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 /// This is not exported to bindings users
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 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
190 type Locked = RefMut<'a, T>;
192 fn lock(&'a self) -> Self::Locked {
198 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
199 pub struct MultiThreadedLockableScore<T: Score> {
204 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
206 type Locked = MultiThreadedScoreLock<'a, T>;
208 fn lock(&'a self) -> Self::Locked {
209 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
214 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
215 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
216 self.lock().write(writer)
221 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
224 impl<T: Score> MultiThreadedLockableScore<T> {
225 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
226 pub fn new(score: T) -> Self {
227 MultiThreadedLockableScore { score: Mutex::new(score) }
232 /// A locked `MultiThreadedLockableScore`.
233 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
236 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
237 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
243 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
244 fn deref_mut(&mut self) -> &mut Self::Target {
250 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
253 fn deref(&self) -> &Self::Target {
259 /// This is not exported to bindings users
260 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
261 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
262 T::write(&**self, writer)
267 /// This is not exported to bindings users
268 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
269 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
270 S::write(&**self, writer)
274 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
275 #[derive(Clone, Copy, Debug, PartialEq)]
276 pub struct ChannelUsage {
277 /// The amount to send through the channel, denominated in millisatoshis.
278 pub amount_msat: u64,
280 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
281 /// as part of a multi-path payment.
282 pub inflight_htlc_msat: u64,
284 /// The effective capacity of the channel.
285 pub effective_capacity: EffectiveCapacity,
289 /// [`Score`] implementation that uses a fixed penalty.
290 pub struct FixedPenaltyScorer {
294 impl FixedPenaltyScorer {
295 /// Creates a new scorer using `penalty_msat`.
296 pub fn with_penalty(penalty_msat: u64) -> Self {
297 Self { penalty_msat }
301 impl Score for FixedPenaltyScorer {
302 type ScoreParams = ();
303 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
307 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
309 fn payment_path_successful(&mut self, _path: &Path) {}
311 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
313 fn probe_successful(&mut self, _path: &Path) {}
316 impl Writeable for FixedPenaltyScorer {
318 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
319 write_tlv_fields!(w, {});
324 impl ReadableArgs<u64> for FixedPenaltyScorer {
326 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
327 read_tlv_fields!(r, {});
328 Ok(Self { penalty_msat })
332 #[cfg(not(feature = "no-std"))]
333 type ConfiguredTime = crate::util::time::MonotonicTime;
334 #[cfg(feature = "no-std")]
335 use crate::util::time::Eternity;
336 #[cfg(feature = "no-std")]
337 type ConfiguredTime = Eternity;
339 /// [`Score`] implementation using channel success probability distributions.
341 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
342 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
343 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
344 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
346 /// These bounds are then used to determine a success probability using the formula from
347 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
348 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
350 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
351 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
352 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
353 /// terms of the entire path's success probability. This allows the router to directly compare
354 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
356 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
358 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
359 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
360 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
361 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
366 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
369 /// [1]: https://arxiv.org/abs/2107.05322
370 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
371 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
372 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
373 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
374 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
375 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
377 /// Probabilistic [`Score`] implementation.
379 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
380 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
381 where L::Target: Logger {
382 decay_params: ProbabilisticScoringDecayParameters,
385 // TODO: Remove entries of closed channels.
386 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
389 /// Parameters for configuring [`ProbabilisticScorer`].
391 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
392 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
394 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
397 pub struct ProbabilisticScoringFeeParameters {
398 /// A fixed penalty in msats to apply to each channel.
400 /// Default value: 500 msat
401 pub base_penalty_msat: u64,
403 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
404 /// channel, in excess of the [`base_penalty_msat`].
406 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
407 /// fees plus penalty) for large payments. The penalty is computed as the product of this
408 /// multiplier and `2^30`ths of the payment amount.
410 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
412 /// Default value: 8,192 msat
414 /// [`base_penalty_msat`]: Self::base_penalty_msat
415 pub base_penalty_amount_multiplier_msat: u64,
417 /// A multiplier used in conjunction with the negative `log10` of the channel's success
418 /// probability for a payment, as determined by our latest estimates of the channel's
419 /// liquidity, to determine the liquidity penalty.
421 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
422 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
423 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
424 /// lower bounding the success probability to `0.01`) when the amount falls within the
425 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
426 /// result in a `u64::max_value` penalty, however.
428 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
430 /// Default value: 30,000 msat
432 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
433 pub liquidity_penalty_multiplier_msat: u64,
435 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
436 /// channel's success probability for the payment, as determined by our latest estimates of the
437 /// channel's liquidity, to determine the amount penalty.
439 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
440 /// fees plus penalty) for large payments. The penalty is computed as the product of this
441 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
442 /// success probability.
444 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
446 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
447 /// the amount will result in a penalty of the multiplier. And, as the success probability
448 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
449 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
452 /// Default value: 192 msat
453 pub liquidity_penalty_amount_multiplier_msat: u64,
455 /// A multiplier used in conjunction with the negative `log10` of the channel's success
456 /// probability for the payment, as determined based on the history of our estimates of the
457 /// channel's available liquidity, to determine a penalty.
459 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
460 /// only our latest estimate for the current liquidity available in the channel, it estimates
461 /// success probability based on the estimated liquidity available in the channel through
462 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
463 /// track which of several buckets those bounds fall into, exponentially decaying the
464 /// probability of each bucket as new samples are added.
466 /// Default value: 10,000 msat
468 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
469 pub historical_liquidity_penalty_multiplier_msat: u64,
471 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
472 /// channel's success probability for the payment, as determined based on the history of our
473 /// estimates of the channel's available liquidity, to determine a penalty.
475 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
476 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
477 /// of the payment amount, weighted by the negative `log10` of the success probability.
479 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
480 /// of using only our latest estimate for the current liquidity available in the channel, it
481 /// estimates success probability based on the estimated liquidity available in the channel
482 /// through history. Specifically, every time we update our liquidity bounds on a given
483 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
484 /// the probability of each bucket as new samples are added.
486 /// Default value: 64 msat
488 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
489 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
491 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
492 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
493 /// considered during path finding.
495 /// This is not exported to bindings users
496 pub manual_node_penalties: HashMap<NodeId, u64>,
498 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
499 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
500 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
501 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
502 /// to restrict `htlc_maximum_msat` and improve privacy.
504 /// Default value: 250 msat
505 pub anti_probing_penalty_msat: u64,
507 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
508 /// current estimate of the channel's available liquidity.
510 /// Note that in this case all other penalties, including the
511 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
512 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
513 /// applicable, are still included in the overall penalty.
515 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
516 /// `u64::max_value()` will guarantee that.
518 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
520 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
521 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
522 /// [`base_penalty_msat`]: Self::base_penalty_msat
523 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
524 pub considered_impossible_penalty_msat: u64,
527 impl Default for ProbabilisticScoringFeeParameters {
528 fn default() -> Self {
530 base_penalty_msat: 500,
531 base_penalty_amount_multiplier_msat: 8192,
532 liquidity_penalty_multiplier_msat: 30_000,
533 liquidity_penalty_amount_multiplier_msat: 192,
534 manual_node_penalties: HashMap::new(),
535 anti_probing_penalty_msat: 250,
536 considered_impossible_penalty_msat: 1_0000_0000_000,
537 historical_liquidity_penalty_multiplier_msat: 10_000,
538 historical_liquidity_penalty_amount_multiplier_msat: 64,
543 impl ProbabilisticScoringFeeParameters {
544 /// Marks the node with the given `node_id` as banned,
545 /// i.e it will be avoided during path finding.
546 pub fn add_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.insert(*node_id, u64::max_value());
550 /// Marks all nodes in the given list as banned, i.e.,
551 /// they will be avoided during path finding.
552 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
554 self.manual_node_penalties.insert(id, u64::max_value());
558 /// Removes the node with the given `node_id` from the list of nodes to avoid.
559 pub fn remove_banned(&mut self, node_id: &NodeId) {
560 self.manual_node_penalties.remove(node_id);
563 /// Sets a manual penalty for the given node.
564 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
565 self.manual_node_penalties.insert(*node_id, penalty);
568 /// Removes the node with the given `node_id` from the list of manual penalties.
