1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217 self.lock().write(writer)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
225 impl<T: Score> MultiThreadedLockableScore<T> {
226 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227 pub fn new(score: T) -> Self {
228 MultiThreadedLockableScore { score: Mutex::new(score) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264 /// The amount to send through the channel, denominated in millisatoshis.
265 pub amount_msat: u64,
267 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268 /// as part of a multi-path payment.
269 pub inflight_htlc_msat: u64,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 decay_params: ProbabilisticScoringDecayParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringFeeParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423 /// channel's success probability for the payment, as determined by our latest estimates of the
424 /// channel's liquidity, to determine the amount penalty.
426 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427 /// fees plus penalty) for large payments. The penalty is computed as the product of this
428 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429 /// success probability.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
433 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434 /// the amount will result in a penalty of the multiplier. And, as the success probability
435 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
442 /// A multiplier used in conjunction with the negative `log10` of the channel's success
443 /// probability for the payment, as determined based on the history of our estimates of the
444 /// channel's available liquidity, to determine a penalty.
446 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447 /// only our latest estimate for the current liquidity available in the channel, it estimates
448 /// success probability based on the estimated liquidity available in the channel through
449 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450 /// track which of several buckets those bounds fall into, exponentially decaying the
451 /// probability of each bucket as new samples are added.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
458 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459 /// channel's success probability for the payment, as determined based on the history of our
460 /// estimates of the channel's available liquidity, to determine a penalty.
462 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464 /// of the payment amount, weighted by the negative `log10` of the success probability.
466 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467 /// of using only our latest estimate for the current liquidity available in the channel, it
468 /// estimates success probability based on the estimated liquidity available in the channel
469 /// through history. Specifically, every time we update our liquidity bounds on a given
470 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471 /// the probability of each bucket as new samples are added.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
478 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480 /// considered during path finding.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
485 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
487 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489 /// to restrict `htlc_maximum_msat` and improve privacy.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
494 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495 /// current estimate of the channel's available liquidity.
497 /// Note that in this case all other penalties, including the
498 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500 /// applicable, are still included in the overall penalty.
502 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503 /// `u64::max_value()` will guarantee that.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
507 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509 /// [`base_penalty_msat`]: Self::base_penalty_msat
510 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511 pub considered_impossible_penalty_msat: u64,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> Self {
517 base_penalty_msat: 500,
518 base_penalty_amount_multiplier_msat: 8192,
519 liquidity_penalty_multiplier_msat: 30_000,
520 liquidity_penalty_amount_multiplier_msat: 192,
521 manual_node_penalties: HashMap::new(),
522 anti_probing_penalty_msat: 250,
523 considered_impossible_penalty_msat: 1_0000_0000_000,
524 historical_liquidity_penalty_multiplier_msat: 10_000,
525 historical_liquidity_penalty_amount_multiplier_msat: 64,
530 impl ProbabilisticScoringFeeParameters {
531 /// Marks the node with the given `node_id` as banned,
532 /// i.e it will be avoided during path finding.
533 pub fn add_banned(&mut self, node_id: &NodeId) {
534 self.manual_node_penalties.insert(*node_id, u64::max_value());
537 /// Marks all nodes in the given list as banned, i.e.,
538 /// they will be avoided during path finding.
539 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
545 /// Removes the node with the given `node_id` from the list of nodes to avoid.
546 pub fn remove_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.remove(node_id);
550 /// Sets a manual penalty for the given node.
551 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552 self.manual_node_penalties.insert(*node_id, penalty);
555 /// Removes the node with the given `node_id` from the list of manual penalties.
556 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557 self.manual_node_penalties.remove(node_id);
560 /// Clears the list of manual penalties that are applied during path finding.
561 pub fn clear_manual_penalties(&mut self) {
562 self.manual_node_penalties = HashMap::new();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> Self {
570 base_penalty_msat: 0,
571 base_penalty_amount_multiplier_msat: 0,
572 liquidity_penalty_multiplier_msat: 0,
573 liquidity_penalty_amount_multiplier_msat: 0,
574 historical_liquidity_penalty_multiplier_msat: 0,
575 historical_liquidity_penalty_amount_multiplier_msat: 0,
576 manual_node_penalties: HashMap::new(),
577 anti_probing_penalty_msat: 0,
578 considered_impossible_penalty_msat: 0,
583 /// Parameters for configuring [`ProbabilisticScorer`].
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
603 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
608 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610 /// struct documentation for more info on the way the liquidity bounds are used.
612 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
616 /// Default value: 6 hours
620 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621 /// liquidity knowledge will never decay except when the bounds cross.
622 pub liquidity_offset_half_life: Duration,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> Self {
628 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> Self {
638 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
644 /// Accounting for channel liquidity balance uncertainty.
646 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
647 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
648 /// offset fields gives the opposite direction.
649 struct ChannelLiquidity<T: Time> {
650 /// Lower channel liquidity bound in terms of an offset from zero.
651 min_liquidity_offset_msat: u64,
653 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654 max_liquidity_offset_msat: u64,
656 /// Time when the liquidity bounds were last modified.
659 min_liquidity_offset_history: HistoricalBucketRangeTracker,
660 max_liquidity_offset_history: HistoricalBucketRangeTracker,
663 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
664 /// decayed with a given half life.
665 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
666 min_liquidity_offset_msat: L,
667 max_liquidity_offset_msat: L,
668 liquidity_history: HistoricalMinMaxBuckets<BRT>,
669 inflight_htlc_msat: u64,
673 decay_params: ProbabilisticScoringDecayParameters,
676 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
677 /// Creates a new scorer using the given scoring parameters for sending payments from a node
678 /// through a network graph.
679 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
684 channel_liquidities: HashMap::new(),
689 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
690 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
694 /// Dump the contents of this scorer into the configured logger.
696 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
697 /// which may be a substantial amount of log output.
698 pub fn debug_log_liquidity_stats(&self) {
701 let graph = self.network_graph.read_only();
702 for (scid, liq) in self.channel_liquidities.iter() {
703 if let Some(chan_debug) = graph.channels().get(scid) {
704 let log_direction = |source, target| {
705 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
706 let amt = directed_info.effective_capacity().as_msat();
707 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
709 let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
710 .get_decayed_buckets(now, *dir_liq.last_updated,
711 self.decay_params.historical_no_updates_half_life);
713 log_debug!(self.logger, core::concat!(
714 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
715 "\tHistorical min liquidity bucket relative probabilities:\n",
716 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
717 "\tHistorical max liquidity bucket relative probabilities:\n",
718 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
719 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
720 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
721 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
722 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
723 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
724 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
725 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
726 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
727 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
728 // Note that the liquidity buckets are an offset from the edge, so we
729 // inverse the max order to get the probabilities from zero.
730 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
731 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
732 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
733 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
734 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
735 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
736 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
737 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
739 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
743 log_direction(&chan_debug.node_one, &chan_debug.node_two);
744 log_direction(&chan_debug.node_two, &chan_debug.node_one);
746 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
751 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
752 /// channel with `scid` towards the given `target` node.
753 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
754 let graph = self.network_graph.read_only();
756 if let Some(chan) = graph.channels().get(&scid) {
757 if let Some(liq) = self.channel_liquidities.get(&scid) {
758 if let Some((directed_info, source)) = chan.as_directed_to(target) {
759 let amt = directed_info.effective_capacity().as_msat();
760 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
761 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
768 /// Query the historical estimated minimum and maximum liquidity available for sending a
769 /// payment over the channel with `scid` towards the given `target` node.
771 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
772 /// the second set describes the upper-bound liquidity history. Each bucket describes the
773 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
774 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
775 /// more recent data points are weighted more heavily than older datapoints.
777 /// Note that the range of each bucket varies by its location to provide more granular results
778 /// at the edges of a channel's capacity, where it is more likely to sit.
780 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
781 /// is calculated by dividing that bucket's value with the total value of all buckets.
783 /// For example, using a lower bucket count for illustrative purposes, a value of
784 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
785 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
786 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
787 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
789 /// Because the datapoints are decayed slowly over time, values will eventually return to
790 /// `Some(([0; 32], [0; 32]))`.
