1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The locked [`Score`] type.
161 type Locked: 'a + Score;
163 /// Returns the locked scorer.
164 fn lock(&'a self) -> Self::Locked;
167 /// Refers to a scorer that is accessible under lock and also writeable to disk
169 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
170 /// use the Persister to persist it.
171 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
173 #[cfg(not(c_bindings))]
174 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
175 /// This is not exported to bindings users
176 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
177 type Locked = MutexGuard<'a, T>;
179 fn lock(&'a self) -> MutexGuard<'a, T> {
180 Mutex::lock(self).unwrap()
184 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
185 type Locked = RefMut<'a, T>;
187 fn lock(&'a self) -> RefMut<'a, T> {
193 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
194 pub struct MultiThreadedLockableScore<S: Score> {
198 /// A locked `MultiThreadedLockableScore`.
199 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
201 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
202 type ScoreParams = <T as Score>::ScoreParams;
203 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
204 self.0.channel_penalty_msat(scid, source, target, usage, score_params)
206 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
207 self.0.payment_path_failed(path, short_channel_id)
209 fn payment_path_successful(&mut self, path: &Path) {
210 self.0.payment_path_successful(path)
212 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
213 self.0.probe_failed(path, short_channel_id)
215 fn probe_successful(&mut self, path: &Path) {
216 self.0.probe_successful(path)
220 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
221 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
227 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
228 type Locked = MultiThreadedScoreLock<'a, T>;
230 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
231 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
236 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
237 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
238 self.lock().write(writer)
243 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
246 impl<T: Score> MultiThreadedLockableScore<T> {
247 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
248 pub fn new(score: T) -> Self {
249 MultiThreadedLockableScore { score: Mutex::new(score) }
254 /// This is not exported to bindings users
255 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
256 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
257 T::write(&**self, writer)
262 /// This is not exported to bindings users
263 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
264 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
265 S::write(&**self, writer)
269 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
270 #[derive(Clone, Copy, Debug, PartialEq)]
271 pub struct ChannelUsage {
272 /// The amount to send through the channel, denominated in millisatoshis.
273 pub amount_msat: u64,
275 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
276 /// as part of a multi-path payment.
277 pub inflight_htlc_msat: u64,
279 /// The effective capacity of the channel.
280 pub effective_capacity: EffectiveCapacity,
284 /// [`Score`] implementation that uses a fixed penalty.
285 pub struct FixedPenaltyScorer {
289 impl FixedPenaltyScorer {
290 /// Creates a new scorer using `penalty_msat`.
291 pub fn with_penalty(penalty_msat: u64) -> Self {
292 Self { penalty_msat }
296 impl Score for FixedPenaltyScorer {
297 type ScoreParams = ();
298 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
302 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
304 fn payment_path_successful(&mut self, _path: &Path) {}
306 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
308 fn probe_successful(&mut self, _path: &Path) {}
311 impl Writeable for FixedPenaltyScorer {
313 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
314 write_tlv_fields!(w, {});
319 impl ReadableArgs<u64> for FixedPenaltyScorer {
321 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
322 read_tlv_fields!(r, {});
323 Ok(Self { penalty_msat })
327 #[cfg(not(feature = "no-std"))]
328 type ConfiguredTime = std::time::Instant;
329 #[cfg(feature = "no-std")]
330 use crate::util::time::Eternity;
331 #[cfg(feature = "no-std")]
332 type ConfiguredTime = Eternity;
334 /// [`Score`] implementation using channel success probability distributions.
336 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
337 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
338 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
339 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
341 /// These bounds are then used to determine a success probability using the formula from
342 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
343 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
345 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
346 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
347 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
348 /// terms of the entire path's success probability. This allows the router to directly compare
349 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
351 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
353 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
354 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
355 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
356 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
361 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
364 /// [1]: https://arxiv.org/abs/2107.05322
365 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
366 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
367 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
368 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
369 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
370 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
372 /// Probabilistic [`Score`] implementation.
374 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
375 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
376 where L::Target: Logger {
377 decay_params: ProbabilisticScoringDecayParameters,
380 // TODO: Remove entries of closed channels.
381 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
384 /// Parameters for configuring [`ProbabilisticScorer`].
386 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
387 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
389 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
392 pub struct ProbabilisticScoringFeeParameters {
393 /// A fixed penalty in msats to apply to each channel.
395 /// Default value: 500 msat
396 pub base_penalty_msat: u64,
398 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
399 /// channel, in excess of the [`base_penalty_msat`].
401 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
402 /// fees plus penalty) for large payments. The penalty is computed as the product of this
403 /// multiplier and `2^30`ths of the payment amount.
405 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
407 /// Default value: 8,192 msat
409 /// [`base_penalty_msat`]: Self::base_penalty_msat
410 pub base_penalty_amount_multiplier_msat: u64,
412 /// A multiplier used in conjunction with the negative `log10` of the channel's success
413 /// probability for a payment, as determined by our latest estimates of the channel's
414 /// liquidity, to determine the liquidity penalty.
416 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
417 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
418 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
419 /// lower bounding the success probability to `0.01`) when the amount falls within the
420 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
421 /// result in a `u64::max_value` penalty, however.
423 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
425 /// Default value: 30,000 msat
427 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
428 pub liquidity_penalty_multiplier_msat: u64,
430 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
431 /// channel's success probability for the payment, as determined by our latest estimates of the
432 /// channel's liquidity, to determine the amount penalty.
434 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
435 /// fees plus penalty) for large payments. The penalty is computed as the product of this
436 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
437 /// success probability.
439 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
441 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
442 /// the amount will result in a penalty of the multiplier. And, as the success probability
443 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
444 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
447 /// Default value: 192 msat
448 pub liquidity_penalty_amount_multiplier_msat: u64,
450 /// A multiplier used in conjunction with the negative `log10` of the channel's success
451 /// probability for the payment, as determined based on the history of our estimates of the
452 /// channel's available liquidity, to determine a penalty.
454 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
455 /// only our latest estimate for the current liquidity available in the channel, it estimates
456 /// success probability based on the estimated liquidity available in the channel through
457 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
458 /// track which of several buckets those bounds fall into, exponentially decaying the
459 /// probability of each bucket as new samples are added.
461 /// Default value: 10,000 msat
463 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
464 pub historical_liquidity_penalty_multiplier_msat: u64,
466 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
467 /// channel's success probability for the payment, as determined based on the history of our
468 /// estimates of the channel's available liquidity, to determine a penalty.
470 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
471 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
472 /// of the payment amount, weighted by the negative `log10` of the success probability.
474 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
475 /// of using only our latest estimate for the current liquidity available in the channel, it
476 /// estimates success probability based on the estimated liquidity available in the channel
477 /// through history. Specifically, every time we update our liquidity bounds on a given
478 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
479 /// the probability of each bucket as new samples are added.
481 /// Default value: 64 msat
483 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
484 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
486 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
487 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
488 /// considered during path finding.
490 /// This is not exported to bindings users
491 pub manual_node_penalties: HashMap<NodeId, u64>,
493 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
494 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
495 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
496 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
497 /// to restrict `htlc_maximum_msat` and improve privacy.
499 /// Default value: 250 msat
500 pub anti_probing_penalty_msat: u64,
502 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
503 /// current estimate of the channel's available liquidity.
505 /// Note that in this case all other penalties, including the
506 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
507 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
508 /// applicable, are still included in the overall penalty.
510 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
511 /// `u64::max_value()` will guarantee that.
513 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
515 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
516 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
517 /// [`base_penalty_msat`]: Self::base_penalty_msat
518 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
519 pub considered_impossible_penalty_msat: u64,
522 impl Default for ProbabilisticScoringFeeParameters {
523 fn default() -> Self {
525 base_penalty_msat: 500,
526 base_penalty_amount_multiplier_msat: 8192,
527 liquidity_penalty_multiplier_msat: 30_000,
528 liquidity_penalty_amount_multiplier_msat: 192,
529 manual_node_penalties: HashMap::new(),
530 anti_probing_penalty_msat: 250,
531 considered_impossible_penalty_msat: 1_0000_0000_000,
532 historical_liquidity_penalty_multiplier_msat: 10_000,
533 historical_liquidity_penalty_amount_multiplier_msat: 64,
538 impl ProbabilisticScoringFeeParameters {
539 /// Marks the node with the given `node_id` as banned,
540 /// i.e it will be avoided during path finding.