569 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
570 self.manual_node_penalties.remove(node_id);
573 /// Clears the list of manual penalties that are applied during path finding.
574 pub fn clear_manual_penalties(&mut self) {
575 self.manual_node_penalties = HashMap::new();
580 impl ProbabilisticScoringFeeParameters {
581 fn zero_penalty() -> Self {
583 base_penalty_msat: 0,
584 base_penalty_amount_multiplier_msat: 0,
585 liquidity_penalty_multiplier_msat: 0,
586 liquidity_penalty_amount_multiplier_msat: 0,
587 historical_liquidity_penalty_multiplier_msat: 0,
588 historical_liquidity_penalty_amount_multiplier_msat: 0,
589 manual_node_penalties: HashMap::new(),
590 anti_probing_penalty_msat: 0,
591 considered_impossible_penalty_msat: 0,
596 /// Parameters for configuring [`ProbabilisticScorer`].
598 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
599 /// these decay parameters affect the score of the channel penalty and are not changed on a
600 /// per-route penalty cost call.
601 #[derive(Copy, Clone)]
602 pub struct ProbabilisticScoringDecayParameters {
603 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
604 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
605 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
607 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
609 /// Note that after 16 or more half lives all historical data will be completely gone.
611 /// Default value: 14 days
613 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
614 pub historical_no_updates_half_life: Duration,
616 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
617 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
618 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
621 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
622 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
623 /// struct documentation for more info on the way the liquidity bounds are used.
625 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
626 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
627 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
629 /// Default value: 6 hours
633 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
634 /// liquidity knowledge will never decay except when the bounds cross.
635 pub liquidity_offset_half_life: Duration,
638 impl Default for ProbabilisticScoringDecayParameters {
639 fn default() -> Self {
641 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
642 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
648 impl ProbabilisticScoringDecayParameters {
649 fn zero_penalty() -> Self {
651 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
652 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
657 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
658 /// in each of 8 buckets.
659 #[derive(Clone, Copy)]
660 struct HistoricalBucketRangeTracker {
664 impl HistoricalBucketRangeTracker {
665 fn new() -> Self { Self { buckets: [0; 8] } }
666 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
667 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
668 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
670 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
671 // the buckets for the current min and max liquidity offset positions.
673 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
674 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
675 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
677 // In total, this allows us to track data for the last 8,000 or so payments across a given
680 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
681 // and need to balance having more bits in the decimal part (to ensure decay isn't too
682 // non-linear) with having too few bits in the mantissa, causing us to not store very many
685 // The constants were picked experimentally, selecting a decay amount that restricts us
686 // from overflowing buckets without having to cap them manually.
688 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
689 // the channel's capacity, though the second should generally never happen.
690 debug_assert!(liquidity_offset_msat <= capacity_msat);
691 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
692 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
693 debug_assert!(bucket_idx < 8);
695 for e in self.buckets.iter_mut() {
696 *e = ((*e as u32) * 2047 / 2048) as u16;
698 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
701 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
702 /// datapoints as we receive newer information.
703 fn time_decay_data(&mut self, half_lives: u32) {
704 for e in self.buckets.iter_mut() {
705 *e = e.checked_shr(half_lives).unwrap_or(0);
710 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
712 struct HistoricalMinMaxBuckets<'a> {
713 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
714 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
717 impl HistoricalMinMaxBuckets<'_> {
719 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
720 -> ([u16; 8], [u16; 8], u32) {
721 let required_decays = now.duration_since(last_updated).as_secs()
722 .checked_div(half_life.as_secs())
723 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
724 let mut min_buckets = *self.min_liquidity_offset_history;
725 min_buckets.time_decay_data(required_decays);
726 let mut max_buckets = *self.max_liquidity_offset_history;
727 max_buckets.time_decay_data(required_decays);
728 (min_buckets.buckets, max_buckets.buckets, required_decays)
732 fn calculate_success_probability_times_billion<T: Time>(
733 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
735 // If historical penalties are enabled, calculate the penalty by walking the set of
736 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
737 // each, calculate the probability of success given our payment amount, then total the
738 // weighted average probability of success.
740 // We use a sliding scale to decide which point within a given bucket will be compared to
741 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
742 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
743 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
744 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
745 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
746 // penalties to channels at the edges.
748 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
749 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
750 // for a 1 BTC channel!).
752 // If we used the middle of each bucket we'd never assign any penalty at all when sending
753 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
754 let mut total_valid_points_tracked = 0;
756 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
757 // don't actually use the decayed buckets, though, as that would lose precision.
758 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
759 self.get_decayed_buckets(now, last_updated, half_life);
760 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
764 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
765 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
766 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
769 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
770 // it as if we were fully decayed.
771 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
775 let mut cumulative_success_prob_times_billion = 0;
776 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
777 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
778 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
779 * 1024 * 1024 / total_valid_points_tracked;
780 let min_64th_bucket = min_idx as u8 * 9;
781 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
782 if payment_amt_64th_bucket > max_64th_bucket {
783 // Success probability 0, the payment amount is above the max liquidity
784 } else if payment_amt_64th_bucket <= min_64th_bucket {
785 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
787 cumulative_success_prob_times_billion += bucket_prob_times_million *
788 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
789 ((max_64th_bucket - min_64th_bucket) as u64);
794 Some(cumulative_success_prob_times_billion)
798 /// Accounting for channel liquidity balance uncertainty.
800 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
801 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
802 /// offset fields gives the opposite direction.
803 struct ChannelLiquidity<T: Time> {
804 /// Lower channel liquidity bound in terms of an offset from zero.
805 min_liquidity_offset_msat: u64,
807 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
808 max_liquidity_offset_msat: u64,
810 /// Time when the liquidity bounds were last modified.
813 min_liquidity_offset_history: HistoricalBucketRangeTracker,
814 max_liquidity_offset_history: HistoricalBucketRangeTracker,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 min_liquidity_offset_history: BRT,
823 max_liquidity_offset_history: BRT,
824 inflight_htlc_msat: u64,
828 decay_params: ProbabilisticScoringDecayParameters,
831 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
832 /// Creates a new scorer using the given scoring parameters for sending payments from a node
833 /// through a network graph.
834 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
839 channel_liquidities: HashMap::new(),
844 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
845 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
849 /// Dump the contents of this scorer into the configured logger.
851 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
852 /// which may be a substantial amount of log output.
853 pub fn debug_log_liquidity_stats(&self) {
856 let graph = self.network_graph.read_only();
857 for (scid, liq) in self.channel_liquidities.iter() {
858 if let Some(chan_debug) = graph.channels().get(scid) {
859 let log_direction = |source, target| {
860 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
861 let amt = directed_info.effective_capacity().as_msat();
862 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
864 let buckets = HistoricalMinMaxBuckets {
865 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
866 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
868 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
869 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
871 log_debug!(self.logger, core::concat!(
872 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
873 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
874 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
875 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
876 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
877 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
878 // Note that the liquidity buckets are an offset from the edge, so we
879 // inverse the max order to get the probabilities from zero.
880 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
881 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
883 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
887 log_direction(&chan_debug.node_one, &chan_debug.node_two);
888 log_direction(&chan_debug.node_two, &chan_debug.node_one);
890 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
895 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
896 /// channel with `scid` towards the given `target` node.
897 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
898 let graph = self.network_graph.read_only();
900 if let Some(chan) = graph.channels().get(&scid) {
901 if let Some(liq) = self.channel_liquidities.get(&scid) {
902 if let Some((directed_info, source)) = chan.as_directed_to(target) {
903 let amt = directed_info.effective_capacity().as_msat();
904 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
905 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
912 /// Query the historical estimated minimum and maximum liquidity available for sending a
913 /// payment over the channel with `scid` towards the given `target` node.
915 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
916 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
917 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
918 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
919 /// Because the values are slowly decayed, more recent data points are weighted more heavily
920 /// than older datapoints.
922 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
923 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
924 /// the total of all buckets for the given bound.
926 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
927 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
928 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
929 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
931 /// Because the datapoints are decayed slowly over time, values will eventually return to
932 /// `Some(([0; 8], [0; 8]))`.