792 /// In order to fetch a single success probability from the buckets provided here, as used in
793 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
794 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
795 -> Option<([u16; 32], [u16; 32])> {
796 let graph = self.network_graph.read_only();
798 if let Some(chan) = graph.channels().get(&scid) {
799 if let Some(liq) = self.channel_liquidities.get(&scid) {
800 if let Some((directed_info, source)) = chan.as_directed_to(target) {
801 let amt = directed_info.effective_capacity().as_msat();
802 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
804 let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
805 .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
806 self.decay_params.historical_no_updates_half_life);
807 // Note that the liquidity buckets are an offset from the edge, so we inverse
808 // the max order to get the probabilities from zero.
809 max_buckets.reverse();
810 return Some((min_buckets, max_buckets));
817 /// Query the probability of payment success sending the given `amount_msat` over the channel
818 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
821 /// These are the same bounds as returned by
822 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
823 /// [`Self::estimated_channel_liquidity_range`]).
824 pub fn historical_estimated_payment_success_probability(
825 &self, scid: u64, target: &NodeId, amount_msat: u64)
827 let graph = self.network_graph.read_only();
829 if let Some(chan) = graph.channels().get(&scid) {
830 if let Some(liq) = self.channel_liquidities.get(&scid) {
831 if let Some((directed_info, source)) = chan.as_directed_to(target) {
832 let capacity_msat = directed_info.effective_capacity().as_msat();
833 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
835 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
836 dir_liq.now, *dir_liq.last_updated,
837 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
838 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
846 impl<T: Time> ChannelLiquidity<T> {
850 min_liquidity_offset_msat: 0,
851 max_liquidity_offset_msat: 0,
852 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
853 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
854 last_updated: T::now(),
858 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
861 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
862 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
863 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
865 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
866 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
868 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
869 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
872 DirectedChannelLiquidity {
873 min_liquidity_offset_msat,
874 max_liquidity_offset_msat,
875 liquidity_history: HistoricalMinMaxBuckets {
876 min_liquidity_offset_history,
877 max_liquidity_offset_history,
881 last_updated: &self.last_updated,
883 decay_params: decay_params,
887 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
890 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
891 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
892 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
894 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
895 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
897 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
898 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
901 DirectedChannelLiquidity {
902 min_liquidity_offset_msat,
903 max_liquidity_offset_msat,
904 liquidity_history: HistoricalMinMaxBuckets {
905 min_liquidity_offset_history,
906 max_liquidity_offset_history,
910 last_updated: &mut self.last_updated,
912 decay_params: decay_params,
917 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
919 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
921 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
922 /// ratio, as X in 1/X.
923 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
925 /// The divisor used when computing the amount penalty.
926 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
927 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
929 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
930 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
932 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
933 let available_capacity = self.available_capacity();
934 let max_liquidity_msat = self.max_liquidity_msat();
935 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
937 let mut res = if amount_msat <= min_liquidity_msat {
939 } else if amount_msat >= max_liquidity_msat {
940 // Equivalent to hitting the else clause below with the amount equal to the effective
941 // capacity and without any certainty on the liquidity upper bound, plus the
942 // impossibility penalty.
943 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
944 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
945 score_params.liquidity_penalty_multiplier_msat,
946 score_params.liquidity_penalty_amount_multiplier_msat)
947 .saturating_add(score_params.considered_impossible_penalty_msat)
949 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
950 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
951 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
952 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
953 // don't bother trying to use the log approximation as it gets too noisy to be
954 // particularly helpful, instead just round down to 0.
957 let negative_log10_times_2048 =
958 approx::negative_log10_times_2048(numerator, denominator);
959 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
960 score_params.liquidity_penalty_multiplier_msat,
961 score_params.liquidity_penalty_amount_multiplier_msat)
965 if amount_msat >= available_capacity {
966 // We're trying to send more than the capacity, use a max penalty.
967 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
968 NEGATIVE_LOG10_UPPER_BOUND * 2048,
969 score_params.historical_liquidity_penalty_multiplier_msat,
970 score_params.historical_liquidity_penalty_amount_multiplier_msat));
974 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
975 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
976 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
977 .calculate_success_probability_times_billion(self.now, *self.last_updated,
978 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
980 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
981 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
982 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
983 score_params.historical_liquidity_penalty_amount_multiplier_msat));
985 // If we don't have any valid points (or, once decayed, we have less than a full
986 // point), redo the non-historical calculation with no liquidity bounds tracked and
987 // the historical penalty multipliers.
988 let available_capacity = self.available_capacity();
989 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
990 let denominator = available_capacity.saturating_add(1);
991 let negative_log10_times_2048 =
992 approx::negative_log10_times_2048(numerator, denominator);
993 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
994 score_params.historical_liquidity_penalty_multiplier_msat,
995 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1002 /// Computes the liquidity penalty from the penalty multipliers.
1004 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1005 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1007 negative_log10_times_2048 =
1008 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1010 // Upper bound the liquidity penalty to ensure some channel is selected.
1011 let liquidity_penalty_msat = negative_log10_times_2048
1012 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1013 let amount_penalty_msat = negative_log10_times_2048
1014 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1015 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1017 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1020 /// Returns the lower bound of the channel liquidity balance in this direction.
1022 fn min_liquidity_msat(&self) -> u64 {
1023 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1026 /// Returns the upper bound of the channel liquidity balance in this direction.
1028 fn max_liquidity_msat(&self) -> u64 {
1029 self.available_capacity()
1030 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1033 /// Returns the capacity minus the in-flight HTLCs in this direction.
1035 fn available_capacity(&self) -> u64 {
1036 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1039 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1040 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1042 // Decay the offset by the appropriate number of half lives. If half of the next half
1043 // life has passed, approximate an additional three-quarter life to help smooth out the
1045 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1046 let half_decays = elapsed_time / (half_life / 2);
1047 let decays = half_decays / 2;
1048 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1049 if half_decays % 2 == 0 {
1052 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1054 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1062 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1063 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1064 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1065 let existing_max_msat = self.max_liquidity_msat();
1066 if amount_msat < existing_max_msat {
1067 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1068 self.set_max_liquidity_msat(amount_msat);
1070 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1071 chan_descr, existing_max_msat, amount_msat);
1073 self.update_history_buckets(0);
1076 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1077 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1078 let existing_min_msat = self.min_liquidity_msat();
1079 if amount_msat > existing_min_msat {
1080 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1081 self.set_min_liquidity_msat(amount_msat);
1083 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1084 chan_descr, existing_min_msat, amount_msat);
1086 self.update_history_buckets(0);
1089 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1090 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1091 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1092 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1093 self.set_max_liquidity_msat(max_liquidity_msat);
1094 self.update_history_buckets(amount_msat);
1097 /// Updates the history buckets for this channel. Because the history buckets track what we now
1098 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1099 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1100 /// represents the amount of the successful payment we just made.
1101 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1102 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1103 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1104 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1105 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1106 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1108 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1109 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1110 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1112 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1113 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1114 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1118 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1119 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1120 *self.min_liquidity_offset_msat = amount_msat;
1121 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1124 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1126 *self.last_updated = self.now;
1129 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1130 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1131 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1132 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1135 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1137 *self.last_updated = self.now;
1141 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1142 type ScoreParams = ProbabilisticScoringFeeParameters;
1143 fn channel_penalty_msat(
1144 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1146 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1150 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1151 score_params.base_penalty_amount_multiplier_msat
1152 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1154 let mut anti_probing_penalty_msat = 0;
1155 match usage.effective_capacity {
1156 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1157 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1159 if usage.amount_msat > amount_msat {
1160 return u64::max_value();
1162 return base_penalty_msat;
1165 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1166 if htlc_maximum_msat >= capacity_msat/2 {
1167 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1173 let amount_msat = usage.amount_msat;
1174 let capacity_msat = usage.effective_capacity.as_msat();
1175 let inflight_htlc_msat = usage.inflight_htlc_msat;
1176 self.channel_liquidities
1177 .get(&short_channel_id)
1178 .unwrap_or(&ChannelLiquidity::new())
1179 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1180 .penalty_msat(amount_msat, score_params)
1181 .saturating_add(anti_probing_penalty_msat)
1182 .saturating_add(base_penalty_msat)
1185 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1186 let amount_msat = path.final_value_msat();
1187 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1188 let network_graph = self.network_graph.read_only();
1189 for (hop_idx, hop) in path.hops.iter().enumerate() {
1190 let target = NodeId::from_pubkey(&hop.pubkey);
1191 let channel_directed_from_source = network_graph.channels()
1192 .get(&hop.short_channel_id)
1193 .and_then(|channel| channel.as_directed_to(&target));
1195 let at_failed_channel = hop.short_channel_id == short_channel_id;
1196 if at_failed_channel && hop_idx == 0 {
1197 log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
1200 // Only score announced channels.
