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, ProbabilisticScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
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 = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use crate::ln::msgs::DecodeError;
58 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
59 use crate::routing::router::RouteHop;
60 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use crate::util::logger::Logger;
62 use crate::util::time::Time;
64 use crate::prelude::*;
66 use core::cell::{RefCell, RefMut};
67 use core::convert::TryInto;
68 use core::ops::{Deref, DerefMut};
69 use core::time::Duration;
70 use crate::io::{self, Read};
71 use crate::sync::{Mutex, MutexGuard};
73 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
74 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
75 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
76 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
78 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
79 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
80 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
81 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
82 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
83 /// do here by defining `Score` differently for `cfg(c_bindings)`.
84 macro_rules! define_score { ($($supertrait: path)*) => {
85 /// An interface used to score payment channels for path finding.
87 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
88 pub trait Score $(: $supertrait)* {
89 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
90 /// given channel in the direction from `source` to `target`.
92 /// The channel's capacity (less any other MPP parts that are also being considered for use in
93 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
94 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
95 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
96 /// Thus, implementations should be overflow-safe.
97 fn channel_penalty_msat(
98 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
101 /// Handles updating channel penalties after failing to route through a channel.
102 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
104 /// Handles updating channel penalties after successfully routing along a path.
105 fn payment_path_successful(&mut self, path: &[&RouteHop]);
107 /// Handles updating channel penalties after a probe over the given path failed.
108 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
110 /// Handles updating channel penalties after a probe over the given path succeeded.
111 fn probe_successful(&mut self, path: &[&RouteHop]);
114 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
115 fn channel_penalty_msat(
116 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
118 self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
121 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
122 self.deref_mut().payment_path_failed(path, short_channel_id)
125 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
126 self.deref_mut().payment_path_successful(path)
129 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
130 self.deref_mut().probe_failed(path, short_channel_id)
133 fn probe_successful(&mut self, path: &[&RouteHop]) {
134 self.deref_mut().probe_successful(path)
140 define_score!(Writeable);
141 #[cfg(not(c_bindings))]
144 /// A scorer that is accessed under a lock.
146 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
147 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
148 /// implementations. Internal locking would be detrimental to route finding performance and could
149 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
151 /// [`find_route`]: crate::routing::router::find_route
152 pub trait LockableScore<'a> {
153 /// The locked [`Score`] type.
154 type Locked: 'a + Score;
156 /// Returns the locked scorer.
157 fn lock(&'a self) -> Self::Locked;
160 /// Refers to a scorer that is accessible under lock and also writeable to disk
162 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
163 /// use the Persister to persist it.
164 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
166 #[cfg(not(c_bindings))]
167 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
170 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
171 type Locked = MutexGuard<'a, T>;
173 fn lock(&'a self) -> MutexGuard<'a, T> {
174 Mutex::lock(self).unwrap()
178 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
179 type Locked = RefMut<'a, T>;
181 fn lock(&'a self) -> RefMut<'a, T> {
187 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
188 pub struct MultiThreadedLockableScore<S: Score> {
192 /// A locked `MultiThreadedLockableScore`.
193 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
195 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
196 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
197 self.0.channel_penalty_msat(scid, source, target, usage)
199 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
200 self.0.payment_path_failed(path, short_channel_id)
202 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
203 self.0.payment_path_successful(path)
205 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
206 self.0.probe_failed(path, short_channel_id)
208 fn probe_successful(&mut self, path: &[&RouteHop]) {
209 self.0.probe_successful(path)
213 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
214 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
220 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
221 type Locked = MultiThreadedScoreLock<'a, T>;
223 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
224 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
229 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
230 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
231 self.lock().write(writer)
236 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
239 impl<T: Score> MultiThreadedLockableScore<T> {
240 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
241 pub fn new(score: T) -> Self {
242 MultiThreadedLockableScore { score: Mutex::new(score) }
248 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
249 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250 T::write(&**self, writer)
256 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
257 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
258 S::write(&**self, writer)
262 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
263 #[derive(Clone, Copy, Debug)]
264 pub struct ChannelUsage {
265 /// The amount to send through the channel, denominated in millisatoshis.
266 pub amount_msat: u64,
268 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
269 /// as part of a multi-path payment.
270 pub inflight_htlc_msat: u64,
272 /// The effective capacity of the channel.
273 pub effective_capacity: EffectiveCapacity,
277 /// [`Score`] implementation that uses a fixed penalty.
278 pub struct FixedPenaltyScorer {
282 impl FixedPenaltyScorer {
283 /// Creates a new scorer using `penalty_msat`.
284 pub fn with_penalty(penalty_msat: u64) -> Self {
285 Self { penalty_msat }
289 impl Score for FixedPenaltyScorer {
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
294 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
298 fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &[&RouteHop]) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 /// [`Score`] implementation using channel success probability distributions.
322 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
323 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
324 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
325 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
327 /// These bounds are then used to determine a success probability using the formula from
328 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
329 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
331 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
332 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
333 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
334 /// terms of the entire path's success probability. This allows the router to directly compare
335 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
337 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
339 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
340 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
341 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
342 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
347 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
350 /// [1]: https://arxiv.org/abs/2107.05322
351 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
352 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
353 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
354 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
355 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
356 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, std::time::Instant>;
357 #[cfg(feature = "no-std")]
358 /// [`Score`] implementation using channel success probability distributions.
360 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
361 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
362 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
363 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
365 /// These bounds are then used to determine a success probability using the formula from
366 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
367 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
369 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
370 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
371 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
372 /// terms of the entire path's success probability. This allows the router to directly compare
373 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
375 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
377 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
378 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
379 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
380 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
385 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
388 /// [1]: https://arxiv.org/abs/2107.05322
389 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
390 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
391 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
392 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
393 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
394 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::Eternity>;
396 /// Probabilistic [`Score`] implementation.
398 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
399 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
400 where L::Target: Logger {
401 params: ProbabilisticScoringParameters,
404 // TODO: Remove entries of closed channels.
405 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
408 /// Parameters for configuring [`ProbabilisticScorer`].
410 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
411 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
413 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
416 pub struct ProbabilisticScoringParameters {
417 /// A fixed penalty in msats to apply to each channel.
419 /// Default value: 500 msat
420 pub base_penalty_msat: u64,
422 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
423 /// channel, in excess of the [`base_penalty_msat`].
425 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
426 /// fees plus penalty) for large payments. The penalty is computed as the product of this
427 /// multiplier and `2^30`ths of the payment amount.
429 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
431 /// Default value: 8,192 msat
433 /// [`base_penalty_msat`]: Self::base_penalty_msat
434 pub base_penalty_amount_multiplier_msat: u64,
436 /// A multiplier used in conjunction with the negative `log10` of the channel's success
437 /// probability for a payment, as determined by our latest estimates of the channel's
438 /// liquidity, to determine the liquidity penalty.
440 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
441 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
442 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
443 /// lower bounding the success probability to `0.01`) when the amount falls within the
444 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
445 /// result in a `u64::max_value` penalty, however.
447 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
449 /// Default value: 30,000 msat
451 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
452 pub liquidity_penalty_multiplier_msat: u64,
454 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
455 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
456 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
459 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
460 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
461 /// struct documentation for more info on the way the liquidity bounds are used.
463 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
464 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
465 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
467 /// Default value: 6 hours
471 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
472 /// liquidity knowledge will never decay except when the bounds cross.
473 pub liquidity_offset_half_life: Duration,
475 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
476 /// channel's success probability for the payment, as determined by our latest estimates of the
477 /// channel's liquidity, to determine the amount penalty.