933 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
934 -> Option<([u16; 8], [u16; 8])> {
935 let graph = self.network_graph.read_only();
937 if let Some(chan) = graph.channels().get(&scid) {
938 if let Some(liq) = self.channel_liquidities.get(&scid) {
939 if let Some((directed_info, source)) = chan.as_directed_to(target) {
940 let amt = directed_info.effective_capacity().as_msat();
941 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
943 let buckets = HistoricalMinMaxBuckets {
944 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
945 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
947 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
948 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
949 // Note that the liquidity buckets are an offset from the edge, so we inverse
950 // the max order to get the probabilities from zero.
951 max_buckets.reverse();
952 return Some((min_buckets, max_buckets));
960 impl<T: Time> ChannelLiquidity<T> {
964 min_liquidity_offset_msat: 0,
965 max_liquidity_offset_msat: 0,
966 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
967 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
968 last_updated: T::now(),
972 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
975 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
976 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
977 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
979 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
980 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
982 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
983 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
986 DirectedChannelLiquidity {
987 min_liquidity_offset_msat,
988 max_liquidity_offset_msat,
989 min_liquidity_offset_history,
990 max_liquidity_offset_history,
993 last_updated: &self.last_updated,
995 decay_params: decay_params,
999 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1000 /// `capacity_msat`.
1002 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1003 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1004 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1005 if source < target {
1006 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1007 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1009 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1010 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1013 DirectedChannelLiquidity {
1014 min_liquidity_offset_msat,
1015 max_liquidity_offset_msat,
1016 min_liquidity_offset_history,
1017 max_liquidity_offset_history,
1020 last_updated: &mut self.last_updated,
1022 decay_params: decay_params,
1027 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1029 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1031 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1032 /// ratio, as X in 1/X.
1033 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1035 /// The divisor used when computing the amount penalty.
1036 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1037 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1039 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1040 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1042 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1043 let max_liquidity_msat = self.max_liquidity_msat();
1044 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1046 let mut res = if amount_msat <= min_liquidity_msat {
1048 } else if amount_msat >= max_liquidity_msat {
1049 // Equivalent to hitting the else clause below with the amount equal to the effective
1050 // capacity and without any certainty on the liquidity upper bound, plus the
1051 // impossibility penalty.
1052 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1053 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1054 score_params.liquidity_penalty_multiplier_msat,
1055 score_params.liquidity_penalty_amount_multiplier_msat)
1056 .saturating_add(score_params.considered_impossible_penalty_msat)
1058 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1059 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1060 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1061 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1062 // don't bother trying to use the log approximation as it gets too noisy to be
1063 // particularly helpful, instead just round down to 0.
1066 let negative_log10_times_2048 =
1067 approx::negative_log10_times_2048(numerator, denominator);
1068 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1069 score_params.liquidity_penalty_multiplier_msat,
1070 score_params.liquidity_penalty_amount_multiplier_msat)
1074 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1075 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1076 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1077 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1079 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1080 // division. This branch should only be hit in fuzz testing since the amount would
1081 // need to be over 2.88 million BTC in practice.
1082 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1083 .try_into().unwrap_or(65)
1085 #[cfg(not(fuzzing))]
1086 debug_assert!(payment_amt_64th_bucket <= 64);
1087 if payment_amt_64th_bucket > 64 { return res; }
1089 let buckets = HistoricalMinMaxBuckets {
1090 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1091 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1093 if let Some(cumulative_success_prob_times_billion) = buckets
1094 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1095 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1097 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1098 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1099 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1100 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1102 // If we don't have any valid points (or, once decayed, we have less than a full
1103 // point), redo the non-historical calculation with no liquidity bounds tracked and
1104 // the historical penalty multipliers.
1105 let available_capacity = self.available_capacity();
1106 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1107 let denominator = available_capacity.saturating_add(1);
1108 let negative_log10_times_2048 =
1109 approx::negative_log10_times_2048(numerator, denominator);
1110 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1111 score_params.historical_liquidity_penalty_multiplier_msat,
1112 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1119 /// Computes the liquidity penalty from the penalty multipliers.
1121 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1122 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1124 let liquidity_penalty_msat = {
1125 // Upper bound the liquidity penalty to ensure some channel is selected.
1126 let multiplier_msat = liquidity_penalty_multiplier_msat;
1127 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1128 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1130 let amount_penalty_msat = negative_log10_times_2048
1131 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1132 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1134 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1137 /// Returns the lower bound of the channel liquidity balance in this direction.
1138 fn min_liquidity_msat(&self) -> u64 {
1139 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1142 /// Returns the upper bound of the channel liquidity balance in this direction.
1143 fn max_liquidity_msat(&self) -> u64 {
1144 self.available_capacity()
1145 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1148 /// Returns the capacity minus the in-flight HTLCs in this direction.
1149 fn available_capacity(&self) -> u64 {
1150 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1153 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1154 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1156 // Decay the offset by the appropriate number of half lives. If half of the next half
1157 // life has passed, approximate an additional three-quarter life to help smooth out the
1159 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1160 let half_decays = elapsed_time / (half_life / 2);
1161 let decays = half_decays / 2;
1162 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1163 if half_decays % 2 == 0 {
1166 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1168 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1176 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1177 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1178 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1179 let existing_max_msat = self.max_liquidity_msat();
1180 if amount_msat < existing_max_msat {
1181 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1182 self.set_max_liquidity_msat(amount_msat);
1184 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1185 chan_descr, existing_max_msat, amount_msat);
1187 self.update_history_buckets();
1190 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1191 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1192 let existing_min_msat = self.min_liquidity_msat();
1193 if amount_msat > existing_min_msat {
1194 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1195 self.set_min_liquidity_msat(amount_msat);
1197 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1198 chan_descr, existing_min_msat, amount_msat);
1200 self.update_history_buckets();
1203 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1204 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1205 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1206 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1207 self.set_max_liquidity_msat(max_liquidity_msat);
1208 self.update_history_buckets();
1211 fn update_history_buckets(&mut self) {
1212 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1213 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1214 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1215 self.min_liquidity_offset_history.time_decay_data(half_lives);
1216 self.max_liquidity_offset_history.time_decay_data(half_lives);
1218 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1219 self.min_liquidity_offset_history.track_datapoint(
1220 min_liquidity_offset_msat, self.capacity_msat
1222 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1223 self.max_liquidity_offset_history.track_datapoint(
1224 max_liquidity_offset_msat, self.capacity_msat
1228 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1229 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1230 *self.min_liquidity_offset_msat = amount_msat;
1231 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1234 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1236 *self.last_updated = self.now;
1239 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1240 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1241 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1242 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1245 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1247 *self.last_updated = self.now;
1251 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1252 type ScoreParams = ProbabilisticScoringFeeParameters;
1253 fn channel_penalty_msat(
1254 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1256 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1260 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1261 score_params.base_penalty_amount_multiplier_msat
1262 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1264 let mut anti_probing_penalty_msat = 0;
1265 match usage.effective_capacity {
1266 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1267 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1269 if usage.amount_msat > amount_msat {
1270 return u64::max_value();
1272 return base_penalty_msat;
1275 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1276 if htlc_maximum_msat >= capacity_msat/2 {
1277 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1283 let amount_msat = usage.amount_msat;
1284 let capacity_msat = usage.effective_capacity.as_msat();
1285 let inflight_htlc_msat = usage.inflight_htlc_msat;
1286 self.channel_liquidities
1287 .get(&short_channel_id)
1288 .unwrap_or(&ChannelLiquidity::new())
1289 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1290 .penalty_msat(amount_msat, score_params)
1291 .saturating_add(anti_probing_penalty_msat)
1292 .saturating_add(base_penalty_msat)
1295 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1296 let amount_msat = path.final_value_msat();
1297 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1298 let network_graph = self.network_graph.read_only();
1299 for (hop_idx, hop) in path.hops.iter().enumerate() {
1300 let target = NodeId::from_pubkey(&hop.pubkey);
1301 let channel_directed_from_source = network_graph.channels()
1302 .get(&hop.short_channel_id)
1303 .and_then(|channel| channel.as_directed_to(&target));
1305 let at_failed_channel = hop.short_channel_id == short_channel_id;
1306 if at_failed_channel && hop_idx == 0 {
1307 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);
1310 // Only score announced channels.
