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 type ConfiguredTime = std::time::Instant;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 params: ProbabilisticScoringParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
423 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
424 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
427 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
428 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
429 /// struct documentation for more info on the way the liquidity bounds are used.
431 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
432 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
433 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
435 /// Default value: 6 hours
439 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
440 /// liquidity knowledge will never decay except when the bounds cross.
441 pub liquidity_offset_half_life: Duration,
443 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
444 /// channel's success probability for the payment, as determined by our latest estimates of the
445 /// channel's liquidity, to determine the amount penalty.
447 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
448 /// fees plus penalty) for large payments. The penalty is computed as the product of this
449 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
450 /// success probability.
452 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
454 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
455 /// the amount will result in a penalty of the multiplier. And, as the success probability
456 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
457 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
460 /// Default value: 192 msat
461 pub liquidity_penalty_amount_multiplier_msat: u64,
463 /// A multiplier used in conjunction with the negative `log10` of the channel's success
464 /// probability for the payment, as determined based on the history of our estimates of the
465 /// channel's available liquidity, to determine a penalty.
467 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
468 /// only our latest estimate for the current liquidity available in the channel, it estimates
469 /// success probability based on the estimated liquidity available in the channel through
470 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
471 /// track which of several buckets those bounds fall into, exponentially decaying the
472 /// probability of each bucket as new samples are added.
474 /// Default value: 10,000 msat
476 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
477 pub historical_liquidity_penalty_multiplier_msat: u64,
479 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
480 /// channel's success probability for the payment, as determined based on the history of our
481 /// estimates of the channel's available liquidity, to determine a penalty.
483 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
484 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
485 /// of the payment amount, weighted by the negative `log10` of the success probability.
487 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
488 /// of using only our latest estimate for the current liquidity available in the channel, it
489 /// estimates success probability based on the estimated liquidity available in the channel
490 /// through history. Specifically, every time we update our liquidity bounds on a given
491 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
492 /// the probability of each bucket as new samples are added.
494 /// Default value: 64 msat
496 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
497 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
499 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
500 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
501 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
504 /// Note that after 16 or more half lives all historical data will be completely gone.
506 /// Default value: 14 days
507 pub historical_no_updates_half_life: Duration,
509 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
510 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
511 /// considered during path finding.
514 pub manual_node_penalties: HashMap<NodeId, u64>,
516 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
517 /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
518 /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
519 /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
521 /// Default value: 250 msat
522 pub anti_probing_penalty_msat: u64,
524 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
525 /// current estimate of the channel's available liquidity.
527 /// Note that in this case all other penalties, including the
528 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
529 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
530 /// applicable, are still included in the overall penalty.
532 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
533 /// `u64::max_value()` will guarantee that.
535 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
537 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
538 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
539 /// [`base_penalty_msat`]: Self::base_penalty_msat
540 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
541 pub considered_impossible_penalty_msat: u64,
544 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
545 /// in each of 8 buckets.
546 #[derive(Clone, Copy)]
547 struct HistoricalBucketRangeTracker {
551 impl HistoricalBucketRangeTracker {
552 fn new() -> Self { Self { buckets: [0; 8] } }
553 fn track_datapoint(&mut self, bucket_idx: u8) {
554 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
555 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
557 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
558 // the buckets for the current min and max liquidity offset positions.
560 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
561 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
562 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
564 // In total, this allows us to track data for the last 8,000 or so payments across a given
567 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
568 // and need to balance having more bits in the decimal part (to ensure decay isn't too
569 // non-linear) with having too few bits in the mantissa, causing us to not store very many
572 // The constants were picked experimentally, selecting a decay amount that restricts us
573 // from overflowing buckets without having to cap them manually.
574 debug_assert!(bucket_idx < 8);
576 for e in self.buckets.iter_mut() {
577 *e = ((*e as u32) * 2047 / 2048) as u16;
579 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
582 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
583 /// datapoints as we receive newer information.
584 fn time_decay_data(&mut self, half_lives: u32) {
585 for e in self.buckets.iter_mut() {
586 *e = e.checked_shr(half_lives).unwrap_or(0);
591 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
593 struct HistoricalMinMaxBuckets<'a> {
594 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
595 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
598 impl HistoricalMinMaxBuckets<'_> {
600 fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
601 // If historical penalties are enabled, calculate the penalty by walking the set of
602 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
603 // each, calculate the probability of success given our payment amount, then total the
604 // weighted average probability of success.
606 // We use a sliding scale to decide which point within a given bucket will be compared to
607 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
608 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
609 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
610 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
611 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
612 // penalties to channels at the edges.
614 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
615 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
616 // for a 1 BTC channel!).
618 // If we used the middle of each bucket we'd never assign any penalty at all when sending
619 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
620 let mut total_valid_points_tracked = 0;
622 // Rather than actually decaying the individual buckets, which would lose precision, we
623 // simply track whether all buckets would be decayed to zero, in which case we treat it as
624 // if we had no data.
625 let mut is_fully_decayed = true;
626 let mut check_track_bucket_contains_undecayed_points =
627 |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
629 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
630 check_track_bucket_contains_undecayed_points(*min_bucket);
631 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
632 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
633 check_track_bucket_contains_undecayed_points(*max_bucket);
636 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
637 // it as if we were fully decayed.
638 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
642 let mut cumulative_success_prob_times_billion = 0;
643 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
644 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
645 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
646 * 1024 * 1024 / total_valid_points_tracked;
647 let min_64th_bucket = min_idx as u8 * 9;
648 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
649 if payment_amt_64th_bucket > max_64th_bucket {
650 // Success probability 0, the payment amount is above the max liquidity
651 } else if payment_amt_64th_bucket <= min_64th_bucket {
652 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
654 cumulative_success_prob_times_billion += bucket_prob_times_million *
655 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
656 ((max_64th_bucket - min_64th_bucket) as u64);
661 Some(cumulative_success_prob_times_billion)
665 /// Accounting for channel liquidity balance uncertainty.
667 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
668 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
669 /// offset fields gives the opposite direction.
670 struct ChannelLiquidity<T: Time> {
671 /// Lower channel liquidity bound in terms of an offset from zero.
672 min_liquidity_offset_msat: u64,
674 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
675 max_liquidity_offset_msat: u64,
677 /// Time when the liquidity bounds were last modified.
680 min_liquidity_offset_history: HistoricalBucketRangeTracker,
681 max_liquidity_offset_history: HistoricalBucketRangeTracker,
684 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
685 /// decayed with a given half life.
686 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
687 min_liquidity_offset_msat: L,
688 max_liquidity_offset_msat: L,
689 min_liquidity_offset_history: BRT,
690 max_liquidity_offset_history: BRT,
694 params: &'a ProbabilisticScoringParameters,
697 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
698 /// Creates a new scorer using the given scoring parameters for sending payments from a node
699 /// through a network graph.
