u64::max_value(),
2467 ..ProbabilisticScoringFeeParameters::zero_penalty()
2469 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2470 let source = source_node_id();
2471 let target = target_node_id();
2472 let path = payment_path_for_amount(500);
2474 let usage = ChannelUsage {
2476 inflight_htlc_msat: 0,
2477 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2479 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2480 let usage = ChannelUsage { amount_msat: 500, ..usage };
2481 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2482 let usage = ChannelUsage { amount_msat: 750, ..usage };
2483 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2485 scorer.payment_path_failed(&path, 42);
2487 let usage = ChannelUsage { amount_msat: 250, ..usage };
2488 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2489 let usage = ChannelUsage { amount_msat: 500, ..usage };
2490 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2491 let usage = ChannelUsage { amount_msat: 750, ..usage };
2492 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2496 fn ignores_channels_after_removed_failed_channel() {
2497 // Previously, if we'd tried to send over a channel which was removed from the network
2498 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2499 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2500 // channels in the route, even ones which they payment never reached. This tests to ensure
2501 // we do not score such channels.
2502 let secp_ctx = Secp256k1::new();
2503 let logger = TestLogger::new();
2504 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2505 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2506 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2507 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2508 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2509 add_channel(&mut network_graph, 42, secret_a, secret_b);
2510 // Don't add the channel from B -> C.
2511 add_channel(&mut network_graph, 44, secret_c, secret_d);
2513 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2514 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2515 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2516 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2519 path_hop(pub_b, 42, 1),
2520 path_hop(pub_c, 43, 2),
2521 path_hop(pub_d, 44, 100),
2524 let node_a = NodeId::from_pubkey(&pub_a);
2525 let node_b = NodeId::from_pubkey(&pub_b);
2526 let node_c = NodeId::from_pubkey(&pub_c);
2527 let node_d = NodeId::from_pubkey(&pub_d);
2529 let params = ProbabilisticScoringFeeParameters {
2530 liquidity_penalty_multiplier_msat: 1_000,
2531 ..ProbabilisticScoringFeeParameters::zero_penalty()
2533 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2535 let usage = ChannelUsage {
2537 inflight_htlc_msat: 0,
2538 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2540 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2541 // Note that a default liquidity bound is used for B -> C as no channel exists
2542 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2543 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2545 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2547 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2548 // Note that a default liquidity bound is used for B -> C as no channel exists
2549 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2550 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2554 fn reduces_liquidity_upper_bound_along_path_on_success() {
2555 let logger = TestLogger::new();
2556 let network_graph = network_graph(&logger);
2557 let params = ProbabilisticScoringFeeParameters {
2558 liquidity_penalty_multiplier_msat: 1_000,
2559 ..ProbabilisticScoringFeeParameters::zero_penalty()
2561 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2562 let sender = sender_node_id();
2563 let source = source_node_id();
2564 let target = target_node_id();
2565 let recipient = recipient_node_id();
2566 let usage = ChannelUsage {
2568 inflight_htlc_msat: 0,
2569 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2572 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2573 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2574 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2576 scorer.payment_path_successful(&payment_path_for_amount(500));
2578 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2579 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2580 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2584 fn decays_liquidity_bounds_over_time() {
2585 let logger = TestLogger::new();
2586 let network_graph = network_graph(&logger);
2587 let params = ProbabilisticScoringFeeParameters {
2588 liquidity_penalty_multiplier_msat: 1_000,
2589 considered_impossible_penalty_msat: u64::max_value(),
2590 ..ProbabilisticScoringFeeParameters::zero_penalty()
2592 let decay_params = ProbabilisticScoringDecayParameters {
2593 liquidity_offset_half_life: Duration::from_secs(10),
2594 ..ProbabilisticScoringDecayParameters::zero_penalty()
2596 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2597 let source = source_node_id();
2598 let target = target_node_id();
2600 let usage = ChannelUsage {
2602 inflight_htlc_msat: 0,
2603 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2605 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2606 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2607 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2609 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2610 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2612 // Initial penalties
2613 let usage = ChannelUsage { amount_msat: 128, ..usage };
2614 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2615 let usage = ChannelUsage { amount_msat: 256, ..usage };
2616 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2617 let usage = ChannelUsage { amount_msat: 768, ..usage };
2618 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2619 let usage = ChannelUsage { amount_msat: 896, ..usage };
2620 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2623 SinceEpoch::advance(Duration::from_secs(4));
2624 let usage = ChannelUsage { amount_msat: 128, ..usage };
2625 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2626 let usage = ChannelUsage { amount_msat: 256, ..usage };
2627 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2628 let usage = ChannelUsage { amount_msat: 768, ..usage };
2629 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2630 let usage = ChannelUsage { amount_msat: 896, ..usage };
2631 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2633 // Half decay (i.e., three-quarter life)
2634 SinceEpoch::advance(Duration::from_secs(1));
2635 let usage = ChannelUsage { amount_msat: 128, ..usage };
2636 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2637 let usage = ChannelUsage { amount_msat: 256, ..usage };
2638 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2639 let usage = ChannelUsage { amount_msat: 768, ..usage };
2640 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2641 let usage = ChannelUsage { amount_msat: 896, ..usage };
2642 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2644 // One decay (i.e., half life)
2645 SinceEpoch::advance(Duration::from_secs(5));
2646 let usage = ChannelUsage { amount_msat: 64, ..usage };
2647 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2648 let usage = ChannelUsage { amount_msat: 128, ..usage };
2649 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2650 let usage = ChannelUsage { amount_msat: 896, ..usage };
2651 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2652 let usage = ChannelUsage { amount_msat: 960, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2655 // Fully decay liquidity lower bound.