1311 if let Some((channel, source)) = channel_directed_from_source {
1312 let capacity_msat = channel.effective_capacity().as_msat();
1313 if at_failed_channel {
1314 self.channel_liquidities
1315 .entry(hop.short_channel_id)
1316 .or_insert_with(ChannelLiquidity::new)
1317 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1318 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1320 self.channel_liquidities
1321 .entry(hop.short_channel_id)
1322 .or_insert_with(ChannelLiquidity::new)
1323 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1324 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1327 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).",
1328 hop.short_channel_id);
1330 if at_failed_channel { break; }
1334 fn payment_path_successful(&mut self, path: &Path) {
1335 let amount_msat = path.final_value_msat();
1336 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1337 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1338 let network_graph = self.network_graph.read_only();
1339 for hop in &path.hops {
1340 let target = NodeId::from_pubkey(&hop.pubkey);
1341 let channel_directed_from_source = network_graph.channels()
1342 .get(&hop.short_channel_id)
1343 .and_then(|channel| channel.as_directed_to(&target));
1345 // Only score announced channels.
1346 if let Some((channel, source)) = channel_directed_from_source {
1347 let capacity_msat = channel.effective_capacity().as_msat();
1348 self.channel_liquidities
1349 .entry(hop.short_channel_id)
1350 .or_insert_with(ChannelLiquidity::new)
1351 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1352 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1354 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).",
1355 hop.short_channel_id);
1360 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1361 self.payment_path_failed(path, short_channel_id)
1364 fn probe_successful(&mut self, path: &Path) {
1365 self.payment_path_failed(path, u64::max_value())
1370 const BITS: u32 = 64;
1371 const HIGHEST_BIT: u32 = BITS - 1;
1372 const LOWER_BITS: u32 = 6;
1373 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1374 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1376 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1377 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1378 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1379 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1380 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1381 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1382 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1383 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1384 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1385 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1386 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1387 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1388 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1389 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1390 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1391 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1392 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1393 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1394 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1395 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1396 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1397 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1398 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1399 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1400 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1401 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1402 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1403 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1404 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1405 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1406 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1407 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1408 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1409 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1410 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1411 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1412 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1413 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1414 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1415 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1416 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1417 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1418 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1419 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1420 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1421 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1422 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1423 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1424 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1425 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1426 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1427 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1428 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1429 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1430 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1431 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1432 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1433 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1434 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1435 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1436 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1437 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1438 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1439 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1440 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1441 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1442 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1443 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1444 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1445 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1446 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1447 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1448 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1449 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1450 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1451 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1452 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1453 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1454 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1455 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1456 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1457 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1458 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1459 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1460 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1461 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1462 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1463 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1464 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1465 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1466 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1467 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1468 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1469 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1470 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1471 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1472 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1473 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1474 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1475 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1476 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1477 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1478 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1479 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1480 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1481 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1482 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1483 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1484 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1485 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1486 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1487 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1488 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1489 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1490 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1491 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1492 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1493 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1494 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1495 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1496 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1497 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1498 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1499 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1500 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1501 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1502 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1503 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1504 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1505 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1506 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1507 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1508 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1509 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1510 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1511 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1512 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1513 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1514 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1515 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1516 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1517 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1518 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1519 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1520 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1521 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1522 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1523 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1524 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1525 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1526 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1527 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1528 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1529 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1530 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1531 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1532 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1533 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1534 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1535 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1536 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1537 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1538 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1539 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1540 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1541 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1542 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1543 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1544 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1545 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1546 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1547 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1548 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1549 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1550 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1551 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1552 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1553 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1554 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1555 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1556 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1557 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1558 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1559 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1560 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1561 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1562 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1563 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1564 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1565 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1566 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1567 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1568 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1569 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1570 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1571 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1572 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1573 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1574 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1575 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1576 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1577 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1578 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1579 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1580 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1581 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1582 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1583 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1584 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1585 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1586 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1587 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1588 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1589 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1590 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1591 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1592 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1593 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1594 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1595 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1596 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1597 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1598 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1599 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1600 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1601 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1602 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1603 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1604 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1605 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1606 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1607 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1608 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1609 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1610 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1611 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1612 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1613 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1614 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1615 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1616 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1617 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1618 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1619 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1620 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1621 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1622 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1623 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1624 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1625 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1626 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1627 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1628 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1629 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1630 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1631 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1632 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1633 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1634 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1637 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1639 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1640 // Multiply the -1 through to avoid needing to use signed numbers.
1641 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1645 fn log10_times_2048(x: u64) -> u16 {
1646 debug_assert_ne!(x, 0);
1647 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1648 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1649 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1657 fn prints_negative_log10_times_2048_lookup_table() {
1658 for msb in 0..BITS {
1659 for i in 0..LOWER_BITS_BOUND {
1660 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1661 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1662 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1664 if i % LOWER_BITS_BOUND == 0 {
1665 print!("\t\t[{}, ", log10_times_2048);
1666 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1667 println!("{}],", log10_times_2048);
1668 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1669 print!("{},\n\t\t\t", log10_times_2048);
1671 print!("{}, ", log10_times_2048);
1679 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1681 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1682 write_tlv_fields!(w, {
1683 (0, self.channel_liquidities, required),
1689 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1690 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1693 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1694 ) -> Result<Self, DecodeError> {
1695 let (decay_params, network_graph, logger) = args;
1696 let mut channel_liquidities = HashMap::new();
1697 read_tlv_fields!(r, {
1698 (0, channel_liquidities, required),
1704 channel_liquidities,
1709 impl<T: Time> Writeable for ChannelLiquidity<T> {
1711 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1712 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1713 write_tlv_fields!(w, {
1714 (0, self.min_liquidity_offset_msat, required),
1715 (1, Some(self.min_liquidity_offset_history), option),
1716 (2, self.max_liquidity_offset_msat, required),
1717 (3, Some(self.max_liquidity_offset_history), option),
1718 (4, duration_since_epoch, required),
1724 impl<T: Time> Readable for ChannelLiquidity<T> {
1726 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1727 let mut min_liquidity_offset_msat = 0;
1728 let mut max_liquidity_offset_msat = 0;
1729 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1730 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1731 let mut duration_since_epoch = Duration::from_secs(0);
1732 read_tlv_fields!(r, {
1733 (0, min_liquidity_offset_msat, required),
1734 (1, min_liquidity_offset_history, option),
1735 (2, max_liquidity_offset_msat, required),
1736 (3, max_liquidity_offset_history, option),
1737 (4, duration_since_epoch, required),
1739 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1740 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1741 // is a time from a monotonic clock usually represented as an offset against boot time).
1742 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1743 // from the one that was written. However, because `Instant` can panic if we construct one
1744 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1745 // using `Instant::now()` in that case.
1746 let wall_clock_now = T::duration_since_epoch();
1748 let last_updated = if wall_clock_now > duration_since_epoch {
1749 now - (wall_clock_now - duration_since_epoch)
1752 min_liquidity_offset_msat,
1753 max_liquidity_offset_msat,
1754 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1755 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1763 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1764 use crate::blinded_path::{BlindedHop, BlindedPath};
1765 use crate::util::config::UserConfig;
1766 use crate::util::time::Time;
1767 use crate::util::time::tests::SinceEpoch;
1769 use crate::ln::channelmanager;
1770 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1771 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1772 use crate::routing::router::{BlindedTail, Path, RouteHop};
1773 use crate::routing::scoring::{ChannelUsage, Score};
1774 use crate::util::ser::{ReadableArgs, Writeable};
1775 use crate::util::test_utils::{self, TestLogger};
1777 use bitcoin::blockdata::constants::genesis_block;
1778 use bitcoin::hashes::Hash;
1779 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1780 use bitcoin::network::constants::Network;
1781 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1782 use core::time::Duration;
1785 fn source_privkey() -> SecretKey {
1786 SecretKey::from_slice(&[42; 32]).unwrap()
1789 fn target_privkey() -> SecretKey {
1790 SecretKey::from_slice(&[43; 32]).unwrap()
1793 fn source_pubkey() -> PublicKey {
1794 let secp_ctx = Secp256k1::new();
1795 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1798 fn target_pubkey() -> PublicKey {
1799 let secp_ctx = Secp256k1::new();
1800 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1803 fn source_node_id() -> NodeId {
1804 NodeId::from_pubkey(&source_pubkey())
1807 fn target_node_id() -> NodeId {
1808 NodeId::from_pubkey(&target_pubkey())
1811 // `ProbabilisticScorer` tests
1813 /// A probabilistic scorer for testing with time that can be manually advanced.