700 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
705 channel_liquidities: HashMap::new(),
710 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
711 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
715 /// Dump the contents of this scorer into the configured logger.
717 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
718 /// which may be a substantial amount of log output.
719 pub fn debug_log_liquidity_stats(&self) {
720 let graph = self.network_graph.read_only();
721 for (scid, liq) in self.channel_liquidities.iter() {
722 if let Some(chan_debug) = graph.channels().get(scid) {
723 let log_direction = |source, target| {
724 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
725 let amt = directed_info.effective_capacity().as_msat();
726 let dir_liq = liq.as_directed(source, target, amt, &self.params);
727 log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
728 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
730 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
734 log_direction(&chan_debug.node_one, &chan_debug.node_two);
735 log_direction(&chan_debug.node_two, &chan_debug.node_one);
737 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
742 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
743 /// channel with `scid` towards the given `target` node.
744 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
745 let graph = self.network_graph.read_only();
747 if let Some(chan) = graph.channels().get(&scid) {
748 if let Some(liq) = self.channel_liquidities.get(&scid) {
749 if let Some((directed_info, source)) = chan.as_directed_to(target) {
750 let amt = directed_info.effective_capacity().as_msat();
751 let dir_liq = liq.as_directed(source, target, amt, &self.params);
752 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
759 /// Marks the node with the given `node_id` as banned, i.e.,
760 /// it will be avoided during path finding.
761 pub fn add_banned(&mut self, node_id: &NodeId) {
762 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
765 /// Removes the node with the given `node_id` from the list of nodes to avoid.
766 pub fn remove_banned(&mut self, node_id: &NodeId) {
767 self.params.manual_node_penalties.remove(node_id);
770 /// Sets a manual penalty for the given node.
771 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
772 self.params.manual_node_penalties.insert(*node_id, penalty);
775 /// Removes the node with the given `node_id` from the list of manual penalties.
776 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
777 self.params.manual_node_penalties.remove(node_id);
780 /// Clears the list of manual penalties that are applied during path finding.
781 pub fn clear_manual_penalties(&mut self) {
782 self.params.manual_node_penalties = HashMap::new();
786 impl ProbabilisticScoringParameters {
788 fn zero_penalty() -> Self {
790 base_penalty_msat: 0,
791 base_penalty_amount_multiplier_msat: 0,
792 liquidity_penalty_multiplier_msat: 0,
793 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
794 liquidity_penalty_amount_multiplier_msat: 0,
795 historical_liquidity_penalty_multiplier_msat: 0,
796 historical_liquidity_penalty_amount_multiplier_msat: 0,
797 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
798 manual_node_penalties: HashMap::new(),
799 anti_probing_penalty_msat: 0,
800 considered_impossible_penalty_msat: 0,
804 /// Marks all nodes in the given list as banned, i.e.,
805 /// they will be avoided during path finding.
806 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
808 self.manual_node_penalties.insert(id, u64::max_value());
813 impl Default for ProbabilisticScoringParameters {
814 fn default() -> Self {
816 base_penalty_msat: 500,
817 base_penalty_amount_multiplier_msat: 8192,
818 liquidity_penalty_multiplier_msat: 30_000,
819 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
820 liquidity_penalty_amount_multiplier_msat: 192,
821 historical_liquidity_penalty_multiplier_msat: 10_000,
822 historical_liquidity_penalty_amount_multiplier_msat: 64,
823 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
824 manual_node_penalties: HashMap::new(),
825 anti_probing_penalty_msat: 250,
826 considered_impossible_penalty_msat: 1_0000_0000_000,
831 impl<T: Time> ChannelLiquidity<T> {
835 min_liquidity_offset_msat: 0,
836 max_liquidity_offset_msat: 0,
837 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
838 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
839 last_updated: T::now(),
843 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
846 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
847 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
848 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
850 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
851 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
853 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
854 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
857 DirectedChannelLiquidity {
858 min_liquidity_offset_msat,
859 max_liquidity_offset_msat,
860 min_liquidity_offset_history,
861 max_liquidity_offset_history,
863 last_updated: &self.last_updated,
869 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
871 fn as_directed_mut<'a>(
872 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
873 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
874 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
876 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
877 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
879 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
880 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
883 DirectedChannelLiquidity {
884 min_liquidity_offset_msat,
885 max_liquidity_offset_msat,
886 min_liquidity_offset_history,
887 max_liquidity_offset_history,
889 last_updated: &mut self.last_updated,
896 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
898 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
900 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
901 /// ratio, as X in 1/X.
902 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
904 /// The divisor used when computing the amount penalty.
905 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
906 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
908 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
909 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
911 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
912 let max_liquidity_msat = self.max_liquidity_msat();
913 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
915 let mut res = if amount_msat <= min_liquidity_msat {
917 } else if amount_msat >= max_liquidity_msat {
918 // Equivalent to hitting the else clause below with the amount equal to the effective
919 // capacity and without any certainty on the liquidity upper bound, plus the
920 // impossibility penalty.
921 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
922 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
923 params.liquidity_penalty_multiplier_msat,
924 params.liquidity_penalty_amount_multiplier_msat)
925 .saturating_add(params.considered_impossible_penalty_msat)
927 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
928 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
929 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
930 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
931 // don't bother trying to use the log approximation as it gets too noisy to be
932 // particularly helpful, instead just round down to 0.
935 let negative_log10_times_2048 =
936 approx::negative_log10_times_2048(numerator, denominator);
937 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
938 params.liquidity_penalty_multiplier_msat,
939 params.liquidity_penalty_amount_multiplier_msat)
943 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
944 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
945 let required_decays = self.now.duration_since(*self.last_updated).as_secs()
946 .checked_div(params.historical_no_updates_half_life.as_secs())
947 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
948 let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
949 debug_assert!(payment_amt_64th_bucket <= 64);
950 if payment_amt_64th_bucket > 64 { return res; }
952 let buckets = HistoricalMinMaxBuckets {
953 min_liquidity_offset_history: &self.min_liquidity_offset_history,
954 max_liquidity_offset_history: &self.max_liquidity_offset_history,
956 if let Some(cumulative_success_prob_times_billion) = buckets
957 .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
958 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
959 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
960 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
961 params.historical_liquidity_penalty_amount_multiplier_msat));
963 // If we don't have any valid points (or, once decayed, we have less than a full
964 // point), redo the non-historical calculation with no liquidity bounds tracked and
965 // the historical penalty multipliers.