1201 if let Some((channel, source)) = channel_directed_from_source {
1202 let capacity_msat = channel.effective_capacity().as_msat();
1203 if at_failed_channel {
1204 self.channel_liquidities
1205 .entry(hop.short_channel_id)
1206 .or_insert_with(ChannelLiquidity::new)
1207 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1208 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1210 self.channel_liquidities
1211 .entry(hop.short_channel_id)
1212 .or_insert_with(ChannelLiquidity::new)
1213 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1214 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1217 log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1218 hop.short_channel_id);
1220 if at_failed_channel { break; }
1224 fn payment_path_successful(&mut self, path: &Path) {
1225 let amount_msat = path.final_value_msat();
1226 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1227 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1228 let network_graph = self.network_graph.read_only();
1229 for hop in &path.hops {
1230 let target = NodeId::from_pubkey(&hop.pubkey);
1231 let channel_directed_from_source = network_graph.channels()
1232 .get(&hop.short_channel_id)
1233 .and_then(|channel| channel.as_directed_to(&target));
1235 // Only score announced channels.
1236 if let Some((channel, source)) = channel_directed_from_source {
1237 let capacity_msat = channel.effective_capacity().as_msat();
1238 self.channel_liquidities
1239 .entry(hop.short_channel_id)
1240 .or_insert_with(ChannelLiquidity::new)
1241 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1242 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1244 log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1245 hop.short_channel_id);
1250 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1251 self.payment_path_failed(path, short_channel_id)
1254 fn probe_successful(&mut self, path: &Path) {
1255 self.payment_path_failed(path, u64::max_value())
1260 const BITS: u32 = 64;
1261 const HIGHEST_BIT: u32 = BITS - 1;
1262 const LOWER_BITS: u32 = 6;
1263 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1264 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1266 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1267 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1268 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1269 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1270 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1271 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1272 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1273 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1274 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1275 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1276 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1277 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1278 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1279 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1280 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1281 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1282 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1283 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1284 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1285 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1286 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1287 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1288 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1289 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1290 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1291 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1292 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1293 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1294 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1295 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1296 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1297 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1298 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1299 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1300 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1301 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1302 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1303 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1304 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1305 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1306 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1307 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1308 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1309 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1310 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1311 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1312 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1313 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1314 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1315 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1316 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1317 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1318 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1319 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1320 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1321 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1322 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1323 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1324 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1325 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1326 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1327 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1328 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1329 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1330 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1331 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1332 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1333 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1334 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1335 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1336 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1337 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1338 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1339 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1340 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1341 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1342 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1343 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1344 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1345 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1346 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1347 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1348 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1349 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1350 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1351 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1352 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1353 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1354 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1355 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1356 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1357 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1358 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1359 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1360 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1361 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1362 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1363 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1364 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1365 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1366 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1367 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1368 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1369 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1370 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1371 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1372 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1373 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1374 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1375 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1376 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1377 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1378 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1379 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1380 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1381 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1382 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1383 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1384 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1385 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1386 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1387 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1388 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1389 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1390 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1391 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1392 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1393 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1394 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1395 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1396 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1397 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1398 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1399 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1400 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1401 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1402 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1403 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1404 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1405 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1406 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1407 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1408 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1409 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1410 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1411 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1412 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1413 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1414 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1415 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1416 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1417 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1418 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1419 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1420 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1421 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1422 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1423 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1424 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1425 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1426 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1427 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1428 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1429 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1430 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1431 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1432 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1433 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1434 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1435 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1436 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1437 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1438 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1439 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1440 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1441 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1442 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1443 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1444 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1445 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1446 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1447 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1448 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1449 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1450 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1451 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1452 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1453 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1454 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1455 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1456 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1457 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1458 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1459 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1460 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1461 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1462 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1463 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1464 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1465 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1466 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1467 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1468 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1469 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1470 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1471 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1472 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1473 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1474 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1475 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1476 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1477 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1478 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1479 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1480 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1481 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1482 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1483 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1484 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1485 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1486 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1487 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1488 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1489 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1490 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1491 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1492 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1493 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1494 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1495 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1496 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1497 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1498 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1499 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1500 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1501 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1502 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1503 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1504 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1505 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1506 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1507 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1508 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1509 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1510 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1511 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1512 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1513 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1514 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1515 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1516 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1517 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1518 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1519 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1520 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1521 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1522 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1523 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1524 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1527 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1529 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1530 // Multiply the -1 through to avoid needing to use signed numbers.
1531 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1535 fn log10_times_2048(x: u64) -> u16 {
1536 debug_assert_ne!(x, 0);
1537 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1538 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1539 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1547 fn prints_negative_log10_times_2048_lookup_table() {
1548 for msb in 0..BITS {
1549 for i in 0..LOWER_BITS_BOUND {
1550 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1551 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1552 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1554 if i % LOWER_BITS_BOUND == 0 {
1555 print!("\t\t[{}, ", log10_times_2048);
1556 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1557 println!("{}],", log10_times_2048);
1558 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1559 print!("{},\n\t\t\t", log10_times_2048);
1561 print!("{}, ", log10_times_2048);
1569 mod bucketed_history {
1572 // Because liquidity is often skewed heavily in one direction, we store historical state
1573 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1574 // must fit evenly into the buckets here.
1576 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1577 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1578 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1579 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1581 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1582 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1583 // buckets in total.
1585 const BUCKET_START_POS: [u16; 33] = [
1586 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1587 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1590 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1591 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1594 const POSITION_TICKS: u16 = 1 << 14;
1596 fn pos_to_bucket(pos: u16) -> usize {
1597 for bucket in 0..32 {
1598 if pos < BUCKET_START_POS[bucket + 1] {
1602 debug_assert!(false);
1608 fn check_bucket_maps() {
1609 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1610 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1611 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1613 let mut min_size_iter = 0;
1614 let mut legacy_bucket_iter = 0;
1615 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1616 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1617 for i in 0..*width {
1618 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1620 min_size_iter += *width;
1621 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1622 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1623 if legacy_bucket_iter + 1 < 8 {
1624 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1626 legacy_bucket_iter += 1;
1629 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1630 assert_eq!(min_size_iter, POSITION_TICKS);
1634 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1635 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1636 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1637 .try_into().unwrap_or(POSITION_TICKS)
1639 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1640 // division. This branch should only be hit in fuzz testing since the amount would
1641 // need to be over 2.88 million BTC in practice.
1642 ((amount_msat as u128) * (POSITION_TICKS as u128)
1643 / (capacity_msat as u128).saturating_add(1))
1644 .try_into().unwrap_or(POSITION_TICKS)
1646 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1647 // capacity to change due to a `channel_update` message which, if received while a payment
1648 // is in-flight, could cause this to fail. Thus, we only assert in test.
1650 debug_assert!(pos < POSITION_TICKS);
1654 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1655 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1656 /// support reading the legacy values here for backwards compatibility.
1657 pub(super) struct LegacyHistoricalBucketRangeTracker {
1661 impl LegacyHistoricalBucketRangeTracker {
1662 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1663 let mut buckets = [0; 32];
1664 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1665 let mut new_val = *legacy_bucket;
1666 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1667 new_val /= (end - start) as u16;
1668 for i in start..end {
1669 buckets[i as usize] = new_val;
1672 HistoricalBucketRangeTracker { buckets }
1676 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1677 /// in each of 32 buckets.
1678 #[derive(Clone, Copy)]
1679 pub(super) struct HistoricalBucketRangeTracker {
1683 impl HistoricalBucketRangeTracker {
1684 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1685 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1686 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1687 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1689 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1690 // the buckets for the current min and max liquidity offset positions.
1692 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1693 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1694 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1696 // In total, this allows us to track data for the last 8,000 or so payments across a given
1699 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1700 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1701 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1704 // The constants were picked experimentally, selecting a decay amount that restricts us
1705 // from overflowing buckets without having to cap them manually.