1814 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1816 fn sender_privkey() -> SecretKey {
1817 SecretKey::from_slice(&[41; 32]).unwrap()
1820 fn recipient_privkey() -> SecretKey {
1821 SecretKey::from_slice(&[45; 32]).unwrap()
1824 fn sender_pubkey() -> PublicKey {
1825 let secp_ctx = Secp256k1::new();
1826 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1829 fn recipient_pubkey() -> PublicKey {
1830 let secp_ctx = Secp256k1::new();
1831 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1834 fn sender_node_id() -> NodeId {
1835 NodeId::from_pubkey(&sender_pubkey())
1838 fn recipient_node_id() -> NodeId {
1839 NodeId::from_pubkey(&recipient_pubkey())
1842 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1843 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1844 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1845 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1851 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1852 node_2_key: SecretKey
1854 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1855 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1856 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1857 let secp_ctx = Secp256k1::new();
1858 let unsigned_announcement = UnsignedChannelAnnouncement {
1859 features: channelmanager::provided_channel_features(&UserConfig::default()),
1860 chain_hash: genesis_hash,
1862 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1863 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1864 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1865 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1866 excess_data: Vec::new(),
1868 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1869 let signed_announcement = ChannelAnnouncement {
1870 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1871 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1872 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1873 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1874 contents: unsigned_announcement,
1876 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1877 network_graph.update_channel_from_announcement(
1878 &signed_announcement, &chain_source).unwrap();
1879 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1880 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1884 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1885 flags: u8, htlc_maximum_msat: u64
1887 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1888 let secp_ctx = Secp256k1::new();
1889 let unsigned_update = UnsignedChannelUpdate {
1890 chain_hash: genesis_hash,
1894 cltv_expiry_delta: 18,
1895 htlc_minimum_msat: 0,
1898 fee_proportional_millionths: 0,
1899 excess_data: Vec::new(),
1901 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1902 let signed_update = ChannelUpdate {
1903 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1904 contents: unsigned_update,
1906 network_graph.update_channel(&signed_update).unwrap();
1909 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1910 let config = UserConfig::default();
1913 node_features: channelmanager::provided_node_features(&config),
1915 channel_features: channelmanager::provided_channel_features(&config),
1917 cltv_expiry_delta: 18,
1921 fn payment_path_for_amount(amount_msat: u64) -> Path {
1924 path_hop(source_pubkey(), 41, 1),
1925 path_hop(target_pubkey(), 42, 2),
1926 path_hop(recipient_pubkey(), 43, amount_msat),
1927 ], blinded_tail: None,
1932 fn liquidity_bounds_directed_from_lowest_node_id() {
1933 let logger = TestLogger::new();
1934 let last_updated = SinceEpoch::now();
1935 let network_graph = network_graph(&logger);
1936 let decay_params = ProbabilisticScoringDecayParameters::default();
1937 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1940 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1941 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1942 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1946 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1947 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1948 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1950 let source = source_node_id();
1951 let target = target_node_id();
1952 let recipient = recipient_node_id();
1953 assert!(source > target);
1954 assert!(target < recipient);
1956 // Update minimum liquidity.
1958 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1959 .as_directed(&source, &target, 0, 1_000, decay_params);
1960 assert_eq!(liquidity.min_liquidity_msat(), 100);
1961 assert_eq!(liquidity.max_liquidity_msat(), 300);
1963 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1964 .as_directed(&target, &source, 0, 1_000, decay_params);
1965 assert_eq!(liquidity.min_liquidity_msat(), 700);
1966 assert_eq!(liquidity.max_liquidity_msat(), 900);
1968 scorer.channel_liquidities.get_mut(&42).unwrap()
1969 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1970 .set_min_liquidity_msat(200);
1972 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1973 .as_directed(&source, &target, 0, 1_000, decay_params);
1974 assert_eq!(liquidity.min_liquidity_msat(), 200);
1975 assert_eq!(liquidity.max_liquidity_msat(), 300);
1977 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1978 .as_directed(&target, &source, 0, 1_000, decay_params);
1979 assert_eq!(liquidity.min_liquidity_msat(), 700);
1980 assert_eq!(liquidity.max_liquidity_msat(), 800);
1982 // Update maximum liquidity.
1984 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1985 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1986 assert_eq!(liquidity.min_liquidity_msat(), 700);
1987 assert_eq!(liquidity.max_liquidity_msat(), 900);
1989 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1990 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1991 assert_eq!(liquidity.min_liquidity_msat(), 100);
1992 assert_eq!(liquidity.max_liquidity_msat(), 300);
1994 scorer.channel_liquidities.get_mut(&43).unwrap()
1995 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
1996 .set_max_liquidity_msat(200);
1998 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1999 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2000 assert_eq!(liquidity.min_liquidity_msat(), 0);
2001 assert_eq!(liquidity.max_liquidity_msat(), 200);
2003 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2004 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2005 assert_eq!(liquidity.min_liquidity_msat(), 800);
2006 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2010 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2011 let logger = TestLogger::new();
2012 let last_updated = SinceEpoch::now();
2013 let network_graph = network_graph(&logger);
2014 let decay_params = ProbabilisticScoringDecayParameters::default();
2015 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2018 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2019 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2020 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2022 let source = source_node_id();
2023 let target = target_node_id();
2024 assert!(source > target);
2026 // Check initial bounds.
2027 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2028 .as_directed(&source, &target, 0, 1_000, decay_params);
2029 assert_eq!(liquidity.min_liquidity_msat(), 400);
2030 assert_eq!(liquidity.max_liquidity_msat(), 800);
2032 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2033 .as_directed(&target, &source, 0, 1_000, decay_params);
2034 assert_eq!(liquidity.min_liquidity_msat(), 200);
2035 assert_eq!(liquidity.max_liquidity_msat(), 600);
2037 // Reset from source to target.
2038 scorer.channel_liquidities.get_mut(&42).unwrap()
2039 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2040 .set_min_liquidity_msat(900);
2042 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2043 .as_directed(&source, &target, 0, 1_000, decay_params);
2044 assert_eq!(liquidity.min_liquidity_msat(), 900);
2045 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2047 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2048 .as_directed(&target, &source, 0, 1_000, decay_params);
2049 assert_eq!(liquidity.min_liquidity_msat(), 0);
2050 assert_eq!(liquidity.max_liquidity_msat(), 100);
2052 // Reset from target to source.
2053 scorer.channel_liquidities.get_mut(&42).unwrap()
2054 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2055 .set_min_liquidity_msat(400);
2057 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2058 .as_directed(&source, &target, 0, 1_000, decay_params);
2059 assert_eq!(liquidity.min_liquidity_msat(), 0);
2060 assert_eq!(liquidity.max_liquidity_msat(), 600);
2062 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2063 .as_directed(&target, &source, 0, 1_000, decay_params);
2064 assert_eq!(liquidity.min_liquidity_msat(), 400);
2065 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2069 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2070 let logger = TestLogger::new();
2071 let last_updated = SinceEpoch::now();
2072 let network_graph = network_graph(&logger);
2073 let decay_params = ProbabilisticScoringDecayParameters::default();
2074 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2077 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2078 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2079 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2081 let source = source_node_id();
2082 let target = target_node_id();
2083 assert!(source > target);
2085 // Check initial bounds.
2086 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2087 .as_directed(&source, &target, 0, 1_000, decay_params);
2088 assert_eq!(liquidity.min_liquidity_msat(), 400);
2089 assert_eq!(liquidity.max_liquidity_msat(), 800);
2091 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2092 .as_directed(&target, &source, 0, 1_000, decay_params);
2093 assert_eq!(liquidity.min_liquidity_msat(), 200);
2094 assert_eq!(liquidity.max_liquidity_msat(), 600);
2096 // Reset from source to target.
2097 scorer.channel_liquidities.get_mut(&42).unwrap()
2098 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2099 .set_max_liquidity_msat(300);
2101 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2102 .as_directed(&source, &target, 0, 1_000, decay_params);
2103 assert_eq!(liquidity.min_liquidity_msat(), 0);
2104 assert_eq!(liquidity.max_liquidity_msat(), 300);
2106 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2107 .as_directed(&target, &source, 0, 1_000, decay_params);
2108 assert_eq!(liquidity.min_liquidity_msat(), 700);
2109 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2111 // Reset from target to source.