2656 SinceEpoch::advance(Duration::from_secs(10 * 7));
2657 let usage = ChannelUsage { amount_msat: 0, ..usage };
2658 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2659 let usage = ChannelUsage { amount_msat: 1, ..usage };
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2661 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2662 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2663 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2664 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2666 // Fully decay liquidity upper bound.
2667 SinceEpoch::advance(Duration::from_secs(10));
2668 let usage = ChannelUsage { amount_msat: 0, ..usage };
2669 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2670 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2671 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2673 SinceEpoch::advance(Duration::from_secs(10));
2674 let usage = ChannelUsage { amount_msat: 0, ..usage };
2675 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2676 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2677 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2681 fn decays_liquidity_bounds_without_shift_overflow() {
2682 let logger = TestLogger::new();
2683 let network_graph = network_graph(&logger);
2684 let params = ProbabilisticScoringFeeParameters {
2685 liquidity_penalty_multiplier_msat: 1_000,
2686 ..ProbabilisticScoringFeeParameters::zero_penalty()
2688 let decay_params = ProbabilisticScoringDecayParameters {
2689 liquidity_offset_half_life: Duration::from_secs(10),
2690 ..ProbabilisticScoringDecayParameters::default()
2692 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2693 let source = source_node_id();
2694 let target = target_node_id();
2695 let usage = ChannelUsage {
2697 inflight_htlc_msat: 0,
2698 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2700 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2702 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2703 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2705 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2706 // would cause an overflow.
2707 SinceEpoch::advance(Duration::from_secs(10 * 64));
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2710 SinceEpoch::advance(Duration::from_secs(10));
2711 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2715 fn restricts_liquidity_bounds_after_decay() {
2716 let logger = TestLogger::new();
2717 let network_graph = network_graph(&logger);
2718 let params = ProbabilisticScoringFeeParameters {
2719 liquidity_penalty_multiplier_msat: 1_000,
2720 ..ProbabilisticScoringFeeParameters::zero_penalty()
2722 let decay_params = ProbabilisticScoringDecayParameters {
2723 liquidity_offset_half_life: Duration::from_secs(10),
2724 ..ProbabilisticScoringDecayParameters::default()
2726 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2727 let source = source_node_id();
2728 let target = target_node_id();
2729 let usage = ChannelUsage {
2731 inflight_htlc_msat: 0,
2732 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2735 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2737 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2738 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2739 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2740 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2742 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2743 SinceEpoch::advance(Duration::from_secs(10));
2744 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2746 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2747 // is closer to the upper bound, meaning a higher penalty.
2748 scorer.payment_path_successful(&payment_path_for_amount(64));
2749 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2751 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2752 // is closer to the lower bound, meaning a lower penalty.
2753 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2754 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2756 // Further decaying affects the lower bound more than the upper bound (128, 928).