1707 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1708 if pos < POSITION_TICKS {
1709 for e in self.buckets.iter_mut() {
1710 *e = ((*e as u32) * 2047 / 2048) as u16;
1712 let bucket = pos_to_bucket(pos);
1713 self.buckets[bucket] = self.buckets[bucket].saturating_add(32);
1716 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1717 /// datapoints as we receive newer information.
1719 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1720 for e in self.buckets.iter_mut() {
1721 *e = e.checked_shr(half_lives).unwrap_or(0);
1726 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1727 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1729 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1730 /// liquidity bounds for a given channel.
1731 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1732 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1734 pub(super) min_liquidity_offset_history: D,
1735 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1737 pub(super) max_liquidity_offset_history: D,
1740 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1742 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1743 -> ([u16; 32], [u16; 32], u32) {
1744 let required_decays = now.duration_since(last_updated).as_secs()
1745 .checked_div(half_life.as_secs())
1746 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1747 let mut min_buckets = *self.min_liquidity_offset_history;
1748 min_buckets.time_decay_data(required_decays);
1749 let mut max_buckets = *self.max_liquidity_offset_history;
1750 max_buckets.time_decay_data(required_decays);
1751 (min_buckets.buckets, max_buckets.buckets, required_decays)
1755 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1756 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1758 // If historical penalties are enabled, we try to calculate a probability of success
1759 // given our historical distribution of min- and max-liquidity bounds in a channel.
1760 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1761 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1762 // state). For each pair, we calculate the probability as if the bucket's corresponding
1763 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1764 // that probability by the weight of the selected buckets.
1765 let mut total_valid_points_tracked = 0;
1767 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1768 if payment_pos >= POSITION_TICKS { return None; }
1770 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1771 // don't actually use the decayed buckets, though, as that would lose precision.
1772 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
1773 self.get_decayed_buckets(now, last_updated, half_life);
1774 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
1778 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1779 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1780 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1783 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
1784 // it as if we were fully decayed.
1785 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1789 let mut cumulative_success_prob_times_billion = 0;
1790 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1791 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1792 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1793 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1794 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1795 // 30 bits is 62 bits.
1796 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1797 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1798 if payment_pos >= max_bucket_end_pos {
1799 // Success probability 0, the payment amount may be above the max liquidity
1801 } else if payment_pos < min_bucket_start_pos {
1802 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1804 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1805 ((max_bucket_end_pos - payment_pos) as u64) /
1806 // Add an additional one in the divisor as the payment bucket has been
1808 ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1813 Some(cumulative_success_prob_times_billion)
1817 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1819 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1821 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1822 write_tlv_fields!(w, {
1823 (0, self.channel_liquidities, required),
1829 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1830 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1833 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1834 ) -> Result<Self, DecodeError> {
1835 let (decay_params, network_graph, logger) = args;
1836 let mut channel_liquidities = HashMap::new();
1837 read_tlv_fields!(r, {
1838 (0, channel_liquidities, required),
1844 channel_liquidities,
1849 impl<T: Time> Writeable for ChannelLiquidity<T> {
1851 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1852 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1853 write_tlv_fields!(w, {
1854 (0, self.min_liquidity_offset_msat, required),
1855 // 1 was the min_liquidity_offset_history in octile form
1856 (2, self.max_liquidity_offset_msat, required),
1857 // 3 was the max_liquidity_offset_history in octile form
1858 (4, duration_since_epoch, required),
1859 (5, Some(self.min_liquidity_offset_history), option),
1860 (7, Some(self.max_liquidity_offset_history), option),
1866 impl<T: Time> Readable for ChannelLiquidity<T> {
1868 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1869 let mut min_liquidity_offset_msat = 0;
1870 let mut max_liquidity_offset_msat = 0;
1871 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1872 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1873 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1874 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1875 let mut duration_since_epoch = Duration::from_secs(0);
1876 read_tlv_fields!(r, {
1877 (0, min_liquidity_offset_msat, required),
1878 (1, legacy_min_liq_offset_history, option),
1879 (2, max_liquidity_offset_msat, required),
1880 (3, legacy_max_liq_offset_history, option),
1881 (4, duration_since_epoch, required),
1882 (5, min_liquidity_offset_history, option),
1883 (7, max_liquidity_offset_history, option),
1885 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1886 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1887 // is a time from a monotonic clock usually represented as an offset against boot time).
1888 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1889 // from the one that was written. However, because `Instant` can panic if we construct one
1890 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1891 // using `Instant::now()` in that case.
1892 let wall_clock_now = T::duration_since_epoch();
1894 let last_updated = if wall_clock_now > duration_since_epoch {
1895 now - (wall_clock_now - duration_since_epoch)
1897 if min_liquidity_offset_history.is_none() {
1898 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1899 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1901 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1904 if max_liquidity_offset_history.is_none() {
1905 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1906 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1908 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1912 min_liquidity_offset_msat,
1913 max_liquidity_offset_msat,
1914 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1915 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1923 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1924 use crate::blinded_path::{BlindedHop, BlindedPath};
1925 use crate::util::config::UserConfig;
1926 use crate::util::time::Time;
1927 use crate::util::time::tests::SinceEpoch;
1929 use crate::ln::channelmanager;
1930 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1931 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1932 use crate::routing::router::{BlindedTail, Path, RouteHop};
1933 use crate::routing::scoring::{ChannelUsage, Score};
1934 use crate::util::ser::{ReadableArgs, Writeable};
1935 use crate::util::test_utils::{self, TestLogger};
1937 use bitcoin::blockdata::constants::genesis_block;
1938 use bitcoin::hashes::Hash;
1939 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1940 use bitcoin::network::constants::Network;
1941 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1942 use core::time::Duration;
1945 fn source_privkey() -> SecretKey {
1946 SecretKey::from_slice(&[42; 32]).unwrap()
1949 fn target_privkey() -> SecretKey {
1950 SecretKey::from_slice(&[43; 32]).unwrap()
1953 fn source_pubkey() -> PublicKey {
1954 let secp_ctx = Secp256k1::new();
1955 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1958 fn target_pubkey() -> PublicKey {
1959 let secp_ctx = Secp256k1::new();
1960 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1963 fn source_node_id() -> NodeId {
1964 NodeId::from_pubkey(&source_pubkey())
1967 fn target_node_id() -> NodeId {
1968 NodeId::from_pubkey(&target_pubkey())
1971 // `ProbabilisticScorer` tests
1973 /// A probabilistic scorer for testing with time that can be manually advanced.
1974 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1976 fn sender_privkey() -> SecretKey {
1977 SecretKey::from_slice(&[41; 32]).unwrap()
1980 fn recipient_privkey() -> SecretKey {
1981 SecretKey::from_slice(&[45; 32]).unwrap()
1984 fn sender_pubkey() -> PublicKey {
1985 let secp_ctx = Secp256k1::new();
1986 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1989 fn recipient_pubkey() -> PublicKey {
1990 let secp_ctx = Secp256k1::new();
1991 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1994 fn sender_node_id() -> NodeId {
1995 NodeId::from_pubkey(&sender_pubkey())
1998 fn recipient_node_id() -> NodeId {
1999 NodeId::from_pubkey(&recipient_pubkey())
2002 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2003 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2004 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2005 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2011 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2012 node_2_key: SecretKey
2014 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2015 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2016 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2017 let secp_ctx = Secp256k1::new();
2018 let unsigned_announcement = UnsignedChannelAnnouncement {
2019 features: channelmanager::provided_channel_features(&UserConfig::default()),
2020 chain_hash: genesis_hash,
2022 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2023 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2024 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2025 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2026 excess_data: Vec::new(),
2028 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2029 let signed_announcement = ChannelAnnouncement {
2030 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2031 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2032 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2033 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2034 contents: unsigned_announcement,
2036 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2037 network_graph.update_channel_from_announcement(
2038 &signed_announcement, &chain_source).unwrap();
2039 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2040 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2044 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2045 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2047 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2048 let secp_ctx = Secp256k1::new();
2049 let unsigned_update = UnsignedChannelUpdate {
2050 chain_hash: genesis_hash,
2054 cltv_expiry_delta: 18,
2055 htlc_minimum_msat: 0,
2058 fee_proportional_millionths: 0,
2059 excess_data: Vec::new(),
2061 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2062 let signed_update = ChannelUpdate {
2063 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2064 contents: unsigned_update,
2066 network_graph.update_channel(&signed_update).unwrap();
2069 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2070 let config = UserConfig::default();
2073 node_features: channelmanager::provided_node_features(&config),
2075 channel_features: channelmanager::provided_channel_features(&config),
2077 cltv_expiry_delta: 18,
2081 fn payment_path_for_amount(amount_msat: u64) -> Path {
2084 path_hop(source_pubkey(), 41, 1),
2085 path_hop(target_pubkey(), 42, 2),
2086 path_hop(recipient_pubkey(), 43, amount_msat),
2087 ], blinded_tail: None,
2092 fn liquidity_bounds_directed_from_lowest_node_id() {
2093 let logger = TestLogger::new();
2094 let last_updated = SinceEpoch::now();
2095 let network_graph = network_graph(&logger);
2096 let decay_params = ProbabilisticScoringDecayParameters::default();
2097 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2100 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2101 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2102 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2106 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2107 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2108 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2110 let source = source_node_id();
2111 let target = target_node_id();
2112 let recipient = recipient_node_id();
2113 assert!(source > target);
2114 assert!(target < recipient);
2116 // Update minimum liquidity.
