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)
712 .unwrap_or(([0; 32], [0; 32]));
714 log_debug!(self.logger, core::concat!(
715 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
716 "\tHistorical min liquidity bucket relative probabilities:\n",
717 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
718 "\tHistorical max liquidity bucket relative probabilities:\n",
719 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
720 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
721 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
722 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
723 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
724 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
725 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
726 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
727 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
728 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
729 // Note that the liquidity buckets are an offset from the edge, so we
730 // inverse the max order to get the probabilities from zero.
731 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
732 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
733 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
734 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
735 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
736 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
737 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
738 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
740 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
744 log_direction(&chan_debug.node_one, &chan_debug.node_two);
745 log_direction(&chan_debug.node_two, &chan_debug.node_one);
747 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
752 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
753 /// channel with `scid` towards the given `target` node.
754 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
755 let graph = self.network_graph.read_only();
757 if let Some(chan) = graph.channels().get(&scid) {
758 if let Some(liq) = self.channel_liquidities.get(&scid) {
759 if let Some((directed_info, source)) = chan.as_directed_to(target) {
760 let amt = directed_info.effective_capacity().as_msat();
761 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
762 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
769 /// Query the historical estimated minimum and maximum liquidity available for sending a
770 /// payment over the channel with `scid` towards the given `target` node.
772 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
773 /// the second set describes the upper-bound liquidity history. Each bucket describes the
774 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
775 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
776 /// more recent data points are weighted more heavily than older datapoints.
778 /// Note that the range of each bucket varies by its location to provide more granular results
779 /// at the edges of a channel's capacity, where it is more likely to sit.
781 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
782 /// is calculated by dividing that bucket's value with the total value of all buckets.
784 /// For example, using a lower bucket count for illustrative purposes, a value of
785 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
786 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
787 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
788 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
790 /// Because the datapoints are decayed slowly over time, values will eventually return to
791 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
793 /// In order to fetch a single success probability from the buckets provided here, as used in
794 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
795 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
796 -> Option<([u16; 32], [u16; 32])> {
797 let graph = self.network_graph.read_only();
799 if let Some(chan) = graph.channels().get(&scid) {
800 if let Some(liq) = self.channel_liquidities.get(&scid) {
801 if let Some((directed_info, source)) = chan.as_directed_to(target) {
802 let amt = directed_info.effective_capacity().as_msat();
803 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
805 let (min_buckets, mut max_buckets) =
806 dir_liq.liquidity_history.get_decayed_buckets(
807 dir_liq.now, *dir_liq.last_updated,
808 self.decay_params.historical_no_updates_half_life
811 // Note that the liquidity buckets are an offset from the edge, so we inverse
812 // the max order to get the probabilities from zero.
813 max_buckets.reverse();
814 return Some((min_buckets, max_buckets));
821 /// Query the probability of payment success sending the given `amount_msat` over the channel
822 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
825 /// These are the same bounds as returned by
826 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
827 /// [`Self::estimated_channel_liquidity_range`]).
828 pub fn historical_estimated_payment_success_probability(
829 &self, scid: u64, target: &NodeId, amount_msat: u64)
831 let graph = self.network_graph.read_only();
833 if let Some(chan) = graph.channels().get(&scid) {
834 if let Some(liq) = self.channel_liquidities.get(&scid) {
835 if let Some((directed_info, source)) = chan.as_directed_to(target) {
836 let capacity_msat = directed_info.effective_capacity().as_msat();
837 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
839 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
840 dir_liq.now, *dir_liq.last_updated,
841 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
842 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
850 impl<T: Time> ChannelLiquidity<T> {
854 min_liquidity_offset_msat: 0,
855 max_liquidity_offset_msat: 0,
856 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
857 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
858 last_updated: T::now(),
862 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
865 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
866 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
867 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
869 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
870 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
872 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
873 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
876 DirectedChannelLiquidity {
877 min_liquidity_offset_msat,
878 max_liquidity_offset_msat,
879 liquidity_history: HistoricalMinMaxBuckets {
880 min_liquidity_offset_history,
881 max_liquidity_offset_history,
885 last_updated: &self.last_updated,
887 decay_params: decay_params,
891 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
894 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
895 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
896 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
898 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
899 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
901 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
902 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
905 DirectedChannelLiquidity {
906 min_liquidity_offset_msat,
907 max_liquidity_offset_msat,
908 liquidity_history: HistoricalMinMaxBuckets {
909 min_liquidity_offset_history,
910 max_liquidity_offset_history,
914 last_updated: &mut self.last_updated,
916 decay_params: decay_params,
921 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
923 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
925 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
926 /// ratio, as X in 1/X.
927 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
929 /// The divisor used when computing the amount penalty.
930 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
931 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
933 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
934 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
936 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
937 let available_capacity = self.available_capacity();
938 let max_liquidity_msat = self.max_liquidity_msat();
939 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
941 let mut res = if amount_msat <= min_liquidity_msat {
943 } else if amount_msat >= max_liquidity_msat {
944 // Equivalent to hitting the else clause below with the amount equal to the effective
945 // capacity and without any certainty on the liquidity upper bound, plus the
946 // impossibility penalty.
947 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
948 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
949 score_params.liquidity_penalty_multiplier_msat,
950 score_params.liquidity_penalty_amount_multiplier_msat)
951 .saturating_add(score_params.considered_impossible_penalty_msat)
953 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
954 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
955 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
956 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
957 // don't bother trying to use the log approximation as it gets too noisy to be
958 // particularly helpful, instead just round down to 0.
961 let negative_log10_times_2048 =
962 approx::negative_log10_times_2048(numerator, denominator);
963 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
964 score_params.liquidity_penalty_multiplier_msat,
965 score_params.liquidity_penalty_amount_multiplier_msat)
969 if amount_msat >= available_capacity {
970 // We're trying to send more than the capacity, use a max penalty.
971 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
972 NEGATIVE_LOG10_UPPER_BOUND * 2048,
973 score_params.historical_liquidity_penalty_multiplier_msat,
974 score_params.historical_liquidity_penalty_amount_multiplier_msat));
978 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
979 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
980 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
981 .calculate_success_probability_times_billion(self.now, *self.last_updated,
982 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
984 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
985 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
986 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
987 score_params.historical_liquidity_penalty_amount_multiplier_msat));
989 // If we don't have any valid points (or, once decayed, we have less than a full
990 // point), redo the non-historical calculation with no liquidity bounds tracked and
991 // the historical penalty multipliers.
992 let available_capacity = self.available_capacity();
993 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
994 let denominator = available_capacity.saturating_add(1);
995 let negative_log10_times_2048 =
996 approx::negative_log10_times_2048(numerator, denominator);
997 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
998 score_params.historical_liquidity_penalty_multiplier_msat,
999 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1006 /// Computes the liquidity penalty from the penalty multipliers.
1008 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1009 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1011 negative_log10_times_2048 =
1012 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1014 // Upper bound the liquidity penalty to ensure some channel is selected.
1015 let liquidity_penalty_msat = negative_log10_times_2048
1016 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1017 let amount_penalty_msat = negative_log10_times_2048
1018 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1019 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1021 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1024 /// Returns the lower bound of the channel liquidity balance in this direction.
1026 fn min_liquidity_msat(&self) -> u64 {
1027 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1030 /// Returns the upper bound of the channel liquidity balance in this direction.
1032 fn max_liquidity_msat(&self) -> u64 {
1033 self.available_capacity()
1034 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1037 /// Returns the capacity minus the in-flight HTLCs in this direction.