541 pub fn add_banned(&mut self, node_id: &NodeId) {
542 self.manual_node_penalties.insert(*node_id, u64::max_value());
545 /// Marks all nodes in the given list as banned, i.e.,
546 /// they will be avoided during path finding.
547 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
549 self.manual_node_penalties.insert(id, u64::max_value());
553 /// Removes the node with the given `node_id` from the list of nodes to avoid.
554 pub fn remove_banned(&mut self, node_id: &NodeId) {
555 self.manual_node_penalties.remove(node_id);
558 /// Sets a manual penalty for the given node.
559 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
560 self.manual_node_penalties.insert(*node_id, penalty);
563 /// Removes the node with the given `node_id` from the list of manual penalties.
564 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
565 self.manual_node_penalties.remove(node_id);
568 /// Clears the list of manual penalties that are applied during path finding.
569 pub fn clear_manual_penalties(&mut self) {
570 self.manual_node_penalties = HashMap::new();
575 impl ProbabilisticScoringFeeParameters {
576 fn zero_penalty() -> Self {
578 base_penalty_msat: 0,
579 base_penalty_amount_multiplier_msat: 0,
580 liquidity_penalty_multiplier_msat: 0,
581 liquidity_penalty_amount_multiplier_msat: 0,
582 historical_liquidity_penalty_multiplier_msat: 0,
583 historical_liquidity_penalty_amount_multiplier_msat: 0,
584 manual_node_penalties: HashMap::new(),
585 anti_probing_penalty_msat: 0,
586 considered_impossible_penalty_msat: 0,
591 /// Parameters for configuring [`ProbabilisticScorer`].
593 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
594 /// these decay parameters affect the score of the channel penalty and are not changed on a
595 /// per-route penalty cost call.
596 #[derive(Copy, Clone)]
597 pub struct ProbabilisticScoringDecayParameters {
598 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
599 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
600 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
602 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
604 /// Note that after 16 or more half lives all historical data will be completely gone.
606 /// Default value: 14 days
608 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
609 pub historical_no_updates_half_life: Duration,
611 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
612 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
613 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
616 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
617 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
618 /// struct documentation for more info on the way the liquidity bounds are used.
620 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
621 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
622 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
624 /// Default value: 6 hours
628 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
629 /// liquidity knowledge will never decay except when the bounds cross.
630 pub liquidity_offset_half_life: Duration,
633 impl Default for ProbabilisticScoringDecayParameters {
634 fn default() -> Self {
636 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
637 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
643 impl ProbabilisticScoringDecayParameters {
644 fn zero_penalty() -> Self {
646 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
647 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
652 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
653 /// in each of 8 buckets.
654 #[derive(Clone, Copy)]
655 struct HistoricalBucketRangeTracker {
659 impl HistoricalBucketRangeTracker {
660 fn new() -> Self { Self { buckets: [0; 8] } }
661 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
662 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
663 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
665 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
666 // the buckets for the current min and max liquidity offset positions.
668 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
669 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
670 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
672 // In total, this allows us to track data for the last 8,000 or so payments across a given
675 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
676 // and need to balance having more bits in the decimal part (to ensure decay isn't too
677 // non-linear) with having too few bits in the mantissa, causing us to not store very many
680 // The constants were picked experimentally, selecting a decay amount that restricts us
681 // from overflowing buckets without having to cap them manually.
683 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
684 // the channel's capacity, though the second should generally never happen.
685 debug_assert!(liquidity_offset_msat <= capacity_msat);
686 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
687 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
688 debug_assert!(bucket_idx < 8);
690 for e in self.buckets.iter_mut() {
691 *e = ((*e as u32) * 2047 / 2048) as u16;
693 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
696 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
697 /// datapoints as we receive newer information.
698 fn time_decay_data(&mut self, half_lives: u32) {
699 for e in self.buckets.iter_mut() {
700 *e = e.checked_shr(half_lives).unwrap_or(0);
705 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
707 struct HistoricalMinMaxBuckets<'a> {
708 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
709 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
712 impl HistoricalMinMaxBuckets<'_> {
714 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
715 -> ([u16; 8], [u16; 8], u32) {
716 let required_decays = now.duration_since(last_updated).as_secs()
717 .checked_div(half_life.as_secs())
718 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
719 let mut min_buckets = *self.min_liquidity_offset_history;
720 min_buckets.time_decay_data(required_decays);
721 let mut max_buckets = *self.max_liquidity_offset_history;
722 max_buckets.time_decay_data(required_decays);
723 (min_buckets.buckets, max_buckets.buckets, required_decays)
727 fn calculate_success_probability_times_billion<T: Time>(
728 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
730 // If historical penalties are enabled, calculate the penalty by walking the set of
731 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
732 // each, calculate the probability of success given our payment amount, then total the
733 // weighted average probability of success.
735 // We use a sliding scale to decide which point within a given bucket will be compared to
736 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
737 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
738 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
739 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
740 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
741 // penalties to channels at the edges.
743 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
744 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
745 // for a 1 BTC channel!).
747 // If we used the middle of each bucket we'd never assign any penalty at all when sending
748 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
749 let mut total_valid_points_tracked = 0;
751 let payment_amt_64th_bucket: u8 = if amount_msat < u64::max_value() / 64 {
752 (amount_msat * 64 / capacity_msat.saturating_add(1))
753 .try_into().unwrap_or(65)
755 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
756 // division. This branch should only be hit in fuzz testing since the amount would
757 // need to be over 2.88 million BTC in practice.
758 ((amount_msat as u128) * 64 / (capacity_msat as u128).saturating_add(1))
759 .try_into().unwrap_or(65)
762 debug_assert!(payment_amt_64th_bucket <= 64);
763 if payment_amt_64th_bucket >= 64 { return None; }
765 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
766 // don't actually use the decayed buckets, though, as that would lose precision.
767 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
768 self.get_decayed_buckets(now, last_updated, half_life);
769 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
773 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
774 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
775 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
778 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
779 // it as if we were fully decayed.
780 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
784 let mut cumulative_success_prob_times_billion = 0;
785 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
786 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
787 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
788 * 1024 * 1024 / total_valid_points_tracked;
789 let min_64th_bucket = min_idx as u8 * 9;
790 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
791 if payment_amt_64th_bucket > max_64th_bucket {
792 // Success probability 0, the payment amount is above the max liquidity
793 } else if payment_amt_64th_bucket <= min_64th_bucket {
794 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
796 cumulative_success_prob_times_billion += bucket_prob_times_million *
797 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
798 ((max_64th_bucket - min_64th_bucket) as u64);
803 Some(cumulative_success_prob_times_billion)
807 /// Accounting for channel liquidity balance uncertainty.
809 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
810 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
811 /// offset fields gives the opposite direction.
812 struct ChannelLiquidity<T: Time> {
813 /// Lower channel liquidity bound in terms of an offset from zero.
814 min_liquidity_offset_msat: u64,
816 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
817 max_liquidity_offset_msat: u64,
819 /// Time when the liquidity bounds were last modified.
822 min_liquidity_offset_history: HistoricalBucketRangeTracker,
823 max_liquidity_offset_history: HistoricalBucketRangeTracker,
826 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
827 /// decayed with a given half life.
828 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
829 min_liquidity_offset_msat: L,
830 max_liquidity_offset_msat: L,
831 min_liquidity_offset_history: BRT,
832 max_liquidity_offset_history: BRT,
833 inflight_htlc_msat: u64,
837 decay_params: ProbabilisticScoringDecayParameters,
840 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
841 /// Creates a new scorer using the given scoring parameters for sending payments from a node
842 /// through a network graph.
843 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
848 channel_liquidities: HashMap::new(),
853 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
854 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
858 /// Dump the contents of this scorer into the configured logger.
860 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
861 /// which may be a substantial amount of log output.
862 pub fn debug_log_liquidity_stats(&self) {
865 let graph = self.network_graph.read_only();
866 for (scid, liq) in self.channel_liquidities.iter() {
867 if let Some(chan_debug) = graph.channels().get(scid) {
868 let log_direction = |source, target| {
869 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
870 let amt = directed_info.effective_capacity().as_msat();
871 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
873 let buckets = HistoricalMinMaxBuckets {
874 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
875 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
877 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
878 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
880 log_debug!(self.logger, core::concat!(
881 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
882 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
883 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
884 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
885 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
886 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
887 // Note that the liquidity buckets are an offset from the edge, so we
888 // inverse the max order to get the probabilities from zero.