2118 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2119 .as_directed(&source, &target, 0, 1_000, decay_params);
2120 assert_eq!(liquidity.min_liquidity_msat(), 100);
2121 assert_eq!(liquidity.max_liquidity_msat(), 300);
2123 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2124 .as_directed(&target, &source, 0, 1_000, decay_params);
2125 assert_eq!(liquidity.min_liquidity_msat(), 700);
2126 assert_eq!(liquidity.max_liquidity_msat(), 900);
2128 scorer.channel_liquidities.get_mut(&42).unwrap()
2129 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2130 .set_min_liquidity_msat(200);
2132 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2133 .as_directed(&source, &target, 0, 1_000, decay_params);
2134 assert_eq!(liquidity.min_liquidity_msat(), 200);
2135 assert_eq!(liquidity.max_liquidity_msat(), 300);
2137 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2138 .as_directed(&target, &source, 0, 1_000, decay_params);
2139 assert_eq!(liquidity.min_liquidity_msat(), 700);
2140 assert_eq!(liquidity.max_liquidity_msat(), 800);
2142 // Update maximum liquidity.
2144 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2145 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2146 assert_eq!(liquidity.min_liquidity_msat(), 700);
2147 assert_eq!(liquidity.max_liquidity_msat(), 900);
2149 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2150 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2151 assert_eq!(liquidity.min_liquidity_msat(), 100);
2152 assert_eq!(liquidity.max_liquidity_msat(), 300);
2154 scorer.channel_liquidities.get_mut(&43).unwrap()
2155 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2156 .set_max_liquidity_msat(200);
2158 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2159 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2160 assert_eq!(liquidity.min_liquidity_msat(), 0);
2161 assert_eq!(liquidity.max_liquidity_msat(), 200);
2163 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2164 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2165 assert_eq!(liquidity.min_liquidity_msat(), 800);
2166 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2170 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2171 let logger = TestLogger::new();
2172 let last_updated = SinceEpoch::now();
2173 let network_graph = network_graph(&logger);
2174 let decay_params = ProbabilisticScoringDecayParameters::default();
2175 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2178 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2179 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2180 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2182 let source = source_node_id();
2183 let target = target_node_id();
2184 assert!(source > target);
2186 // Check initial bounds.
2187 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2188 .as_directed(&source, &target, 0, 1_000, decay_params);
2189 assert_eq!(liquidity.min_liquidity_msat(), 400);
2190 assert_eq!(liquidity.max_liquidity_msat(), 800);
2192 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2193 .as_directed(&target, &source, 0, 1_000, decay_params);
2194 assert_eq!(liquidity.min_liquidity_msat(), 200);
2195 assert_eq!(liquidity.max_liquidity_msat(), 600);
2197 // Reset from source to target.
2198 scorer.channel_liquidities.get_mut(&42).unwrap()
2199 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2200 .set_min_liquidity_msat(900);
2202 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2203 .as_directed(&source, &target, 0, 1_000, decay_params);
2204 assert_eq!(liquidity.min_liquidity_msat(), 900);
2205 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2207 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2208 .as_directed(&target, &source, 0, 1_000, decay_params);
2209 assert_eq!(liquidity.min_liquidity_msat(), 0);
2210 assert_eq!(liquidity.max_liquidity_msat(), 100);
2212 // Reset from target to source.
2213 scorer.channel_liquidities.get_mut(&42).unwrap()
2214 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2215 .set_min_liquidity_msat(400);
2217 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2218 .as_directed(&source, &target, 0, 1_000, decay_params);
2219 assert_eq!(liquidity.min_liquidity_msat(), 0);
2220 assert_eq!(liquidity.max_liquidity_msat(), 600);
2222 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2223 .as_directed(&target, &source, 0, 1_000, decay_params);
2224 assert_eq!(liquidity.min_liquidity_msat(), 400);
2225 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2229 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2230 let logger = TestLogger::new();
2231 let last_updated = SinceEpoch::now();
2232 let network_graph = network_graph(&logger);
2233 let decay_params = ProbabilisticScoringDecayParameters::default();
2234 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2237 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2238 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2239 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2241 let source = source_node_id();
2242 let target = target_node_id();
2243 assert!(source > target);
2245 // Check initial bounds.
2246 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2247 .as_directed(&source, &target, 0, 1_000, decay_params);
2248 assert_eq!(liquidity.min_liquidity_msat(), 400);
2249 assert_eq!(liquidity.max_liquidity_msat(), 800);
2251 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2252 .as_directed(&target, &source, 0, 1_000, decay_params);
2253 assert_eq!(liquidity.min_liquidity_msat(), 200);
2254 assert_eq!(liquidity.max_liquidity_msat(), 600);
2256 // Reset from source to target.
2257 scorer.channel_liquidities.get_mut(&42).unwrap()
2258 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2259 .set_max_liquidity_msat(300);
2261 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2262 .as_directed(&source, &target, 0, 1_000, decay_params);
2263 assert_eq!(liquidity.min_liquidity_msat(), 0);
2264 assert_eq!(liquidity.max_liquidity_msat(), 300);
2266 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2267 .as_directed(&target, &source, 0, 1_000, decay_params);
2268 assert_eq!(liquidity.min_liquidity_msat(), 700);
2269 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2271 // Reset from target to source.