2112 scorer.channel_liquidities.get_mut(&42).unwrap()
2113 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2114 .set_max_liquidity_msat(600);
2116 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2117 .as_directed(&source, &target, 0, 1_000, decay_params);
2118 assert_eq!(liquidity.min_liquidity_msat(), 400);
2119 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2121 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2122 .as_directed(&target, &source, 0, 1_000, decay_params);
2123 assert_eq!(liquidity.min_liquidity_msat(), 0);
2124 assert_eq!(liquidity.max_liquidity_msat(), 600);
2128 fn increased_penalty_nearing_liquidity_upper_bound() {
2129 let logger = TestLogger::new();
2130 let network_graph = network_graph(&logger);
2131 let params = ProbabilisticScoringFeeParameters {
2132 liquidity_penalty_multiplier_msat: 1_000,
2133 ..ProbabilisticScoringFeeParameters::zero_penalty()
2135 let decay_params = ProbabilisticScoringDecayParameters::default();
2136 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2137 let source = source_node_id();
2138 let target = target_node_id();
2140 let usage = ChannelUsage {
2142 inflight_htlc_msat: 0,
2143 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2145 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2146 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2147 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2148 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2149 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2150 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2151 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2153 let usage = ChannelUsage {
2155 inflight_htlc_msat: 0,
2156 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2158 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2159 let usage = ChannelUsage { amount_msat: 256, ..usage };
2160 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2161 let usage = ChannelUsage { amount_msat: 374, ..usage };
2162 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2163 let usage = ChannelUsage { amount_msat: 512, ..usage };
2164 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2165 let usage = ChannelUsage { amount_msat: 640, ..usage };
2166 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2167 let usage = ChannelUsage { amount_msat: 768, ..usage };
2168 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2169 let usage = ChannelUsage { amount_msat: 896, ..usage };
2170 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2174 fn constant_penalty_outside_liquidity_bounds() {
2175 let logger = TestLogger::new();
2176 let last_updated = SinceEpoch::now();
2177 let network_graph = network_graph(&logger);
2178 let params = ProbabilisticScoringFeeParameters {
2179 liquidity_penalty_multiplier_msat: 1_000,
2180 considered_impossible_penalty_msat: u64::max_value(),
2181 ..ProbabilisticScoringFeeParameters::zero_penalty()
2183 let decay_params = ProbabilisticScoringDecayParameters {
2184 ..ProbabilisticScoringDecayParameters::zero_penalty()
2186 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2189 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2190 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2191 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2193 let source = source_node_id();
2194 let target = target_node_id();
2196 let usage = ChannelUsage {
2198 inflight_htlc_msat: 0,
2199 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2201 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2202 let usage = ChannelUsage { amount_msat: 50, ..usage };
2203 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2204 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2205 let usage = ChannelUsage { amount_msat: 61, ..usage };
2206 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2210 fn does_not_further_penalize_own_channel() {
2211 let logger = TestLogger::new();
2212 let network_graph = network_graph(&logger);
2213 let params = ProbabilisticScoringFeeParameters {
2214 liquidity_penalty_multiplier_msat: 1_000,
2215 ..ProbabilisticScoringFeeParameters::zero_penalty()
2217 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2218 let sender = sender_node_id();
2219 let source = source_node_id();
2220 let usage = ChannelUsage {
2222 inflight_htlc_msat: 0,
2223 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2225 let failed_path = payment_path_for_amount(500);
2226 let successful_path = payment_path_for_amount(200);
2228 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2230 scorer.payment_path_failed(&failed_path, 41);
2231 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2233 scorer.payment_path_successful(&successful_path);
2234 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2238 fn sets_liquidity_lower_bound_on_downstream_failure() {
2239 let logger = TestLogger::new();
2240 let network_graph = network_graph(&logger);
2241 let params = ProbabilisticScoringFeeParameters {
2242 liquidity_penalty_multiplier_msat: 1_000,
2243 ..ProbabilisticScoringFeeParameters::zero_penalty()
2245 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2246 let source = source_node_id();
2247 let target = target_node_id();
2248 let path = payment_path_for_amount(500);
2250 let usage = ChannelUsage {
2252 inflight_htlc_msat: 0,
2253 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2255 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2256 let usage = ChannelUsage { amount_msat: 500, ..usage };
2257 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2258 let usage = ChannelUsage { amount_msat: 750, ..usage };
2259 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2261 scorer.payment_path_failed(&path, 43);
2263 let usage = ChannelUsage { amount_msat: 250, ..usage };
2264 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2265 let usage = ChannelUsage { amount_msat: 500, ..usage };
2266 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2267 let usage = ChannelUsage { amount_msat: 750, ..usage };
2268 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2272 fn sets_liquidity_upper_bound_on_failure() {
2273 let logger = TestLogger::new();
2274 let network_graph = network_graph(&logger);
2275 let params = ProbabilisticScoringFeeParameters {
2276 liquidity_penalty_multiplier_msat: 1_000,
2277 considered_impossible_penalty_msat: u64::max_value(),
2278 ..ProbabilisticScoringFeeParameters::zero_penalty()
2280 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2281 let source = source_node_id();
2282 let target = target_node_id();
2283 let path = payment_path_for_amount(500);
2285 let usage = ChannelUsage {
2287 inflight_htlc_msat: 0,
2288 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2290 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2291 let usage = ChannelUsage { amount_msat: 500, ..usage };
2292 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2293 let usage = ChannelUsage { amount_msat: 750, ..usage };
2294 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2296 scorer.payment_path_failed(&path, 42);
2298 let usage = ChannelUsage { amount_msat: 250, ..usage };
2299 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2300 let usage = ChannelUsage { amount_msat: 500, ..usage };
2301 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2302 let usage = ChannelUsage { amount_msat: 750, ..usage };
2303 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2307 fn ignores_channels_after_removed_failed_channel() {
2308 // Previously, if we'd tried to send over a channel which was removed from the network
2309 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2310 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2311 // channels in the route, even ones which they payment never reached. This tests to ensure
2312 // we do not score such channels.
2313 let secp_ctx = Secp256k1::new();
2314 let logger = TestLogger::new();
2315 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2316 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2317 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2318 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2319 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2320 add_channel(&mut network_graph, 42, secret_a, secret_b);
2321 // Don't add the channel from B -> C.
2322 add_channel(&mut network_graph, 44, secret_c, secret_d);
2324 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2325 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2326 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2327 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2330 path_hop(pub_b, 42, 1),
2331 path_hop(pub_c, 43, 2),
2332 path_hop(pub_d, 44, 100),
2335 let node_a = NodeId::from_pubkey(&pub_a);
2336 let node_b = NodeId::from_pubkey(&pub_b);
2337 let node_c = NodeId::from_pubkey(&pub_c);
2338 let node_d = NodeId::from_pubkey(&pub_d);
2340 let params = ProbabilisticScoringFeeParameters {
2341 liquidity_penalty_multiplier_msat: 1_000,
2342 ..ProbabilisticScoringFeeParameters::zero_penalty()
2344 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2346 let usage = ChannelUsage {
2348 inflight_htlc_msat: 0,
2349 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2351 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2352 // Note that a default liquidity bound is used for B -> C as no channel exists
2353 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2354 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2356 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2358 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2359 // Note that a default liquidity bound is used for B -> C as no channel exists
2360 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2361 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2365 fn reduces_liquidity_upper_bound_along_path_on_success() {
2366 let logger = TestLogger::new();
2367 let network_graph = network_graph(&logger);
2368 let params = ProbabilisticScoringFeeParameters {
2369 liquidity_penalty_multiplier_msat: 1_000,
2370 ..ProbabilisticScoringFeeParameters::zero_penalty()
2372 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2373 let sender = sender_node_id();
2374 let source = source_node_id();
2375 let target = target_node_id();
2376 let recipient = recipient_node_id();
2377 let usage = ChannelUsage {
2379 inflight_htlc_msat: 0,
2380 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2383 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2384 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2385 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2387 scorer.payment_path_successful(&payment_path_for_amount(500));
2389 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2390 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2391 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2395 fn decays_liquidity_bounds_over_time() {
2396 let logger = TestLogger::new();
2397 let network_graph = network_graph(&logger);
2398 let params = ProbabilisticScoringFeeParameters {
2399 liquidity_penalty_multiplier_msat: 1_000,
2400 considered_impossible_penalty_msat: u64::max_value(),
2401 ..ProbabilisticScoringFeeParameters::zero_penalty()
2403 let decay_params = ProbabilisticScoringDecayParameters {
2404 liquidity_offset_half_life: Duration::from_secs(10),
2405 ..ProbabilisticScoringDecayParameters::zero_penalty()
2407 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2408 let source = source_node_id();
2409 let target = target_node_id();
2411 let usage = ChannelUsage {
2413 inflight_htlc_msat: 0,
2414 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2416 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2417 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2418 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2420 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2421 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2423 // Initial penalties
2424 let usage = ChannelUsage { amount_msat: 128, ..usage };
2425 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2426 let usage = ChannelUsage { amount_msat: 256, ..usage };
2427 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2428 let usage = ChannelUsage { amount_msat: 768, ..usage };
2429 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2430 let usage = ChannelUsage { amount_msat: 896, ..usage };
2431 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2434 SinceEpoch::advance(Duration::from_secs(4));
2435 let usage = ChannelUsage { amount_msat: 128, ..usage };
2436 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2437 let usage = ChannelUsage { amount_msat: 256, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2439 let usage = ChannelUsage { amount_msat: 768, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2441 let usage = ChannelUsage { amount_msat: 896, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2444 // Half decay (i.e., three-quarter life)
2445 SinceEpoch::advance(Duration::from_secs(1));
2446 let usage = ChannelUsage { amount_msat: 128, ..usage };
2447 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2448 let usage = ChannelUsage { amount_msat: 256, ..usage };
2449 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2450 let usage = ChannelUsage { amount_msat: 768, ..usage };
2451 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2452 let usage = ChannelUsage { amount_msat: 896, ..usage };
2453 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2455 // One decay (i.e., half life)
2456 SinceEpoch::advance(Duration::from_secs(5));
2457 let usage = ChannelUsage { amount_msat: 64, ..usage };
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2459 let usage = ChannelUsage { amount_msat: 128, ..usage };
2460 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2461 let usage = ChannelUsage { amount_msat: 896, ..usage };
2462 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2463 let usage = ChannelUsage { amount_msat: 960, ..usage };
2464 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2466 // Fully decay liquidity lower bound.
2467 SinceEpoch::advance(Duration::from_secs(10 * 7));
2468 let usage = ChannelUsage { amount_msat: 0, ..usage };
2469 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2470 let usage = ChannelUsage { amount_msat: 1, ..usage };
2471 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2472 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2473 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2474 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2475 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2477 // Fully decay liquidity upper bound.
2478 SinceEpoch::advance(Duration::from_secs(10));
2479 let usage = ChannelUsage { amount_msat: 0, ..usage };
2480 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2481 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2482 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2484 SinceEpoch::advance(Duration::from_secs(10));
2485 let usage = ChannelUsage { amount_msat: 0, ..usage };
2486 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2487 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2488 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2492 fn decays_liquidity_bounds_without_shift_overflow() {
2493 let logger = TestLogger::new();
2494 let network_graph = network_graph(&logger);
2495 let params = ProbabilisticScoringFeeParameters {
2496 liquidity_penalty_multiplier_msat: 1_000,
2497 ..ProbabilisticScoringFeeParameters::zero_penalty()
2499 let decay_params = ProbabilisticScoringDecayParameters {
2500 liquidity_offset_half_life: Duration::from_secs(10),
2501 ..ProbabilisticScoringDecayParameters::default()
2503 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2504 let source = source_node_id();
2505 let target = target_node_id();
2506 let usage = ChannelUsage {
2508 inflight_htlc_msat: 0,
2509 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2511 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2513 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2514 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2516 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2517 // would cause an overflow.
2518 SinceEpoch::advance(Duration::from_secs(10 * 64));
2519 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2521 SinceEpoch::advance(Duration::from_secs(10));
2522 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2526 fn restricts_liquidity_bounds_after_decay() {
2527 let logger = TestLogger::new();
2528 let network_graph = network_graph(&logger);
2529 let params = ProbabilisticScoringFeeParameters {
2530 liquidity_penalty_multiplier_msat: 1_000,
2531 ..ProbabilisticScoringFeeParameters::zero_penalty()
2533 let decay_params = ProbabilisticScoringDecayParameters {
2534 liquidity_offset_half_life: Duration::from_secs(10),
2535 ..ProbabilisticScoringDecayParameters::default()
2537 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2538 let source = source_node_id();
2539 let target = target_node_id();
2540 let usage = ChannelUsage {
2542 inflight_htlc_msat: 0,
2543 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2546 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2548 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2549 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2550 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2551 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2553 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2554 SinceEpoch::advance(Duration::from_secs(10));
2555 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2557 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2558 // is closer to the upper bound, meaning a higher penalty.
2559 scorer.payment_path_successful(&payment_path_for_amount(64));
2560 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2562 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2563 // is closer to the lower bound, meaning a lower penalty.
2564 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2565 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2567 // Further decaying affects the lower bound more than the upper bound (128, 928).
2568 SinceEpoch::advance(Duration::from_secs(10));
2569 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2573 fn restores_persisted_liquidity_bounds() {
2574 let logger = TestLogger::new();
2575 let network_graph = network_graph(&logger);
2576 let params = ProbabilisticScoringFeeParameters {
2577 liquidity_penalty_multiplier_msat: 1_000,
2578 considered_impossible_penalty_msat: u64::max_value(),
2579 ..ProbabilisticScoringFeeParameters::zero_penalty()
2581 let decay_params = ProbabilisticScoringDecayParameters {
2582 liquidity_offset_half_life: Duration::from_secs(10),
2583 ..ProbabilisticScoringDecayParameters::default()
2585 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2586 let source = source_node_id();
2587 let target = target_node_id();
2588 let usage = ChannelUsage {
2590 inflight_htlc_msat: 0,
2591 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2594 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2595 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2597 SinceEpoch::advance(Duration::from_secs(10));
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2600 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2601 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2603 let mut serialized_scorer = Vec::new();
2604 scorer.write(&mut serialized_scorer).unwrap();
2606 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2607 let deserialized_scorer =
2608 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2609 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2613 fn decays_persisted_liquidity_bounds() {
2614 let logger = TestLogger::new();
2615 let network_graph = network_graph(&logger);
2616 let params = ProbabilisticScoringFeeParameters {
2617 liquidity_penalty_multiplier_msat: 1_000,
2618 considered_impossible_penalty_msat: u64::max_value(),
2619 ..ProbabilisticScoringFeeParameters::zero_penalty()
2621 let decay_params = ProbabilisticScoringDecayParameters {
2622 liquidity_offset_half_life: Duration::from_secs(10),
2623 ..ProbabilisticScoringDecayParameters::zero_penalty()
2625 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2626 let source = source_node_id();
2627 let target = target_node_id();
2628 let usage = ChannelUsage {
2630 inflight_htlc_msat: 0,
2631 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2634 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2635 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2637 let mut serialized_scorer = Vec::new();
2638 scorer.write(&mut serialized_scorer).unwrap();
2640 SinceEpoch::advance(Duration::from_secs(10));
2642 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2643 let deserialized_scorer =
2644 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2645 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2647 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2650 SinceEpoch::advance(Duration::from_secs(10));
2651 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2655 fn scores_realistic_payments() {
2656 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2657 // 50k sat reserve).