889 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
890 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
892 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
896 log_direction(&chan_debug.node_one, &chan_debug.node_two);
897 log_direction(&chan_debug.node_two, &chan_debug.node_one);
899 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
904 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
905 /// channel with `scid` towards the given `target` node.
906 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
907 let graph = self.network_graph.read_only();
909 if let Some(chan) = graph.channels().get(&scid) {
910 if let Some(liq) = self.channel_liquidities.get(&scid) {
911 if let Some((directed_info, source)) = chan.as_directed_to(target) {
912 let amt = directed_info.effective_capacity().as_msat();
913 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
914 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
921 /// Query the historical estimated minimum and maximum liquidity available for sending a
922 /// payment over the channel with `scid` towards the given `target` node.
924 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
925 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
926 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
927 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
928 /// Because the values are slowly decayed, more recent data points are weighted more heavily
929 /// than older datapoints.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
932 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
933 /// the total of all buckets for the given bound.
935 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
936 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
937 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
938 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 8], [0; 8]))`.
942 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
943 -> Option<([u16; 8], [u16; 8])> {
944 let graph = self.network_graph.read_only();
946 if let Some(chan) = graph.channels().get(&scid) {
947 if let Some(liq) = self.channel_liquidities.get(&scid) {
948 if let Some((directed_info, source)) = chan.as_directed_to(target) {
949 let amt = directed_info.effective_capacity().as_msat();
950 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
952 let buckets = HistoricalMinMaxBuckets {
953 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
954 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
956 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
957 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
958 // Note that the liquidity buckets are an offset from the edge, so we inverse
959 // the max order to get the probabilities from zero.
960 max_buckets.reverse();
961 return Some((min_buckets, max_buckets));
969 impl<T: Time> ChannelLiquidity<T> {
973 min_liquidity_offset_msat: 0,
974 max_liquidity_offset_msat: 0,
975 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
976 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
977 last_updated: T::now(),
981 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
984 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
985 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
986 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
988 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
989 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
991 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
992 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
995 DirectedChannelLiquidity {
996 min_liquidity_offset_msat,
997 max_liquidity_offset_msat,
998 min_liquidity_offset_history,
999 max_liquidity_offset_history,
1002 last_updated: &self.last_updated,
1004 decay_params: decay_params,
1008 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1009 /// `capacity_msat`.
1011 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1012 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1013 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1014 if source < target {
1015 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1016 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1018 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1019 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1022 DirectedChannelLiquidity {
1023 min_liquidity_offset_msat,
1024 max_liquidity_offset_msat,
1025 min_liquidity_offset_history,
1026 max_liquidity_offset_history,
1029 last_updated: &mut self.last_updated,
1031 decay_params: decay_params,
1036 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1038 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1040 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1041 /// ratio, as X in 1/X.
1042 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1044 /// The divisor used when computing the amount penalty.
1045 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1046 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1048 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1049 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1051 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1052 let available_capacity = self.available_capacity();
1053 let max_liquidity_msat = self.max_liquidity_msat();
1054 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1056 let mut res = if amount_msat <= min_liquidity_msat {
1058 } else if amount_msat >= max_liquidity_msat {
1059 // Equivalent to hitting the else clause below with the amount equal to the effective
1060 // capacity and without any certainty on the liquidity upper bound, plus the
1061 // impossibility penalty.
1062 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1063 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1064 score_params.liquidity_penalty_multiplier_msat,
1065 score_params.liquidity_penalty_amount_multiplier_msat)
1066 .saturating_add(score_params.considered_impossible_penalty_msat)
1068 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1069 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1070 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1071 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1072 // don't bother trying to use the log approximation as it gets too noisy to be
1073 // particularly helpful, instead just round down to 0.
1076 let negative_log10_times_2048 =
1077 approx::negative_log10_times_2048(numerator, denominator);
1078 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1079 score_params.liquidity_penalty_multiplier_msat,
1080 score_params.liquidity_penalty_amount_multiplier_msat)
1084 if amount_msat >= available_capacity {
1085 // We're trying to send more than the capacity, use a max penalty.
1086 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1087 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1088 score_params.historical_liquidity_penalty_multiplier_msat,
1089 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1093 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1094 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1095 let buckets = HistoricalMinMaxBuckets {
1096 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1097 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1099 if let Some(cumulative_success_prob_times_billion) = buckets
1100 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1101 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
1103 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1104 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1105 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1106 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1108 // If we don't have any valid points (or, once decayed, we have less than a full
1109 // point), redo the non-historical calculation with no liquidity bounds tracked and
1110 // the historical penalty multipliers.
1111 let available_capacity = self.available_capacity();
1112 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1113 let denominator = available_capacity.saturating_add(1);
1114 let negative_log10_times_2048 =
1115 approx::negative_log10_times_2048(numerator, denominator);
1116 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1117 score_params.historical_liquidity_penalty_multiplier_msat,
1118 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1125 /// Computes the liquidity penalty from the penalty multipliers.
1127 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1128 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1130 negative_log10_times_2048 =
1131 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1133 // Upper bound the liquidity penalty to ensure some channel is selected.
1134 let liquidity_penalty_msat = negative_log10_times_2048
1135 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1136 let amount_penalty_msat = negative_log10_times_2048
1137 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1138 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1140 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1143 /// Returns the lower bound of the channel liquidity balance in this direction.
1145 fn min_liquidity_msat(&self) -> u64 {
1146 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1149 /// Returns the upper bound of the channel liquidity balance in this direction.
1151 fn max_liquidity_msat(&self) -> u64 {
1152 self.available_capacity()
1153 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1156 /// Returns the capacity minus the in-flight HTLCs in this direction.
1158 fn available_capacity(&self) -> u64 {
1159 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1162 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1163 self.now.duration_since(*self.last_updated).as_secs()
1164 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1165 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1170 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1171 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1172 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1173 let existing_max_msat = self.max_liquidity_msat();
1174 if amount_msat < existing_max_msat {
1175 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1176 self.set_max_liquidity_msat(amount_msat);
1178 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1179 chan_descr, existing_max_msat, amount_msat);
1181 self.update_history_buckets();
1184 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1185 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1186 let existing_min_msat = self.min_liquidity_msat();
1187 if amount_msat > existing_min_msat {
1188 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1189 self.set_min_liquidity_msat(amount_msat);
1191 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1192 chan_descr, existing_min_msat, amount_msat);
1194 self.update_history_buckets();
1197 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1198 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1199 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1200 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1201 self.set_max_liquidity_msat(max_liquidity_msat);
1202 self.update_history_buckets();
1205 fn update_history_buckets(&mut self) {
1206 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1207 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1208 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1209 self.min_liquidity_offset_history.time_decay_data(half_lives);
1210 self.max_liquidity_offset_history.time_decay_data(half_lives);
1212 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1213 self.min_liquidity_offset_history.track_datapoint(
1214 min_liquidity_offset_msat, self.capacity_msat
1216 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1217 self.max_liquidity_offset_history.track_datapoint(
1218 max_liquidity_offset_msat, self.capacity_msat
1222 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1223 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1224 *self.min_liquidity_offset_msat = amount_msat;
1225 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1228 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1230 *self.last_updated = self.now;
1233 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1234 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1235 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1236 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1239 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1241 *self.last_updated = self.now;
1245 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1246 type ScoreParams = ProbabilisticScoringFeeParameters;
1247 fn channel_penalty_msat(
1248 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1250 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1254 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1255 score_params.base_penalty_amount_multiplier_msat
1256 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1258 let mut anti_probing_penalty_msat = 0;
1259 match usage.effective_capacity {
1260 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1261 if usage.amount_msat > liquidity_msat {
1262 return u64::max_value();
1264 return base_penalty_msat;
1267 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1268 if htlc_maximum_msat >= capacity_msat/2 {
1269 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1275 let amount_msat = usage.amount_msat;
1276 let capacity_msat = usage.effective_capacity.as_msat();
1277 let inflight_htlc_msat = usage.inflight_htlc_msat;
1278 self.channel_liquidities
1279 .get(&short_channel_id)
1280 .unwrap_or(&ChannelLiquidity::new())
1281 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1282 .penalty_msat(amount_msat, score_params)
1283 .saturating_add(anti_probing_penalty_msat)
1284 .saturating_add(base_penalty_msat)
1287 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1288 let amount_msat = path.final_value_msat();
1289 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1290 let network_graph = self.network_graph.read_only();
1291 for (hop_idx, hop) in path.hops.iter().enumerate() {
1292 let target = NodeId::from_pubkey(&hop.pubkey);
1293 let channel_directed_from_source = network_graph.channels()
1294 .get(&hop.short_channel_id)
1295 .and_then(|channel| channel.as_directed_to(&target));
1297 let at_failed_channel = hop.short_channel_id == short_channel_id;
1298 if at_failed_channel && hop_idx == 0 {
1299 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);
1302 // Only score announced channels.