1039 fn available_capacity(&self) -> u64 {
1040 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1043 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1044 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1046 // Decay the offset by the appropriate number of half lives. If half of the next half
1047 // life has passed, approximate an additional three-quarter life to help smooth out the
1049 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1050 let half_decays = elapsed_time / (half_life / 2);
1051 let decays = half_decays / 2;
1052 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1053 if half_decays % 2 == 0 {
1056 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1058 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1066 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1067 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1068 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1069 let existing_max_msat = self.max_liquidity_msat();
1070 if amount_msat < existing_max_msat {
1071 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1072 self.set_max_liquidity_msat(amount_msat);
1074 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1075 chan_descr, existing_max_msat, amount_msat);
1077 self.update_history_buckets(0);
1080 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1081 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1082 let existing_min_msat = self.min_liquidity_msat();
1083 if amount_msat > existing_min_msat {
1084 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1085 self.set_min_liquidity_msat(amount_msat);
1087 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1088 chan_descr, existing_min_msat, amount_msat);
1090 self.update_history_buckets(0);
1093 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1094 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1095 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1096 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1097 self.set_max_liquidity_msat(max_liquidity_msat);
1098 self.update_history_buckets(amount_msat);
1101 /// Updates the history buckets for this channel. Because the history buckets track what we now
1102 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1103 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1104 /// represents the amount of the successful payment we just made.
1105 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1106 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1107 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1108 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1109 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1110 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1112 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1113 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1114 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1116 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1117 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1118 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1122 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1123 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1124 *self.min_liquidity_offset_msat = amount_msat;
1125 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1128 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1130 *self.last_updated = self.now;
1133 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1134 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1135 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1136 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1139 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1141 *self.last_updated = self.now;
1145 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1146 type ScoreParams = ProbabilisticScoringFeeParameters;
1147 fn channel_penalty_msat(
1148 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1150 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1154 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1155 score_params.base_penalty_amount_multiplier_msat
1156 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1158 let mut anti_probing_penalty_msat = 0;
1159 match usage.effective_capacity {
1160 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1161 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1163 if usage.amount_msat > amount_msat {
1164 return u64::max_value();
1166 return base_penalty_msat;
1169 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1170 if htlc_maximum_msat >= capacity_msat/2 {
1171 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1177 let amount_msat = usage.amount_msat;
1178 let capacity_msat = usage.effective_capacity.as_msat();
1179 let inflight_htlc_msat = usage.inflight_htlc_msat;
1180 self.channel_liquidities
1181 .get(&short_channel_id)
1182 .unwrap_or(&ChannelLiquidity::new())
1183 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1184 .penalty_msat(amount_msat, score_params)
1185 .saturating_add(anti_probing_penalty_msat)
1186 .saturating_add(base_penalty_msat)
1189 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1190 let amount_msat = path.final_value_msat();
1191 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1192 let network_graph = self.network_graph.read_only();
1193 for (hop_idx, hop) in path.hops.iter().enumerate() {
1194 let target = NodeId::from_pubkey(&hop.pubkey);
1195 let channel_directed_from_source = network_graph.channels()
1196 .get(&hop.short_channel_id)
1197 .and_then(|channel| channel.as_directed_to(&target));
1199 let at_failed_channel = hop.short_channel_id == short_channel_id;
1200 if at_failed_channel && hop_idx == 0 {
1201 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);
1204 // Only score announced channels.
1205 if let Some((channel, source)) = channel_directed_from_source {
1206 let capacity_msat = channel.effective_capacity().as_msat();
1207 if at_failed_channel {
1208 self.channel_liquidities
1209 .entry(hop.short_channel_id)
1210 .or_insert_with(ChannelLiquidity::new)
1211 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1212 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1214 self.channel_liquidities
1215 .entry(hop.short_channel_id)
1216 .or_insert_with(ChannelLiquidity::new)
1217 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1218 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1221 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).",
1222 hop.short_channel_id);
1224 if at_failed_channel { break; }
1228 fn payment_path_successful(&mut self, path: &Path) {
1229 let amount_msat = path.final_value_msat();
1230 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1231 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1232 let network_graph = self.network_graph.read_only();
1233 for hop in &path.hops {
1234 let target = NodeId::from_pubkey(&hop.pubkey);
1235 let channel_directed_from_source = network_graph.channels()
1236 .get(&hop.short_channel_id)
1237 .and_then(|channel| channel.as_directed_to(&target));
1239 // Only score announced channels.
1240 if let Some((channel, source)) = channel_directed_from_source {
1241 let capacity_msat = channel.effective_capacity().as_msat();
1242 self.channel_liquidities
1243 .entry(hop.short_channel_id)
1244 .or_insert_with(ChannelLiquidity::new)
1245 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1246 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1248 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).",
1249 hop.short_channel_id);
1254 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1255 self.payment_path_failed(path, short_channel_id)
1258 fn probe_successful(&mut self, path: &Path) {
1259 self.payment_path_failed(path, u64::max_value())
1264 const BITS: u32 = 64;
1265 const HIGHEST_BIT: u32 = BITS - 1;
1266 const LOWER_BITS: u32 = 6;
1267 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1268 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1270 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1271 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1272 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1273 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1274 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1275 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1276 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1277 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1278 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1279 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1280 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1281 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1282 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1283 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1284 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1285 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1286 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1287 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1288 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1289 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1290 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1291 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1292 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1293 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1294 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1295 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1296 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1297 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1298 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1299 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1300 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1301 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1302 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1303 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1304 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1305 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1306 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1307 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1308 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1309 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1310 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1311 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1312 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1313 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1314 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1315 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1316 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1317 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1318 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1319 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1320 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1321 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1322 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1323 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1324 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1325 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1326 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1327 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1328 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1329 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1330 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1331 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1332 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1333 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1334 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1335 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1336 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1337 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1338 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1339 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1340 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1341 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1342 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1343 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1344 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1345 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1346 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1347 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1348 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1349 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1350 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1351 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1352 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1353 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1354 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1355 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1356 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1357 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1358 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1359 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1360 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1361 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1362 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1363 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1364 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1365 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1366 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1367 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1368 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1369 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1370 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1371 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1372 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1373 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1374 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1375 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1376 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1377 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1378 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1379 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1380 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1381 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1382 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1383 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1384 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1385 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1386 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1387 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1388 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1389 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1390 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1391 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1392 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1393 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1394 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1395 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1396 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1397 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1398 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1399 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1400 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1401 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1402 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1403 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1404 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1405 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1406 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1407 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1408 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1409 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1410 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1411 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1412 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1413 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1414 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1415 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1416 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1417 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1418 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1419 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1420 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1421 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1422 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1423 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1424 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1425 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1426 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1427 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1428 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1429 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1430 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1431 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1432 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1433 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1434 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1435 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1436 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1437 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1438 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1439 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1440 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1441 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1442 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1443 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1444 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1445 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1446 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1447 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1448 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1449 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1450 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1451 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1452 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1453 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1454 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1455 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1456 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1457 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1458 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1459 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1460 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1461 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1462 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1463 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1464 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1465 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1466 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1467 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1468 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1469 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1470 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1471 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1472 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1473 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1474 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1475 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1476 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1477 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1478 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1479 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1480 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1481 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1482 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1483 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1484 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1485 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1486 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1487 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1488 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1489 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1490 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1491 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1492 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1493 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1494 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1495 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1496 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1497 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1498 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1499 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1500 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1501 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1502 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1503 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1504 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1505 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1506 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1507 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1508 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1509 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1510 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1511 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1512 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1513 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1514 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1515 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1516 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1517 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1518 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1519 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1520 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1521 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1522 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1523 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1524 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1525 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1526 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1527 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1528 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1531 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1533 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1534 // Multiply the -1 through to avoid needing to use signed numbers.