2658 let logger = TestLogger::new();
2659 let network_graph = network_graph(&logger);
2660 let params = ProbabilisticScoringFeeParameters::default();
2661 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2662 let source = source_node_id();
2663 let target = target_node_id();
2665 let usage = ChannelUsage {
2666 amount_msat: 100_000_000,
2667 inflight_htlc_msat: 0,
2668 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2670 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2671 let usage = ChannelUsage {
2672 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2674 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2675 let usage = ChannelUsage {
2676 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2678 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2679 let usage = ChannelUsage {
2680 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2682 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2683 let usage = ChannelUsage {
2684 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2686 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2687 let usage = ChannelUsage {
2688 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2690 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2691 let usage = ChannelUsage {
2692 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2694 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2695 let usage = ChannelUsage {
2696 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2698 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2699 let usage = ChannelUsage {
2700 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2702 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2703 let usage = ChannelUsage {
2704 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2706 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2707 let usage = ChannelUsage {
2708 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2710 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2714 fn adds_base_penalty_to_liquidity_penalty() {
2715 let logger = TestLogger::new();
2716 let network_graph = network_graph(&logger);
2717 let source = source_node_id();
2718 let target = target_node_id();
2719 let usage = ChannelUsage {
2721 inflight_htlc_msat: 0,
2722 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2725 let params = ProbabilisticScoringFeeParameters {
2726 liquidity_penalty_multiplier_msat: 1_000,
2727 ..ProbabilisticScoringFeeParameters::zero_penalty()
2729 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2730 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2732 let params = ProbabilisticScoringFeeParameters {
2733 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2734 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2736 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2737 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2739 let params = ProbabilisticScoringFeeParameters {
2740 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2741 base_penalty_amount_multiplier_msat: (1 << 30),
2742 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2745 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2746 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2750 fn adds_amount_penalty_to_liquidity_penalty() {
2751 let logger = TestLogger::new();
2752 let network_graph = network_graph(&logger);
2753 let source = source_node_id();
2754 let target = target_node_id();
2755 let usage = ChannelUsage {
2756 amount_msat: 512_000,
2757 inflight_htlc_msat: 0,
2758 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2761 let params = ProbabilisticScoringFeeParameters {
2762 liquidity_penalty_multiplier_msat: 1_000,
2763 liquidity_penalty_amount_multiplier_msat: 0,
2764 ..ProbabilisticScoringFeeParameters::zero_penalty()
2766 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2767 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2769 let params = ProbabilisticScoringFeeParameters {
2770 liquidity_penalty_multiplier_msat: 1_000,
2771 liquidity_penalty_amount_multiplier_msat: 256,
2772 ..ProbabilisticScoringFeeParameters::zero_penalty()
2774 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2775 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2779 fn calculates_log10_without_overflowing_u64_max_value() {
2780 let logger = TestLogger::new();
2781 let network_graph = network_graph(&logger);
2782 let source = source_node_id();
2783 let target = target_node_id();
2784 let usage = ChannelUsage {
2785 amount_msat: u64::max_value(),
2786 inflight_htlc_msat: 0,
2787 effective_capacity: EffectiveCapacity::Infinite,
2790 let params = ProbabilisticScoringFeeParameters {
2791 liquidity_penalty_multiplier_msat: 40_000,
2792 ..ProbabilisticScoringFeeParameters::zero_penalty()
2794 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2795 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2796 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2800 fn accounts_for_inflight_htlc_usage() {
2801 let logger = TestLogger::new();
2802 let network_graph = network_graph(&logger);
2803 let params = ProbabilisticScoringFeeParameters {
2804 considered_impossible_penalty_msat: u64::max_value(),
2805 ..ProbabilisticScoringFeeParameters::zero_penalty()
2807 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2808 let source = source_node_id();
2809 let target = target_node_id();
2811 let usage = ChannelUsage {
2813 inflight_htlc_msat: 0,
2814 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2816 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2818 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2819 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2823 fn removes_uncertainity_when_exact_liquidity_known() {
2824 let logger = TestLogger::new();
2825 let network_graph = network_graph(&logger);
2826 let params = ProbabilisticScoringFeeParameters::default();
2827 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2828 let source = source_node_id();
2829 let target = target_node_id();
2831 let base_penalty_msat = params.base_penalty_msat;
2832 let usage = ChannelUsage {
2834 inflight_htlc_msat: 0,
2835 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2837 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2839 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2840 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2842 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2843 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2847 fn remembers_historical_failures() {
2848 let logger = TestLogger::new();
2849 let network_graph = network_graph(&logger);
2850 let params = ProbabilisticScoringFeeParameters {
2851 historical_liquidity_penalty_multiplier_msat: 1024,
2852 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2853 ..ProbabilisticScoringFeeParameters::zero_penalty()
2855 let decay_params = ProbabilisticScoringDecayParameters {
2856 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2857 historical_no_updates_half_life: Duration::from_secs(10),
2859 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2860 let source = source_node_id();
2861 let target = target_node_id();
2863 let usage = ChannelUsage {
2865 inflight_htlc_msat: 0,
2866 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2868 // With no historical data the normal liquidity penalty calculation is used.
2869 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2870 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2873 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2874 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2875 // The "it failed" increment is 32, where the probability should lie fully in the first
2877 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2878 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2880 // Even after we tell the scorer we definitely have enough available liquidity, it will
2881 // still remember that there was some failure in the past, and assign a non-0 penalty.
2882 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2883 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2884 // The first octile should be decayed just slightly and the last octile has a new point.
2885 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2886 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2888 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2889 // gone), and check that we're back to where we started.
2890 SinceEpoch::advance(Duration::from_secs(10 * 16));
2891 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2892 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2893 // data entirely instead.
2894 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2895 Some(([0; 8], [0; 8])));
2897 let usage = ChannelUsage {
2899 inflight_htlc_msat: 1024,
2900 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2902 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2903 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2905 let usage = ChannelUsage {
2907 inflight_htlc_msat: 0,
2908 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2910 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2912 // Advance to decay all liquidity offsets to zero.
2913 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2915 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2916 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2918 path_hop(target_pubkey(), 43, 2),
2919 path_hop(source_pubkey(), 42, 1),
2920 path_hop(sender_pubkey(), 41, 0),
2922 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2926 fn adds_anti_probing_penalty() {
2927 let logger = TestLogger::new();
2928 let network_graph = network_graph(&logger);
2929 let source = source_node_id();
2930 let target = target_node_id();
2931 let params = ProbabilisticScoringFeeParameters {
2932 anti_probing_penalty_msat: 500,
2933 ..ProbabilisticScoringFeeParameters::zero_penalty()
2935 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2937 // Check we receive no penalty for a low htlc_maximum_msat.
2938 let usage = ChannelUsage {
2939 amount_msat: 512_000,
2940 inflight_htlc_msat: 0,
2941 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2943 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2945 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2946 let usage = ChannelUsage {
2947 amount_msat: 512_000,
2948 inflight_htlc_msat: 0,
2949 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2951 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2953 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2954 let usage = ChannelUsage {
2955 amount_msat: 512_000,
2956 inflight_htlc_msat: 0,
2957 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2959 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2961 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2962 let usage = ChannelUsage {
2963 amount_msat: 512_000,
2964 inflight_htlc_msat: 0,
2965 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2967 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2971 fn scores_with_blinded_path() {
2972 // Make sure we'll account for a blinded path's final_value_msat in scoring
2973 let logger = TestLogger::new();
2974 let network_graph = network_graph(&logger);
2975 let params = ProbabilisticScoringFeeParameters {
2976 liquidity_penalty_multiplier_msat: 1_000,
2977 ..ProbabilisticScoringFeeParameters::zero_penalty()
2979 let decay_params = ProbabilisticScoringDecayParameters::default();
2980 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2981 let source = source_node_id();
2982 let target = target_node_id();
2983 let usage = ChannelUsage {
2985 inflight_htlc_msat: 0,
2986 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2988 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2990 let mut path = payment_path_for_amount(768);
2991 let recipient_hop = path.hops.pop().unwrap();
2992 let blinded_path = BlindedPath {
2993 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2994 blinding_point: test_utils::pubkey(42),
2996 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2999 path.blinded_tail = Some(BlindedTail {
3000 hops: blinded_path.blinded_hops,
3001 blinding_point: blinded_path.blinding_point,
3002 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3003 final_value_msat: recipient_hop.fee_msat,
3006 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3007 // final value is taken into account.
3008 assert!(scorer.channel_liquidities.get(&42).is_none());
3010 scorer.payment_path_failed(&path, 42);
3011 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3012 scorer.payment_path_failed(&path, 43);
3014 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3015 .as_directed(&source, &target, 0, 1_000, decay_params);
3016 assert_eq!(liquidity.min_liquidity_msat(), 256);
3017 assert_eq!(liquidity.max_liquidity_msat(), 768);