1303 if let Some((channel, source)) = channel_directed_from_source {
1304 let capacity_msat = channel.effective_capacity().as_msat();
1305 if at_failed_channel {
1306 self.channel_liquidities
1307 .entry(hop.short_channel_id)
1308 .or_insert_with(ChannelLiquidity::new)
1309 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1310 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1312 self.channel_liquidities
1313 .entry(hop.short_channel_id)
1314 .or_insert_with(ChannelLiquidity::new)
1315 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1316 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1319 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).",
1320 hop.short_channel_id);
1322 if at_failed_channel { break; }
1326 fn payment_path_successful(&mut self, path: &Path) {
1327 let amount_msat = path.final_value_msat();
1328 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1329 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1330 let network_graph = self.network_graph.read_only();
1331 for hop in &path.hops {
1332 let target = NodeId::from_pubkey(&hop.pubkey);
1333 let channel_directed_from_source = network_graph.channels()
1334 .get(&hop.short_channel_id)
1335 .and_then(|channel| channel.as_directed_to(&target));
1337 // Only score announced channels.
1338 if let Some((channel, source)) = channel_directed_from_source {
1339 let capacity_msat = channel.effective_capacity().as_msat();
1340 self.channel_liquidities
1341 .entry(hop.short_channel_id)
1342 .or_insert_with(ChannelLiquidity::new)
1343 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1344 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1346 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).",
1347 hop.short_channel_id);
1352 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1353 self.payment_path_failed(path, short_channel_id)
1356 fn probe_successful(&mut self, path: &Path) {
1357 self.payment_path_failed(path, u64::max_value())
1362 const BITS: u32 = 64;
1363 const HIGHEST_BIT: u32 = BITS - 1;
1364 const LOWER_BITS: u32 = 6;
1365 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1366 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1368 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1369 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1370 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1371 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1372 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1373 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1374 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1375 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1376 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1377 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1378 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1379 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1380 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1381 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1382 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1383 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1384 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1385 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1386 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1387 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1388 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1389 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1390 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1391 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1392 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1393 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1394 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1395 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1396 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1397 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1398 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1399 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1400 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1401 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1402 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1403 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1404 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1405 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1406 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1407 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1408 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1409 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1410 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1411 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1412 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1413 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1414 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1415 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1416 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1417 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1418 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1419 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1420 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1421 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1422 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1423 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1424 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1425 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1426 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1427 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1428 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1429 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1430 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1431 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1432 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1433 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1434 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1435 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1436 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1437 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1438 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1439 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1440 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1441 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1442 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1443 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1444 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1445 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1446 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1447 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1448 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1449 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1450 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1451 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1452 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1453 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1454 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1455 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1456 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1457 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1458 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1459 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1460 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1461 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1462 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1463 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1464 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1465 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1466 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1467 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1468 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1469 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1470 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1471 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1472 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1473 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1474 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1475 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1476 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1477 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1478 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1479 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1480 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1481 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1482 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1483 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1484 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1485 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1486 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1487 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1488 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1489 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1490 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1491 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1492 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1493 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1494 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1495 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1496 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1497 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1498 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1499 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1500 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1501 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1502 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1503 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1504 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1505 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1506 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1507 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1508 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1509 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1510 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1511 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1512 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1513 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1514 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1515 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1516 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1517 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1518 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1519 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1520 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1521 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1522 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1523 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1524 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1525 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1526 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1527 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1528 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1529 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1530 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1531 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1532 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1533 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1534 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1535 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1536 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1537 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1538 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1539 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1540 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1541 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1542 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1543 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1544 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1545 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1546 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1547 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1548 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1549 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1550 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1551 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1552 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1553 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1554 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1555 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1556 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1557 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1558 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1559 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1560 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1561 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1562 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1563 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1564 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1565 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1566 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1567 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1568 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1569 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1570 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1571 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1572 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1573 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1574 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1575 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1576 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1577 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1578 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1579 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1580 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1581 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1582 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1583 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1584 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1585 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1586 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1587 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1588 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1589 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1590 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1591 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1592 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1593 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1594 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1595 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1596 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1597 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1598 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1599 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1600 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1601 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1602 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1603 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1604 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1605 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1606 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1607 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1608 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1609 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1610 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1611 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1612 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1613 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1614 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1615 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1616 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1617 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1618 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1619 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1620 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1621 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1622 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1623 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1624 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1625 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1626 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1629 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1631 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1632 // Multiply the -1 through to avoid needing to use signed numbers.
1633 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1637 fn log10_times_2048(x: u64) -> u16 {
1638 debug_assert_ne!(x, 0);
1639 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1640 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1641 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1649 fn prints_negative_log10_times_2048_lookup_table() {
1650 for msb in 0..BITS {
1651 for i in 0..LOWER_BITS_BOUND {
1652 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1653 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1654 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1656 if i % LOWER_BITS_BOUND == 0 {
1657 print!("\t\t[{}, ", log10_times_2048);
1658 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1659 println!("{}],", log10_times_2048);
1660 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1661 print!("{},\n\t\t\t", log10_times_2048);
1663 print!("{}, ", log10_times_2048);
1671 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1673 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1674 write_tlv_fields!(w, {
1675 (0, self.channel_liquidities, required),
1681 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1682 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1685 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1686 ) -> Result<Self, DecodeError> {
1687 let (decay_params, network_graph, logger) = args;
1688 let mut channel_liquidities = HashMap::new();
1689 read_tlv_fields!(r, {
1690 (0, channel_liquidities, required),
1696 channel_liquidities,
1701 impl<T: Time> Writeable for ChannelLiquidity<T> {
1703 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1704 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1705 write_tlv_fields!(w, {
1706 (0, self.min_liquidity_offset_msat, required),
1707 (1, Some(self.min_liquidity_offset_history), option),
1708 (2, self.max_liquidity_offset_msat, required),
1709 (3, Some(self.max_liquidity_offset_history), option),
1710 (4, duration_since_epoch, required),
1716 impl<T: Time> Readable for ChannelLiquidity<T> {
1718 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1719 let mut min_liquidity_offset_msat = 0;
1720 let mut max_liquidity_offset_msat = 0;
1721 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1722 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1723 let mut duration_since_epoch = Duration::from_secs(0);
1724 read_tlv_fields!(r, {
1725 (0, min_liquidity_offset_msat, required),
1726 (1, min_liquidity_offset_history, option),
1727 (2, max_liquidity_offset_msat, required),
1728 (3, max_liquidity_offset_history, option),
1729 (4, duration_since_epoch, required),
1731 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1732 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1733 // is a time from a monotonic clock usually represented as an offset against boot time).
1734 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1735 // from the one that was written. However, because `Instant` can panic if we construct one
1736 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1737 // using `Instant::now()` in that case.