1535 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1539 fn log10_times_2048(x: u64) -> u16 {
1540 debug_assert_ne!(x, 0);
1541 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1542 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1543 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1551 fn prints_negative_log10_times_2048_lookup_table() {
1552 for msb in 0..BITS {
1553 for i in 0..LOWER_BITS_BOUND {
1554 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1555 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1556 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1558 if i % LOWER_BITS_BOUND == 0 {
1559 print!("\t\t[{}, ", log10_times_2048);
1560 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1561 println!("{}],", log10_times_2048);
1562 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1563 print!("{},\n\t\t\t", log10_times_2048);
1565 print!("{}, ", log10_times_2048);
1573 mod bucketed_history {
1576 // Because liquidity is often skewed heavily in one direction, we store historical state
1577 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1578 // must fit evenly into the buckets here.
1580 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1581 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1582 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1583 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1585 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1586 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1587 // buckets in total.
1589 const BUCKET_START_POS: [u16; 33] = [
1590 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1591 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1594 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1595 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1598 const POSITION_TICKS: u16 = 1 << 14;
1600 fn pos_to_bucket(pos: u16) -> usize {
1601 for bucket in 0..32 {
1602 if pos < BUCKET_START_POS[bucket + 1] {
1606 debug_assert!(false);
1612 fn check_bucket_maps() {
1613 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1614 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1615 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1617 let mut min_size_iter = 0;
1618 let mut legacy_bucket_iter = 0;
1619 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1620 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1621 for i in 0..*width {
1622 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1624 min_size_iter += *width;
1625 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1626 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1627 if legacy_bucket_iter + 1 < 8 {
1628 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1630 legacy_bucket_iter += 1;
1633 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1634 assert_eq!(min_size_iter, POSITION_TICKS);
1638 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1639 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1640 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1641 .try_into().unwrap_or(POSITION_TICKS)
1643 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1644 // division. This branch should only be hit in fuzz testing since the amount would
1645 // need to be over 2.88 million BTC in practice.
1646 ((amount_msat as u128) * (POSITION_TICKS as u128)
1647 / (capacity_msat as u128).saturating_add(1))
1648 .try_into().unwrap_or(POSITION_TICKS)
1650 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1651 // capacity to change due to a `channel_update` message which, if received while a payment
1652 // is in-flight, could cause this to fail. Thus, we only assert in test.
1654 debug_assert!(pos < POSITION_TICKS);
1658 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1659 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1660 /// support reading the legacy values here for backwards compatibility.
1661 pub(super) struct LegacyHistoricalBucketRangeTracker {
1665 impl LegacyHistoricalBucketRangeTracker {
1666 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1667 let mut buckets = [0; 32];
1668 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1669 let mut new_val = *legacy_bucket;
1670 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1671 new_val /= (end - start) as u16;
1672 for i in start..end {
1673 buckets[i as usize] = new_val;
1676 HistoricalBucketRangeTracker { buckets }
1680 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1681 /// in each of 32 buckets.
1682 #[derive(Clone, Copy)]
1683 pub(super) struct HistoricalBucketRangeTracker {
1687 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1688 /// "one" is 32, or this constant.
1689 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1691 impl HistoricalBucketRangeTracker {
1692 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1693 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1694 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1695 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1697 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1698 // the buckets for the current min and max liquidity offset positions.
1700 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1701 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1702 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1704 // In total, this allows us to track data for the last 8,000 or so payments across a given
1707 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1708 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1709 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1712 // The constants were picked experimentally, selecting a decay amount that restricts us
1713 // from overflowing buckets without having to cap them manually.
1715 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1716 if pos < POSITION_TICKS {
1717 for e in self.buckets.iter_mut() {
1718 *e = ((*e as u32) * 2047 / 2048) as u16;
1720 let bucket = pos_to_bucket(pos);
1721 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1724 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1725 /// datapoints as we receive newer information.
1727 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1728 for e in self.buckets.iter_mut() {
1729 *e = e.checked_shr(half_lives).unwrap_or(0);
1734 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1735 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1737 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1738 /// liquidity bounds for a given channel.
1739 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1740 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1742 pub(super) min_liquidity_offset_history: D,
1743 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1745 pub(super) max_liquidity_offset_history: D,
1748 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1749 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1750 -> Option<([u16; 32], [u16; 32])> {
1751 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1753 let mut min_buckets = *self.min_liquidity_offset_history;
1754 min_buckets.time_decay_data(required_decays);
1755 let mut max_buckets = *self.max_liquidity_offset_history;
1756 max_buckets.time_decay_data(required_decays);
1757 Some((min_buckets.buckets, max_buckets.buckets))
1760 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1761 -> Option<(u64, u32)> {
1762 let required_decays = now.duration_since(last_updated).as_secs()
1763 .checked_div(half_life.as_secs())
1764 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1766 let mut total_valid_points_tracked = 0;
1767 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1768 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1769 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1773 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1774 // treat it as if we were fully decayed.
1775 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1776 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1780 Some((total_valid_points_tracked, required_decays))
1784 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1785 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1787 // If historical penalties are enabled, we try to calculate a probability of success
1788 // given our historical distribution of min- and max-liquidity bounds in a channel.
1789 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1790 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1791 // state). For each pair, we calculate the probability as if the bucket's corresponding
1792 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1793 // that probability by the weight of the selected buckets.
1794 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1795 if payment_pos >= POSITION_TICKS { return None; }
1797 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1798 // don't actually use the decayed buckets, though, as that would lose precision.
1799 let (total_valid_points_tracked, _)
1800 = self.get_total_valid_points(now, last_updated, half_life)?;
1802 let mut cumulative_success_prob_times_billion = 0;
1803 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1804 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1805 // points against the 0th min bucket. This avoids the case where we fail to route
1806 // increasingly lower values over a channel, but treat each failure as a separate
1807 // datapoint, many of which may have relatively high maximum-available-liquidity
1808 // values, which will result in us thinking we have some nontrivial probability of
1809 // routing up to that amount.
1810 if self.min_liquidity_offset_history.buckets[0] != 0 {
1811 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1812 let mut total_max_points = 0; // Total points in max-buckets to consider
1813 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1814 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1815 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1817 total_max_points += *max_bucket as u64;
1819 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1820 if payment_pos < max_bucket_end_pos {
1821 let bucket_prob_times_billion =
1822 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1823 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1824 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1825 ((max_bucket_end_pos - payment_pos) as u64) /
1826 // Add an additional one in the divisor as the payment bucket has been
1828 (max_bucket_end_pos + 1) as u64;
1832 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1833 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1834 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1835 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1836 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1837 // 30 bits is 62 bits.
1838 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1839 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1840 if payment_pos >= max_bucket_end_pos {
1841 // Success probability 0, the payment amount may be above the max liquidity
1843 } else if payment_pos < min_bucket_start_pos {
1844 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1846 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1847 ((max_bucket_end_pos - payment_pos) as u64) /
1848 // Add an additional one in the divisor as the payment bucket has been
1850 ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1855 Some(cumulative_success_prob_times_billion)
1859 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1861 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1863 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1864 write_tlv_fields!(w, {
1865 (0, self.channel_liquidities, required),
1871 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1872 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1875 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1876 ) -> Result<Self, DecodeError> {
1877 let (decay_params, network_graph, logger) = args;
1878 let mut channel_liquidities = HashMap::new();
1879 read_tlv_fields!(r, {
1880 (0, channel_liquidities, required),
1886 channel_liquidities,
1891 impl<T: Time> Writeable for ChannelLiquidity<T> {
1893 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1894 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1895 write_tlv_fields!(w, {
1896 (0, self.min_liquidity_offset_msat, required),
1897 // 1 was the min_liquidity_offset_history in octile form
1898 (2, self.max_liquidity_offset_msat, required),
1899 // 3 was the max_liquidity_offset_history in octile form
1900 (4, duration_since_epoch, required),
1901 (5, Some(self.min_liquidity_offset_history), option),
1902 (7, Some(self.max_liquidity_offset_history), option),
1908 impl<T: Time> Readable for ChannelLiquidity<T> {
1910 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1911 let mut min_liquidity_offset_msat = 0;
1912 let mut max_liquidity_offset_msat = 0;
1913 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1914 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1915 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1916 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1917 let mut duration_since_epoch = Duration::from_secs(0);
1918 read_tlv_fields!(r, {
1919 (0, min_liquidity_offset_msat, required),
1920 (1, legacy_min_liq_offset_history, option),
1921 (2, max_liquidity_offset_msat, required),
1922 (3, legacy_max_liq_offset_history, option),
1923 (4, duration_since_epoch, required),
1924 (5, min_liquidity_offset_history, option),
1925 (7, max_liquidity_offset_history, option),
1927 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1928 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1929 // is a time from a monotonic clock usually represented as an offset against boot time).
1930 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1931 // from the one that was written. However, because `Instant` can panic if we construct one
1932 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1933 // using `Instant::now()` in that case.
1934 let wall_clock_now = T::duration_since_epoch();
1936 let last_updated = if wall_clock_now > duration_since_epoch {
1937 now - (wall_clock_now - duration_since_epoch)
1939 if min_liquidity_offset_history.is_none() {
1940 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1941 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1943 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1946 if max_liquidity_offset_history.is_none() {
1947 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1948 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1950 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1954 min_liquidity_offset_msat,
1955 max_liquidity_offset_msat,
1956 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1957 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1965 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1966 use crate::blinded_path::{BlindedHop, BlindedPath};
1967 use crate::util::config::UserConfig;
1968 use crate::util::time::Time;
1969 use crate::util::time::tests::SinceEpoch;
1971 use crate::ln::channelmanager;
1972 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1973 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1974 use crate::routing::router::{BlindedTail, Path, RouteHop};
1975 use crate::routing::scoring::{ChannelUsage, Score};
1976 use crate::util::ser::{ReadableArgs, Writeable};
1977 use crate::util::test_utils::{self, TestLogger};
1979 use bitcoin::blockdata::constants::genesis_block;
1980 use bitcoin::hashes::Hash;
1981 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1982 use bitcoin::network::constants::Network;
1983 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1984 use core::time::Duration;
1987 fn source_privkey() -> SecretKey {
1988 SecretKey::from_slice(&[42; 32]).unwrap()
1991 fn target_privkey() -> SecretKey {
1992 SecretKey::from_slice(&[43; 32]).unwrap()
1995 fn source_pubkey() -> PublicKey {
1996 let secp_ctx = Secp256k1::new();
1997 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2000 fn target_pubkey() -> PublicKey {
2001 let secp_ctx = Secp256k1::new();
2002 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2005 fn source_node_id() -> NodeId {
2006 NodeId::from_pubkey(&source_pubkey())
2009 fn target_node_id() -> NodeId {
2010 NodeId::from_pubkey(&target_pubkey())
2013 // `ProbabilisticScorer` tests
2015 /// A probabilistic scorer for testing with time that can be manually advanced.
2016 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2018 fn sender_privkey() -> SecretKey {
2019 SecretKey::from_slice(&[41; 32]).unwrap()
2022 fn recipient_privkey() -> SecretKey {
2023 SecretKey::from_slice(&[45; 32]).unwrap()
2026 fn sender_pubkey() -> PublicKey {
2027 let secp_ctx = Secp256k1::new();
2028 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2031 fn recipient_pubkey() -> PublicKey {
2032 let secp_ctx = Secp256k1::new();
2033 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2036 fn sender_node_id() -> NodeId {
2037 NodeId::from_pubkey(&sender_pubkey())
2040 fn recipient_node_id() -> NodeId {
2041 NodeId::from_pubkey(&recipient_pubkey())
2044 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2045 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2046 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2047 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2053 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2054 node_2_key: SecretKey
2056 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2057 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2058 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2059 let secp_ctx = Secp256k1::new();
2060 let unsigned_announcement = UnsignedChannelAnnouncement {
2061 features: channelmanager::provided_channel_features(&UserConfig::default()),
2062 chain_hash: genesis_hash,
2064 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2065 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2066 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2067 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2068 excess_data: Vec::new(),
2070 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2071 let signed_announcement = ChannelAnnouncement {
2072 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2073 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2074 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2075 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2076 contents: unsigned_announcement,
2078 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2079 network_graph.update_channel_from_announcement(
2080 &signed_announcement, &chain_source).unwrap();
2081 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2082 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2086 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2087 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2089 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2090 let secp_ctx = Secp256k1::new();
2091 let unsigned_update = UnsignedChannelUpdate {
2092 chain_hash: genesis_hash,
2096 cltv_expiry_delta: 18,
2097 htlc_minimum_msat: 0,
2100 fee_proportional_millionths: 0,
2101 excess_data: Vec::new(),
2103 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2104 let signed_update = ChannelUpdate {
2105 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2106 contents: unsigned_update,
2108 network_graph.update_channel(&signed_update).unwrap();
2111 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2112 let config = UserConfig::default();
2115 node_features: channelmanager::provided_node_features(&config),
2117 channel_features: channelmanager::provided_channel_features(&config),
2119 cltv_expiry_delta: 18,
2123 fn payment_path_for_amount(amount_msat: u64) -> Path {
2126 path_hop(source_pubkey(), 41, 1),
2127 path_hop(target_pubkey(), 42, 2),
2128 path_hop(recipient_pubkey(), 43, amount_msat),
2129 ], blinded_tail: None,
2134 fn liquidity_bounds_directed_from_lowest_node_id() {
2135 let logger = TestLogger::new();
2136 let last_updated = SinceEpoch::now();
2137 let network_graph = network_graph(&logger);
2138 let decay_params = ProbabilisticScoringDecayParameters::default();
2139 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2142 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2143 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2144 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2148 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2149 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2150 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2152 let source = source_node_id();
2153 let target = target_node_id();
2154 let recipient = recipient_node_id();
2155 assert!(source > target);
2156 assert!(target < recipient);
2158 // Update minimum liquidity.
2160 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2161 .as_directed(&source, &target, 0, 1_000, decay_params);
2162 assert_eq!(liquidity.min_liquidity_msat(), 100);
2163 assert_eq!(liquidity.max_liquidity_msat(), 300);
2165 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2166 .as_directed(&target, &source, 0, 1_000, decay_params);
2167 assert_eq!(liquidity.min_liquidity_msat(), 700);
2168 assert_eq!(liquidity.max_liquidity_msat(), 900);
2170 scorer.channel_liquidities.get_mut(&42).unwrap()
2171 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2172 .set_min_liquidity_msat(200);
2174 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2175 .as_directed(&source, &target, 0, 1_000, decay_params);
2176 assert_eq!(liquidity.min_liquidity_msat(), 200);
2177 assert_eq!(liquidity.max_liquidity_msat(), 300);
2179 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2180 .as_directed(&target, &source, 0, 1_000, decay_params);
2181 assert_eq!(liquidity.min_liquidity_msat(), 700);
2182 assert_eq!(liquidity.max_liquidity_msat(), 800);
2184 // Update maximum liquidity.