2757 SinceEpoch::advance(Duration::from_secs(10));
2758 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2762 fn restores_persisted_liquidity_bounds() {
2763 let logger = TestLogger::new();
2764 let network_graph = network_graph(&logger);
2765 let params = ProbabilisticScoringFeeParameters {
2766 liquidity_penalty_multiplier_msat: 1_000,
2767 considered_impossible_penalty_msat: u64::max_value(),
2768 ..ProbabilisticScoringFeeParameters::zero_penalty()
2770 let decay_params = ProbabilisticScoringDecayParameters {
2771 liquidity_offset_half_life: Duration::from_secs(10),
2772 ..ProbabilisticScoringDecayParameters::default()
2774 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2775 let source = source_node_id();
2776 let target = target_node_id();
2777 let usage = ChannelUsage {
2779 inflight_htlc_msat: 0,
2780 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2783 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2784 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2786 SinceEpoch::advance(Duration::from_secs(10));
2787 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2789 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2790 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2792 let mut serialized_scorer = Vec::new();
2793 scorer.write(&mut serialized_scorer).unwrap();
2795 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2796 let deserialized_scorer =
2797 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2798 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2802 fn decays_persisted_liquidity_bounds() {
2803 let logger = TestLogger::new();
2804 let network_graph = network_graph(&logger);
2805 let params = ProbabilisticScoringFeeParameters {
2806 liquidity_penalty_multiplier_msat: 1_000,
2807 considered_impossible_penalty_msat: u64::max_value(),
2808 ..ProbabilisticScoringFeeParameters::zero_penalty()
2810 let decay_params = ProbabilisticScoringDecayParameters {
2811 liquidity_offset_half_life: Duration::from_secs(10),
2812 ..ProbabilisticScoringDecayParameters::zero_penalty()
2814 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2815 let source = source_node_id();
2816 let target = target_node_id();
2817 let usage = ChannelUsage {
2819 inflight_htlc_msat: 0,
2820 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2823 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2824 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2826 let mut serialized_scorer = Vec::new();
2827 scorer.write(&mut serialized_scorer).unwrap();
2829 SinceEpoch::advance(Duration::from_secs(10));
2831 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2832 let deserialized_scorer =
2833 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2834 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2836 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2837 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2839 SinceEpoch::advance(Duration::from_secs(10));
2840 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2844 fn scores_realistic_payments() {
2845 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2846 // 50k sat reserve).
2847 let logger = TestLogger::new();
2848 let network_graph = network_graph(&logger);
2849 let params = ProbabilisticScoringFeeParameters::default();
2850 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2851 let source = source_node_id();
2852 let target = target_node_id();
2854 let usage = ChannelUsage {
2855 amount_msat: 100_000_000,
2856 inflight_htlc_msat: 0,
2857 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2859 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2860 let usage = ChannelUsage {
2861 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2863 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2864 let usage = ChannelUsage {
2865 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2867 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2868 let usage = ChannelUsage {
2869 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2871 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2872 let usage = ChannelUsage {
2873 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2875 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2876 let usage = ChannelUsage {
2877 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2879 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2880 let usage = ChannelUsage {
2881 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2883 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2884 let usage = ChannelUsage {
2885 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2887 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2888 let usage = ChannelUsage {
2889 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2891 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2892 let usage = ChannelUsage {
2893 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2895 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2896 let usage = ChannelUsage {
2897 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2899 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2903 fn adds_base_penalty_to_liquidity_penalty() {
2904 let logger = TestLogger::new();
2905 let network_graph = network_graph(&logger);
2906 let source = source_node_id();
2907 let target = target_node_id();
2908 let usage = ChannelUsage {
2910 inflight_htlc_msat: 0,
2911 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2914 let params = ProbabilisticScoringFeeParameters {
2915 liquidity_penalty_multiplier_msat: 1_000,
2916 ..ProbabilisticScoringFeeParameters::zero_penalty()
2918 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2919 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2921 let params = ProbabilisticScoringFeeParameters {
2922 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2923 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2925 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2926 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2928 let params = ProbabilisticScoringFeeParameters {
2929 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2930 base_penalty_amount_multiplier_msat: (1 << 30),
2931 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2934 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2935 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2939 fn adds_amount_penalty_to_liquidity_penalty() {
2940 let logger = TestLogger::new();
2941 let network_graph = network_graph(&logger);
2942 let source = source_node_id();
2943 let target = target_node_id();
2944 let usage = ChannelUsage {
2945 amount_msat: 512_000,
2946 inflight_htlc_msat: 0,
2947 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2950 let params = ProbabilisticScoringFeeParameters {