479 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
480 /// fees plus penalty) for large payments. The penalty is computed as the product of this
481 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
482 /// success probability.
484 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
486 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
487 /// the amount will result in a penalty of the multiplier. And, as the success probability
488 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
489 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
492 /// Default value: 192 msat
493 pub liquidity_penalty_amount_multiplier_msat: u64,
495 /// A multiplier used in conjunction with the negative `log10` of the channel's success
496 /// probability for the payment, as determined based on the history of our estimates of the
497 /// channel's available liquidity, to determine a penalty.
499 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
500 /// only our latest estimate for the current liquidity available in the channel, it estimates
501 /// success probability based on the estimated liquidity available in the channel through
502 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
503 /// track which of several buckets those bounds fall into, exponentially decaying the
504 /// probability of each bucket as new samples are added.
506 /// Default value: 10,000 msat
508 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
509 pub historical_liquidity_penalty_multiplier_msat: u64,
511 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
512 /// channel's success probability for the payment, as determined based on the history of our
513 /// estimates of the channel's available liquidity, to determine a penalty.
515 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
516 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
517 /// of the payment amount, weighted by the negative `log10` of the success probability.
519 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
520 /// of using only our latest estimate for the current liquidity available in the channel, it
521 /// estimates success probability based on the estimated liquidity available in the channel
522 /// through history. Specifically, every time we update our liquidity bounds on a given
523 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
524 /// the probability of each bucket as new samples are added.
526 /// Default value: 64 msat
528 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
529 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
531 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
532 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
533 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
536 /// Note that after 16 or more half lives all historical data will be completely gone.
538 /// Default value: 14 days
539 pub historical_no_updates_half_life: Duration,
541 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
542 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
543 /// considered during path finding.
546 pub manual_node_penalties: HashMap<NodeId, u64>,
548 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
549 /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
550 /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
551 /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
553 /// Default value: 250 msat
554 pub anti_probing_penalty_msat: u64,
556 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
557 /// current estimate of the channel's available liquidity.
559 /// Note that in this case all other penalties, including the
560 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
561 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
562 /// applicable, are still included in the overall penalty.
564 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
565 /// `u64::max_value()` will guarantee that.
567 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
569 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
570 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
571 /// [`base_penalty_msat`]: Self::base_penalty_msat
572 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
573 pub considered_impossible_penalty_msat: u64,
576 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
577 /// in each of 8 buckets.
578 #[derive(Clone, Copy)]
579 struct HistoricalBucketRangeTracker {
583 impl HistoricalBucketRangeTracker {
584 fn new() -> Self { Self { buckets: [0; 8] } }
585 fn track_datapoint(&mut self, bucket_idx: u8) {
586 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
587 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
589 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
590 // the buckets for the current min and max liquidity offset positions.
592 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
593 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
594 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
596 // In total, this allows us to track data for the last 8,000 or so payments across a given
599 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
600 // and need to balance having more bits in the decimal part (to ensure decay isn't too
601 // non-linear) with having too few bits in the mantissa, causing us to not store very many
604 // The constants were picked experimentally, selecting a decay amount that restricts us
605 // from overflowing buckets without having to cap them manually.
606 debug_assert!(bucket_idx < 8);
608 for e in self.buckets.iter_mut() {
609 *e = ((*e as u32) * 2047 / 2048) as u16;
611 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
614 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
615 /// datapoints as we receive newer information.
616 fn time_decay_data(&mut self, half_lives: u32) {
617 for e in self.buckets.iter_mut() {
618 *e = e.checked_shr(half_lives).unwrap_or(0);
623 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
625 struct HistoricalMinMaxBuckets<'a> {
626 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
627 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
630 impl HistoricalMinMaxBuckets<'_> {
632 fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
633 // If historical penalties are enabled, calculate the penalty by walking the set of
634 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
635 // each, calculate the probability of success given our payment amount, then total the
636 // weighted average probability of success.
638 // We use a sliding scale to decide which point within a given bucket will be compared to
639 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
640 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
641 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
642 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
643 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
644 // penalties to channels at the edges.
646 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
647 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
648 // for a 1 BTC channel!).
650 // If we used the middle of each bucket we'd never assign any penalty at all when sending
651 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
652 let mut total_valid_points_tracked = 0;
654 // Rather than actually decaying the individual buckets, which would lose precision, we
655 // simply track whether all buckets would be decayed to zero, in which case we treat it as
656 // if we had no data.
657 let mut is_fully_decayed = true;
658 let mut check_track_bucket_contains_undecayed_points =
659 |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
661 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
662 check_track_bucket_contains_undecayed_points(*min_bucket);
663 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
664 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
665 check_track_bucket_contains_undecayed_points(*max_bucket);
668 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
669 // it as if we were fully decayed.
670 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
674 let mut cumulative_success_prob_times_billion = 0;
675 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
676 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
677 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
678 * 1024 * 1024 / total_valid_points_tracked;
679 let min_64th_bucket = min_idx as u8 * 9;
680 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
681 if payment_amt_64th_bucket > max_64th_bucket {
682 // Success probability 0, the payment amount is above the max liquidity
683 } else if payment_amt_64th_bucket <= min_64th_bucket {
684 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
686 cumulative_success_prob_times_billion += bucket_prob_times_million *
687 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
688 ((max_64th_bucket - min_64th_bucket) as u64);
693 Some(cumulative_success_prob_times_billion)
697 /// Accounting for channel liquidity balance uncertainty.
699 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
700 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
701 /// offset fields gives the opposite direction.
702 struct ChannelLiquidity<T: Time> {
703 /// Lower channel liquidity bound in terms of an offset from zero.
704 min_liquidity_offset_msat: u64,
706 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
707 max_liquidity_offset_msat: u64,
709 /// Time when the liquidity bounds were last modified.
712 min_liquidity_offset_history: HistoricalBucketRangeTracker,
713 max_liquidity_offset_history: HistoricalBucketRangeTracker,
716 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
717 /// decayed with a given half life.
718 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
719 min_liquidity_offset_msat: L,
720 max_liquidity_offset_msat: L,
721 min_liquidity_offset_history: BRT,
722 max_liquidity_offset_history: BRT,
726 params: &'a ProbabilisticScoringParameters,
729 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
730 /// Creates a new scorer using the given scoring parameters for sending payments from a node
731 /// through a network graph.
732 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
737 channel_liquidities: HashMap::new(),
742 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
743 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
747 /// Dump the contents of this scorer into the configured logger.
749 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
750 /// which may be a substantial amount of log output.
751 pub fn debug_log_liquidity_stats(&self) {
752 let graph = self.network_graph.read_only();
753 for (scid, liq) in self.channel_liquidities.iter() {
754 if let Some(chan_debug) = graph.channels().get(scid) {
755 let log_direction = |source, target| {
756 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
757 let amt = directed_info.effective_capacity().as_msat();
758 let dir_liq = liq.as_directed(source, target, amt, &self.params);
759 log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
760 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
762 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
766 log_direction(&chan_debug.node_one, &chan_debug.node_two);
767 log_direction(&chan_debug.node_two, &chan_debug.node_one);
769 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
774 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
775 /// channel with `scid` towards the given `target` node.
776 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
777 let graph = self.network_graph.read_only();
779 if let Some(chan) = graph.channels().get(&scid) {
780 if let Some(liq) = self.channel_liquidities.get(&scid) {
781 if let Some((directed_info, source)) = chan.as_directed_to(target) {
782 let amt = directed_info.effective_capacity().as_msat();
783 let dir_liq = liq.as_directed(source, target, amt, &self.params);
784 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
791 /// Marks the node with the given `node_id` as banned, i.e.,
792 /// it will be avoided during path finding.