2272 scorer.channel_liquidities.get_mut(&42).unwrap()
2273 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2274 .set_max_liquidity_msat(600);
2276 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2277 .as_directed(&source, &target, 0, 1_000, decay_params);
2278 assert_eq!(liquidity.min_liquidity_msat(), 400);
2279 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2281 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2282 .as_directed(&target, &source, 0, 1_000, decay_params);
2283 assert_eq!(liquidity.min_liquidity_msat(), 0);
2284 assert_eq!(liquidity.max_liquidity_msat(), 600);
2288 fn increased_penalty_nearing_liquidity_upper_bound() {
2289 let logger = TestLogger::new();
2290 let network_graph = network_graph(&logger);
2291 let params = ProbabilisticScoringFeeParameters {
2292 liquidity_penalty_multiplier_msat: 1_000,
2293 ..ProbabilisticScoringFeeParameters::zero_penalty()
2295 let decay_params = ProbabilisticScoringDecayParameters::default();
2296 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2297 let source = source_node_id();
2298 let target = target_node_id();
2300 let usage = ChannelUsage {
2302 inflight_htlc_msat: 0,
2303 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2305 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2306 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2307 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2308 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2309 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2310 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2311 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2313 let usage = ChannelUsage {
2315 inflight_htlc_msat: 0,
2316 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2318 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2319 let usage = ChannelUsage { amount_msat: 256, ..usage };
2320 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2321 let usage = ChannelUsage { amount_msat: 374, ..usage };
2322 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2323 let usage = ChannelUsage { amount_msat: 512, ..usage };
2324 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2325 let usage = ChannelUsage { amount_msat: 640, ..usage };
2326 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2327 let usage = ChannelUsage { amount_msat: 768, ..usage };
2328 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2329 let usage = ChannelUsage { amount_msat: 896, ..usage };
2330 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2334 fn constant_penalty_outside_liquidity_bounds() {
2335 let logger = TestLogger::new();
2336 let last_updated = SinceEpoch::now();
2337 let network_graph = network_graph(&logger);
2338 let params = ProbabilisticScoringFeeParameters {
2339 liquidity_penalty_multiplier_msat: 1_000,
2340 considered_impossible_penalty_msat: u64::max_value(),
2341 ..ProbabilisticScoringFeeParameters::zero_penalty()
2343 let decay_params = ProbabilisticScoringDecayParameters {
2344 ..ProbabilisticScoringDecayParameters::zero_penalty()
2346 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2349 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2350 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2351 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2353 let source = source_node_id();
2354 let target = target_node_id();
2356 let usage = ChannelUsage {
2358 inflight_htlc_msat: 0,
2359 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2361 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2362 let usage = ChannelUsage { amount_msat: 50, ..usage };
2363 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2364 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2365 let usage = ChannelUsage { amount_msat: 61, ..usage };
2366 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2370 fn does_not_further_penalize_own_channel() {
2371 let logger = TestLogger::new();
2372 let network_graph = network_graph(&logger);
2373 let params = ProbabilisticScoringFeeParameters {
2374 liquidity_penalty_multiplier_msat: 1_000,
2375 ..ProbabilisticScoringFeeParameters::zero_penalty()
2377 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2378 let sender = sender_node_id();
2379 let source = source_node_id();
2380 let usage = ChannelUsage {
2382 inflight_htlc_msat: 0,
2383 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2385 let failed_path = payment_path_for_amount(500);
2386 let successful_path = payment_path_for_amount(200);
2388 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2390 scorer.payment_path_failed(&failed_path, 41);
2391 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2393 scorer.payment_path_successful(&successful_path);
2394 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2398 fn sets_liquidity_lower_bound_on_downstream_failure() {
2399 let logger = TestLogger::new();
2400 let network_graph = network_graph(&logger);
2401 let params = ProbabilisticScoringFeeParameters {
2402 liquidity_penalty_multiplier_msat: 1_000,
2403 ..ProbabilisticScoringFeeParameters::zero_penalty()
2405 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2406 let source = source_node_id();
2407 let target = target_node_id();
2408 let path = payment_path_for_amount(500);
2410 let usage = ChannelUsage {
2412 inflight_htlc_msat: 0,
2413 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2415 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2416 let usage = ChannelUsage { amount_msat: 500, ..usage };
2417 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2418 let usage = ChannelUsage { amount_msat: 750, ..usage };
2419 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2421 scorer.payment_path_failed(&path, 43);
2423 let usage = ChannelUsage { amount_msat: 250, ..usage };
2424 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2425 let usage = ChannelUsage { amount_msat: 500, ..usage };
2426 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2427 let usage = ChannelUsage { amount_msat: 750, ..usage };
2428 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2432 fn sets_liquidity_upper_bound_on_failure() {
2433 let logger = TestLogger::new();
2434 let network_graph = network_graph(&logger);
2435 let params = ProbabilisticScoringFeeParameters {
2436 liquidity_penalty_multiplier_msat: 1_000,
2437 considered_impossible_penalty_msat: u64::max_value(),
2438 ..ProbabilisticScoringFeeParameters::zero_penalty()
2440 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2441 let source = source_node_id();
2442 let target = target_node_id();
2443 let path = payment_path_for_amount(500);
2445 let usage = ChannelUsage {
2447 inflight_htlc_msat: 0,
2448 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2450 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2451 let usage = ChannelUsage { amount_msat: 500, ..usage };
2452 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2453 let usage = ChannelUsage { amount_msat: 750, ..usage };
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2456 scorer.payment_path_failed(&path, 42);
2458 let usage = ChannelUsage { amount_msat: 250, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2460 let usage = ChannelUsage { amount_msat: 500, ..usage };
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2462 let usage = ChannelUsage { amount_msat: 750, ..usage };
2463 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2467 fn ignores_channels_after_removed_failed_channel() {
2468 // Previously, if we'd tried to send over a channel which was removed from the network
2469 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2470 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2471 // channels in the route, even ones which they payment never reached. This tests to ensure
2472 // we do not score such channels.
2473 let secp_ctx = Secp256k1::new();
2474 let logger = TestLogger::new();
2475 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2476 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2477 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2478 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2479 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2480 add_channel(&mut network_graph, 42, secret_a, secret_b);
2481 // Don't add the channel from B -> C.
2482 add_channel(&mut network_graph, 44, secret_c, secret_d);
2484 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2485 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2486 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2487 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2490 path_hop(pub_b, 42, 1),
2491 path_hop(pub_c, 43, 2),
2492 path_hop(pub_d, 44, 100),
2495 let node_a = NodeId::from_pubkey(&pub_a);
2496 let node_b = NodeId::from_pubkey(&pub_b);
2497 let node_c = NodeId::from_pubkey(&pub_c);
2498 let node_d = NodeId::from_pubkey(&pub_d);
2500 let params = ProbabilisticScoringFeeParameters {
2501 liquidity_penalty_multiplier_msat: 1_000,
2502 ..ProbabilisticScoringFeeParameters::zero_penalty()
2504 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2506 let usage = ChannelUsage {
2508 inflight_htlc_msat: 0,
2509 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2511 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2512 // Note that a default liquidity bound is used for B -> C as no channel exists
2513 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2514 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2516 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2518 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2519 // Note that a default liquidity bound is used for B -> C as no channel exists
2520 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2521 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2525 fn reduces_liquidity_upper_bound_along_path_on_success() {
2526 let logger = TestLogger::new();
2527 let network_graph = network_graph(&logger);
2528 let params = ProbabilisticScoringFeeParameters {
2529 liquidity_penalty_multiplier_msat: 1_000,
2530 ..ProbabilisticScoringFeeParameters::zero_penalty()
2532 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2533 let sender = sender_node_id();
2534 let source = source_node_id();
2535 let target = target_node_id();
2536 let recipient = recipient_node_id();
2537 let usage = ChannelUsage {
2539 inflight_htlc_msat: 0,
2540 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2543 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2544 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2545 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2547 scorer.payment_path_successful(&payment_path_for_amount(500));
2549 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2550 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2551 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2555 fn decays_liquidity_bounds_over_time() {
2556 let logger = TestLogger::new();
2557 let network_graph = network_graph(&logger);
2558 let params = ProbabilisticScoringFeeParameters {
2559 liquidity_penalty_multiplier_msat: 1_000,
2560 considered_impossible_penalty_msat: u64::max_value(),
2561 ..ProbabilisticScoringFeeParameters::zero_penalty()
2563 let decay_params = ProbabilisticScoringDecayParameters {
2564 liquidity_offset_half_life: Duration::from_secs(10),
2565 ..ProbabilisticScoringDecayParameters::zero_penalty()
2567 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2568 let source = source_node_id();
2569 let target = target_node_id();
2571 let usage = ChannelUsage {
2573 inflight_htlc_msat: 0,
2574 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2576 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2577 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2578 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2580 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2581 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2583 // Initial penalties
2584 let usage = ChannelUsage { amount_msat: 128, ..usage };
2585 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2586 let usage = ChannelUsage { amount_msat: 256, ..usage };
2587 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2588 let usage = ChannelUsage { amount_msat: 768, ..usage };
2589 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2590 let usage = ChannelUsage { amount_msat: 896, ..usage };
2591 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2594 SinceEpoch::advance(Duration::from_secs(4));
2595 let usage = ChannelUsage { amount_msat: 128, ..usage };
2596 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2597 let usage = ChannelUsage { amount_msat: 256, ..usage };
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2599 let usage = ChannelUsage { amount_msat: 768, ..usage };
2600 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2601 let usage = ChannelUsage { amount_msat: 896, ..usage };
2602 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2604 // Half decay (i.e., three-quarter life)
2605 SinceEpoch::advance(Duration::from_secs(1));
2606 let usage = ChannelUsage { amount_msat: 128, ..usage };
2607 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2608 let usage = ChannelUsage { amount_msat: 256, ..usage };
2609 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2610 let usage = ChannelUsage { amount_msat: 768, ..usage };
2611 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2612 let usage = ChannelUsage { amount_msat: 896, ..usage };
2613 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2615 // One decay (i.e., half life)
2616 SinceEpoch::advance(Duration::from_secs(5));
2617 let usage = ChannelUsage { amount_msat: 64, ..usage };
2618 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2619 let usage = ChannelUsage { amount_msat: 128, ..usage };
2620 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2621 let usage = ChannelUsage { amount_msat: 896, ..usage };
2622 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2623 let usage = ChannelUsage { amount_msat: 960, ..usage };
2624 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2626 // Fully decay liquidity lower bound.