1738 let wall_clock_now = T::duration_since_epoch();
1740 let last_updated = if wall_clock_now > duration_since_epoch {
1741 now - (wall_clock_now - duration_since_epoch)
1744 min_liquidity_offset_msat,
1745 max_liquidity_offset_msat,
1746 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1747 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1755 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1756 use crate::blinded_path::{BlindedHop, BlindedPath};
1757 use crate::util::config::UserConfig;
1758 use crate::util::time::Time;
1759 use crate::util::time::tests::SinceEpoch;
1761 use crate::ln::channelmanager;
1762 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1763 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1764 use crate::routing::router::{BlindedTail, Path, RouteHop};
1765 use crate::routing::scoring::{ChannelUsage, Score};
1766 use crate::util::ser::{ReadableArgs, Writeable};
1767 use crate::util::test_utils::{self, TestLogger};
1769 use bitcoin::blockdata::constants::genesis_block;
1770 use bitcoin::hashes::Hash;
1771 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1772 use bitcoin::network::constants::Network;
1773 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1774 use core::time::Duration;
1777 fn source_privkey() -> SecretKey {
1778 SecretKey::from_slice(&[42; 32]).unwrap()
1781 fn target_privkey() -> SecretKey {
1782 SecretKey::from_slice(&[43; 32]).unwrap()
1785 fn source_pubkey() -> PublicKey {
1786 let secp_ctx = Secp256k1::new();
1787 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1790 fn target_pubkey() -> PublicKey {
1791 let secp_ctx = Secp256k1::new();
1792 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1795 fn source_node_id() -> NodeId {
1796 NodeId::from_pubkey(&source_pubkey())
1799 fn target_node_id() -> NodeId {
1800 NodeId::from_pubkey(&target_pubkey())
1803 // `ProbabilisticScorer` tests
1805 /// A probabilistic scorer for testing with time that can be manually advanced.
1806 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1808 fn sender_privkey() -> SecretKey {
1809 SecretKey::from_slice(&[41; 32]).unwrap()
1812 fn recipient_privkey() -> SecretKey {
1813 SecretKey::from_slice(&[45; 32]).unwrap()
1816 fn sender_pubkey() -> PublicKey {
1817 let secp_ctx = Secp256k1::new();
1818 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1821 fn recipient_pubkey() -> PublicKey {
1822 let secp_ctx = Secp256k1::new();
1823 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1826 fn sender_node_id() -> NodeId {
1827 NodeId::from_pubkey(&sender_pubkey())
1830 fn recipient_node_id() -> NodeId {
1831 NodeId::from_pubkey(&recipient_pubkey())
1834 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1835 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1836 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1837 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1843 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1844 node_2_key: SecretKey
1846 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1847 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1848 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1849 let secp_ctx = Secp256k1::new();
1850 let unsigned_announcement = UnsignedChannelAnnouncement {
1851 features: channelmanager::provided_channel_features(&UserConfig::default()),
1852 chain_hash: genesis_hash,
1854 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1855 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1856 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1857 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1858 excess_data: Vec::new(),
1860 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1861 let signed_announcement = ChannelAnnouncement {
1862 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1863 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1864 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1865 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1866 contents: unsigned_announcement,
1868 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1869 network_graph.update_channel_from_announcement(
1870 &signed_announcement, &chain_source).unwrap();
1871 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1872 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1876 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1877 flags: u8, htlc_maximum_msat: u64
1879 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1880 let secp_ctx = Secp256k1::new();
1881 let unsigned_update = UnsignedChannelUpdate {
1882 chain_hash: genesis_hash,
1886 cltv_expiry_delta: 18,
1887 htlc_minimum_msat: 0,
1890 fee_proportional_millionths: 0,
1891 excess_data: Vec::new(),
1893 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1894 let signed_update = ChannelUpdate {
1895 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1896 contents: unsigned_update,
1898 network_graph.update_channel(&signed_update).unwrap();
1901 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1902 let config = UserConfig::default();
1905 node_features: channelmanager::provided_node_features(&config),
1907 channel_features: channelmanager::provided_channel_features(&config),
1909 cltv_expiry_delta: 18,
1913 fn payment_path_for_amount(amount_msat: u64) -> Path {
1916 path_hop(source_pubkey(), 41, 1),
1917 path_hop(target_pubkey(), 42, 2),
1918 path_hop(recipient_pubkey(), 43, amount_msat),
1919 ], blinded_tail: None,
1924 fn liquidity_bounds_directed_from_lowest_node_id() {
1925 let logger = TestLogger::new();
1926 let last_updated = SinceEpoch::now();
1927 let network_graph = network_graph(&logger);
1928 let decay_params = ProbabilisticScoringDecayParameters::default();
1929 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1932 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1933 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1934 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1938 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1939 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1940 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1942 let source = source_node_id();
1943 let target = target_node_id();
1944 let recipient = recipient_node_id();
1945 assert!(source > target);
1946 assert!(target < recipient);
1948 // Update minimum liquidity.
1950 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1951 .as_directed(&source, &target, 0, 1_000, decay_params);
1952 assert_eq!(liquidity.min_liquidity_msat(), 100);
1953 assert_eq!(liquidity.max_liquidity_msat(), 300);
1955 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1956 .as_directed(&target, &source, 0, 1_000, decay_params);
1957 assert_eq!(liquidity.min_liquidity_msat(), 700);
1958 assert_eq!(liquidity.max_liquidity_msat(), 900);
1960 scorer.channel_liquidities.get_mut(&42).unwrap()
1961 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1962 .set_min_liquidity_msat(200);
1964 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1965 .as_directed(&source, &target, 0, 1_000, decay_params);
1966 assert_eq!(liquidity.min_liquidity_msat(), 200);
1967 assert_eq!(liquidity.max_liquidity_msat(), 300);
1969 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1970 .as_directed(&target, &source, 0, 1_000, decay_params);
1971 assert_eq!(liquidity.min_liquidity_msat(), 700);
1972 assert_eq!(liquidity.max_liquidity_msat(), 800);
1974 // Update maximum liquidity.
1976 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1977 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1978 assert_eq!(liquidity.min_liquidity_msat(), 700);
1979 assert_eq!(liquidity.max_liquidity_msat(), 900);
1981 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1982 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1983 assert_eq!(liquidity.min_liquidity_msat(), 100);
1984 assert_eq!(liquidity.max_liquidity_msat(), 300);
1986 scorer.channel_liquidities.get_mut(&43).unwrap()
1987 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
1988 .set_max_liquidity_msat(200);
1990 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1991 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1992 assert_eq!(liquidity.min_liquidity_msat(), 0);
1993 assert_eq!(liquidity.max_liquidity_msat(), 200);
1995 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1996 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1997 assert_eq!(liquidity.min_liquidity_msat(), 800);
1998 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2002 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2003 let logger = TestLogger::new();
2004 let last_updated = SinceEpoch::now();
2005 let network_graph = network_graph(&logger);
2006 let decay_params = ProbabilisticScoringDecayParameters::default();
2007 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2010 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2011 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2012 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2014 let source = source_node_id();
2015 let target = target_node_id();
2016 assert!(source > target);
2018 // Check initial bounds.
2019 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2020 .as_directed(&source, &target, 0, 1_000, decay_params);
2021 assert_eq!(liquidity.min_liquidity_msat(), 400);
2022 assert_eq!(liquidity.max_liquidity_msat(), 800);
2024 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2025 .as_directed(&target, &source, 0, 1_000, decay_params);
2026 assert_eq!(liquidity.min_liquidity_msat(), 200);
2027 assert_eq!(liquidity.max_liquidity_msat(), 600);
2029 // Reset from source to target.
2030 scorer.channel_liquidities.get_mut(&42).unwrap()
2031 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2032 .set_min_liquidity_msat(900);
2034 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2035 .as_directed(&source, &target, 0, 1_000, decay_params);
2036 assert_eq!(liquidity.min_liquidity_msat(), 900);
2037 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2039 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2040 .as_directed(&target, &source, 0, 1_000, decay_params);
2041 assert_eq!(liquidity.min_liquidity_msat(), 0);
2042 assert_eq!(liquidity.max_liquidity_msat(), 100);
2044 // Reset from target to source.
2045 scorer.channel_liquidities.get_mut(&42).unwrap()
2046 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2047 .set_min_liquidity_msat(400);
2049 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2050 .as_directed(&source, &target, 0, 1_000, decay_params);
2051 assert_eq!(liquidity.min_liquidity_msat(), 0);
2052 assert_eq!(liquidity.max_liquidity_msat(), 600);
2054 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2055 .as_directed(&target, &source, 0, 1_000, decay_params);
2056 assert_eq!(liquidity.min_liquidity_msat(), 400);
2057 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2061 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2062 let logger = TestLogger::new();
2063 let last_updated = SinceEpoch::now();
2064 let network_graph = network_graph(&logger);
2065 let decay_params = ProbabilisticScoringDecayParameters::default();
2066 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2069 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2070 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2071 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2073 let source = source_node_id();
2074 let target = target_node_id();
2075 assert!(source > target);
2077 // Check initial bounds.