2186 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2187 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2188 assert_eq!(liquidity.min_liquidity_msat(), 700);
2189 assert_eq!(liquidity.max_liquidity_msat(), 900);
2191 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2192 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2193 assert_eq!(liquidity.min_liquidity_msat(), 100);
2194 assert_eq!(liquidity.max_liquidity_msat(), 300);
2196 scorer.channel_liquidities.get_mut(&43).unwrap()
2197 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2198 .set_max_liquidity_msat(200);
2200 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2201 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2202 assert_eq!(liquidity.min_liquidity_msat(), 0);
2203 assert_eq!(liquidity.max_liquidity_msat(), 200);
2205 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2206 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2207 assert_eq!(liquidity.min_liquidity_msat(), 800);
2208 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2212 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2213 let logger = TestLogger::new();
2214 let last_updated = SinceEpoch::now();
2215 let network_graph = network_graph(&logger);
2216 let decay_params = ProbabilisticScoringDecayParameters::default();
2217 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2220 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2221 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2222 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2224 let source = source_node_id();
2225 let target = target_node_id();
2226 assert!(source > target);
2228 // Check initial bounds.
2229 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2230 .as_directed(&source, &target, 0, 1_000, decay_params);
2231 assert_eq!(liquidity.min_liquidity_msat(), 400);
2232 assert_eq!(liquidity.max_liquidity_msat(), 800);
2234 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2235 .as_directed(&target, &source, 0, 1_000, decay_params);
2236 assert_eq!(liquidity.min_liquidity_msat(), 200);
2237 assert_eq!(liquidity.max_liquidity_msat(), 600);
2239 // Reset from source to target.
2240 scorer.channel_liquidities.get_mut(&42).unwrap()
2241 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2242 .set_min_liquidity_msat(900);
2244 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2245 .as_directed(&source, &target, 0, 1_000, decay_params);
2246 assert_eq!(liquidity.min_liquidity_msat(), 900);
2247 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2249 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2250 .as_directed(&target, &source, 0, 1_000, decay_params);
2251 assert_eq!(liquidity.min_liquidity_msat(), 0);
2252 assert_eq!(liquidity.max_liquidity_msat(), 100);
2254 // Reset from target to source.
2255 scorer.channel_liquidities.get_mut(&42).unwrap()
2256 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2257 .set_min_liquidity_msat(400);
2259 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2260 .as_directed(&source, &target, 0, 1_000, decay_params);
2261 assert_eq!(liquidity.min_liquidity_msat(), 0);
2262 assert_eq!(liquidity.max_liquidity_msat(), 600);
2264 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2265 .as_directed(&target, &source, 0, 1_000, decay_params);
2266 assert_eq!(liquidity.min_liquidity_msat(), 400);
2267 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2271 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2272 let logger = TestLogger::new();
2273 let last_updated = SinceEpoch::now();
2274 let network_graph = network_graph(&logger);
2275 let decay_params = ProbabilisticScoringDecayParameters::default();
2276 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2279 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2280 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2281 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2283 let source = source_node_id();
2284 let target = target_node_id();
2285 assert!(source > target);
2287 // Check initial bounds.
2288 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2289 .as_directed(&source, &target, 0, 1_000, decay_params);
2290 assert_eq!(liquidity.min_liquidity_msat(), 400);
2291 assert_eq!(liquidity.max_liquidity_msat(), 800);
2293 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2294 .as_directed(&target, &source, 0, 1_000, decay_params);
2295 assert_eq!(liquidity.min_liquidity_msat(), 200);
2296 assert_eq!(liquidity.max_liquidity_msat(), 600);
2298 // Reset from source to target.
2299 scorer.channel_liquidities.get_mut(&42).unwrap()
2300 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2301 .set_max_liquidity_msat(300);
2303 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2304 .as_directed(&source, &target, 0, 1_000, decay_params);
2305 assert_eq!(liquidity.min_liquidity_msat(), 0);
2306 assert_eq!(liquidity.max_liquidity_msat(), 300);
2308 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2309 .as_directed(&target, &source, 0, 1_000, decay_params);
2310 assert_eq!(liquidity.min_liquidity_msat(), 700);
2311 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2313 // Reset from target to source.
2314 scorer.channel_liquidities.get_mut(&42).unwrap()
2315 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2316 .set_max_liquidity_msat(600);
2318 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2319 .as_directed(&source, &target, 0, 1_000, decay_params);
2320 assert_eq!(liquidity.min_liquidity_msat(), 400);
2321 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2323 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2324 .as_directed(&target, &source, 0, 1_000, decay_params);
2325 assert_eq!(liquidity.min_liquidity_msat(), 0);
2326 assert_eq!(liquidity.max_liquidity_msat(), 600);
2330 fn increased_penalty_nearing_liquidity_upper_bound() {
2331 let logger = TestLogger::new();
2332 let network_graph = network_graph(&logger);
2333 let params = ProbabilisticScoringFeeParameters {
2334 liquidity_penalty_multiplier_msat: 1_000,
2335 ..ProbabilisticScoringFeeParameters::zero_penalty()
2337 let decay_params = ProbabilisticScoringDecayParameters::default();
2338 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2339 let source = source_node_id();
2340 let target = target_node_id();
2342 let usage = ChannelUsage {
2344 inflight_htlc_msat: 0,
2345 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2347 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2348 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2349 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2350 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2351 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2352 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2353 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2355 let usage = ChannelUsage {
2357 inflight_htlc_msat: 0,
2358 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2360 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2361 let usage = ChannelUsage { amount_msat: 256, ..usage };
2362 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2363 let usage = ChannelUsage { amount_msat: 374, ..usage };
2364 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2365 let usage = ChannelUsage { amount_msat: 512, ..usage };
2366 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2367 let usage = ChannelUsage { amount_msat: 640, ..usage };
2368 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2369 let usage = ChannelUsage { amount_msat: 768, ..usage };
2370 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2371 let usage = ChannelUsage { amount_msat: 896, ..usage };
2372 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2376 fn constant_penalty_outside_liquidity_bounds() {
2377 let logger = TestLogger::new();
2378 let last_updated = SinceEpoch::now();
2379 let network_graph = network_graph(&logger);
2380 let params = ProbabilisticScoringFeeParameters {
2381 liquidity_penalty_multiplier_msat: 1_000,
2382 considered_impossible_penalty_msat: u64::max_value(),
2383 ..ProbabilisticScoringFeeParameters::zero_penalty()
2385 let decay_params = ProbabilisticScoringDecayParameters {
2386 ..ProbabilisticScoringDecayParameters::zero_penalty()
2388 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2391 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2392 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2393 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2395 let source = source_node_id();
2396 let target = target_node_id();
2398 let usage = ChannelUsage {
2400 inflight_htlc_msat: 0,
2401 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2403 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2404 let usage = ChannelUsage { amount_msat: 50, ..usage };
2405 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2406 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2407 let usage = ChannelUsage { amount_msat: 61, ..usage };
2408 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2412 fn does_not_further_penalize_own_channel() {
2413 let logger = TestLogger::new();
2414 let network_graph = network_graph(&logger);
2415 let params = ProbabilisticScoringFeeParameters {
2416 liquidity_penalty_multiplier_msat: 1_000,
2417 ..ProbabilisticScoringFeeParameters::zero_penalty()
2419 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2420 let sender = sender_node_id();
2421 let source = source_node_id();
2422 let usage = ChannelUsage {
2424 inflight_htlc_msat: 0,
2425 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2427 let failed_path = payment_path_for_amount(500);
2428 let successful_path = payment_path_for_amount(200);
2430 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2432 scorer.payment_path_failed(&failed_path, 41);
2433 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2435 scorer.payment_path_successful(&successful_path);
2436 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2440 fn sets_liquidity_lower_bound_on_downstream_failure() {
2441 let logger = TestLogger::new();
2442 let network_graph = network_graph(&logger);
2443 let params = ProbabilisticScoringFeeParameters {
2444 liquidity_penalty_multiplier_msat: 1_000,
2445 ..ProbabilisticScoringFeeParameters::zero_penalty()
2447 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2448 let source = source_node_id();
2449 let target = target_node_id();
2450 let path = payment_path_for_amount(500);
2452 let usage = ChannelUsage {
2454 inflight_htlc_msat: 0,
2455 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2458 let usage = ChannelUsage { amount_msat: 500, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2460 let usage = ChannelUsage { amount_msat: 750, ..usage };
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2463 scorer.payment_path_failed(&path, 43);
2465 let usage = ChannelUsage { amount_msat: 250, ..usage };
2466 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2467 let usage = ChannelUsage { amount_msat: 500, ..usage };
2468 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2469 let usage = ChannelUsage { amount_msat: 750, ..usage };
2470 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2474 fn sets_liquidity_upper_bound_on_failure() {
2475 let logger = TestLogger::new();
2476 let network_graph = network_graph(&logger);
2477 let params = ProbabilisticScoringFeeParameters {
2478 liquidity_penalty_multiplier_msat: 1_000,
2479 considered_impossible_penalty_msat: u64::max_value(),
2480 ..ProbabilisticScoringFeeParameters::zero_penalty()
2482 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2483 let source = source_node_id();
2484 let target = target_node_id();
2485 let path = payment_path_for_amount(500);
2487 let usage = ChannelUsage {
2489 inflight_htlc_msat: 0,
2490 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2492 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2493 let usage = ChannelUsage { amount_msat: 500, ..usage };
2494 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2495 let usage = ChannelUsage { amount_msat: 750, ..usage };
2496 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2498 scorer.payment_path_failed(&path, 42);
2500 let usage = ChannelUsage { amount_msat: 250, ..usage };
2501 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2502 let usage = ChannelUsage { amount_msat: 500, ..usage };
2503 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2504 let usage = ChannelUsage { amount_msat: 750, ..usage };
2505 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2509 fn ignores_channels_after_removed_failed_channel() {
2510 // Previously, if we'd tried to send over a channel which was removed from the network
2511 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2512 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2513 // channels in the route, even ones which they payment never reached. This tests to ensure
2514 // we do not score such channels.