2627 SinceEpoch::advance(Duration::from_secs(10 * 7));
2628 let usage = ChannelUsage { amount_msat: 0, ..usage };
2629 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2630 let usage = ChannelUsage { amount_msat: 1, ..usage };
2631 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2632 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2633 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2634 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2635 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2637 // Fully decay liquidity upper bound.
2638 SinceEpoch::advance(Duration::from_secs(10));
2639 let usage = ChannelUsage { amount_msat: 0, ..usage };
2640 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2641 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2642 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2644 SinceEpoch::advance(Duration::from_secs(10));
2645 let usage = ChannelUsage { amount_msat: 0, ..usage };
2646 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2647 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2652 fn decays_liquidity_bounds_without_shift_overflow() {
2653 let logger = TestLogger::new();
2654 let network_graph = network_graph(&logger);
2655 let params = ProbabilisticScoringFeeParameters {
2656 liquidity_penalty_multiplier_msat: 1_000,
2657 ..ProbabilisticScoringFeeParameters::zero_penalty()
2659 let decay_params = ProbabilisticScoringDecayParameters {
2660 liquidity_offset_half_life: Duration::from_secs(10),
2661 ..ProbabilisticScoringDecayParameters::default()
2663 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2664 let source = source_node_id();
2665 let target = target_node_id();
2666 let usage = ChannelUsage {
2668 inflight_htlc_msat: 0,
2669 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2671 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2673 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2674 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2676 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2677 // would cause an overflow.
2678 SinceEpoch::advance(Duration::from_secs(10 * 64));
2679 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2681 SinceEpoch::advance(Duration::from_secs(10));
2682 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2686 fn restricts_liquidity_bounds_after_decay() {
2687 let logger = TestLogger::new();
2688 let network_graph = network_graph(&logger);
2689 let params = ProbabilisticScoringFeeParameters {
2690 liquidity_penalty_multiplier_msat: 1_000,
2691 ..ProbabilisticScoringFeeParameters::zero_penalty()
2693 let decay_params = ProbabilisticScoringDecayParameters {
2694 liquidity_offset_half_life: Duration::from_secs(10),
2695 ..ProbabilisticScoringDecayParameters::default()
2697 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2698 let source = source_node_id();
2699 let target = target_node_id();
2700 let usage = ChannelUsage {
2702 inflight_htlc_msat: 0,
2703 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2706 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2708 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2709 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2710 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2711 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2713 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2714 SinceEpoch::advance(Duration::from_secs(10));
2715 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2717 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2718 // is closer to the upper bound, meaning a higher penalty.
2719 scorer.payment_path_successful(&payment_path_for_amount(64));
2720 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2722 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2723 // is closer to the lower bound, meaning a lower penalty.
2724 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2725 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2727 // Further decaying affects the lower bound more than the upper bound (128, 928).
2728 SinceEpoch::advance(Duration::from_secs(10));
2729 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2733 fn restores_persisted_liquidity_bounds() {
2734 let logger = TestLogger::new();
2735 let network_graph = network_graph(&logger);
2736 let params = ProbabilisticScoringFeeParameters {
2737 liquidity_penalty_multiplier_msat: 1_000,
2738 considered_impossible_penalty_msat: u64::max_value(),
2739 ..ProbabilisticScoringFeeParameters::zero_penalty()
2741 let decay_params = ProbabilisticScoringDecayParameters {
2742 liquidity_offset_half_life: Duration::from_secs(10),
2743 ..ProbabilisticScoringDecayParameters::default()
2745 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2746 let source = source_node_id();
2747 let target = target_node_id();
2748 let usage = ChannelUsage {
2750 inflight_htlc_msat: 0,
2751 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2754 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2755 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2757 SinceEpoch::advance(Duration::from_secs(10));
2758 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2760 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2761 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2763 let mut serialized_scorer = Vec::new();
2764 scorer.write(&mut serialized_scorer).unwrap();
2766 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2767 let deserialized_scorer =
2768 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2769 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2773 fn decays_persisted_liquidity_bounds() {
2774 let logger = TestLogger::new();
2775 let network_graph = network_graph(&logger);
2776 let params = ProbabilisticScoringFeeParameters {
2777 liquidity_penalty_multiplier_msat: 1_000,
2778 considered_impossible_penalty_msat: u64::max_value(),
2779 ..ProbabilisticScoringFeeParameters::zero_penalty()
2781 let decay_params = ProbabilisticScoringDecayParameters {
2782 liquidity_offset_half_life: Duration::from_secs(10),
2783 ..ProbabilisticScoringDecayParameters::zero_penalty()
2785 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2786 let source = source_node_id();
2787 let target = target_node_id();
2788 let usage = ChannelUsage {
2790 inflight_htlc_msat: 0,
2791 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2794 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2795 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2797 let mut serialized_scorer = Vec::new();
2798 scorer.write(&mut serialized_scorer).unwrap();
2800 SinceEpoch::advance(Duration::from_secs(10));
2802 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2803 let deserialized_scorer =
2804 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2805 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2807 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2808 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2810 SinceEpoch::advance(Duration::from_secs(10));
2811 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2815 fn scores_realistic_payments() {
2816 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2817 // 50k sat reserve).
2818 let logger = TestLogger::new();
2819 let network_graph = network_graph(&logger);
2820 let params = ProbabilisticScoringFeeParameters::default();
2821 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2822 let source = source_node_id();
2823 let target = target_node_id();
2825 let usage = ChannelUsage {
2826 amount_msat: 100_000_000,
2827 inflight_htlc_msat: 0,
2828 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2830 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2831 let usage = ChannelUsage {
2832 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2834 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2835 let usage = ChannelUsage {
2836 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2838 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2839 let usage = ChannelUsage {
2840 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2842 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2843 let usage = ChannelUsage {
2844 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2846 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2847 let usage = ChannelUsage {
2848 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2850 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2851 let usage = ChannelUsage {
2852 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2854 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2855 let usage = ChannelUsage {
2856 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2858 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2859 let usage = ChannelUsage {
2860 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2862 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2863 let usage = ChannelUsage {
2864 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2866 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2867 let usage = ChannelUsage {
2868 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2870 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2874 fn adds_base_penalty_to_liquidity_penalty() {
2875 let logger = TestLogger::new();
2876 let network_graph = network_graph(&logger);
2877 let source = source_node_id();
2878 let target = target_node_id();
2879 let usage = ChannelUsage {
2881 inflight_htlc_msat: 0,
2882 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2885 let params = ProbabilisticScoringFeeParameters {
2886 liquidity_penalty_multiplier_msat: 1_000,
2887 ..ProbabilisticScoringFeeParameters::zero_penalty()
2889 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2890 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2892 let params = ProbabilisticScoringFeeParameters {
2893 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2894 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2896 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2897 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2899 let params = ProbabilisticScoringFeeParameters {
2900 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2901 base_penalty_amount_multiplier_msat: (1 << 30),
2902 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2905 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2906 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2910 fn adds_amount_penalty_to_liquidity_penalty() {
2911 let logger = TestLogger::new();
2912 let network_graph = network_graph(&logger);
2913 let source = source_node_id();
2914 let target = target_node_id();
2915 let usage = ChannelUsage {
2916 amount_msat: 512_000,
2917 inflight_htlc_msat: 0,
2918 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2921 let params = ProbabilisticScoringFeeParameters {
2922 liquidity_penalty_multiplier_msat: 1_000,
2923 liquidity_penalty_amount_multiplier_msat: 0,
2924 ..ProbabilisticScoringFeeParameters::zero_penalty()
2926 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2927 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2929 let params = ProbabilisticScoringFeeParameters {
2930 liquidity_penalty_multiplier_msat: 1_000,
2931 liquidity_penalty_amount_multiplier_msat: 256,
2932 ..ProbabilisticScoringFeeParameters::zero_penalty()
2934 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2935 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2939 fn calculates_log10_without_overflowing_u64_max_value() {
2940 let logger = TestLogger::new();
2941 let network_graph = network_graph(&logger);
2942 let source = source_node_id();
2943 let target = target_node_id();
2944 let usage = ChannelUsage {
2945 amount_msat: u64::max_value(),
2946 inflight_htlc_msat: 0,
2947 effective_capacity: EffectiveCapacity::Infinite,
2950 let params = ProbabilisticScoringFeeParameters {
2951 liquidity_penalty_multiplier_msat: 40_000,
2952 ..ProbabilisticScoringFeeParameters::zero_penalty()
2954 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2955 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2956 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2960 fn accounts_for_inflight_htlc_usage() {
2961 let logger = TestLogger::new();
2962 let network_graph = network_graph(&logger);
2963 let params = ProbabilisticScoringFeeParameters {
2964 considered_impossible_penalty_msat: u64::max_value(),
2965 ..ProbabilisticScoringFeeParameters::zero_penalty()
2967 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2968 let source = source_node_id();
2969 let target = target_node_id();
2971 let usage = ChannelUsage {
2973 inflight_htlc_msat: 0,
2974 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2976 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2978 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2979 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2983 fn removes_uncertainity_when_exact_liquidity_known() {
2984 let logger = TestLogger::new();
2985 let network_graph = network_graph(&logger);
2986 let params = ProbabilisticScoringFeeParameters::default();
2987 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2988 let source = source_node_id();
2989 let target = target_node_id();
2991 let base_penalty_msat = params.base_penalty_msat;
2992 let usage = ChannelUsage {
2994 inflight_htlc_msat: 0,
2995 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2997 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2999 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3000 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3002 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3003 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3007 fn remembers_historical_failures() {
3008 let logger = TestLogger::new();
3009 let network_graph = network_graph(&logger);
3010 let params = ProbabilisticScoringFeeParameters {
3011 historical_liquidity_penalty_multiplier_msat: 1024,
3012 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3013 ..ProbabilisticScoringFeeParameters::zero_penalty()
3015 let decay_params = ProbabilisticScoringDecayParameters {
3016 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3017 historical_no_updates_half_life: Duration::from_secs(10),
3019 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3020 let source = source_node_id();
3021 let target = target_node_id();
3023 let usage = ChannelUsage {
3025 inflight_htlc_msat: 0,
3026 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3028 let usage_1 = ChannelUsage {
3030 inflight_htlc_msat: 0,
3031 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3034 // With no historical data the normal liquidity penalty calculation is used.