793 pub fn add_banned(&mut self, node_id: &NodeId) {
794 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
797 /// Removes the node with the given `node_id` from the list of nodes to avoid.
798 pub fn remove_banned(&mut self, node_id: &NodeId) {
799 self.params.manual_node_penalties.remove(node_id);
802 /// Sets a manual penalty for the given node.
803 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
804 self.params.manual_node_penalties.insert(*node_id, penalty);
807 /// Removes the node with the given `node_id` from the list of manual penalties.
808 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
809 self.params.manual_node_penalties.remove(node_id);
812 /// Clears the list of manual penalties that are applied during path finding.
813 pub fn clear_manual_penalties(&mut self) {
814 self.params.manual_node_penalties = HashMap::new();
818 impl ProbabilisticScoringParameters {
820 fn zero_penalty() -> Self {
822 base_penalty_msat: 0,
823 base_penalty_amount_multiplier_msat: 0,
824 liquidity_penalty_multiplier_msat: 0,
825 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
826 liquidity_penalty_amount_multiplier_msat: 0,
827 historical_liquidity_penalty_multiplier_msat: 0,
828 historical_liquidity_penalty_amount_multiplier_msat: 0,
829 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
830 manual_node_penalties: HashMap::new(),
831 anti_probing_penalty_msat: 0,
832 considered_impossible_penalty_msat: 0,
836 /// Marks all nodes in the given list as banned, i.e.,
837 /// they will be avoided during path finding.
838 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
840 self.manual_node_penalties.insert(id, u64::max_value());
845 impl Default for ProbabilisticScoringParameters {
846 fn default() -> Self {
848 base_penalty_msat: 500,
849 base_penalty_amount_multiplier_msat: 8192,
850 liquidity_penalty_multiplier_msat: 30_000,
851 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
852 liquidity_penalty_amount_multiplier_msat: 192,
853 historical_liquidity_penalty_multiplier_msat: 10_000,
854 historical_liquidity_penalty_amount_multiplier_msat: 64,
855 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
856 manual_node_penalties: HashMap::new(),
857 anti_probing_penalty_msat: 250,
858 considered_impossible_penalty_msat: 1_0000_0000_000,
863 impl<T: Time> ChannelLiquidity<T> {
867 min_liquidity_offset_msat: 0,
868 max_liquidity_offset_msat: 0,
869 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
870 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
871 last_updated: T::now(),
875 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
878 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
879 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
880 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
882 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
883 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
885 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
886 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
889 DirectedChannelLiquidity {
890 min_liquidity_offset_msat,
891 max_liquidity_offset_msat,
892 min_liquidity_offset_history,
893 max_liquidity_offset_history,
895 last_updated: &self.last_updated,
901 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
903 fn as_directed_mut<'a>(
904 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
905 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
906 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
908 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
909 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
911 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
912 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
915 DirectedChannelLiquidity {
916 min_liquidity_offset_msat,
917 max_liquidity_offset_msat,
918 min_liquidity_offset_history,
919 max_liquidity_offset_history,
921 last_updated: &mut self.last_updated,
928 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
930 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
932 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
933 /// ratio, as X in 1/X.
934 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
936 /// The divisor used when computing the amount penalty.
937 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
938 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
940 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
941 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
943 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
944 let max_liquidity_msat = self.max_liquidity_msat();
945 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
947 let mut res = if amount_msat <= min_liquidity_msat {
949 } else if amount_msat >= max_liquidity_msat {
950 // Equivalent to hitting the else clause below with the amount equal to the effective
951 // capacity and without any certainty on the liquidity upper bound, plus the
952 // impossibility penalty.
953 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
954 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
955 params.liquidity_penalty_multiplier_msat,
956 params.liquidity_penalty_amount_multiplier_msat)
957 .saturating_add(params.considered_impossible_penalty_msat)
959 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
960 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
961 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
962 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
963 // don't bother trying to use the log approximation as it gets too noisy to be
964 // particularly helpful, instead just round down to 0.
967 let negative_log10_times_2048 =
968 approx::negative_log10_times_2048(numerator, denominator);
969 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
970 params.liquidity_penalty_multiplier_msat,
971 params.liquidity_penalty_amount_multiplier_msat)
975 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
976 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
977 let required_decays = self.now.duration_since(*self.last_updated).as_secs()
978 .checked_div(params.historical_no_updates_half_life.as_secs())
979 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
980 let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
981 debug_assert!(payment_amt_64th_bucket <= 64);
982 if payment_amt_64th_bucket > 64 { return res; }
984 let buckets = HistoricalMinMaxBuckets {
985 min_liquidity_offset_history: &self.min_liquidity_offset_history,
986 max_liquidity_offset_history: &self.max_liquidity_offset_history,
988 if let Some(cumulative_success_prob_times_billion) = buckets
989 .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
990 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
991 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
992 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
993 params.historical_liquidity_penalty_amount_multiplier_msat));
995 // If we don't have any valid points (or, once decayed, we have less than a full
996 // point), redo the non-historical calculation with no liquidity bounds tracked and
997 // the historical penalty multipliers.
998 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
999 let negative_log10_times_2048 =
1000 approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
1001 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1002 params.historical_liquidity_penalty_multiplier_msat,
1003 params.historical_liquidity_penalty_amount_multiplier_msat));
1011 /// Computes the liquidity penalty from the penalty multipliers.
1013 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1014 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1016 let liquidity_penalty_msat = {
1017 // Upper bound the liquidity penalty to ensure some channel is selected.
1018 let multiplier_msat = liquidity_penalty_multiplier_msat;
1019 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1020 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1022 let amount_penalty_msat = negative_log10_times_2048
1023 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1024 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1026 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1029 /// Returns the lower bound of the channel liquidity balance in this direction.
1030 fn min_liquidity_msat(&self) -> u64 {
1031 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1034 /// Returns the upper bound of the channel liquidity balance in this direction.
1035 fn max_liquidity_msat(&self) -> u64 {
1037 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1041 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1042 self.now.duration_since(*self.last_updated).as_secs()
1043 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1044 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1049 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1050 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1051 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1052 let existing_max_msat = self.max_liquidity_msat();
1053 if amount_msat < existing_max_msat {
1054 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1055 self.set_max_liquidity_msat(amount_msat);
1057 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1058 chan_descr, existing_max_msat, amount_msat);
1062 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1063 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1064 let existing_min_msat = self.min_liquidity_msat();
1065 if amount_msat > existing_min_msat {
1066 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1067 self.set_min_liquidity_msat(amount_msat);
1069 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1070 chan_descr, existing_min_msat, amount_msat);
1074 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1075 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1076 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1077 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1078 self.set_max_liquidity_msat(max_liquidity_msat);
1081 fn update_history_buckets(&mut self) {
1082 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1083 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1084 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1085 self.min_liquidity_offset_history.time_decay_data(half_lives);
1086 self.max_liquidity_offset_history.time_decay_data(half_lives);
1088 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1089 self.min_liquidity_offset_history.track_datapoint(
1090 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1091 // is zero or the channel's capacity, though the second should generally never happen.
1092 (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1093 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1094 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1095 self.max_liquidity_offset_history.track_datapoint(
1096 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1097 // is zero or the channel's capacity, though the second should generally never happen.