966 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
967 let negative_log10_times_2048 =
968 approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
969 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
970 params.historical_liquidity_penalty_multiplier_msat,
971 params.historical_liquidity_penalty_amount_multiplier_msat));
979 /// Computes the liquidity penalty from the penalty multipliers.
981 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
982 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
984 let liquidity_penalty_msat = {
985 // Upper bound the liquidity penalty to ensure some channel is selected.
986 let multiplier_msat = liquidity_penalty_multiplier_msat;
987 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
988 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
990 let amount_penalty_msat = negative_log10_times_2048
991 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
992 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
994 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
997 /// Returns the lower bound of the channel liquidity balance in this direction.
998 fn min_liquidity_msat(&self) -> u64 {
999 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1002 /// Returns the upper bound of the channel liquidity balance in this direction.
1003 fn max_liquidity_msat(&self) -> u64 {
1005 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1009 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1010 self.now.duration_since(*self.last_updated).as_secs()
1011 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1012 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1017 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1018 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1019 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1020 let existing_max_msat = self.max_liquidity_msat();
1021 if amount_msat < existing_max_msat {
1022 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1023 self.set_max_liquidity_msat(amount_msat);
1025 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1026 chan_descr, existing_max_msat, amount_msat);
1030 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1031 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1032 let existing_min_msat = self.min_liquidity_msat();
1033 if amount_msat > existing_min_msat {
1034 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1035 self.set_min_liquidity_msat(amount_msat);
1037 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1038 chan_descr, existing_min_msat, amount_msat);
1042 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1043 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1044 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1045 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1046 self.set_max_liquidity_msat(max_liquidity_msat);
1049 fn update_history_buckets(&mut self) {
1050 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1051 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1052 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1053 self.min_liquidity_offset_history.time_decay_data(half_lives);
1054 self.max_liquidity_offset_history.time_decay_data(half_lives);
1056 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1057 self.min_liquidity_offset_history.track_datapoint(
1058 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1059 // is zero or the channel's capacity, though the second should generally never happen.
1060 (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1061 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1062 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1063 self.max_liquidity_offset_history.track_datapoint(
1064 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1065 // is zero or the channel's capacity, though the second should generally never happen.
1066 (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1067 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1070 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1071 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1072 *self.min_liquidity_offset_msat = amount_msat;
1073 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1076 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1078 self.update_history_buckets();
1079 *self.last_updated = self.now;
1082 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1083 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1084 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1085 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1088 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1090 self.update_history_buckets();
1091 *self.last_updated = self.now;
1095 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1096 fn channel_penalty_msat(
1097 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1099 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1103 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1104 self.params.base_penalty_amount_multiplier_msat
1105 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1107 let mut anti_probing_penalty_msat = 0;
1108 match usage.effective_capacity {
1109 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1110 if usage.amount_msat > liquidity_msat {
1111 return u64::max_value();
1113 return base_penalty_msat;
1116 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1117 if htlc_maximum_msat >= capacity_msat/2 {
1118 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1124 let amount_msat = usage.amount_msat;
1125 let capacity_msat = usage.effective_capacity.as_msat()
1126 .saturating_sub(usage.inflight_htlc_msat);
1127 self.channel_liquidities
1128 .get(&short_channel_id)
1129 .unwrap_or(&ChannelLiquidity::new())
1130 .as_directed(source, target, capacity_msat, &self.params)
1131 .penalty_msat(amount_msat, &self.params)
1132 .saturating_add(anti_probing_penalty_msat)
1133 .saturating_add(base_penalty_msat)
1136 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1137 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1138 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1139 let network_graph = self.network_graph.read_only();
1140 for (hop_idx, hop) in path.iter().enumerate() {
1141 let target = NodeId::from_pubkey(&hop.pubkey);
1142 let channel_directed_from_source = network_graph.channels()
1143 .get(&hop.short_channel_id)
1144 .and_then(|channel| channel.as_directed_to(&target));
1146 if hop.short_channel_id == short_channel_id && hop_idx == 0 {
1147 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);
1150 // Only score announced channels.
1151 if let Some((channel, source)) = channel_directed_from_source {
1152 let capacity_msat = channel.effective_capacity().as_msat();
1153 if hop.short_channel_id == short_channel_id {
1154 self.channel_liquidities
1155 .entry(hop.short_channel_id)
1156 .or_insert_with(ChannelLiquidity::new)
1157 .as_directed_mut(source, &target, capacity_msat, &self.params)
1158 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1162 self.channel_liquidities
1163 .entry(hop.short_channel_id)
1164 .or_insert_with(ChannelLiquidity::new)
1165 .as_directed_mut(source, &target, capacity_msat, &self.params)
1166 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1168 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).",
1169 hop.short_channel_id);
1174 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1175 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1176 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1177 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1178 let network_graph = self.network_graph.read_only();
1180 let target = NodeId::from_pubkey(&hop.pubkey);
1181 let channel_directed_from_source = network_graph.channels()
1182 .get(&hop.short_channel_id)
1183 .and_then(|channel| channel.as_directed_to(&target));
1185 // Only score announced channels.