2078 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2079 .as_directed(&source, &target, 0, 1_000, decay_params);
2080 assert_eq!(liquidity.min_liquidity_msat(), 400);
2081 assert_eq!(liquidity.max_liquidity_msat(), 800);
2083 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2084 .as_directed(&target, &source, 0, 1_000, decay_params);
2085 assert_eq!(liquidity.min_liquidity_msat(), 200);
2086 assert_eq!(liquidity.max_liquidity_msat(), 600);
2088 // Reset from source to target.
2089 scorer.channel_liquidities.get_mut(&42).unwrap()
2090 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2091 .set_max_liquidity_msat(300);
2093 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2094 .as_directed(&source, &target, 0, 1_000, decay_params);
2095 assert_eq!(liquidity.min_liquidity_msat(), 0);
2096 assert_eq!(liquidity.max_liquidity_msat(), 300);
2098 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2099 .as_directed(&target, &source, 0, 1_000, decay_params);
2100 assert_eq!(liquidity.min_liquidity_msat(), 700);
2101 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2103 // Reset from target to source.
2104 scorer.channel_liquidities.get_mut(&42).unwrap()
2105 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2106 .set_max_liquidity_msat(600);
2108 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2109 .as_directed(&source, &target, 0, 1_000, decay_params);
2110 assert_eq!(liquidity.min_liquidity_msat(), 400);
2111 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2113 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2114 .as_directed(&target, &source, 0, 1_000, decay_params);
2115 assert_eq!(liquidity.min_liquidity_msat(), 0);
2116 assert_eq!(liquidity.max_liquidity_msat(), 600);
2120 fn increased_penalty_nearing_liquidity_upper_bound() {
2121 let logger = TestLogger::new();
2122 let network_graph = network_graph(&logger);
2123 let params = ProbabilisticScoringFeeParameters {
2124 liquidity_penalty_multiplier_msat: 1_000,
2125 ..ProbabilisticScoringFeeParameters::zero_penalty()
2127 let decay_params = ProbabilisticScoringDecayParameters::default();
2128 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2129 let source = source_node_id();
2130 let target = target_node_id();
2132 let usage = ChannelUsage {
2134 inflight_htlc_msat: 0,
2135 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2137 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2138 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2139 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2140 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2141 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2142 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2143 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2145 let usage = ChannelUsage {
2147 inflight_htlc_msat: 0,
2148 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2150 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2151 let usage = ChannelUsage { amount_msat: 256, ..usage };
2152 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2153 let usage = ChannelUsage { amount_msat: 374, ..usage };
2154 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2155 let usage = ChannelUsage { amount_msat: 512, ..usage };
2156 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2157 let usage = ChannelUsage { amount_msat: 640, ..usage };
2158 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2159 let usage = ChannelUsage { amount_msat: 768, ..usage };
2160 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2161 let usage = ChannelUsage { amount_msat: 896, ..usage };
2162 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2166 fn constant_penalty_outside_liquidity_bounds() {
2167 let logger = TestLogger::new();
2168 let last_updated = SinceEpoch::now();
2169 let network_graph = network_graph(&logger);
2170 let params = ProbabilisticScoringFeeParameters {
2171 liquidity_penalty_multiplier_msat: 1_000,
2172 considered_impossible_penalty_msat: u64::max_value(),
2173 ..ProbabilisticScoringFeeParameters::zero_penalty()
2175 let decay_params = ProbabilisticScoringDecayParameters {
2176 ..ProbabilisticScoringDecayParameters::zero_penalty()
2178 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2181 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2182 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2183 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2185 let source = source_node_id();
2186 let target = target_node_id();
2188 let usage = ChannelUsage {
2190 inflight_htlc_msat: 0,
2191 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2193 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2194 let usage = ChannelUsage { amount_msat: 50, ..usage };
2195 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2196 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2197 let usage = ChannelUsage { amount_msat: 61, ..usage };
2198 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2202 fn does_not_further_penalize_own_channel() {
2203 let logger = TestLogger::new();
2204 let network_graph = network_graph(&logger);
2205 let params = ProbabilisticScoringFeeParameters {
2206 liquidity_penalty_multiplier_msat: 1_000,
2207 ..ProbabilisticScoringFeeParameters::zero_penalty()
2209 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2210 let sender = sender_node_id();
2211 let source = source_node_id();
2212 let usage = ChannelUsage {
2214 inflight_htlc_msat: 0,
2215 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2217 let failed_path = payment_path_for_amount(500);
2218 let successful_path = payment_path_for_amount(200);
2220 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2222 scorer.payment_path_failed(&failed_path, 41);
2223 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2225 scorer.payment_path_successful(&successful_path);
2226 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2230 fn sets_liquidity_lower_bound_on_downstream_failure() {
2231 let logger = TestLogger::new();
2232 let network_graph = network_graph(&logger);
2233 let params = ProbabilisticScoringFeeParameters {
2234 liquidity_penalty_multiplier_msat: 1_000,
2235 ..ProbabilisticScoringFeeParameters::zero_penalty()
2237 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2238 let source = source_node_id();
2239 let target = target_node_id();
2240 let path = payment_path_for_amount(500);
2242 let usage = ChannelUsage {
2244 inflight_htlc_msat: 0,
2245 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2247 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2248 let usage = ChannelUsage { amount_msat: 500, ..usage };
2249 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2250 let usage = ChannelUsage { amount_msat: 750, ..usage };
2251 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2253 scorer.payment_path_failed(&path, 43);
2255 let usage = ChannelUsage { amount_msat: 250, ..usage };
2256 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2257 let usage = ChannelUsage { amount_msat: 500, ..usage };
2258 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2259 let usage = ChannelUsage { amount_msat: 750, ..usage };
2260 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2264 fn sets_liquidity_upper_bound_on_failure() {
2265 let logger = TestLogger::new();
2266 let network_graph = network_graph(&logger);
2267 let params = ProbabilisticScoringFeeParameters {
2268 liquidity_penalty_multiplier_msat: 1_000,
2269 considered_impossible_penalty_msat: u64::max_value(),
2270 ..ProbabilisticScoringFeeParameters::zero_penalty()
2272 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2273 let source = source_node_id();
2274 let target = target_node_id();
2275 let path = payment_path_for_amount(500);
2277 let usage = ChannelUsage {
2279 inflight_htlc_msat: 0,
2280 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2282 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2283 let usage = ChannelUsage { amount_msat: 500, ..usage };
2284 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2285 let usage = ChannelUsage { amount_msat: 750, ..usage };
2286 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2288 scorer.payment_path_failed(&path, 42);
2290 let usage = ChannelUsage { amount_msat: 250, ..usage };
2291 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2292 let usage = ChannelUsage { amount_msat: 500, ..usage };
2293 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2294 let usage = ChannelUsage { amount_msat: 750, ..usage };
2295 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2299 fn ignores_channels_after_removed_failed_channel() {
2300 // Previously, if we'd tried to send over a channel which was removed from the network
2301 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2302 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2303 // channels in the route, even ones which they payment never reached. This tests to ensure
2304 // we do not score such channels.
2305 let secp_ctx = Secp256k1::new();
2306 let logger = TestLogger::new();
2307 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2308 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2309 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2310 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2311 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2312 add_channel(&mut network_graph, 42, secret_a, secret_b);
2313 // Don't add the channel from B -> C.