1098 (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1099 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1102 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1103 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1104 *self.min_liquidity_offset_msat = amount_msat;
1105 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1108 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1110 self.update_history_buckets();
1111 *self.last_updated = self.now;
1114 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1115 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1116 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1117 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1120 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1122 self.update_history_buckets();
1123 *self.last_updated = self.now;
1127 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1128 fn channel_penalty_msat(
1129 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1131 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1135 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1136 self.params.base_penalty_amount_multiplier_msat
1137 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1139 let mut anti_probing_penalty_msat = 0;
1140 match usage.effective_capacity {
1141 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1142 if usage.amount_msat > liquidity_msat {
1143 return u64::max_value();
1145 return base_penalty_msat;
1148 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => {
1149 if htlc_maximum_msat >= capacity_msat/2 {
1150 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1156 let amount_msat = usage.amount_msat;
1157 let capacity_msat = usage.effective_capacity.as_msat()
1158 .saturating_sub(usage.inflight_htlc_msat);
1159 self.channel_liquidities
1160 .get(&short_channel_id)
1161 .unwrap_or(&ChannelLiquidity::new())
1162 .as_directed(source, target, capacity_msat, &self.params)
1163 .penalty_msat(amount_msat, &self.params)
1164 .saturating_add(anti_probing_penalty_msat)
1165 .saturating_add(base_penalty_msat)
1168 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1169 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1170 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1171 let network_graph = self.network_graph.read_only();
1172 for (hop_idx, hop) in path.iter().enumerate() {
1173 let target = NodeId::from_pubkey(&hop.pubkey);
1174 let channel_directed_from_source = network_graph.channels()
1175 .get(&hop.short_channel_id)
1176 .and_then(|channel| channel.as_directed_to(&target));
1178 if hop.short_channel_id == short_channel_id && hop_idx == 0 {
1179 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);
1182 // Only score announced channels.
1183 if let Some((channel, source)) = channel_directed_from_source {
1184 let capacity_msat = channel.effective_capacity().as_msat();
1185 if hop.short_channel_id == short_channel_id {
1186 self.channel_liquidities
1187 .entry(hop.short_channel_id)
1188 .or_insert_with(ChannelLiquidity::new)
1189 .as_directed_mut(source, &target, capacity_msat, &self.params)
1190 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1194 self.channel_liquidities
1195 .entry(hop.short_channel_id)
1196 .or_insert_with(ChannelLiquidity::new)
1197 .as_directed_mut(source, &target, capacity_msat, &self.params)
1198 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1200 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).",
1201 hop.short_channel_id);
1206 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1207 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1208 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1209 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1210 let network_graph = self.network_graph.read_only();
1212 let target = NodeId::from_pubkey(&hop.pubkey);
1213 let channel_directed_from_source = network_graph.channels()
1214 .get(&hop.short_channel_id)
1215 .and_then(|channel| channel.as_directed_to(&target));
1217 // Only score announced channels.
1218 if let Some((channel, source)) = channel_directed_from_source {
1219 let capacity_msat = channel.effective_capacity().as_msat();
1220 self.channel_liquidities
1221 .entry(hop.short_channel_id)
1222 .or_insert_with(ChannelLiquidity::new)
1223 .as_directed_mut(source, &target, capacity_msat, &self.params)
1224 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1226 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).",
1227 hop.short_channel_id);
1232 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1233 self.payment_path_failed(path, short_channel_id)
1236 fn probe_successful(&mut self, path: &[&RouteHop]) {
1237 self.payment_path_failed(path, u64::max_value())
1242 const BITS: u32 = 64;
1243 const HIGHEST_BIT: u32 = BITS - 1;
1244 const LOWER_BITS: u32 = 6;
1245 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1246 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1248 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1249 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1250 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1251 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1252 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1253 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1254 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1255 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1256 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1257 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1258 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1259 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1260 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1261 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1262 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1263 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1264 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1265 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1266 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1267 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1268 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1269 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1270 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1271 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1272 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1273 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1274 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1275 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1276 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1277 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1278 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1279 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1280 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1281 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1282 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1283 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1284 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1285 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1286 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1287 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1288 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1289 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1290 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1291 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1292 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1293 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1294 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1295 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1296 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1297 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1298 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1299 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1300 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1301 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1302 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1303 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1304 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1305 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1306 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1307 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1308 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1309 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1310 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1311 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1312 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1313 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1314 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1315 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1316 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1317 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1318 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1319 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1320 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1321 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1322 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1323 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1324 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1325 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1326 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1327 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1328 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1329 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1330 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1331 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1332 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1333 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1334 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1335 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1336 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1337 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1338 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1339 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1340 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1341 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1342 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1343 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1344 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1345 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1346 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1347 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1348 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1349 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1350 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1351 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1352 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1353 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1354 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1355 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1356 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1357 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1358 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1359 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1360 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1361 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1362 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1363 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1364 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1365 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1366 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1367 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1368 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1369 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1370 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1371 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1372 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1373 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1374 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1375 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1376 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1377 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1378 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1379 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1380 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1381 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1382 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1383 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1384 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1385 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1386 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1387 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1388 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1389 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1390 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1391 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1392 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1393 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1394 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1395 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1396 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1397 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1398 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1399 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1400 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1401 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1402 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1403 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1404 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1405 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1406 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1407 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1408 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1409 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1410 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1411 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1412 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1413 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1414 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1415 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1416 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1417 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1418 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1419 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1420 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1421 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1422 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1423 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1424 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1425 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1426 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1427 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1428 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1429 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1430 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1431 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1432 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1433 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1434 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1435 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1436 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1437 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1438 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1439 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1440 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1441 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1442 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1443 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1444 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1445 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1446 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1447 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1448 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1449 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1450 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1451 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1452 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1453 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1454 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1455 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1456 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1457 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1458 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1459 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1460 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1461 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1462 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1463 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1464 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1465 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1466 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1467 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1468 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1469 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1470 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1471 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1472 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1473 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1474 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1475 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1476 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1477 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1478 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1479 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1480 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1481 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1482 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1483 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1484 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1485 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1486 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1487 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1488 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1489 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1490 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1491 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1492 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1493 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1494 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1495 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1496 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1497 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1498 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1499 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1500 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1501 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1502 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1503 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1504 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1505 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1506 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1509 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1511 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1512 // Multiply the -1 through to avoid needing to use signed numbers.
1513 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1517 fn log10_times_2048(x: u64) -> u16 {
1518 debug_assert_ne!(x, 0);
1519 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1520 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1521 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1529 fn prints_negative_log10_times_2048_lookup_table() {
1530 for msb in 0..BITS {
1531 for i in 0..LOWER_BITS_BOUND {
1532 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1533 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1534 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1536 if i % LOWER_BITS_BOUND == 0 {
1537 print!("\t\t[{}, ", log10_times_2048);
1538 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1539 println!("{}],", log10_times_2048);
1540 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1541 print!("{},\n\t\t\t", log10_times_2048);
1543 print!("{}, ", log10_times_2048);
1551 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1553 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1554 write_tlv_fields!(w, {
1555 (0, self.channel_liquidities, required),
1561 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1562 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1565 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1566 ) -> Result<Self, DecodeError> {
1567 let (params, network_graph, logger) = args;
1568 let mut channel_liquidities = HashMap::new();
1569 read_tlv_fields!(r, {
1570 (0, channel_liquidities, required),
1576 channel_liquidities,
1581 impl<T: Time> Writeable for ChannelLiquidity<T> {
1583 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1584 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1585 write_tlv_fields!(w, {
1586 (0, self.min_liquidity_offset_msat, required),
1587 (1, Some(self.min_liquidity_offset_history), option),
1588 (2, self.max_liquidity_offset_msat, required),
1589 (3, Some(self.max_liquidity_offset_history), option),
1590 (4, duration_since_epoch, required),
1596 impl<T: Time> Readable for ChannelLiquidity<T> {
1598 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1599 let mut min_liquidity_offset_msat = 0;
1600 let mut max_liquidity_offset_msat = 0;
1601 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1602 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1603 let mut duration_since_epoch = Duration::from_secs(0);
1604 read_tlv_fields!(r, {
1605 (0, min_liquidity_offset_msat, required),
1606 (1, min_liquidity_offset_history, option),
1607 (2, max_liquidity_offset_msat, required),
1608 (3, max_liquidity_offset_history, option),
1609 (4, duration_since_epoch, required),
1611 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1612 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1613 // is a time from a monotonic clock usually represented as an offset against boot time).
1614 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1615 // from the one that was written. However, because `Instant` can panic if we construct one
1616 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1617 // using `Instant::now()` in that case.
1618 let wall_clock_now = T::duration_since_epoch();
1620 let last_updated = if wall_clock_now > duration_since_epoch {
1621 now - (wall_clock_now - duration_since_epoch)
1624 min_liquidity_offset_msat,
1625 max_liquidity_offset_msat,
1626 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1627 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1635 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1636 use crate::util::time::Time;
1637 use crate::util::time::tests::SinceEpoch;
1639 use crate::ln::channelmanager;
1640 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1641 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1642 use crate::routing::router::RouteHop;
1643 use crate::routing::scoring::{ChannelUsage, Score};
1644 use crate::util::ser::{ReadableArgs, Writeable};
1645 use crate::util::test_utils::TestLogger;
1647 use bitcoin::blockdata::constants::genesis_block;
1648 use bitcoin::hashes::Hash;
1649 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1650 use bitcoin::network::constants::Network;
1651 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1652 use core::time::Duration;
1655 fn source_privkey() -> SecretKey {
1656 SecretKey::from_slice(&[42; 32]).unwrap()
1659 fn target_privkey() -> SecretKey {
1660 SecretKey::from_slice(&[43; 32]).unwrap()
1663 fn source_pubkey() -> PublicKey {
1664 let secp_ctx = Secp256k1::new();
1665 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1668 fn target_pubkey() -> PublicKey {
1669 let secp_ctx = Secp256k1::new();
1670 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1673 fn source_node_id() -> NodeId {
1674 NodeId::from_pubkey(&source_pubkey())
1677 fn target_node_id() -> NodeId {
1678 NodeId::from_pubkey(&target_pubkey())
1681 // `ProbabilisticScorer` tests
1683 /// A probabilistic scorer for testing with time that can be manually advanced.
1684 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1686 fn sender_privkey() -> SecretKey {
1687 SecretKey::from_slice(&[41; 32]).unwrap()
1690 fn recipient_privkey() -> SecretKey {
1691 SecretKey::from_slice(&[45; 32]).unwrap()
1694 fn sender_pubkey() -> PublicKey {
1695 let secp_ctx = Secp256k1::new();
1696 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1699 fn recipient_pubkey() -> PublicKey {
1700 let secp_ctx = Secp256k1::new();
1701 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1704 fn sender_node_id() -> NodeId {
1705 NodeId::from_pubkey(&sender_pubkey())
1708 fn recipient_node_id() -> NodeId {
1709 NodeId::from_pubkey(&recipient_pubkey())
1712 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1713 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1714 let mut network_graph = NetworkGraph::new(genesis_hash, logger);
1715 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1716 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1722 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1723 node_2_key: SecretKey
1725 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1726 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1727 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1728 let secp_ctx = Secp256k1::new();
1729 let unsigned_announcement = UnsignedChannelAnnouncement {
1730 features: channelmanager::provided_channel_features(),
1731 chain_hash: genesis_hash,
1733 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1734 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1735 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1736 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1737 excess_data: Vec::new(),
1739 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1740 let signed_announcement = ChannelAnnouncement {
1741 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1742 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1743 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1744 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1745 contents: unsigned_announcement,
1747 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1748 network_graph.update_channel_from_announcement(
1749 &signed_announcement, &chain_source).unwrap();
1750 update_channel(network_graph, short_channel_id, node_1_key, 0);
1751 update_channel(network_graph, short_channel_id, node_2_key, 1);
1755 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1758 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1759 let secp_ctx = Secp256k1::new();
1760 let unsigned_update = UnsignedChannelUpdate {
1761 chain_hash: genesis_hash,
1765 cltv_expiry_delta: 18,
1766 htlc_minimum_msat: 0,
1767 htlc_maximum_msat: 1_000,
1769 fee_proportional_millionths: 0,
1770 excess_data: Vec::new(),
1772 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1773 let signed_update = ChannelUpdate {
1774 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1775 contents: unsigned_update,
1777 network_graph.update_channel(&signed_update).unwrap();
1780 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1783 pubkey: source_pubkey(),
1784 node_features: channelmanager::provided_node_features(),
1785 short_channel_id: 41,
1786 channel_features: channelmanager::provided_channel_features(),
1788 cltv_expiry_delta: 18,
1791 pubkey: target_pubkey(),
1792 node_features: channelmanager::provided_node_features(),
1793 short_channel_id: 42,
1794 channel_features: channelmanager::provided_channel_features(),
1796 cltv_expiry_delta: 18,
1799 pubkey: recipient_pubkey(),
1800 node_features: channelmanager::provided_node_features(),
1801 short_channel_id: 43,
1802 channel_features: channelmanager::provided_channel_features(),
1803 fee_msat: amount_msat,
1804 cltv_expiry_delta: 18,
1810 fn liquidity_bounds_directed_from_lowest_node_id() {
1811 let logger = TestLogger::new();
1812 let last_updated = SinceEpoch::now();
1813 let network_graph = network_graph(&logger);
1814 let params = ProbabilisticScoringParameters::default();
1815 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1818 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1819 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1820 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1824 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1825 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1826 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1828 let source = source_node_id();
1829 let target = target_node_id();
1830 let recipient = recipient_node_id();
1831 assert!(source > target);
1832 assert!(target < recipient);
1834 // Update minimum liquidity.
1836 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1837 .as_directed(&source, &target, 1_000, &scorer.params);
1838 assert_eq!(liquidity.min_liquidity_msat(), 100);
1839 assert_eq!(liquidity.max_liquidity_msat(), 300);
1841 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1842 .as_directed(&target, &source, 1_000, &scorer.params);
1843 assert_eq!(liquidity.min_liquidity_msat(), 700);
1844 assert_eq!(liquidity.max_liquidity_msat(), 900);
1846 scorer.channel_liquidities.get_mut(&42).unwrap()
1847 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1848 .set_min_liquidity_msat(200);
1850 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1851 .as_directed(&source, &target, 1_000, &scorer.params);
1852 assert_eq!(liquidity.min_liquidity_msat(), 200);
1853 assert_eq!(liquidity.max_liquidity_msat(), 300);
1855 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1856 .as_directed(&target, &source, 1_000, &scorer.params);
1857 assert_eq!(liquidity.min_liquidity_msat(), 700);
1858 assert_eq!(liquidity.max_liquidity_msat(), 800);
1860 // Update maximum liquidity.