1186 if let Some((channel, source)) = channel_directed_from_source {
1187 let capacity_msat = channel.effective_capacity().as_msat();
1188 self.channel_liquidities
1189 .entry(hop.short_channel_id)
1190 .or_insert_with(ChannelLiquidity::new)
1191 .as_directed_mut(source, &target, capacity_msat, &self.params)
1192 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1194 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).",
1195 hop.short_channel_id);
1200 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1201 self.payment_path_failed(path, short_channel_id)
1204 fn probe_successful(&mut self, path: &[&RouteHop]) {
1205 self.payment_path_failed(path, u64::max_value())
1210 const BITS: u32 = 64;
1211 const HIGHEST_BIT: u32 = BITS - 1;
1212 const LOWER_BITS: u32 = 6;
1213 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1214 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1216 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1217 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1218 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1219 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1220 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1221 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1222 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1223 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1224 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1225 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1226 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1227 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1228 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1229 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1230 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1231 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1232 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1233 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1234 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1235 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1236 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1237 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1238 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1239 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1240 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1241 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1242 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1243 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1244 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1245 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1246 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1247 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1248 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1249 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1250 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1251 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1252 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1253 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1254 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1255 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1256 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1257 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1258 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1259 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1260 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1261 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1262 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1263 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1264 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1265 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1266 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1267 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1268 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1269 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1270 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1271 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1272 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1273 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1274 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1275 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1276 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1277 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1278 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1279 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1280 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1281 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1282 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1283 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1284 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1285 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1286 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1287 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1288 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1289 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1290 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1291 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1292 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1293 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1294 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1295 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1296 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1297 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1298 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1299 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1300 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1301 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1302 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1303 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1304 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1305 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1306 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1307 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1308 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1309 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1310 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1311 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1312 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1313 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1314 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1315 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1316 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1317 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1318 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1319 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1320 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1321 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1322 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1323 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1324 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1325 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1326 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1327 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1328 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1329 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1330 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1331 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1332 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1333 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1334 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1335 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1336 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1337 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1338 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1339 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1340 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1341 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1342 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1343 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1344 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1345 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1346 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1347 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1348 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1349 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1350 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1351 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1352 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1353 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1354 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1355 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1356 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1357 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1358 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1359 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1360 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1361 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1362 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1363 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1364 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1365 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1366 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1367 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1368 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1369 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1370 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1371 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1372 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1373 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1374 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1375 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1376 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1377 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1378 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1379 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1380 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1381 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1382 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1383 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1384 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1385 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1386 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1387 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1388 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1389 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1390 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1391 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1392 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1393 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1394 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1395 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1396 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1397 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1398 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1399 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1400 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1401 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1402 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1403 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1404 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1405 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1406 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1407 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1408 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1409 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1410 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1411 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1412 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1413 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1414 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1415 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1416 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1417 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1418 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1419 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1420 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1421 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1422 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1423 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1424 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1425 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1426 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1427 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1428 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1429 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1430 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1431 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1432 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1433 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1434 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1435 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1436 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1437 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1438 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1439 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1440 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1441 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1442 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1443 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1444 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1445 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1446 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1447 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1448 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1449 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1450 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1451 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1452 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1453 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1454 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1455 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1456 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1457 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1458 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1459 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1460 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1461 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1462 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1463 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1464 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1465 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1466 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1467 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1468 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1469 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1470 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1471 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1472 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1473 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1474 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1477 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1479 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1480 // Multiply the -1 through to avoid needing to use signed numbers.
1481 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1485 fn log10_times_2048(x: u64) -> u16 {
1486 debug_assert_ne!(x, 0);
1487 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1488 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1489 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1497 fn prints_negative_log10_times_2048_lookup_table() {
1498 for msb in 0..BITS {
1499 for i in 0..LOWER_BITS_BOUND {
1500 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1501 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1502 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1504 if i % LOWER_BITS_BOUND == 0 {
1505 print!("\t\t[{}, ", log10_times_2048);
1506 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1507 println!("{}],", log10_times_2048);
1508 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1509 print!("{},\n\t\t\t", log10_times_2048);
1511 print!("{}, ", log10_times_2048);
1519 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1521 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1522 write_tlv_fields!(w, {
1523 (0, self.channel_liquidities, required),
1529 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1530 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1533 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1534 ) -> Result<Self, DecodeError> {
1535 let (params, network_graph, logger) = args;
1536 let mut channel_liquidities = HashMap::new();
1537 read_tlv_fields!(r, {
1538 (0, channel_liquidities, required),
1544 channel_liquidities,
1549 impl<T: Time> Writeable for ChannelLiquidity<T> {
1551 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1552 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1553 write_tlv_fields!(w, {
1554 (0, self.min_liquidity_offset_msat, required),
1555 (1, Some(self.min_liquidity_offset_history), option),
1556 (2, self.max_liquidity_offset_msat, required),
1557 (3, Some(self.max_liquidity_offset_history), option),
1558 (4, duration_since_epoch, required),
1564 impl<T: Time> Readable for ChannelLiquidity<T> {
1566 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1567 let mut min_liquidity_offset_msat = 0;
1568 let mut max_liquidity_offset_msat = 0;
1569 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1570 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1571 let mut duration_since_epoch = Duration::from_secs(0);
1572 read_tlv_fields!(r, {
1573 (0, min_liquidity_offset_msat, required),
1574 (1, min_liquidity_offset_history, option),
1575 (2, max_liquidity_offset_msat, required),
1576 (3, max_liquidity_offset_history, option),
1577 (4, duration_since_epoch, required),
1579 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1580 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1581 // is a time from a monotonic clock usually represented as an offset against boot time).
1582 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1583 // from the one that was written. However, because `Instant` can panic if we construct one
1584 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1585 // using `Instant::now()` in that case.
1586 let wall_clock_now = T::duration_since_epoch();
1588 let last_updated = if wall_clock_now > duration_since_epoch {
1589 now - (wall_clock_now - duration_since_epoch)
1592 min_liquidity_offset_msat,
1593 max_liquidity_offset_msat,
1594 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1595 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1603 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1604 use crate::util::time::Time;
1605 use crate::util::time::tests::SinceEpoch;
1607 use crate::ln::channelmanager;
1608 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1609 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1610 use crate::routing::router::RouteHop;
1611 use crate::routing::scoring::{ChannelUsage, Score};
1612 use crate::util::ser::{ReadableArgs, Writeable};
1613 use crate::util::test_utils::TestLogger;
1615 use bitcoin::blockdata::constants::genesis_block;
1616 use bitcoin::hashes::Hash;
1617 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1618 use bitcoin::network::constants::Network;
1619 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1620 use core::time::Duration;
1623 fn source_privkey() -> SecretKey {
1624 SecretKey::from_slice(&[42; 32]).unwrap()
1627 fn target_privkey() -> SecretKey {
1628 SecretKey::from_slice(&[43; 32]).unwrap()
1631 fn source_pubkey() -> PublicKey {
1632 let secp_ctx = Secp256k1::new();
1633 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1636 fn target_pubkey() -> PublicKey {
1637 let secp_ctx = Secp256k1::new();
1638 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1641 fn source_node_id() -> NodeId {
1642 NodeId::from_pubkey(&source_pubkey())
1645 fn target_node_id() -> NodeId {
1646 NodeId::from_pubkey(&target_pubkey())
1649 // `ProbabilisticScorer` tests
1651 /// A probabilistic scorer for testing with time that can be manually advanced.