2515 let secp_ctx = Secp256k1::new();
2516 let logger = TestLogger::new();
2517 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2518 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2519 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2520 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2521 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2522 add_channel(&mut network_graph, 42, secret_a, secret_b);
2523 // Don't add the channel from B -> C.
2524 add_channel(&mut network_graph, 44, secret_c, secret_d);
2526 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2527 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2528 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2529 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2532 path_hop(pub_b, 42, 1),
2533 path_hop(pub_c, 43, 2),
2534 path_hop(pub_d, 44, 100),
2537 let node_a = NodeId::from_pubkey(&pub_a);
2538 let node_b = NodeId::from_pubkey(&pub_b);
2539 let node_c = NodeId::from_pubkey(&pub_c);
2540 let node_d = NodeId::from_pubkey(&pub_d);
2542 let params = ProbabilisticScoringFeeParameters {
2543 liquidity_penalty_multiplier_msat: 1_000,
2544 ..ProbabilisticScoringFeeParameters::zero_penalty()
2546 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2548 let usage = ChannelUsage {
2550 inflight_htlc_msat: 0,
2551 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2553 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2554 // Note that a default liquidity bound is used for B -> C as no channel exists
2555 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2556 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2558 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2560 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2561 // Note that a default liquidity bound is used for B -> C as no channel exists
2562 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2563 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2567 fn reduces_liquidity_upper_bound_along_path_on_success() {
2568 let logger = TestLogger::new();
2569 let network_graph = network_graph(&logger);
2570 let params = ProbabilisticScoringFeeParameters {
2571 liquidity_penalty_multiplier_msat: 1_000,
2572 ..ProbabilisticScoringFeeParameters::zero_penalty()
2574 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2575 let sender = sender_node_id();
2576 let source = source_node_id();
2577 let target = target_node_id();
2578 let recipient = recipient_node_id();
2579 let usage = ChannelUsage {
2581 inflight_htlc_msat: 0,
2582 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2585 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2586 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2587 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2589 scorer.payment_path_successful(&payment_path_for_amount(500));
2591 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2592 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2593 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2597 fn decays_liquidity_bounds_over_time() {
2598 let logger = TestLogger::new();
2599 let network_graph = network_graph(&logger);
2600 let params = ProbabilisticScoringFeeParameters {
2601 liquidity_penalty_multiplier_msat: 1_000,
2602 considered_impossible_penalty_msat: u64::max_value(),
2603 ..ProbabilisticScoringFeeParameters::zero_penalty()
2605 let decay_params = ProbabilisticScoringDecayParameters {
2606 liquidity_offset_half_life: Duration::from_secs(10),
2607 ..ProbabilisticScoringDecayParameters::zero_penalty()
2609 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2610 let source = source_node_id();
2611 let target = target_node_id();
2613 let usage = ChannelUsage {
2615 inflight_htlc_msat: 0,
2616 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2618 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2619 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2620 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2622 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2623 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2625 // Initial penalties
2626 let usage = ChannelUsage { amount_msat: 128, ..usage };
2627 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2628 let usage = ChannelUsage { amount_msat: 256, ..usage };
2629 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2630 let usage = ChannelUsage { amount_msat: 768, ..usage };
2631 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2632 let usage = ChannelUsage { amount_msat: 896, ..usage };
2633 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2636 SinceEpoch::advance(Duration::from_secs(4));
2637 let usage = ChannelUsage { amount_msat: 128, ..usage };
2638 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2639 let usage = ChannelUsage { amount_msat: 256, ..usage };
2640 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2641 let usage = ChannelUsage { amount_msat: 768, ..usage };
2642 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2643 let usage = ChannelUsage { amount_msat: 896, ..usage };
2644 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2646 // Half decay (i.e., three-quarter life)
2647 SinceEpoch::advance(Duration::from_secs(1));
2648 let usage = ChannelUsage { amount_msat: 128, ..usage };
2649 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2650 let usage = ChannelUsage { amount_msat: 256, ..usage };
2651 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2652 let usage = ChannelUsage { amount_msat: 768, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2654 let usage = ChannelUsage { amount_msat: 896, ..usage };
2655 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2657 // One decay (i.e., half life)
2658 SinceEpoch::advance(Duration::from_secs(5));
2659 let usage = ChannelUsage { amount_msat: 64, ..usage };
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2661 let usage = ChannelUsage { amount_msat: 128, ..usage };
2662 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2663 let usage = ChannelUsage { amount_msat: 896, ..usage };
2664 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2665 let usage = ChannelUsage { amount_msat: 960, ..usage };
2666 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2668 // Fully decay liquidity lower bound.
2669 SinceEpoch::advance(Duration::from_secs(10 * 7));
2670 let usage = ChannelUsage { amount_msat: 0, ..usage };
2671 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2672 let usage = ChannelUsage { amount_msat: 1, ..usage };
2673 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2674 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2675 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2676 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2677 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2679 // Fully decay liquidity upper bound.
2680 SinceEpoch::advance(Duration::from_secs(10));
2681 let usage = ChannelUsage { amount_msat: 0, ..usage };
2682 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2683 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2684 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2686 SinceEpoch::advance(Duration::from_secs(10));
2687 let usage = ChannelUsage { amount_msat: 0, ..usage };
2688 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2689 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2690 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2694 fn decays_liquidity_bounds_without_shift_overflow() {
2695 let logger = TestLogger::new();
2696 let network_graph = network_graph(&logger);
2697 let params = ProbabilisticScoringFeeParameters {
2698 liquidity_penalty_multiplier_msat: 1_000,
2699 ..ProbabilisticScoringFeeParameters::zero_penalty()
2701 let decay_params = ProbabilisticScoringDecayParameters {
2702 liquidity_offset_half_life: Duration::from_secs(10),
2703 ..ProbabilisticScoringDecayParameters::default()
2705 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2706 let source = source_node_id();
2707 let target = target_node_id();
2708 let usage = ChannelUsage {
2710 inflight_htlc_msat: 0,
2711 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2713 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2715 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2716 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2718 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2719 // would cause an overflow.