1862 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1863 .as_directed(&target, &recipient, 1_000, &scorer.params);
1864 assert_eq!(liquidity.min_liquidity_msat(), 700);
1865 assert_eq!(liquidity.max_liquidity_msat(), 900);
1867 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1868 .as_directed(&recipient, &target, 1_000, &scorer.params);
1869 assert_eq!(liquidity.min_liquidity_msat(), 100);
1870 assert_eq!(liquidity.max_liquidity_msat(), 300);
1872 scorer.channel_liquidities.get_mut(&43).unwrap()
1873 .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1874 .set_max_liquidity_msat(200);
1876 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1877 .as_directed(&target, &recipient, 1_000, &scorer.params);
1878 assert_eq!(liquidity.min_liquidity_msat(), 0);
1879 assert_eq!(liquidity.max_liquidity_msat(), 200);
1881 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1882 .as_directed(&recipient, &target, 1_000, &scorer.params);
1883 assert_eq!(liquidity.min_liquidity_msat(), 800);
1884 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1888 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1889 let logger = TestLogger::new();
1890 let last_updated = SinceEpoch::now();
1891 let network_graph = network_graph(&logger);
1892 let params = ProbabilisticScoringParameters::default();
1893 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1896 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1897 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1898 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1900 let source = source_node_id();
1901 let target = target_node_id();
1902 assert!(source > target);
1904 // Check initial bounds.
1905 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1906 .as_directed(&source, &target, 1_000, &scorer.params);
1907 assert_eq!(liquidity.min_liquidity_msat(), 400);
1908 assert_eq!(liquidity.max_liquidity_msat(), 800);
1910 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1911 .as_directed(&target, &source, 1_000, &scorer.params);
1912 assert_eq!(liquidity.min_liquidity_msat(), 200);
1913 assert_eq!(liquidity.max_liquidity_msat(), 600);
1915 // Reset from source to target.
1916 scorer.channel_liquidities.get_mut(&42).unwrap()
1917 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1918 .set_min_liquidity_msat(900);
1920 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1921 .as_directed(&source, &target, 1_000, &scorer.params);
1922 assert_eq!(liquidity.min_liquidity_msat(), 900);
1923 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1925 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1926 .as_directed(&target, &source, 1_000, &scorer.params);
1927 assert_eq!(liquidity.min_liquidity_msat(), 0);
1928 assert_eq!(liquidity.max_liquidity_msat(), 100);
1930 // Reset from target to source.
1931 scorer.channel_liquidities.get_mut(&42).unwrap()
1932 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1933 .set_min_liquidity_msat(400);
1935 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1936 .as_directed(&source, &target, 1_000, &scorer.params);
1937 assert_eq!(liquidity.min_liquidity_msat(), 0);
1938 assert_eq!(liquidity.max_liquidity_msat(), 600);
1940 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1941 .as_directed(&target, &source, 1_000, &scorer.params);
1942 assert_eq!(liquidity.min_liquidity_msat(), 400);
1943 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1947 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1948 let logger = TestLogger::new();
1949 let last_updated = SinceEpoch::now();
1950 let network_graph = network_graph(&logger);
1951 let params = ProbabilisticScoringParameters::default();
1952 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1955 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1956 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1957 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1959 let source = source_node_id();
1960 let target = target_node_id();
1961 assert!(source > target);
1963 // Check initial bounds.
1964 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1965 .as_directed(&source, &target, 1_000, &scorer.params);
1966 assert_eq!(liquidity.min_liquidity_msat(), 400);
1967 assert_eq!(liquidity.max_liquidity_msat(), 800);
1969 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1970 .as_directed(&target, &source, 1_000, &scorer.params);
1971 assert_eq!(liquidity.min_liquidity_msat(), 200);
1972 assert_eq!(liquidity.max_liquidity_msat(), 600);
1974 // Reset from source to target.
1975 scorer.channel_liquidities.get_mut(&42).unwrap()
1976 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1977 .set_max_liquidity_msat(300);
1979 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1980 .as_directed(&source, &target, 1_000, &scorer.params);
1981 assert_eq!(liquidity.min_liquidity_msat(), 0);
1982 assert_eq!(liquidity.max_liquidity_msat(), 300);
1984 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1985 .as_directed(&target, &source, 1_000, &scorer.params);
1986 assert_eq!(liquidity.min_liquidity_msat(), 700);
1987 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1989 // Reset from target to source.
1990 scorer.channel_liquidities.get_mut(&42).unwrap()
1991 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1992 .set_max_liquidity_msat(600);
1994 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1995 .as_directed(&source, &target, 1_000, &scorer.params);
1996 assert_eq!(liquidity.min_liquidity_msat(), 400);
1997 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1999 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2000 .as_directed(&target, &source, 1_000, &scorer.params);
2001 assert_eq!(liquidity.min_liquidity_msat(), 0);
2002 assert_eq!(liquidity.max_liquidity_msat(), 600);
2006 fn increased_penalty_nearing_liquidity_upper_bound() {
2007 let logger = TestLogger::new();
2008 let network_graph = network_graph(&logger);
2009 let params = ProbabilisticScoringParameters {
2010 liquidity_penalty_multiplier_msat: 1_000,
2011 ..ProbabilisticScoringParameters::zero_penalty()
2013 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2014 let source = source_node_id();
2015 let target = target_node_id();
2017 let usage = ChannelUsage {
2019 inflight_htlc_msat: 0,
2020 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
2022 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2023 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2024 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2025 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2026 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2027 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2028 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2030 let usage = ChannelUsage {
2032 inflight_htlc_msat: 0,
2033 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2035 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2036 let usage = ChannelUsage { amount_msat: 256, ..usage };
2037 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2038 let usage = ChannelUsage { amount_msat: 374, ..usage };
2039 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2040 let usage = ChannelUsage { amount_msat: 512, ..usage };
2041 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2042 let usage = ChannelUsage { amount_msat: 640, ..usage };
2043 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2044 let usage = ChannelUsage { amount_msat: 768, ..usage };
2045 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2046 let usage = ChannelUsage { amount_msat: 896, ..usage };
2047 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2051 fn constant_penalty_outside_liquidity_bounds() {
2052 let logger = TestLogger::new();
2053 let last_updated = SinceEpoch::now();
2054 let network_graph = network_graph(&logger);
2055 let params = ProbabilisticScoringParameters {
2056 liquidity_penalty_multiplier_msat: 1_000,
2057 considered_impossible_penalty_msat: u64::max_value(),
2058 ..ProbabilisticScoringParameters::zero_penalty()
2060 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2063 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2064 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2065 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2067 let source = source_node_id();
2068 let target = target_node_id();
2070 let usage = ChannelUsage {
2072 inflight_htlc_msat: 0,
2073 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) },
2075 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2076 let usage = ChannelUsage { amount_msat: 50, ..usage };
2077 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2078 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2079 let usage = ChannelUsage { amount_msat: 61, ..usage };
2080 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2084 fn does_not_further_penalize_own_channel() {
2085 let logger = TestLogger::new();
2086 let network_graph = network_graph(&logger);
2087 let params = ProbabilisticScoringParameters {
2088 liquidity_penalty_multiplier_msat: 1_000,
2089 ..ProbabilisticScoringParameters::zero_penalty()
2091 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2092 let sender = sender_node_id();
2093 let source = source_node_id();
2094 let usage = ChannelUsage {
2096 inflight_htlc_msat: 0,
2097 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2099 let failed_path = payment_path_for_amount(500);
2100 let successful_path = payment_path_for_amount(200);
2102 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2104 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2105 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2107 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2108 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2112 fn sets_liquidity_lower_bound_on_downstream_failure() {
2113 let logger = TestLogger::new();
2114 let network_graph = network_graph(&logger);
2115 let params = ProbabilisticScoringParameters {