1652 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1654 fn sender_privkey() -> SecretKey {
1655 SecretKey::from_slice(&[41; 32]).unwrap()
1658 fn recipient_privkey() -> SecretKey {
1659 SecretKey::from_slice(&[45; 32]).unwrap()
1662 fn sender_pubkey() -> PublicKey {
1663 let secp_ctx = Secp256k1::new();
1664 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1667 fn recipient_pubkey() -> PublicKey {
1668 let secp_ctx = Secp256k1::new();
1669 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1672 fn sender_node_id() -> NodeId {
1673 NodeId::from_pubkey(&sender_pubkey())
1676 fn recipient_node_id() -> NodeId {
1677 NodeId::from_pubkey(&recipient_pubkey())
1680 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1681 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1682 let mut network_graph = NetworkGraph::new(genesis_hash, logger);
1683 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1684 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1690 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1691 node_2_key: SecretKey
1693 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1694 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1695 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1696 let secp_ctx = Secp256k1::new();
1697 let unsigned_announcement = UnsignedChannelAnnouncement {
1698 features: channelmanager::provided_channel_features(),
1699 chain_hash: genesis_hash,
1701 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1702 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1703 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1704 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1705 excess_data: Vec::new(),
1707 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1708 let signed_announcement = ChannelAnnouncement {
1709 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1710 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1711 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1712 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1713 contents: unsigned_announcement,
1715 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1716 network_graph.update_channel_from_announcement(
1717 &signed_announcement, &chain_source).unwrap();
1718 update_channel(network_graph, short_channel_id, node_1_key, 0);
1719 update_channel(network_graph, short_channel_id, node_2_key, 1);
1723 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1726 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1727 let secp_ctx = Secp256k1::new();
1728 let unsigned_update = UnsignedChannelUpdate {
1729 chain_hash: genesis_hash,
1733 cltv_expiry_delta: 18,
1734 htlc_minimum_msat: 0,
1735 htlc_maximum_msat: 1_000,
1737 fee_proportional_millionths: 0,
1738 excess_data: Vec::new(),
1740 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1741 let signed_update = ChannelUpdate {
1742 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1743 contents: unsigned_update,
1745 network_graph.update_channel(&signed_update).unwrap();
1748 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1751 pubkey: source_pubkey(),
1752 node_features: channelmanager::provided_node_features(),
1753 short_channel_id: 41,
1754 channel_features: channelmanager::provided_channel_features(),
1756 cltv_expiry_delta: 18,
1759 pubkey: target_pubkey(),
1760 node_features: channelmanager::provided_node_features(),
1761 short_channel_id: 42,
1762 channel_features: channelmanager::provided_channel_features(),
1764 cltv_expiry_delta: 18,
1767 pubkey: recipient_pubkey(),
1768 node_features: channelmanager::provided_node_features(),
1769 short_channel_id: 43,
1770 channel_features: channelmanager::provided_channel_features(),
1771 fee_msat: amount_msat,
1772 cltv_expiry_delta: 18,
1778 fn liquidity_bounds_directed_from_lowest_node_id() {
1779 let logger = TestLogger::new();
1780 let last_updated = SinceEpoch::now();
1781 let network_graph = network_graph(&logger);
1782 let params = ProbabilisticScoringParameters::default();
1783 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1786 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1787 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1788 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1792 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1793 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1794 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1796 let source = source_node_id();
1797 let target = target_node_id();
1798 let recipient = recipient_node_id();
1799 assert!(source > target);
1800 assert!(target < recipient);
1802 // Update minimum liquidity.
1804 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1805 .as_directed(&source, &target, 1_000, &scorer.params);
1806 assert_eq!(liquidity.min_liquidity_msat(), 100);
1807 assert_eq!(liquidity.max_liquidity_msat(), 300);
1809 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1810 .as_directed(&target, &source, 1_000, &scorer.params);
1811 assert_eq!(liquidity.min_liquidity_msat(), 700);
1812 assert_eq!(liquidity.max_liquidity_msat(), 900);
1814 scorer.channel_liquidities.get_mut(&42).unwrap()
1815 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1816 .set_min_liquidity_msat(200);
1818 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1819 .as_directed(&source, &target, 1_000, &scorer.params);
1820 assert_eq!(liquidity.min_liquidity_msat(), 200);
1821 assert_eq!(liquidity.max_liquidity_msat(), 300);
1823 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1824 .as_directed(&target, &source, 1_000, &scorer.params);
1825 assert_eq!(liquidity.min_liquidity_msat(), 700);
1826 assert_eq!(liquidity.max_liquidity_msat(), 800);
1828 // Update maximum liquidity.
1830 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1831 .as_directed(&target, &recipient, 1_000, &scorer.params);
1832 assert_eq!(liquidity.min_liquidity_msat(), 700);
1833 assert_eq!(liquidity.max_liquidity_msat(), 900);
1835 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1836 .as_directed(&recipient, &target, 1_000, &scorer.params);
1837 assert_eq!(liquidity.min_liquidity_msat(), 100);
1838 assert_eq!(liquidity.max_liquidity_msat(), 300);
1840 scorer.channel_liquidities.get_mut(&43).unwrap()
1841 .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1842 .set_max_liquidity_msat(200);
1844 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1845 .as_directed(&target, &recipient, 1_000, &scorer.params);
1846 assert_eq!(liquidity.min_liquidity_msat(), 0);
1847 assert_eq!(liquidity.max_liquidity_msat(), 200);
1849 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1850 .as_directed(&recipient, &target, 1_000, &scorer.params);
1851 assert_eq!(liquidity.min_liquidity_msat(), 800);
1852 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1856 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1857 let logger = TestLogger::new();
1858 let last_updated = SinceEpoch::now();
1859 let network_graph = network_graph(&logger);
1860 let params = ProbabilisticScoringParameters::default();
1861 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1864 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1865 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1866 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1868 let source = source_node_id();
1869 let target = target_node_id();
1870 assert!(source > target);
1872 // Check initial bounds.
1873 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1874 .as_directed(&source, &target, 1_000, &scorer.params);
1875 assert_eq!(liquidity.min_liquidity_msat(), 400);
1876 assert_eq!(liquidity.max_liquidity_msat(), 800);
1878 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1879 .as_directed(&target, &source, 1_000, &scorer.params);
1880 assert_eq!(liquidity.min_liquidity_msat(), 200);
1881 assert_eq!(liquidity.max_liquidity_msat(), 600);
1883 // Reset from source to target.
1884 scorer.channel_liquidities.get_mut(&42).unwrap()
1885 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1886 .set_min_liquidity_msat(900);
1888 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1889 .as_directed(&source, &target, 1_000, &scorer.params);
1890 assert_eq!(liquidity.min_liquidity_msat(), 900);
1891 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1893 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1894 .as_directed(&target, &source, 1_000, &scorer.params);
1895 assert_eq!(liquidity.min_liquidity_msat(), 0);
1896 assert_eq!(liquidity.max_liquidity_msat(), 100);
1898 // Reset from target to source.
1899 scorer.channel_liquidities.get_mut(&42).unwrap()
1900 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1901 .set_min_liquidity_msat(400);
1903 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1904 .as_directed(&source, &target, 1_000, &scorer.params);
1905 assert_eq!(liquidity.min_liquidity_msat(), 0);
1906 assert_eq!(liquidity.max_liquidity_msat(), 600);
1908 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1909 .as_directed(&target, &source, 1_000, &scorer.params);
1910 assert_eq!(liquidity.min_liquidity_msat(), 400);
1911 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1915 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1916 let logger = TestLogger::new();
1917 let last_updated = SinceEpoch::now();
1918 let network_graph = network_graph(&logger);
1919 let params = ProbabilisticScoringParameters::default();
1920 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1923 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1924 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1925 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1927 let source = source_node_id();
1928 let target = target_node_id();
1929 assert!(source > target);
1931 // Check initial bounds.