2314 add_channel(&mut network_graph, 44, secret_c, secret_d);
2316 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2317 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2318 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2319 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2322 path_hop(pub_b, 42, 1),
2323 path_hop(pub_c, 43, 2),
2324 path_hop(pub_d, 44, 100),
2327 let node_a = NodeId::from_pubkey(&pub_a);
2328 let node_b = NodeId::from_pubkey(&pub_b);
2329 let node_c = NodeId::from_pubkey(&pub_c);
2330 let node_d = NodeId::from_pubkey(&pub_d);
2332 let params = ProbabilisticScoringFeeParameters {
2333 liquidity_penalty_multiplier_msat: 1_000,
2334 ..ProbabilisticScoringFeeParameters::zero_penalty()
2336 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2338 let usage = ChannelUsage {
2340 inflight_htlc_msat: 0,
2341 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2343 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2344 // Note that a default liquidity bound is used for B -> C as no channel exists
2345 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2346 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2348 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2350 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2351 // Note that a default liquidity bound is used for B -> C as no channel exists
2352 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2353 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2357 fn reduces_liquidity_upper_bound_along_path_on_success() {
2358 let logger = TestLogger::new();
2359 let network_graph = network_graph(&logger);
2360 let params = ProbabilisticScoringFeeParameters {
2361 liquidity_penalty_multiplier_msat: 1_000,
2362 ..ProbabilisticScoringFeeParameters::zero_penalty()
2364 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2365 let sender = sender_node_id();
2366 let source = source_node_id();
2367 let target = target_node_id();
2368 let recipient = recipient_node_id();
2369 let usage = ChannelUsage {
2371 inflight_htlc_msat: 0,
2372 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2375 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2376 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2377 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2379 scorer.payment_path_successful(&payment_path_for_amount(500));
2381 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2382 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2383 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2387 fn decays_liquidity_bounds_over_time() {
2388 let logger = TestLogger::new();
2389 let network_graph = network_graph(&logger);
2390 let params = ProbabilisticScoringFeeParameters {
2391 liquidity_penalty_multiplier_msat: 1_000,
2392 considered_impossible_penalty_msat: u64::max_value(),
2393 ..ProbabilisticScoringFeeParameters::zero_penalty()
2395 let decay_params = ProbabilisticScoringDecayParameters {
2396 liquidity_offset_half_life: Duration::from_secs(10),
2397 ..ProbabilisticScoringDecayParameters::zero_penalty()
2399 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2400 let source = source_node_id();
2401 let target = target_node_id();
2403 let usage = ChannelUsage {
2405 inflight_htlc_msat: 0,
2406 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2408 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2409 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2410 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2412 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2413 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2415 let usage = ChannelUsage { amount_msat: 128, ..usage };
2416 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2417 let usage = ChannelUsage { amount_msat: 256, ..usage };
2418 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2419 let usage = ChannelUsage { amount_msat: 768, ..usage };
2420 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2421 let usage = ChannelUsage { amount_msat: 896, ..usage };
2422 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2424 SinceEpoch::advance(Duration::from_secs(9));
2425 let usage = ChannelUsage { amount_msat: 128, ..usage };
2426 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2427 let usage = ChannelUsage { amount_msat: 256, ..usage };
2428 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2429 let usage = ChannelUsage { amount_msat: 768, ..usage };
2430 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2431 let usage = ChannelUsage { amount_msat: 896, ..usage };
2432 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2434 SinceEpoch::advance(Duration::from_secs(1));
2435 let usage = ChannelUsage { amount_msat: 64, ..usage };
2436 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2437 let usage = ChannelUsage { amount_msat: 128, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2439 let usage = ChannelUsage { amount_msat: 896, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2441 let usage = ChannelUsage { amount_msat: 960, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2444 // Fully decay liquidity lower bound.
2445 SinceEpoch::advance(Duration::from_secs(10 * 7));
2446 let usage = ChannelUsage { amount_msat: 0, ..usage };
2447 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2448 let usage = ChannelUsage { amount_msat: 1, ..usage };
2449 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2450 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2451 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2452 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2453 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2455 // Fully decay liquidity upper bound.
2456 SinceEpoch::advance(Duration::from_secs(10));
2457 let usage = ChannelUsage { amount_msat: 0, ..usage };
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2459 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2460 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2462 SinceEpoch::advance(Duration::from_secs(10));
2463 let usage = ChannelUsage { amount_msat: 0, ..usage };
2464 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2465 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2466 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2470 fn decays_liquidity_bounds_without_shift_overflow() {
2471 let logger = TestLogger::new();
2472 let network_graph = network_graph(&logger);
2473 let params = ProbabilisticScoringFeeParameters {
2474 liquidity_penalty_multiplier_msat: 1_000,
2475 ..ProbabilisticScoringFeeParameters::zero_penalty()
2477 let decay_params = ProbabilisticScoringDecayParameters {
2478 liquidity_offset_half_life: Duration::from_secs(10),
2479 ..ProbabilisticScoringDecayParameters::default()
2481 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2482 let source = source_node_id();
2483 let target = target_node_id();
2484 let usage = ChannelUsage {
2486 inflight_htlc_msat: 0,
2487 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2489 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2491 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2492 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2494 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2495 // would cause an overflow.
2496 SinceEpoch::advance(Duration::from_secs(10 * 64));
2497 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2499 SinceEpoch::advance(Duration::from_secs(10));
2500 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2504 fn restricts_liquidity_bounds_after_decay() {
2505 let logger = TestLogger::new();
2506 let network_graph = network_graph(&logger);
2507 let params = ProbabilisticScoringFeeParameters {
2508 liquidity_penalty_multiplier_msat: 1_000,
2509 ..ProbabilisticScoringFeeParameters::zero_penalty()
2511 let decay_params = ProbabilisticScoringDecayParameters {
2512 liquidity_offset_half_life: Duration::from_secs(10),
2513 ..ProbabilisticScoringDecayParameters::default()
2515 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2516 let source = source_node_id();
2517 let target = target_node_id();
2518 let usage = ChannelUsage {
2520 inflight_htlc_msat: 0,
2521 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2524 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2526 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2527 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2528 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2529 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2531 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2532 SinceEpoch::advance(Duration::from_secs(10));
2533 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2535 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2536 // is closer to the upper bound, meaning a higher penalty.
2537 scorer.payment_path_successful(&payment_path_for_amount(64));
2538 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2540 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2541 // is closer to the lower bound, meaning a lower penalty.
2542 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2543 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2545 // Further decaying affects the lower bound more than the upper bound (128, 928).
2546 SinceEpoch::advance(Duration::from_secs(10));
2547 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2551 fn restores_persisted_liquidity_bounds() {
2552 let logger = TestLogger::new();
2553 let network_graph = network_graph(&logger);
2554 let params = ProbabilisticScoringFeeParameters {
2555 liquidity_penalty_multiplier_msat: 1_000,
2556 considered_impossible_penalty_msat: u64::max_value(),
2557 ..ProbabilisticScoringFeeParameters::zero_penalty()
2559 let decay_params = ProbabilisticScoringDecayParameters {
2560 liquidity_offset_half_life: Duration::from_secs(10),
2561 ..ProbabilisticScoringDecayParameters::default()
2563 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2564 let source = source_node_id();
2565 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 },
2572 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2573 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2575 SinceEpoch::advance(Duration::from_secs(10));
2576 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2578 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2579 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2581 let mut serialized_scorer = Vec::new();
2582 scorer.write(&mut serialized_scorer).unwrap();
2584 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2585 let deserialized_scorer =
2586 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2587 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2591 fn decays_persisted_liquidity_bounds() {
2592 let logger = TestLogger::new();
2593 let network_graph = network_graph(&logger);
2594 let params = ProbabilisticScoringFeeParameters {
2595 liquidity_penalty_multiplier_msat: 1_000,
2596 considered_impossible_penalty_msat: u64::max_value(),
2597 ..ProbabilisticScoringFeeParameters::zero_penalty()
2599 let decay_params = ProbabilisticScoringDecayParameters {
2600 liquidity_offset_half_life: Duration::from_secs(10),
2601 ..ProbabilisticScoringDecayParameters::zero_penalty()
2603 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2604 let source = source_node_id();
2605 let target = target_node_id();
2606 let usage = ChannelUsage {
2608 inflight_htlc_msat: 0,
2609 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2612 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2613 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2615 let mut serialized_scorer = Vec::new();
2616 scorer.write(&mut serialized_scorer).unwrap();
2618 SinceEpoch::advance(Duration::from_secs(10));
2620 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2621 let deserialized_scorer =
2622 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2623 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2625 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2626 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2628 SinceEpoch::advance(Duration::from_secs(10));
2629 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2633 fn scores_realistic_payments() {
2634 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2635 // 50k sat reserve).