2116 liquidity_penalty_multiplier_msat: 1_000,
2117 ..ProbabilisticScoringParameters::zero_penalty()
2119 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2120 let source = source_node_id();
2121 let target = target_node_id();
2122 let path = payment_path_for_amount(500);
2124 let usage = ChannelUsage {
2126 inflight_htlc_msat: 0,
2127 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2129 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2130 let usage = ChannelUsage { amount_msat: 500, ..usage };
2131 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2132 let usage = ChannelUsage { amount_msat: 750, ..usage };
2133 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2135 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2137 let usage = ChannelUsage { amount_msat: 250, ..usage };
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2139 let usage = ChannelUsage { amount_msat: 500, ..usage };
2140 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2141 let usage = ChannelUsage { amount_msat: 750, ..usage };
2142 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2146 fn sets_liquidity_upper_bound_on_failure() {
2147 let logger = TestLogger::new();
2148 let network_graph = network_graph(&logger);
2149 let params = ProbabilisticScoringParameters {
2150 liquidity_penalty_multiplier_msat: 1_000,
2151 considered_impossible_penalty_msat: u64::max_value(),
2152 ..ProbabilisticScoringParameters::zero_penalty()
2154 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2155 let source = source_node_id();
2156 let target = target_node_id();
2157 let path = payment_path_for_amount(500);
2159 let usage = ChannelUsage {
2161 inflight_htlc_msat: 0,
2162 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2164 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2165 let usage = ChannelUsage { amount_msat: 500, ..usage };
2166 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2167 let usage = ChannelUsage { amount_msat: 750, ..usage };
2168 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2170 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2172 let usage = ChannelUsage { amount_msat: 250, ..usage };
2173 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2174 let usage = ChannelUsage { amount_msat: 500, ..usage };
2175 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2176 let usage = ChannelUsage { amount_msat: 750, ..usage };
2177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2181 fn reduces_liquidity_upper_bound_along_path_on_success() {
2182 let logger = TestLogger::new();
2183 let network_graph = network_graph(&logger);
2184 let params = ProbabilisticScoringParameters {
2185 liquidity_penalty_multiplier_msat: 1_000,
2186 ..ProbabilisticScoringParameters::zero_penalty()
2188 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2189 let sender = sender_node_id();
2190 let source = source_node_id();
2191 let target = target_node_id();
2192 let recipient = recipient_node_id();
2193 let usage = ChannelUsage {
2195 inflight_htlc_msat: 0,
2196 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2198 let path = payment_path_for_amount(500);
2200 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2201 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2202 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2204 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2206 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2207 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2208 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2212 fn decays_liquidity_bounds_over_time() {
2213 let logger = TestLogger::new();
2214 let network_graph = network_graph(&logger);
2215 let params = ProbabilisticScoringParameters {
2216 liquidity_penalty_multiplier_msat: 1_000,
2217 liquidity_offset_half_life: Duration::from_secs(10),
2218 considered_impossible_penalty_msat: u64::max_value(),
2219 ..ProbabilisticScoringParameters::zero_penalty()
2221 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2222 let source = source_node_id();
2223 let target = target_node_id();
2225 let usage = ChannelUsage {
2227 inflight_htlc_msat: 0,
2228 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
2230 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2231 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2232 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2234 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2235 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2237 let usage = ChannelUsage { amount_msat: 128, ..usage };
2238 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2239 let usage = ChannelUsage { amount_msat: 256, ..usage };
2240 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2241 let usage = ChannelUsage { amount_msat: 768, ..usage };
2242 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2243 let usage = ChannelUsage { amount_msat: 896, ..usage };
2244 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2246 SinceEpoch::advance(Duration::from_secs(9));
2247 let usage = ChannelUsage { amount_msat: 128, ..usage };
2248 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2249 let usage = ChannelUsage { amount_msat: 256, ..usage };
2250 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2251 let usage = ChannelUsage { amount_msat: 768, ..usage };
2252 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2253 let usage = ChannelUsage { amount_msat: 896, ..usage };
2254 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2256 SinceEpoch::advance(Duration::from_secs(1));
2257 let usage = ChannelUsage { amount_msat: 64, ..usage };
2258 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2259 let usage = ChannelUsage { amount_msat: 128, ..usage };
2260 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2261 let usage = ChannelUsage { amount_msat: 896, ..usage };
2262 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2263 let usage = ChannelUsage { amount_msat: 960, ..usage };
2264 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2266 // Fully decay liquidity lower bound.
2267 SinceEpoch::advance(Duration::from_secs(10 * 7));
2268 let usage = ChannelUsage { amount_msat: 0, ..usage };
2269 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2270 let usage = ChannelUsage { amount_msat: 1, ..usage };
2271 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2272 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2273 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2274 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2275 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2277 // Fully decay liquidity upper bound.
2278 SinceEpoch::advance(Duration::from_secs(10));
2279 let usage = ChannelUsage { amount_msat: 0, ..usage };
2280 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2281 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2282 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2284 SinceEpoch::advance(Duration::from_secs(10));
2285 let usage = ChannelUsage { amount_msat: 0, ..usage };
2286 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2287 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2288 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2292 fn decays_liquidity_bounds_without_shift_overflow() {
2293 let logger = TestLogger::new();
2294 let network_graph = network_graph(&logger);
2295 let params = ProbabilisticScoringParameters {
2296 liquidity_penalty_multiplier_msat: 1_000,
2297 liquidity_offset_half_life: Duration::from_secs(10),
2298 ..ProbabilisticScoringParameters::zero_penalty()
2300 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2301 let source = source_node_id();
2302 let target = target_node_id();
2303 let usage = ChannelUsage {
2305 inflight_htlc_msat: 0,
2306 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2308 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2310 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2311 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2313 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2314 // would cause an overflow.
2315 SinceEpoch::advance(Duration::from_secs(10 * 64));
2316 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2318 SinceEpoch::advance(Duration::from_secs(10));
2319 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2323 fn restricts_liquidity_bounds_after_decay() {
2324 let logger = TestLogger::new();
2325 let network_graph = network_graph(&logger);
2326 let params = ProbabilisticScoringParameters {
2327 liquidity_penalty_multiplier_msat: 1_000,
2328 liquidity_offset_half_life: Duration::from_secs(10),
2329 ..ProbabilisticScoringParameters::zero_penalty()
2331 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2332 let source = source_node_id();
2333 let target = target_node_id();
2334 let usage = ChannelUsage {
2336 inflight_htlc_msat: 0,
2337 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2340 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2342 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2343 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2344 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2345 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2347 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2348 SinceEpoch::advance(Duration::from_secs(10));
2349 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2351 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2352 // is closer to the upper bound, meaning a higher penalty.
2353 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2354 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2356 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2357 // is closer to the lower bound, meaning a lower penalty.
2358 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2359 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2361 // Further decaying affects the lower bound more than the upper bound (128, 928).