1932 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1933 .as_directed(&source, &target, 1_000, &scorer.params);
1934 assert_eq!(liquidity.min_liquidity_msat(), 400);
1935 assert_eq!(liquidity.max_liquidity_msat(), 800);
1937 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1938 .as_directed(&target, &source, 1_000, &scorer.params);
1939 assert_eq!(liquidity.min_liquidity_msat(), 200);
1940 assert_eq!(liquidity.max_liquidity_msat(), 600);
1942 // Reset from source to target.
1943 scorer.channel_liquidities.get_mut(&42).unwrap()
1944 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1945 .set_max_liquidity_msat(300);
1947 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1948 .as_directed(&source, &target, 1_000, &scorer.params);
1949 assert_eq!(liquidity.min_liquidity_msat(), 0);
1950 assert_eq!(liquidity.max_liquidity_msat(), 300);
1952 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1953 .as_directed(&target, &source, 1_000, &scorer.params);
1954 assert_eq!(liquidity.min_liquidity_msat(), 700);
1955 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1957 // Reset from target to source.
1958 scorer.channel_liquidities.get_mut(&42).unwrap()
1959 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1960 .set_max_liquidity_msat(600);
1962 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1963 .as_directed(&source, &target, 1_000, &scorer.params);
1964 assert_eq!(liquidity.min_liquidity_msat(), 400);
1965 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1967 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1968 .as_directed(&target, &source, 1_000, &scorer.params);
1969 assert_eq!(liquidity.min_liquidity_msat(), 0);
1970 assert_eq!(liquidity.max_liquidity_msat(), 600);
1974 fn increased_penalty_nearing_liquidity_upper_bound() {
1975 let logger = TestLogger::new();
1976 let network_graph = network_graph(&logger);
1977 let params = ProbabilisticScoringParameters {
1978 liquidity_penalty_multiplier_msat: 1_000,
1979 ..ProbabilisticScoringParameters::zero_penalty()
1981 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
1982 let source = source_node_id();
1983 let target = target_node_id();
1985 let usage = ChannelUsage {
1987 inflight_htlc_msat: 0,
1988 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
1990 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1991 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
1992 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1993 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
1994 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
1995 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
1996 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
1998 let usage = ChannelUsage {
2000 inflight_htlc_msat: 0,
2001 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2003 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2004 let usage = ChannelUsage { amount_msat: 256, ..usage };
2005 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2006 let usage = ChannelUsage { amount_msat: 374, ..usage };
2007 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2008 let usage = ChannelUsage { amount_msat: 512, ..usage };
2009 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2010 let usage = ChannelUsage { amount_msat: 640, ..usage };
2011 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2012 let usage = ChannelUsage { amount_msat: 768, ..usage };
2013 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2014 let usage = ChannelUsage { amount_msat: 896, ..usage };
2015 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2019 fn constant_penalty_outside_liquidity_bounds() {
2020 let logger = TestLogger::new();
2021 let last_updated = SinceEpoch::now();
2022 let network_graph = network_graph(&logger);
2023 let params = ProbabilisticScoringParameters {
2024 liquidity_penalty_multiplier_msat: 1_000,
2025 considered_impossible_penalty_msat: u64::max_value(),
2026 ..ProbabilisticScoringParameters::zero_penalty()
2028 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2031 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2032 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2033 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2035 let source = source_node_id();
2036 let target = target_node_id();
2038 let usage = ChannelUsage {
2040 inflight_htlc_msat: 0,
2041 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2043 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2044 let usage = ChannelUsage { amount_msat: 50, ..usage };
2045 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2046 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2047 let usage = ChannelUsage { amount_msat: 61, ..usage };
2048 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2052 fn does_not_further_penalize_own_channel() {
2053 let logger = TestLogger::new();
2054 let network_graph = network_graph(&logger);
2055 let params = ProbabilisticScoringParameters {
2056 liquidity_penalty_multiplier_msat: 1_000,
2057 ..ProbabilisticScoringParameters::zero_penalty()
2059 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2060 let sender = sender_node_id();
2061 let source = source_node_id();
2062 let usage = ChannelUsage {
2064 inflight_htlc_msat: 0,
2065 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2067 let failed_path = payment_path_for_amount(500);
2068 let successful_path = payment_path_for_amount(200);
2070 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2072 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2073 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2075 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2076 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2080 fn sets_liquidity_lower_bound_on_downstream_failure() {
2081 let logger = TestLogger::new();
2082 let network_graph = network_graph(&logger);
2083 let params = ProbabilisticScoringParameters {
2084 liquidity_penalty_multiplier_msat: 1_000,
2085 ..ProbabilisticScoringParameters::zero_penalty()
2087 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2088 let source = source_node_id();
2089 let target = target_node_id();
2090 let path = payment_path_for_amount(500);
2092 let usage = ChannelUsage {
2094 inflight_htlc_msat: 0,
2095 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2097 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2098 let usage = ChannelUsage { amount_msat: 500, ..usage };
2099 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2100 let usage = ChannelUsage { amount_msat: 750, ..usage };
2101 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2103 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2105 let usage = ChannelUsage { amount_msat: 250, ..usage };
2106 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2107 let usage = ChannelUsage { amount_msat: 500, ..usage };
2108 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2109 let usage = ChannelUsage { amount_msat: 750, ..usage };
2110 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2114 fn sets_liquidity_upper_bound_on_failure() {
2115 let logger = TestLogger::new();
2116 let network_graph = network_graph(&logger);
2117 let params = ProbabilisticScoringParameters {
2118 liquidity_penalty_multiplier_msat: 1_000,
2119 considered_impossible_penalty_msat: u64::max_value(),
2120 ..ProbabilisticScoringParameters::zero_penalty()
2122 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2123 let source = source_node_id();
2124 let target = target_node_id();
2125 let path = payment_path_for_amount(500);
2127 let usage = ChannelUsage {
2129 inflight_htlc_msat: 0,
2130 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2133 let usage = ChannelUsage { amount_msat: 500, ..usage };
2134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2135 let usage = ChannelUsage { amount_msat: 750, ..usage };
2136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2138 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2140 let usage = ChannelUsage { amount_msat: 250, ..usage };
2141 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2142 let usage = ChannelUsage { amount_msat: 500, ..usage };
2143 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2144 let usage = ChannelUsage { amount_msat: 750, ..usage };
2145 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2149 fn reduces_liquidity_upper_bound_along_path_on_success() {
2150 let logger = TestLogger::new();
2151 let network_graph = network_graph(&logger);
2152 let params = ProbabilisticScoringParameters {
2153 liquidity_penalty_multiplier_msat: 1_000,
2154 ..ProbabilisticScoringParameters::zero_penalty()
2156 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2157 let sender = sender_node_id();
2158 let source = source_node_id();
2159 let target = target_node_id();
2160 let recipient = recipient_node_id();
2161 let usage = ChannelUsage {
2163 inflight_htlc_msat: 0,
2164 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2166 let path = payment_path_for_amount(500);
2168 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2169 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2170 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2172 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2174 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2175 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2176 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2180 fn decays_liquidity_bounds_over_time() {