2636 let logger = TestLogger::new();
2637 let network_graph = network_graph(&logger);
2638 let params = ProbabilisticScoringFeeParameters::default();
2639 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2640 let source = source_node_id();
2641 let target = target_node_id();
2643 let usage = ChannelUsage {
2644 amount_msat: 100_000_000,
2645 inflight_htlc_msat: 0,
2646 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2649 let usage = ChannelUsage {
2650 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2652 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2653 let usage = ChannelUsage {
2654 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2656 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2657 let usage = ChannelUsage {
2658 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2661 let usage = ChannelUsage {
2662 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2664 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2665 let usage = ChannelUsage {
2666 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2668 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2669 let usage = ChannelUsage {
2670 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2672 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2673 let usage = ChannelUsage {
2674 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2676 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2677 let usage = ChannelUsage {
2678 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2680 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2681 let usage = ChannelUsage {
2682 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2684 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2685 let usage = ChannelUsage {
2686 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2688 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2692 fn adds_base_penalty_to_liquidity_penalty() {
2693 let logger = TestLogger::new();
2694 let network_graph = network_graph(&logger);
2695 let source = source_node_id();
2696 let target = target_node_id();
2697 let usage = ChannelUsage {
2699 inflight_htlc_msat: 0,
2700 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2703 let params = ProbabilisticScoringFeeParameters {
2704 liquidity_penalty_multiplier_msat: 1_000,
2705 ..ProbabilisticScoringFeeParameters::zero_penalty()
2707 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2710 let params = ProbabilisticScoringFeeParameters {
2711 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2712 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2714 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2715 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2717 let params = ProbabilisticScoringFeeParameters {
2718 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2719 base_penalty_amount_multiplier_msat: (1 << 30),
2720 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2723 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2728 fn adds_amount_penalty_to_liquidity_penalty() {
2729 let logger = TestLogger::new();
2730 let network_graph = network_graph(&logger);
2731 let source = source_node_id();
2732 let target = target_node_id();
2733 let usage = ChannelUsage {
2734 amount_msat: 512_000,
2735 inflight_htlc_msat: 0,
2736 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2739 let params = ProbabilisticScoringFeeParameters {
2740 liquidity_penalty_multiplier_msat: 1_000,
2741 liquidity_penalty_amount_multiplier_msat: 0,
2742 ..ProbabilisticScoringFeeParameters::zero_penalty()
2744 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2745 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2747 let params = ProbabilisticScoringFeeParameters {
2748 liquidity_penalty_multiplier_msat: 1_000,
2749 liquidity_penalty_amount_multiplier_msat: 256,
2750 ..ProbabilisticScoringFeeParameters::zero_penalty()
2752 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2753 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2757 fn calculates_log10_without_overflowing_u64_max_value() {
2758 let logger = TestLogger::new();
2759 let network_graph = network_graph(&logger);
2760 let source = source_node_id();
2761 let target = target_node_id();
2762 let usage = ChannelUsage {
2763 amount_msat: u64::max_value(),
2764 inflight_htlc_msat: 0,
2765 effective_capacity: EffectiveCapacity::Infinite,
2768 let params = ProbabilisticScoringFeeParameters {
2769 liquidity_penalty_multiplier_msat: 40_000,
2770 ..ProbabilisticScoringFeeParameters::zero_penalty()
2772 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2773 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2774 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2778 fn accounts_for_inflight_htlc_usage() {
2779 let logger = TestLogger::new();
2780 let network_graph = network_graph(&logger);
2781 let params = ProbabilisticScoringFeeParameters {
2782 considered_impossible_penalty_msat: u64::max_value(),
2783 ..ProbabilisticScoringFeeParameters::zero_penalty()
2785 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2786 let source = source_node_id();
2787 let target = target_node_id();
2789 let usage = ChannelUsage {
2791 inflight_htlc_msat: 0,
2792 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2794 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2796 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2797 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2801 fn removes_uncertainity_when_exact_liquidity_known() {
2802 let logger = TestLogger::new();
2803 let network_graph = network_graph(&logger);
2804 let params = ProbabilisticScoringFeeParameters::default();
2805 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2806 let source = source_node_id();
2807 let target = target_node_id();
2809 let base_penalty_msat = params.base_penalty_msat;
2810 let usage = ChannelUsage {
2812 inflight_htlc_msat: 0,
2813 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2815 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2817 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2818 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2820 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2821 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2825 fn remembers_historical_failures() {
2826 let logger = TestLogger::new();
2827 let network_graph = network_graph(&logger);
2828 let params = ProbabilisticScoringFeeParameters {
2829 historical_liquidity_penalty_multiplier_msat: 1024,
2830 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2831 ..ProbabilisticScoringFeeParameters::zero_penalty()
2833 let decay_params = ProbabilisticScoringDecayParameters {
2834 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2835 historical_no_updates_half_life: Duration::from_secs(10),
2837 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2838 let source = source_node_id();
2839 let target = target_node_id();
2841 let usage = ChannelUsage {
2843 inflight_htlc_msat: 0,
2844 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2846 // With no historical data the normal liquidity penalty calculation is used.
2847 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2848 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2851 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2852 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2853 // The "it failed" increment is 32, where the probability should lie fully in the first
2855 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2856 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2858 // Even after we tell the scorer we definitely have enough available liquidity, it will
2859 // still remember that there was some failure in the past, and assign a non-0 penalty.
2860 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2861 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2862 // The first octile should be decayed just slightly and the last octile has a new point.
2863 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2864 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2866 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2867 // gone), and check that we're back to where we started.
2868 SinceEpoch::advance(Duration::from_secs(10 * 16));
2869 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2870 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2871 // data entirely instead.
2872 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2873 Some(([0; 8], [0; 8])));
2875 let mut usage = ChannelUsage {
2877 inflight_htlc_msat: 1024,
2878 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2880 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2881 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2882 usage.inflight_htlc_msat = 0;
2883 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2885 let usage = ChannelUsage {
2887 inflight_htlc_msat: 0,
2888 effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 },
2890 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2892 // Advance to decay all liquidity offsets to zero.
2893 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2895 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2896 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2898 path_hop(target_pubkey(), 43, 2),
2899 path_hop(source_pubkey(), 42, 1),
2900 path_hop(sender_pubkey(), 41, 0),
2902 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2906 fn adds_anti_probing_penalty() {
2907 let logger = TestLogger::new();
2908 let network_graph = network_graph(&logger);
2909 let source = source_node_id();
2910 let target = target_node_id();
2911 let params = ProbabilisticScoringFeeParameters {
2912 anti_probing_penalty_msat: 500,
2913 ..ProbabilisticScoringFeeParameters::zero_penalty()
2915 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2917 // Check we receive no penalty for a low htlc_maximum_msat.
2918 let usage = ChannelUsage {
2919 amount_msat: 512_000,
2920 inflight_htlc_msat: 0,
2921 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2923 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2925 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2926 let usage = ChannelUsage {
2927 amount_msat: 512_000,
2928 inflight_htlc_msat: 0,
2929 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2931 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2933 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2934 let usage = ChannelUsage {
2935 amount_msat: 512_000,
2936 inflight_htlc_msat: 0,
2937 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2939 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2941 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2942 let usage = ChannelUsage {
2943 amount_msat: 512_000,
2944 inflight_htlc_msat: 0,
2945 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2947 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2951 fn scores_with_blinded_path() {
2952 // Make sure we'll account for a blinded path's final_value_msat in scoring
2953 let logger = TestLogger::new();
2954 let network_graph = network_graph(&logger);
2955 let params = ProbabilisticScoringFeeParameters {
2956 liquidity_penalty_multiplier_msat: 1_000,
2957 ..ProbabilisticScoringFeeParameters::zero_penalty()
2959 let decay_params = ProbabilisticScoringDecayParameters::default();
2960 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2961 let source = source_node_id();
2962 let target = target_node_id();
2963 let usage = ChannelUsage {
2965 inflight_htlc_msat: 0,
2966 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2968 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2970 let mut path = payment_path_for_amount(768);
2971 let recipient_hop = path.hops.pop().unwrap();
2972 let blinded_path = BlindedPath {
2973 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2974 blinding_point: test_utils::pubkey(42),
2976 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2979 path.blinded_tail = Some(BlindedTail {
2980 hops: blinded_path.blinded_hops,
2981 blinding_point: blinded_path.blinding_point,
2982 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
2983 final_value_msat: recipient_hop.fee_msat,
2986 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
2987 // final value is taken into account.
2988 assert!(scorer.channel_liquidities.get(&42).is_none());
2990 scorer.payment_path_failed(&path, 42);
2991 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
2992 scorer.payment_path_failed(&path, 43);
2994 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2995 .as_directed(&source, &target, 0, 1_000, decay_params);
2996 assert_eq!(liquidity.min_liquidity_msat(), 256);
2997 assert_eq!(liquidity.max_liquidity_msat(), 768);