2720 SinceEpoch::advance(Duration::from_secs(10 * 64));
2721 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2723 SinceEpoch::advance(Duration::from_secs(10));
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2728 fn restricts_liquidity_bounds_after_decay() {
2729 let logger = TestLogger::new();
2730 let network_graph = network_graph(&logger);
2731 let params = ProbabilisticScoringFeeParameters {
2732 liquidity_penalty_multiplier_msat: 1_000,
2733 ..ProbabilisticScoringFeeParameters::zero_penalty()
2735 let decay_params = ProbabilisticScoringDecayParameters {
2736 liquidity_offset_half_life: Duration::from_secs(10),
2737 ..ProbabilisticScoringDecayParameters::default()
2739 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2740 let source = source_node_id();
2741 let target = target_node_id();
2742 let usage = ChannelUsage {
2744 inflight_htlc_msat: 0,
2745 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2748 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2750 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2751 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2752 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2753 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2755 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2756 SinceEpoch::advance(Duration::from_secs(10));
2757 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2759 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2760 // is closer to the upper bound, meaning a higher penalty.
2761 scorer.payment_path_successful(&payment_path_for_amount(64));
2762 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2764 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2765 // is closer to the lower bound, meaning a lower penalty.
2766 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2767 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2769 // Further decaying affects the lower bound more than the upper bound (128, 928).
2770 SinceEpoch::advance(Duration::from_secs(10));
2771 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2775 fn restores_persisted_liquidity_bounds() {
2776 let logger = TestLogger::new();
2777 let network_graph = network_graph(&logger);
2778 let params = ProbabilisticScoringFeeParameters {
2779 liquidity_penalty_multiplier_msat: 1_000,
2780 considered_impossible_penalty_msat: u64::max_value(),
2781 ..ProbabilisticScoringFeeParameters::zero_penalty()
2783 let decay_params = ProbabilisticScoringDecayParameters {
2784 liquidity_offset_half_life: Duration::from_secs(10),
2785 ..ProbabilisticScoringDecayParameters::default()
2787 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2788 let source = source_node_id();
2789 let target = target_node_id();
2790 let usage = ChannelUsage {
2792 inflight_htlc_msat: 0,
2793 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2796 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2797 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2799 SinceEpoch::advance(Duration::from_secs(10));
2800 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2802 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2803 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2805 let mut serialized_scorer = Vec::new();
2806 scorer.write(&mut serialized_scorer).unwrap();
2808 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2809 let deserialized_scorer =
2810 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2811 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2815 fn decays_persisted_liquidity_bounds() {
2816 let logger = TestLogger::new();
2817 let network_graph = network_graph(&logger);
2818 let params = ProbabilisticScoringFeeParameters {
2819 liquidity_penalty_multiplier_msat: 1_000,
2820 considered_impossible_penalty_msat: u64::max_value(),
2821 ..ProbabilisticScoringFeeParameters::zero_penalty()
2823 let decay_params = ProbabilisticScoringDecayParameters {
2824 liquidity_offset_half_life: Duration::from_secs(10),
2825 ..ProbabilisticScoringDecayParameters::zero_penalty()
2827 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2828 let source = source_node_id();
2829 let target = target_node_id();
2830 let usage = ChannelUsage {
2832 inflight_htlc_msat: 0,
2833 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2836 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2837 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2839 let mut serialized_scorer = Vec::new();
2840 scorer.write(&mut serialized_scorer).unwrap();
2842 SinceEpoch::advance(Duration::from_secs(10));
2844 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2845 let deserialized_scorer =
2846 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2847 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2849 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2850 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2852 SinceEpoch::advance(Duration::from_secs(10));
2853 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2857 fn scores_realistic_payments() {
2858 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2859 // 50k sat reserve).
2860 let logger = TestLogger::new();
2861 let network_graph = network_graph(&logger);
2862 let params = ProbabilisticScoringFeeParameters::default();
2863 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2864 let source = source_node_id();
2865 let target = target_node_id();
2867 let usage = ChannelUsage {
2868 amount_msat: 100_000_000,
2869 inflight_htlc_msat: 0,
2870 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2872 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2873 let usage = ChannelUsage {
2874 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2876 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2877 let usage = ChannelUsage {
2878 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2880 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2881 let usage = ChannelUsage {
2882 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2884 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2885 let usage = ChannelUsage {
2886 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2888 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2889 let usage = ChannelUsage {
2890 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2892 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2893 let usage = ChannelUsage {
2894 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2896 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2897 let usage = ChannelUsage {
2898 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2900 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2901 let usage = ChannelUsage {
2902 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2904 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2905 let usage = ChannelUsage {
2906 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2908 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2909 let usage = ChannelUsage {
2910 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2912 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2916 fn adds_base_penalty_to_liquidity_penalty() {
2917 let logger = TestLogger::new();
2918 let network_graph = network_graph(&logger);
2919 let source = source_node_id();
2920 let target = target_node_id();
2921 let usage = ChannelUsage {
2923 inflight_htlc_msat: 0,
2924 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2927 let params = ProbabilisticScoringFeeParameters {
2928 liquidity_penalty_multiplier_msat: 1_000,
2929 ..ProbabilisticScoringFeeParameters::zero_penalty()
2931 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2932 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2934 let params = ProbabilisticScoringFeeParameters {
2935 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2936 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2938 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2939 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2941 let params = ProbabilisticScoringFeeParameters {
2942 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2943 base_penalty_amount_multiplier_msat: (1 << 30),
2944 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2947 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2948 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2952 fn adds_amount_penalty_to_liquidity_penalty() {
2953 let logger = TestLogger::new();
2954 let network_graph = network_graph(&logger);
2955 let source = source_node_id();
2956 let target = target_node_id();
2957 let usage = ChannelUsage {
2958 amount_msat: 512_000,
2959 inflight_htlc_msat: 0,
2960 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2963 let params = ProbabilisticScoringFeeParameters {
2964 liquidity_penalty_multiplier_msat: 1_000,
2965 liquidity_penalty_amount_multiplier_msat: 0,
2966 ..ProbabilisticScoringFeeParameters::zero_penalty()
2968 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2969 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2971 let params = ProbabilisticScoringFeeParameters {
2972 liquidity_penalty_multiplier_msat: 1_000,
2973 liquidity_penalty_amount_multiplier_msat: 256,
2974 ..ProbabilisticScoringFeeParameters::zero_penalty()
2976 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2977 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2981 fn calculates_log10_without_overflowing_u64_max_value() {
2982 let logger = TestLogger::new();
2983 let network_graph = network_graph(&logger);
2984 let source = source_node_id();
2985 let target = target_node_id();
2986 let usage = ChannelUsage {
2987 amount_msat: u64::max_value(),
2988 inflight_htlc_msat: 0,
2989 effective_capacity: EffectiveCapacity::Infinite,
2992 let params = ProbabilisticScoringFeeParameters {
2993 liquidity_penalty_multiplier_msat: 40_000,
2994 ..ProbabilisticScoringFeeParameters::zero_penalty()
2996 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2997 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2998 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
3002 fn accounts_for_inflight_htlc_usage() {
3003 let logger = TestLogger::new();
3004 let network_graph = network_graph(&logger);
3005 let params = ProbabilisticScoringFeeParameters {
3006 considered_impossible_penalty_msat: u64::max_value(),
3007 ..ProbabilisticScoringFeeParameters::zero_penalty()
3009 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3010 let source = source_node_id();
3011 let target = target_node_id();
3013 let usage = ChannelUsage {
3015 inflight_htlc_msat: 0,
3016 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3018 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3020 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3021 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3025 fn removes_uncertainity_when_exact_liquidity_known() {
3026 let logger = TestLogger::new();
3027 let network_graph = network_graph(&logger);
3028 let params = ProbabilisticScoringFeeParameters::default();
3029 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3030 let source = source_node_id();
3031 let target = target_node_id();
3033 let base_penalty_msat = params.base_penalty_msat;
3034 let usage = ChannelUsage {
3036 inflight_htlc_msat: 0,
3037 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3039 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3041 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3042 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3044 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3045 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3049 fn remembers_historical_failures() {
3050 let logger = TestLogger::new();
3051 let network_graph = network_graph(&logger);
3052 let params = ProbabilisticScoringFeeParameters {
3053 historical_liquidity_penalty_multiplier_msat: 1024,
3054 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3055 ..ProbabilisticScoringFeeParameters::zero_penalty()
3057 let decay_params = ProbabilisticScoringDecayParameters {
3058 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3059 historical_no_updates_half_life: Duration::from_secs(10),
3061 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3062 let source = source_node_id();
3063 let target = target_node_id();
3065 let usage = ChannelUsage {
3067 inflight_htlc_msat: 0,
3068 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3070 let usage_1 = ChannelUsage {
3072 inflight_htlc_msat: 0,
3073 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3076 // With no historical data the normal liquidity penalty calculation is used.