2181 let logger = TestLogger::new();
2182 let network_graph = network_graph(&logger);
2183 let params = ProbabilisticScoringParameters {
2184 liquidity_penalty_multiplier_msat: 1_000,
2185 liquidity_offset_half_life: Duration::from_secs(10),
2186 considered_impossible_penalty_msat: u64::max_value(),
2187 ..ProbabilisticScoringParameters::zero_penalty()
2189 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2190 let source = source_node_id();
2191 let target = target_node_id();
2193 let usage = ChannelUsage {
2195 inflight_htlc_msat: 0,
2196 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2198 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2199 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2200 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2202 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2203 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2205 let usage = ChannelUsage { amount_msat: 128, ..usage };
2206 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2207 let usage = ChannelUsage { amount_msat: 256, ..usage };
2208 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2209 let usage = ChannelUsage { amount_msat: 768, ..usage };
2210 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2211 let usage = ChannelUsage { amount_msat: 896, ..usage };
2212 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2214 SinceEpoch::advance(Duration::from_secs(9));
2215 let usage = ChannelUsage { amount_msat: 128, ..usage };
2216 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2217 let usage = ChannelUsage { amount_msat: 256, ..usage };
2218 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2219 let usage = ChannelUsage { amount_msat: 768, ..usage };
2220 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2221 let usage = ChannelUsage { amount_msat: 896, ..usage };
2222 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2224 SinceEpoch::advance(Duration::from_secs(1));
2225 let usage = ChannelUsage { amount_msat: 64, ..usage };
2226 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2227 let usage = ChannelUsage { amount_msat: 128, ..usage };
2228 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2229 let usage = ChannelUsage { amount_msat: 896, ..usage };
2230 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2231 let usage = ChannelUsage { amount_msat: 960, ..usage };
2232 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2234 // Fully decay liquidity lower bound.
2235 SinceEpoch::advance(Duration::from_secs(10 * 7));
2236 let usage = ChannelUsage { amount_msat: 0, ..usage };
2237 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2238 let usage = ChannelUsage { amount_msat: 1, ..usage };
2239 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2240 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2241 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2242 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2243 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2245 // Fully decay liquidity upper bound.
2246 SinceEpoch::advance(Duration::from_secs(10));
2247 let usage = ChannelUsage { amount_msat: 0, ..usage };
2248 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2249 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2250 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2252 SinceEpoch::advance(Duration::from_secs(10));
2253 let usage = ChannelUsage { amount_msat: 0, ..usage };
2254 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2255 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2256 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2260 fn decays_liquidity_bounds_without_shift_overflow() {
2261 let logger = TestLogger::new();
2262 let network_graph = network_graph(&logger);
2263 let params = ProbabilisticScoringParameters {
2264 liquidity_penalty_multiplier_msat: 1_000,
2265 liquidity_offset_half_life: Duration::from_secs(10),
2266 ..ProbabilisticScoringParameters::zero_penalty()
2268 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2269 let source = source_node_id();
2270 let target = target_node_id();
2271 let usage = ChannelUsage {
2273 inflight_htlc_msat: 0,
2274 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2276 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2278 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2279 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2281 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2282 // would cause an overflow.
2283 SinceEpoch::advance(Duration::from_secs(10 * 64));
2284 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2286 SinceEpoch::advance(Duration::from_secs(10));
2287 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2291 fn restricts_liquidity_bounds_after_decay() {
2292 let logger = TestLogger::new();
2293 let network_graph = network_graph(&logger);
2294 let params = ProbabilisticScoringParameters {
2295 liquidity_penalty_multiplier_msat: 1_000,
2296 liquidity_offset_half_life: Duration::from_secs(10),
2297 ..ProbabilisticScoringParameters::zero_penalty()
2299 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2300 let source = source_node_id();
2301 let target = target_node_id();
2302 let usage = ChannelUsage {
2304 inflight_htlc_msat: 0,
2305 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2308 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2310 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2311 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2312 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2313 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2315 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2316 SinceEpoch::advance(Duration::from_secs(10));
2317 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2319 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2320 // is closer to the upper bound, meaning a higher penalty.
2321 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2322 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2324 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2325 // is closer to the lower bound, meaning a lower penalty.
2326 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2327 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2329 // Further decaying affects the lower bound more than the upper bound (128, 928).
2330 SinceEpoch::advance(Duration::from_secs(10));
2331 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2335 fn restores_persisted_liquidity_bounds() {
2336 let logger = TestLogger::new();
2337 let network_graph = network_graph(&logger);
2338 let params = ProbabilisticScoringParameters {
2339 liquidity_penalty_multiplier_msat: 1_000,
2340 liquidity_offset_half_life: Duration::from_secs(10),
2341 considered_impossible_penalty_msat: u64::max_value(),
2342 ..ProbabilisticScoringParameters::zero_penalty()
2344 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2345 let source = source_node_id();
2346 let target = target_node_id();
2347 let usage = ChannelUsage {
2349 inflight_htlc_msat: 0,
2350 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2353 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2354 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2356 SinceEpoch::advance(Duration::from_secs(10));
2357 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2359 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2360 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2362 let mut serialized_scorer = Vec::new();
2363 scorer.write(&mut serialized_scorer).unwrap();
2365 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2366 let deserialized_scorer =
2367 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2368 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2372 fn decays_persisted_liquidity_bounds() {
2373 let logger = TestLogger::new();
2374 let network_graph = network_graph(&logger);
2375 let params = ProbabilisticScoringParameters {
2376 liquidity_penalty_multiplier_msat: 1_000,
2377 liquidity_offset_half_life: Duration::from_secs(10),
2378 considered_impossible_penalty_msat: u64::max_value(),
2379 ..ProbabilisticScoringParameters::zero_penalty()
2381 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2382 let source = source_node_id();
2383 let target = target_node_id();
2384 let usage = ChannelUsage {
2386 inflight_htlc_msat: 0,
2387 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2390 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2391 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2393 let mut serialized_scorer = Vec::new();
2394 scorer.write(&mut serialized_scorer).unwrap();
2396 SinceEpoch::advance(Duration::from_secs(10));
2398 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2399 let deserialized_scorer =
2400 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2401 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2403 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2404 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2406 SinceEpoch::advance(Duration::from_secs(10));
2407 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2411 fn scores_realistic_payments() {
2412 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2413 // 50k sat reserve).