2951 liquidity_penalty_multiplier_msat: 1_000,
2952 liquidity_penalty_amount_multiplier_msat: 0,
2953 ..ProbabilisticScoringFeeParameters::zero_penalty()
2955 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2956 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2958 let params = ProbabilisticScoringFeeParameters {
2959 liquidity_penalty_multiplier_msat: 1_000,
2960 liquidity_penalty_amount_multiplier_msat: 256,
2961 ..ProbabilisticScoringFeeParameters::zero_penalty()
2963 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2964 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2968 fn calculates_log10_without_overflowing_u64_max_value() {
2969 let logger = TestLogger::new();
2970 let network_graph = network_graph(&logger);
2971 let source = source_node_id();
2972 let target = target_node_id();
2973 let usage = ChannelUsage {
2974 amount_msat: u64::max_value(),
2975 inflight_htlc_msat: 0,
2976 effective_capacity: EffectiveCapacity::Infinite,
2979 let params = ProbabilisticScoringFeeParameters {
2980 liquidity_penalty_multiplier_msat: 40_000,
2981 ..ProbabilisticScoringFeeParameters::zero_penalty()
2983 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2984 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2985 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2989 fn accounts_for_inflight_htlc_usage() {
2990 let logger = TestLogger::new();
2991 let network_graph = network_graph(&logger);
2992 let params = ProbabilisticScoringFeeParameters {
2993 considered_impossible_penalty_msat: u64::max_value(),
2994 ..ProbabilisticScoringFeeParameters::zero_penalty()
2996 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2997 let source = source_node_id();
2998 let target = target_node_id();
3000 let usage = ChannelUsage {
3002 inflight_htlc_msat: 0,
3003 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3005 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3007 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3008 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3012 fn removes_uncertainity_when_exact_liquidity_known() {
3013 let logger = TestLogger::new();
3014 let network_graph = network_graph(&logger);
3015 let params = ProbabilisticScoringFeeParameters::default();
3016 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3017 let source = source_node_id();
3018 let target = target_node_id();
3020 let base_penalty_msat = params.base_penalty_msat;
3021 let usage = ChannelUsage {
3023 inflight_htlc_msat: 0,
3024 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3026 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3028 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3029 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3031 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3032 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3036 fn remembers_historical_failures() {
3037 let logger = TestLogger::new();
3038 let network_graph = network_graph(&logger);
3039 let params = ProbabilisticScoringFeeParameters {
3040 historical_liquidity_penalty_multiplier_msat: 1024,
3041 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3042 ..ProbabilisticScoringFeeParameters::zero_penalty()
3044 let decay_params = ProbabilisticScoringDecayParameters {
3045 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3046 historical_no_updates_half_life: Duration::from_secs(10),
3048 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3049 let source = source_node_id();
3050 let target = target_node_id();
3052 let usage = ChannelUsage {
3054 inflight_htlc_msat: 0,
3055 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3057 let usage_1 = ChannelUsage {
3059 inflight_htlc_msat: 0,
3060 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3063 // With no historical data the normal liquidity penalty calculation is used.
3064 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3065 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3067 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3070 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3071 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3072 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 128);
3073 // The "it failed" increment is 32, where the probability should lie several buckets into
3074 // the first octile.
3075 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3076 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3077 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3078 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1)
3080 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3083 // Even after we tell the scorer we definitely have enough available liquidity, it will
3084 // still remember that there was some failure in the past, and assign a non-0 penalty.
3085 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3086 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 32);
3087 // The first points should be decayed just slightly and the last bucket has a new point.
3088 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3089 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3090 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3092 // The exact success probability is a bit complicated and involves integer rounding, so we
3093 // simply check bounds here.
3094 let five_hundred_prob =
3095 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
3096 assert!(five_hundred_prob > 0.66);
3097 assert!(five_hundred_prob < 0.68);
3099 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3100 assert!(one_prob < 1.0);
3101 assert!(one_prob > 0.95);
3103 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3104 // gone), and check that we're back to where we started.
3105 SinceEpoch::advance(Duration::from_secs(10 * 16));
3106 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3107 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3108 // data entirely instead.
3109 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3110 Some(([0; 32], [0; 32])));
3111 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3113 let mut usage = ChannelUsage {
3115 inflight_htlc_msat: 1024,
3116 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3118 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3119 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3120 usage.inflight_htlc_msat = 0;
3121 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3123 let usage = ChannelUsage {
3125 inflight_htlc_msat: 0,
3126 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3128 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3130 // Advance to decay all liquidity offsets to zero.