2362 SinceEpoch::advance(Duration::from_secs(10));
2363 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2367 fn restores_persisted_liquidity_bounds() {
2368 let logger = TestLogger::new();
2369 let network_graph = network_graph(&logger);
2370 let params = ProbabilisticScoringParameters {
2371 liquidity_penalty_multiplier_msat: 1_000,
2372 liquidity_offset_half_life: Duration::from_secs(10),
2373 considered_impossible_penalty_msat: u64::max_value(),
2374 ..ProbabilisticScoringParameters::zero_penalty()
2376 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2377 let source = source_node_id();
2378 let target = target_node_id();
2379 let usage = ChannelUsage {
2381 inflight_htlc_msat: 0,
2382 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2385 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2386 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2388 SinceEpoch::advance(Duration::from_secs(10));
2389 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2391 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2392 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2394 let mut serialized_scorer = Vec::new();
2395 scorer.write(&mut serialized_scorer).unwrap();
2397 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2398 let deserialized_scorer =
2399 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2400 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2404 fn decays_persisted_liquidity_bounds() {
2405 let logger = TestLogger::new();
2406 let network_graph = network_graph(&logger);
2407 let params = ProbabilisticScoringParameters {
2408 liquidity_penalty_multiplier_msat: 1_000,
2409 liquidity_offset_half_life: Duration::from_secs(10),
2410 considered_impossible_penalty_msat: u64::max_value(),
2411 ..ProbabilisticScoringParameters::zero_penalty()
2413 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2414 let source = source_node_id();
2415 let target = target_node_id();
2416 let usage = ChannelUsage {
2418 inflight_htlc_msat: 0,
2419 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2422 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2423 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2425 let mut serialized_scorer = Vec::new();
2426 scorer.write(&mut serialized_scorer).unwrap();
2428 SinceEpoch::advance(Duration::from_secs(10));
2430 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2431 let deserialized_scorer =
2432 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2433 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2435 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2436 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2438 SinceEpoch::advance(Duration::from_secs(10));
2439 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2443 fn scores_realistic_payments() {
2444 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2445 // 50k sat reserve).
2446 let logger = TestLogger::new();
2447 let network_graph = network_graph(&logger);
2448 let params = ProbabilisticScoringParameters::default();
2449 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2450 let source = source_node_id();
2451 let target = target_node_id();
2453 let usage = ChannelUsage {
2454 amount_msat: 100_000_000,
2455 inflight_htlc_msat: 0,
2456 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) },
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2459 let usage = ChannelUsage {
2460 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2462 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2463 let usage = ChannelUsage {
2464 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2466 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2467 let usage = ChannelUsage {
2468 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2470 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2471 let usage = ChannelUsage {
2472 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2474 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2475 let usage = ChannelUsage {
2476 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2478 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2479 let usage = ChannelUsage {
2480 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2482 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2483 let usage = ChannelUsage {
2484 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2486 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2487 let usage = ChannelUsage {
2488 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2490 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2491 let usage = ChannelUsage {
2492 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2494 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2495 let usage = ChannelUsage {
2496 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
2498 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2502 fn adds_base_penalty_to_liquidity_penalty() {
2503 let logger = TestLogger::new();
2504 let network_graph = network_graph(&logger);
2505 let source = source_node_id();
2506 let target = target_node_id();
2507 let usage = ChannelUsage {
2509 inflight_htlc_msat: 0,
2510 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
2513 let params = ProbabilisticScoringParameters {
2514 liquidity_penalty_multiplier_msat: 1_000,
2515 ..ProbabilisticScoringParameters::zero_penalty()
2517 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2518 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2520 let params = ProbabilisticScoringParameters {
2521 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2522 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2524 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2525 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2527 let params = ProbabilisticScoringParameters {
2528 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2529 base_penalty_amount_multiplier_msat: (1 << 30),
2530 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2533 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2534 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2538 fn adds_amount_penalty_to_liquidity_penalty() {
2539 let logger = TestLogger::new();
2540 let network_graph = network_graph(&logger);
2541 let source = source_node_id();
2542 let target = target_node_id();
2543 let usage = ChannelUsage {
2544 amount_msat: 512_000,
2545 inflight_htlc_msat: 0,
2546 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
2549 let params = ProbabilisticScoringParameters {
2550 liquidity_penalty_multiplier_msat: 1_000,
2551 liquidity_penalty_amount_multiplier_msat: 0,
2552 ..ProbabilisticScoringParameters::zero_penalty()
2554 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2555 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2557 let params = ProbabilisticScoringParameters {
2558 liquidity_penalty_multiplier_msat: 1_000,
2559 liquidity_penalty_amount_multiplier_msat: 256,
2560 ..ProbabilisticScoringParameters::zero_penalty()
2562 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2563 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2567 fn calculates_log10_without_overflowing_u64_max_value() {
2568 let logger = TestLogger::new();
2569 let network_graph = network_graph(&logger);
2570 let source = source_node_id();
2571 let target = target_node_id();
2572 let usage = ChannelUsage {
2573 amount_msat: u64::max_value(),
2574 inflight_htlc_msat: 0,
2575 effective_capacity: EffectiveCapacity::Infinite,
2578 let params = ProbabilisticScoringParameters {
2579 liquidity_penalty_multiplier_msat: 40_000,
2580 ..ProbabilisticScoringParameters::zero_penalty()
2582 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2583 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2587 fn accounts_for_inflight_htlc_usage() {
2588 let logger = TestLogger::new();
2589 let network_graph = network_graph(&logger);
2590 let params = ProbabilisticScoringParameters {
2591 considered_impossible_penalty_msat: u64::max_value(),
2592 ..ProbabilisticScoringParameters::zero_penalty()
2594 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2595 let source = source_node_id();
2596 let target = target_node_id();
2598 let usage = ChannelUsage {
2600 inflight_htlc_msat: 0,
2601 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
2603 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2605 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2606 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2610 fn removes_uncertainity_when_exact_liquidity_known() {
2611 let logger = TestLogger::new();
2612 let network_graph = network_graph(&logger);
2613 let params = ProbabilisticScoringParameters::default();
2614 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2615 let source = source_node_id();
2616 let target = target_node_id();
2618 let base_penalty_msat = params.base_penalty_msat;
2619 let usage = ChannelUsage {
2621 inflight_htlc_msat: 0,
2622 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2624 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2626 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2627 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2629 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2630 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2634 fn remembers_historical_failures() {
2635 let logger = TestLogger::new();
2636 let network_graph = network_graph(&logger);
2637 let params = ProbabilisticScoringParameters {
2638 historical_liquidity_penalty_multiplier_msat: 1024,
2639 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2640 historical_no_updates_half_life: Duration::from_secs(10),
2641 ..ProbabilisticScoringParameters::zero_penalty()
2643 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2644 let source = source_node_id();
2645 let target = target_node_id();
2647 let usage = ChannelUsage {
2649 inflight_htlc_msat: 0,
2650 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
2652 // With no historical data the normal liquidity penalty calculation is used.
2653 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2655 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2656 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2658 // Even after we tell the scorer we definitely have enough available liquidity, it will
2659 // still remember that there was some failure in the past, and assign a non-0 penalty.
2660 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2661 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2663 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2664 // gone), and check that we're back to where we started.
2665 SinceEpoch::advance(Duration::from_secs(10 * 16));
2666 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2670 fn adds_anti_probing_penalty() {
2671 let logger = TestLogger::new();
2672 let network_graph = network_graph(&logger);
2673 let source = source_node_id();
2674 let target = target_node_id();
2675 let params = ProbabilisticScoringParameters {
2676 anti_probing_penalty_msat: 500,
2677 ..ProbabilisticScoringParameters::zero_penalty()
2679 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2681 // Check we receive no penalty for a low htlc_maximum_msat.
2682 let usage = ChannelUsage {
2683 amount_msat: 512_000,
2684 inflight_htlc_msat: 0,
2685 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
2687 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2689 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2690 let usage = ChannelUsage {
2691 amount_msat: 512_000,
2692 inflight_htlc_msat: 0,
2693 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_024_000) },
2695 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2697 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2698 let usage = ChannelUsage {
2699 amount_msat: 512_000,
2700 inflight_htlc_msat: 0,
2701 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(512_000) },
2703 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2705 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2706 let usage = ChannelUsage {
2707 amount_msat: 512_000,
2708 inflight_htlc_msat: 0,
2709 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(511_999) },
2711 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);