3077 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3078 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3080 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3083 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3084 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3085 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 128);
3086 // The "it failed" increment is 32, where the probability should lie several buckets into
3087 // the first octile.
3088 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3089 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],
3090 [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])));
3091 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1)
3093 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3096 // Even after we tell the scorer we definitely have enough available liquidity, it will
3097 // still remember that there was some failure in the past, and assign a non-0 penalty.
3098 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3099 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 32);
3100 // The first points should be decayed just slightly and the last bucket has a new point.
3101 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3102 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],
3103 [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])));
3105 // The exact success probability is a bit complicated and involves integer rounding, so we
3106 // simply check bounds here.
3107 let five_hundred_prob =
3108 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
3109 assert!(five_hundred_prob > 0.66);
3110 assert!(five_hundred_prob < 0.68);
3112 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3113 assert!(one_prob < 1.0);
3114 assert!(one_prob > 0.95);
3116 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3117 // gone), and check that we're back to where we started.
3118 SinceEpoch::advance(Duration::from_secs(10 * 16));
3119 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3120 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3121 // data entirely instead.
3122 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3124 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3126 let mut usage = ChannelUsage {
3128 inflight_htlc_msat: 1024,
3129 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3131 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3133 usage.inflight_htlc_msat = 0;
3134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3136 let usage = ChannelUsage {
3138 inflight_htlc_msat: 0,
3139 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3141 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3143 // Advance to decay all liquidity offsets to zero.
3144 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3146 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3147 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3149 path_hop(target_pubkey(), 43, 2),
3150 path_hop(source_pubkey(), 42, 1),
3151 path_hop(sender_pubkey(), 41, 0),
3153 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3157 fn adds_anti_probing_penalty() {
3158 let logger = TestLogger::new();
3159 let network_graph = network_graph(&logger);
3160 let source = source_node_id();
3161 let target = target_node_id();
3162 let params = ProbabilisticScoringFeeParameters {
3163 anti_probing_penalty_msat: 500,
3164 ..ProbabilisticScoringFeeParameters::zero_penalty()
3166 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3168 // Check we receive no penalty for a low htlc_maximum_msat.
3169 let usage = ChannelUsage {
3170 amount_msat: 512_000,
3171 inflight_htlc_msat: 0,
3172 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3174 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3176 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3177 let usage = ChannelUsage {
3178 amount_msat: 512_000,
3179 inflight_htlc_msat: 0,
3180 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3182 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3184 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3185 let usage = ChannelUsage {
3186 amount_msat: 512_000,
3187 inflight_htlc_msat: 0,
3188 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3190 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3192 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3193 let usage = ChannelUsage {
3194 amount_msat: 512_000,
3195 inflight_htlc_msat: 0,
3196 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3198 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3202 fn scores_with_blinded_path() {
3203 // Make sure we'll account for a blinded path's final_value_msat in scoring
3204 let logger = TestLogger::new();
3205 let network_graph = network_graph(&logger);
3206 let params = ProbabilisticScoringFeeParameters {
3207 liquidity_penalty_multiplier_msat: 1_000,
3208 ..ProbabilisticScoringFeeParameters::zero_penalty()
3210 let decay_params = ProbabilisticScoringDecayParameters::default();
3211 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3212 let source = source_node_id();
3213 let target = target_node_id();
3214 let usage = ChannelUsage {
3216 inflight_htlc_msat: 0,
3217 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3219 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3221 let mut path = payment_path_for_amount(768);
3222 let recipient_hop = path.hops.pop().unwrap();
3223 let blinded_path = BlindedPath {
3224 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3225 blinding_point: test_utils::pubkey(42),
3227 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3230 path.blinded_tail = Some(BlindedTail {
3231 hops: blinded_path.blinded_hops,
3232 blinding_point: blinded_path.blinding_point,
3233 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3234 final_value_msat: recipient_hop.fee_msat,
3237 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3238 // final value is taken into account.
3239 assert!(scorer.channel_liquidities.get(&42).is_none());
3241 scorer.payment_path_failed(&path, 42);
3242 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3243 scorer.payment_path_failed(&path, 43);
3245 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3246 .as_directed(&source, &target, 0, 1_000, decay_params);
3247 assert_eq!(liquidity.min_liquidity_msat(), 256);
3248 assert_eq!(liquidity.max_liquidity_msat(), 768);
3252 fn realistic_historical_failures() {
3253 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3254 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3256 let logger = TestLogger::new();
3257 let mut network_graph = network_graph(&logger);
3258 let params = ProbabilisticScoringFeeParameters {
3259 historical_liquidity_penalty_multiplier_msat: 1024,
3260 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3261 ..ProbabilisticScoringFeeParameters::zero_penalty()
3263 let decay_params = ProbabilisticScoringDecayParameters {
3264 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3265 historical_no_updates_half_life: Duration::from_secs(10),
3266 ..ProbabilisticScoringDecayParameters::default()
3269 let capacity_msat = 100_000_000_000;
3270 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3271 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3273 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3274 let source = source_node_id();
3275 let target = target_node_id();
3277 let mut amount_msat = 10_000_000;
3278 let usage = ChannelUsage {
3280 inflight_htlc_msat: 0,
3281 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3283 // With no historical data the normal liquidity penalty calculation is used, which in this
3284 // case is diminuitively low.
3285 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3286 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3288 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3291 // Fail to pay once, and then check the buckets and penalty.
3292 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3293 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3294 // same bucket which is the only maximum datapoint.
3295 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3296 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3297 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3298 // 6k sats and 12k sats).
3299 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3300 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],
3301 [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])));
3302 // The success probability estimate itself should be zero.
3303 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3306 // Now test again with the amount in the bottom bucket.
3308 // The new amount is entirely within the only minimum bucket with score, so the probability
3309 // we assign is 1/2.
3310 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3313 // ...but once we see a failure, we consider the payment to be substantially less likely,
3314 // even though not a probability of zero as we still look at the second max bucket which
3316 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3317 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3318 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],
3319 [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])));
3320 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),