3131 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3133 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3134 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3136 path_hop(target_pubkey(), 43, 2),
3137 path_hop(source_pubkey(), 42, 1),
3138 path_hop(sender_pubkey(), 41, 0),
3140 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3144 fn adds_anti_probing_penalty() {
3145 let logger = TestLogger::new();
3146 let network_graph = network_graph(&logger);
3147 let source = source_node_id();
3148 let target = target_node_id();
3149 let params = ProbabilisticScoringFeeParameters {
3150 anti_probing_penalty_msat: 500,
3151 ..ProbabilisticScoringFeeParameters::zero_penalty()
3153 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3155 // Check we receive no penalty for a low htlc_maximum_msat.
3156 let usage = ChannelUsage {
3157 amount_msat: 512_000,
3158 inflight_htlc_msat: 0,
3159 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3161 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3163 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3164 let usage = ChannelUsage {
3165 amount_msat: 512_000,
3166 inflight_htlc_msat: 0,
3167 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3169 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3171 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3172 let usage = ChannelUsage {
3173 amount_msat: 512_000,
3174 inflight_htlc_msat: 0,
3175 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3179 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3180 let usage = ChannelUsage {
3181 amount_msat: 512_000,
3182 inflight_htlc_msat: 0,
3183 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3185 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3189 fn scores_with_blinded_path() {
3190 // Make sure we'll account for a blinded path's final_value_msat in scoring
3191 let logger = TestLogger::new();
3192 let network_graph = network_graph(&logger);
3193 let params = ProbabilisticScoringFeeParameters {
3194 liquidity_penalty_multiplier_msat: 1_000,
3195 ..ProbabilisticScoringFeeParameters::zero_penalty()
3197 let decay_params = ProbabilisticScoringDecayParameters::default();
3198 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3199 let source = source_node_id();
3200 let target = target_node_id();
3201 let usage = ChannelUsage {
3203 inflight_htlc_msat: 0,
3204 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3206 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3208 let mut path = payment_path_for_amount(768);
3209 let recipient_hop = path.hops.pop().unwrap();
3210 let blinded_path = BlindedPath {
3211 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3212 blinding_point: test_utils::pubkey(42),
3214 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3217 path.blinded_tail = Some(BlindedTail {
3218 hops: blinded_path.blinded_hops,
3219 blinding_point: blinded_path.blinding_point,
3220 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3221 final_value_msat: recipient_hop.fee_msat,
3224 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3225 // final value is taken into account.
3226 assert!(scorer.channel_liquidities.get(&42).is_none());
3228 scorer.payment_path_failed(&path, 42);
3229 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3230 scorer.payment_path_failed(&path, 43);
3232 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3233 .as_directed(&source, &target, 0, 1_000, decay_params);
3234 assert_eq!(liquidity.min_liquidity_msat(), 256);
3235 assert_eq!(liquidity.max_liquidity_msat(), 768);
3239 fn realistic_historical_failures() {
3240 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3241 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3243 let logger = TestLogger::new();
3244 let mut network_graph = network_graph(&logger);
3245 let params = ProbabilisticScoringFeeParameters {
3246 historical_liquidity_penalty_multiplier_msat: 1024,
3247 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3248 ..ProbabilisticScoringFeeParameters::zero_penalty()
3250 let decay_params = ProbabilisticScoringDecayParameters {
3251 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3252 historical_no_updates_half_life: Duration::from_secs(10),
3253 ..ProbabilisticScoringDecayParameters::default()
3256 let capacity_msat = 100_000_000_000;
3257 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3258 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3260 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3261 let source = source_node_id();
3262 let target = target_node_id();
3264 let mut amount_msat = 10_000_000;
3265 let usage = ChannelUsage {
3267 inflight_htlc_msat: 0,
3268 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3270 // With no historical data the normal liquidity penalty calculation is used, which in this
3271 // case is diminuitively low.
3272 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3273 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3275 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3278 // Fail to pay once, and then check the buckets and penalty.
3279 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3280 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3281 // same bucket which is the only maximum datapoint.
3282 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3283 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3284 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3285 // 6k sats and 12k sats).
3286 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3287 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3288 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3289 // The success probability estimate itself should be zero.
3290 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3293 // Now test again with the amount in the bottom bucket.
3295 // The new amount is entirely within the only minimum bucket with score, so the probability
3296 // we assign is 1/2.
3297 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3300 // ...but once we see a failure, we consider the payment to be substantially less likely,
3301 // even though not a probability of zero as we still look at the second max bucket which
3303 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3304 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3305 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3306 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3307 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),