2414 let logger = TestLogger::new();
2415 let network_graph = network_graph(&logger);
2416 let params = ProbabilisticScoringParameters::default();
2417 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2418 let source = source_node_id();
2419 let target = target_node_id();
2421 let usage = ChannelUsage {
2422 amount_msat: 100_000_000,
2423 inflight_htlc_msat: 0,
2424 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2426 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2427 let usage = ChannelUsage {
2428 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2430 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2431 let usage = ChannelUsage {
2432 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2434 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2435 let usage = ChannelUsage {
2436 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2439 let usage = ChannelUsage {
2440 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2443 let usage = ChannelUsage {
2444 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2447 let usage = ChannelUsage {
2448 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2450 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2451 let usage = ChannelUsage {
2452 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2455 let usage = ChannelUsage {
2456 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2459 let usage = ChannelUsage {
2460 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2462 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2463 let usage = ChannelUsage {
2464 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2466 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2470 fn adds_base_penalty_to_liquidity_penalty() {
2471 let logger = TestLogger::new();
2472 let network_graph = network_graph(&logger);
2473 let source = source_node_id();
2474 let target = target_node_id();
2475 let usage = ChannelUsage {
2477 inflight_htlc_msat: 0,
2478 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2481 let params = ProbabilisticScoringParameters {
2482 liquidity_penalty_multiplier_msat: 1_000,
2483 ..ProbabilisticScoringParameters::zero_penalty()
2485 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2486 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2488 let params = ProbabilisticScoringParameters {
2489 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2490 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2492 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2493 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2495 let params = ProbabilisticScoringParameters {
2496 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2497 base_penalty_amount_multiplier_msat: (1 << 30),
2498 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2501 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2502 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2506 fn adds_amount_penalty_to_liquidity_penalty() {
2507 let logger = TestLogger::new();
2508 let network_graph = network_graph(&logger);
2509 let source = source_node_id();
2510 let target = target_node_id();
2511 let usage = ChannelUsage {
2512 amount_msat: 512_000,
2513 inflight_htlc_msat: 0,
2514 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2517 let params = ProbabilisticScoringParameters {
2518 liquidity_penalty_multiplier_msat: 1_000,
2519 liquidity_penalty_amount_multiplier_msat: 0,
2520 ..ProbabilisticScoringParameters::zero_penalty()
2522 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2523 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2525 let params = ProbabilisticScoringParameters {
2526 liquidity_penalty_multiplier_msat: 1_000,
2527 liquidity_penalty_amount_multiplier_msat: 256,
2528 ..ProbabilisticScoringParameters::zero_penalty()
2530 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2531 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2535 fn calculates_log10_without_overflowing_u64_max_value() {
2536 let logger = TestLogger::new();
2537 let network_graph = network_graph(&logger);
2538 let source = source_node_id();
2539 let target = target_node_id();
2540 let usage = ChannelUsage {
2541 amount_msat: u64::max_value(),
2542 inflight_htlc_msat: 0,
2543 effective_capacity: EffectiveCapacity::Infinite,
2546 let params = ProbabilisticScoringParameters {
2547 liquidity_penalty_multiplier_msat: 40_000,
2548 ..ProbabilisticScoringParameters::zero_penalty()
2550 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2551 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2555 fn accounts_for_inflight_htlc_usage() {
2556 let logger = TestLogger::new();
2557 let network_graph = network_graph(&logger);
2558 let params = ProbabilisticScoringParameters {
2559 considered_impossible_penalty_msat: u64::max_value(),
2560 ..ProbabilisticScoringParameters::zero_penalty()
2562 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2563 let source = source_node_id();
2564 let target = target_node_id();
2566 let usage = ChannelUsage {
2568 inflight_htlc_msat: 0,
2569 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2571 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2573 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2574 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2578 fn removes_uncertainity_when_exact_liquidity_known() {
2579 let logger = TestLogger::new();
2580 let network_graph = network_graph(&logger);
2581 let params = ProbabilisticScoringParameters::default();
2582 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2583 let source = source_node_id();
2584 let target = target_node_id();
2586 let base_penalty_msat = params.base_penalty_msat;
2587 let usage = ChannelUsage {
2589 inflight_htlc_msat: 0,
2590 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2592 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2594 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2595 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2597 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2602 fn remembers_historical_failures() {
2603 let logger = TestLogger::new();
2604 let network_graph = network_graph(&logger);
2605 let params = ProbabilisticScoringParameters {
2606 historical_liquidity_penalty_multiplier_msat: 1024,
2607 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2608 historical_no_updates_half_life: Duration::from_secs(10),
2609 ..ProbabilisticScoringParameters::zero_penalty()
2611 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2612 let source = source_node_id();
2613 let target = target_node_id();
2615 let usage = ChannelUsage {
2617 inflight_htlc_msat: 0,
2618 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2620 // With no historical data the normal liquidity penalty calculation is used.
2621 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2623 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2624 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2626 // Even after we tell the scorer we definitely have enough available liquidity, it will
2627 // still remember that there was some failure in the past, and assign a non-0 penalty.
2628 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2629 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2631 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2632 // gone), and check that we're back to where we started.
2633 SinceEpoch::advance(Duration::from_secs(10 * 16));
2634 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2638 fn adds_anti_probing_penalty() {
2639 let logger = TestLogger::new();
2640 let network_graph = network_graph(&logger);
2641 let source = source_node_id();
2642 let target = target_node_id();
2643 let params = ProbabilisticScoringParameters {
2644 anti_probing_penalty_msat: 500,
2645 ..ProbabilisticScoringParameters::zero_penalty()
2647 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2649 // Check we receive no penalty for a low htlc_maximum_msat.
2650 let usage = ChannelUsage {
2651 amount_msat: 512_000,
2652 inflight_htlc_msat: 0,
2653 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2655 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2657 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2658 let usage = ChannelUsage {
2659 amount_msat: 512_000,
2660 inflight_htlc_msat: 0,
2661 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2663 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2665 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2666 let usage = ChannelUsage {
2667 amount_msat: 512_000,
2668 inflight_htlc_msat: 0,
2669 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2671 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2673 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2674 let usage = ChannelUsage {
2675 amount_msat: 512_000,
2676 inflight_htlc_msat: 0,
2677 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2679 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);