3035 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3036 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3038 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3041 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3042 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3043 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 128);
3044 // The "it failed" increment is 32, where the probability should lie several buckets into
3045 // the first octile.
3046 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3047 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3048 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3049 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1)
3051 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3054 // Even after we tell the scorer we definitely have enough available liquidity, it will
3055 // still remember that there was some failure in the past, and assign a non-0 penalty.
3056 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3057 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
3058 // The first points should be decayed just slightly and the last bucket has a new point.
3059 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3060 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3061 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3063 // The exact success probability is a bit complicated and involves integer rounding, so we
3064 // simply check bounds here.
3065 let five_hundred_prob =
3066 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
3067 assert!(five_hundred_prob > 0.5);
3068 assert!(five_hundred_prob < 0.52);
3070 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3071 assert!(one_prob < 0.95);
3072 assert!(one_prob > 0.90);
3074 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3075 // gone), and check that we're back to where we started.
3076 SinceEpoch::advance(Duration::from_secs(10 * 16));
3077 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3078 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3079 // data entirely instead.
3080 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3081 Some(([0; 32], [0; 32])));
3082 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3084 let mut usage = ChannelUsage {
3086 inflight_htlc_msat: 1024,
3087 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3089 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3090 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3091 usage.inflight_htlc_msat = 0;
3092 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
3094 let usage = ChannelUsage {
3096 inflight_htlc_msat: 0,
3097 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3099 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3101 // Advance to decay all liquidity offsets to zero.
3102 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3104 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3105 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3107 path_hop(target_pubkey(), 43, 2),
3108 path_hop(source_pubkey(), 42, 1),
3109 path_hop(sender_pubkey(), 41, 0),
3111 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3115 fn adds_anti_probing_penalty() {
3116 let logger = TestLogger::new();
3117 let network_graph = network_graph(&logger);
3118 let source = source_node_id();
3119 let target = target_node_id();
3120 let params = ProbabilisticScoringFeeParameters {
3121 anti_probing_penalty_msat: 500,
3122 ..ProbabilisticScoringFeeParameters::zero_penalty()
3124 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3126 // Check we receive no penalty for a low htlc_maximum_msat.
3127 let usage = ChannelUsage {
3128 amount_msat: 512_000,
3129 inflight_htlc_msat: 0,
3130 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3134 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3135 let usage = ChannelUsage {
3136 amount_msat: 512_000,
3137 inflight_htlc_msat: 0,
3138 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3140 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3142 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3143 let usage = ChannelUsage {
3144 amount_msat: 512_000,
3145 inflight_htlc_msat: 0,
3146 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3148 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3150 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3151 let usage = ChannelUsage {
3152 amount_msat: 512_000,
3153 inflight_htlc_msat: 0,
3154 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3156 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3160 fn scores_with_blinded_path() {
3161 // Make sure we'll account for a blinded path's final_value_msat in scoring
3162 let logger = TestLogger::new();
3163 let network_graph = network_graph(&logger);
3164 let params = ProbabilisticScoringFeeParameters {
3165 liquidity_penalty_multiplier_msat: 1_000,
3166 ..ProbabilisticScoringFeeParameters::zero_penalty()
3168 let decay_params = ProbabilisticScoringDecayParameters::default();
3169 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3170 let source = source_node_id();
3171 let target = target_node_id();
3172 let usage = ChannelUsage {
3174 inflight_htlc_msat: 0,
3175 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3179 let mut path = payment_path_for_amount(768);
3180 let recipient_hop = path.hops.pop().unwrap();
3181 let blinded_path = BlindedPath {
3182 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3183 blinding_point: test_utils::pubkey(42),
3185 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3188 path.blinded_tail = Some(BlindedTail {
3189 hops: blinded_path.blinded_hops,
3190 blinding_point: blinded_path.blinding_point,
3191 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3192 final_value_msat: recipient_hop.fee_msat,
3195 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3196 // final value is taken into account.
3197 assert!(scorer.channel_liquidities.get(&42).is_none());
3199 scorer.payment_path_failed(&path, 42);
3200 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3201 scorer.payment_path_failed(&path, 43);
3203 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3204 .as_directed(&source, &target, 0, 1_000, decay_params);
3205 assert_eq!(liquidity.min_liquidity_msat(), 256);
3206 assert_eq!(liquidity.max_liquidity_msat(), 768);
3210 fn realistic_historical_failures() {
3211 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3212 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3214 let logger = TestLogger::new();
3215 let mut network_graph = network_graph(&logger);
3216 let params = ProbabilisticScoringFeeParameters {
3217 historical_liquidity_penalty_multiplier_msat: 1024,
3218 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3219 ..ProbabilisticScoringFeeParameters::zero_penalty()
3221 let decay_params = ProbabilisticScoringDecayParameters {
3222 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3223 historical_no_updates_half_life: Duration::from_secs(10),
3224 ..ProbabilisticScoringDecayParameters::default()
3227 let capacity_msat = 100_000_000_000;
3228 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3229 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3231 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3232 let source = source_node_id();
3233 let target = target_node_id();
3235 let mut amount_msat = 10_000_000;
3236 let usage = ChannelUsage {
3238 inflight_htlc_msat: 0,
3239 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3241 // With no historical data the normal liquidity penalty calculation is used, which in this
3242 // case is diminuitively low.
3243 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3244 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3246 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3249 // Fail to pay once, and then check the buckets and penalty.
3250 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3251 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3252 // same bucket which is the only maximum datapoint.
3253 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3254 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3255 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3256 // 6k sats and 12k sats).
3257 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3258 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3259 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3260 // The success probability estimate itself should be zero.
3261 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3264 // Now test again with the amount in the bottom bucket.
3266 // The new amount is entirely within the only minimum bucket with score, so the probability
3267 // we assign is 1/2.
3268 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3271 // ...but once we see a failure, we consider the payment to be substantially less likely,
3272 // even though not a probability of zero as we still look at the second max bucket which
3274 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3275 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3276 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3277 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3278 assert!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat)
3280 assert!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat)