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 [`ScoreLookUp`] 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, CandidateRouteHop};
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, Ref};
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, RwLock, RwLockReadGuard, RwLockWriteGuard};
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 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
855 let graph = self.network_graph.read_only();
856 for (scid, liq) in self.channel_liquidities.iter() {
857 if let Some(chan_debug) = graph.channels().get(scid) {
858 let log_direction = |source, target| {
859 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
860 let amt = directed_info.effective_capacity().as_msat();
861 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
863 let (min_buckets, max_buckets) = dir_liq.liquidity_history
864 .get_decayed_buckets(now, *dir_liq.offset_history_last_updated,
865 self.decay_params.historical_no_updates_half_life)
866 .unwrap_or(([0; 32], [0; 32]));
868 log_debug!(self.logger, core::concat!(
869 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
870 "\tHistorical min liquidity bucket relative probabilities:\n",
871 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
872 "\tHistorical max liquidity bucket relative probabilities:\n",
873 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
874 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
875 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
876 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
877 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
878 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
879 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
880 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
881 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
882 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
883 // Note that the liquidity buckets are an offset from the edge, so we
884 // inverse the max order to get the probabilities from zero.
885 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
886 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
887 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
888 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
889 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
890 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
891 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
892 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
894 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
898 log_direction(&chan_debug.node_one, &chan_debug.node_two);
899 log_direction(&chan_debug.node_two, &chan_debug.node_one);
901 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
906 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
907 /// channel with `scid` towards the given `target` node.
908 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
909 let graph = self.network_graph.read_only();
911 if let Some(chan) = graph.channels().get(&scid) {
912 if let Some(liq) = self.channel_liquidities.get(&scid) {
913 if let Some((directed_info, source)) = chan.as_directed_to(target) {
914 let amt = directed_info.effective_capacity().as_msat();
915 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
916 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
923 /// Query the historical estimated minimum and maximum liquidity available for sending a
924 /// payment over the channel with `scid` towards the given `target` node.
926 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
927 /// the second set describes the upper-bound liquidity history. Each bucket describes the
928 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
929 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
930 /// more recent data points are weighted more heavily than older datapoints.
932 /// Note that the range of each bucket varies by its location to provide more granular results
933 /// at the edges of a channel's capacity, where it is more likely to sit.
935 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
936 /// is calculated by dividing that bucket's value with the total value of all buckets.
938 /// For example, using a lower bucket count for illustrative purposes, a value of
939 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
940 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
941 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
942 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
944 /// Because the datapoints are decayed slowly over time, values will eventually return to
945 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
947 /// In order to fetch a single success probability from the buckets provided here, as used in
948 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
949 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
950 -> Option<([u16; 32], [u16; 32])> {
951 let graph = self.network_graph.read_only();
953 if let Some(chan) = graph.channels().get(&scid) {
954 if let Some(liq) = self.channel_liquidities.get(&scid) {
955 if let Some((directed_info, source)) = chan.as_directed_to(target) {
956 let amt = directed_info.effective_capacity().as_msat();
957 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
959 let (min_buckets, mut max_buckets) =
960 dir_liq.liquidity_history.get_decayed_buckets(
961 dir_liq.now, *dir_liq.offset_history_last_updated,
962 self.decay_params.historical_no_updates_half_life
965 // Note that the liquidity buckets are an offset from the edge, so we inverse
966 // the max order to get the probabilities from zero.
967 max_buckets.reverse();
968 return Some((min_buckets, max_buckets));
975 /// Query the probability of payment success sending the given `amount_msat` over the channel
976 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
979 /// These are the same bounds as returned by
980 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
981 /// [`Self::estimated_channel_liquidity_range`]).
982 pub fn historical_estimated_payment_success_probability(
983 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
985 let graph = self.network_graph.read_only();
987 if let Some(chan) = graph.channels().get(&scid) {
988 if let Some(liq) = self.channel_liquidities.get(&scid) {
989 if let Some((directed_info, source)) = chan.as_directed_to(target) {
990 let capacity_msat = directed_info.effective_capacity().as_msat();
991 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
993 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
994 dir_liq.now, *dir_liq.offset_history_last_updated,
995 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
997 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
1005 impl<T: Time> ChannelLiquidity<T> {
1009 min_liquidity_offset_msat: 0,
1010 max_liquidity_offset_msat: 0,
1011 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1012 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1013 last_updated: T::now(),
1014 offset_history_last_updated: T::now(),
1018 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1019 /// `capacity_msat`.
1021 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1022 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1023 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1024 if source < target {
1025 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1026 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1028 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1029 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1032 DirectedChannelLiquidity {
1033 min_liquidity_offset_msat,
1034 max_liquidity_offset_msat,
1035 liquidity_history: HistoricalMinMaxBuckets {
1036 min_liquidity_offset_history,
1037 max_liquidity_offset_history,
1040 last_updated: &self.last_updated,
1041 offset_history_last_updated: &self.offset_history_last_updated,
1043 decay_params: decay_params,
1047 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1048 /// `capacity_msat`.
1050 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1051 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1052 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1053 if source < target {
1054 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1055 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1057 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1058 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1061 DirectedChannelLiquidity {
1062 min_liquidity_offset_msat,
1063 max_liquidity_offset_msat,
1064 liquidity_history: HistoricalMinMaxBuckets {
1065 min_liquidity_offset_history,
1066 max_liquidity_offset_history,
1069 last_updated: &mut self.last_updated,
1070 offset_history_last_updated: &mut self.offset_history_last_updated,
1072 decay_params: decay_params,
1076 fn decayed_offset(&self, offset: u64, decay_params: ProbabilisticScoringDecayParameters) -> u64 {
1077 let half_life = decay_params.liquidity_offset_half_life.as_secs();
1079 let elapsed_time = T::now().duration_since(self.last_updated).as_secs() as f64;
1080 ((offset as f64) * powf64(0.5, elapsed_time / (half_life as f64))) as u64
1087 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1089 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1091 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1092 /// ratio, as X in 1/X.
1093 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1095 /// The divisor used when computing the amount penalty.
1096 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1097 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1099 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1101 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1102 (a * a * a, b * b * b, c * c * c)
1105 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1106 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1108 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1110 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1111 /// (recently) seen an HTLC successfully complete over this channel.
1113 fn success_probability(
1114 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1115 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1117 debug_assert!(min_liquidity_msat <= amount_msat);
1118 debug_assert!(amount_msat < max_liquidity_msat);
1119 debug_assert!(max_liquidity_msat <= capacity_msat);
1121 let (numerator, mut denominator) =
1122 if params.linear_success_probability {
1123 (max_liquidity_msat - amount_msat,
1124 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1126 let capacity = capacity_msat as f64;
1127 let min = (min_liquidity_msat as f64) / capacity;
1128 let max = (max_liquidity_msat as f64) / capacity;
1129 let amount = (amount_msat as f64) / capacity;
1131 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1132 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1133 // liquidity bounds is thus the integral under the curve from the amount to maximum
1134 // estimated liquidity, divided by the same integral from the minimum to the maximum
1135 // estimated liquidity bounds.
1137 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1138 // calculate the cumulative density function between the min/max bounds trivially. Note
1139 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1140 // division of num / den.
1141 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1142 let num = max_pow - amt_pow;
1143 let den = max_pow - min_pow;
1145 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1146 // quite a large factor to get something useful (ideally in the 2^30 range).
1147 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1148 let numerator = (num * BILLIONISH) as u64 + 1;
1149 let denominator = (den * BILLIONISH) as u64 + 1;
1150 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1151 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1152 (numerator, denominator)
1155 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1156 denominator < u64::max_value() / 21
1158 // If we have no knowledge of the channel, scale probability down by ~75%
1159 // Note that we prefer to increase the denominator rather than decrease the numerator as
1160 // the denominator is more likely to be larger and thus provide greater precision. This is
1161 // mostly an overoptimization but makes a large difference in tests.
1162 denominator = denominator * 21 / 16
1165 (numerator, denominator)
1168 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1169 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1171 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1172 let available_capacity = self.capacity_msat;
1173 let max_liquidity_msat = self.max_liquidity_msat();
1174 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1176 let mut res = if amount_msat <= min_liquidity_msat {
1178 } else if amount_msat >= max_liquidity_msat {
1179 // Equivalent to hitting the else clause below with the amount equal to the effective
1180 // capacity and without any certainty on the liquidity upper bound, plus the
1181 // impossibility penalty.
1182 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1183 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1184 score_params.liquidity_penalty_multiplier_msat,
1185 score_params.liquidity_penalty_amount_multiplier_msat)
1186 .saturating_add(score_params.considered_impossible_penalty_msat)
1188 let (numerator, denominator) = success_probability(amount_msat,
1189 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1190 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1191 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1192 // don't bother trying to use the log approximation as it gets too noisy to be
1193 // particularly helpful, instead just round down to 0.
1196 let negative_log10_times_2048 =
1197 approx::negative_log10_times_2048(numerator, denominator);
1198 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1199 score_params.liquidity_penalty_multiplier_msat,
1200 score_params.liquidity_penalty_amount_multiplier_msat)
1204 if amount_msat >= available_capacity {
1205 // We're trying to send more than the capacity, use a max penalty.
1206 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1207 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1208 score_params.historical_liquidity_penalty_multiplier_msat,
1209 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1213 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1214 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1215 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1216 .calculate_success_probability_times_billion(
1217 self.now, *self.offset_history_last_updated,
1218 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1221 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1222 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1223 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1224 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1226 // If we don't have any valid points (or, once decayed, we have less than a full
1227 // point), redo the non-historical calculation with no liquidity bounds tracked and
1228 // the historical penalty multipliers.
1229 let (numerator, denominator) = success_probability(amount_msat, 0,
1230 available_capacity, available_capacity, score_params, true);
1231 let negative_log10_times_2048 =
1232 approx::negative_log10_times_2048(numerator, denominator);
1233 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1234 score_params.historical_liquidity_penalty_multiplier_msat,
1235 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1242 /// Computes the liquidity penalty from the penalty multipliers.
1244 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1245 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1247 negative_log10_times_2048 =
1248 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1250 // Upper bound the liquidity penalty to ensure some channel is selected.
1251 let liquidity_penalty_msat = negative_log10_times_2048
1252 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1253 let amount_penalty_msat = negative_log10_times_2048
1254 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1255 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1257 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1260 /// Returns the lower bound of the channel liquidity balance in this direction.
1262 fn min_liquidity_msat(&self) -> u64 {
1263 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1266 /// Returns the upper bound of the channel liquidity balance in this direction.
1268 fn max_liquidity_msat(&self) -> u64 {
1270 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1273 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1274 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1276 // Decay the offset by the appropriate number of half lives. If half of the next half
1277 // life has passed, approximate an additional three-quarter life to help smooth out the
1279 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1280 let half_decays = elapsed_time / (half_life / 2);
1281 let decays = half_decays / 2;
1282 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1283 if half_decays % 2 == 0 {
1286 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1288 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1296 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1297 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1298 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1299 let existing_max_msat = self.max_liquidity_msat();
1300 if amount_msat < existing_max_msat {
1301 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1302 self.set_max_liquidity_msat(amount_msat);
1304 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1305 chan_descr, existing_max_msat, amount_msat);
1307 self.update_history_buckets(0);
1310 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1311 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1312 let existing_min_msat = self.min_liquidity_msat();
1313 if amount_msat > existing_min_msat {
1314 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1315 self.set_min_liquidity_msat(amount_msat);
1317 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1318 chan_descr, existing_min_msat, amount_msat);
1320 self.update_history_buckets(0);
1323 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1324 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1325 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1326 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1327 self.set_max_liquidity_msat(max_liquidity_msat);
1328 self.update_history_buckets(amount_msat);
1331 /// Updates the history buckets for this channel. Because the history buckets track what we now
1332 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1333 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1334 /// represents the amount of the successful payment we just made.
1335 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1336 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1337 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1338 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1339 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1340 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1342 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1343 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1344 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1346 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1347 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1348 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1352 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1353 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1354 *self.min_liquidity_offset_msat = amount_msat;
1355 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1358 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1360 *self.last_updated = self.now;
1361 *self.offset_history_last_updated = self.now;
1364 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1365 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1366 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1367 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1370 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1372 *self.last_updated = self.now;
1373 *self.offset_history_last_updated = self.now;
1377 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1378 type ScoreParams = ProbabilisticScoringFeeParameters;
1379 fn channel_penalty_msat(
1380 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1382 let (scid, target) = match candidate {
1383 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1384 (short_channel_id, info.target())
1388 let source = candidate.source();
1389 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1393 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1394 score_params.base_penalty_amount_multiplier_msat
1395 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1397 let mut anti_probing_penalty_msat = 0;
1398 match usage.effective_capacity {
1399 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1400 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1402 if usage.amount_msat > amount_msat {
1403 return u64::max_value();
1405 return base_penalty_msat;
1408 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1409 if htlc_maximum_msat >= capacity_msat/2 {
1410 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1416 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1417 let capacity_msat = usage.effective_capacity.as_msat();
1418 self.channel_liquidities
1420 .unwrap_or(&ChannelLiquidity::new())
1421 .as_directed(&source, &target, capacity_msat, self.decay_params)
1422 .penalty_msat(amount_msat, score_params)
1423 .saturating_add(anti_probing_penalty_msat)
1424 .saturating_add(base_penalty_msat)
1428 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1429 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1430 let amount_msat = path.final_value_msat();
1431 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1432 let network_graph = self.network_graph.read_only();
1433 for (hop_idx, hop) in path.hops.iter().enumerate() {
1434 let target = NodeId::from_pubkey(&hop.pubkey);
1435 let channel_directed_from_source = network_graph.channels()
1436 .get(&hop.short_channel_id)
1437 .and_then(|channel| channel.as_directed_to(&target));
1439 let at_failed_channel = hop.short_channel_id == short_channel_id;
1440 if at_failed_channel && hop_idx == 0 {
1441 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);
1444 // Only score announced channels.
1445 if let Some((channel, source)) = channel_directed_from_source {
1446 let capacity_msat = channel.effective_capacity().as_msat();
1447 if at_failed_channel {
1448 self.channel_liquidities
1449 .entry(hop.short_channel_id)
1450 .or_insert_with(ChannelLiquidity::new)
1451 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1452 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1454 self.channel_liquidities
1455 .entry(hop.short_channel_id)
1456 .or_insert_with(ChannelLiquidity::new)
1457 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1458 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1461 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).",
1462 hop.short_channel_id);
1464 if at_failed_channel { break; }
1468 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1469 let amount_msat = path.final_value_msat();
1470 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1471 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1472 let network_graph = self.network_graph.read_only();
1473 for hop in &path.hops {
1474 let target = NodeId::from_pubkey(&hop.pubkey);
1475 let channel_directed_from_source = network_graph.channels()
1476 .get(&hop.short_channel_id)
1477 .and_then(|channel| channel.as_directed_to(&target));
1479 // Only score announced channels.
1480 if let Some((channel, source)) = channel_directed_from_source {
1481 let capacity_msat = channel.effective_capacity().as_msat();
1482 self.channel_liquidities
1483 .entry(hop.short_channel_id)
1484 .or_insert_with(ChannelLiquidity::new)
1485 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1486 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1488 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).",
1489 hop.short_channel_id);
1494 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1495 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1498 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1499 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1502 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {
1503 let decay_params = self.decay_params;
1504 self.channel_liquidities.retain(|_scid, liquidity| {
1505 liquidity.min_liquidity_offset_msat = liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, decay_params);
1506 liquidity.max_liquidity_offset_msat = liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, decay_params);
1507 liquidity.last_updated = T::now();
1509 T::now().duration_since(liquidity.offset_history_last_updated);
1510 if elapsed_time > decay_params.historical_no_updates_half_life {
1511 let half_life = decay_params.historical_no_updates_half_life.as_secs() as f64;
1512 let divisor = powf64(2048.0, (elapsed_time.as_secs() as f64) / half_life) as u64;
1513 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1514 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1516 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1517 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1519 liquidity.offset_history_last_updated = T::now();
1521 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1522 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1523 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1529 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1530 where L::Target: Logger {}
1532 #[cfg(feature = "std")]
1534 fn powf64(n: f64, exp: f64) -> f64 {
1537 #[cfg(not(feature = "std"))]
1538 fn powf64(n: f64, exp: f64) -> f64 {
1539 libm::powf(n as f32, exp as f32) as f64
1543 const BITS: u32 = 64;
1544 const HIGHEST_BIT: u32 = BITS - 1;
1545 const LOWER_BITS: u32 = 6;
1546 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1547 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1549 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1550 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1551 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1552 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1553 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1554 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1555 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1556 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1557 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1558 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1559 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1560 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1561 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1562 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1563 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1564 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1565 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1566 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1567 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1568 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1569 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1570 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1571 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1572 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1573 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1574 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1575 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1576 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1577 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1578 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1579 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1580 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1581 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1582 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1583 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1584 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1585 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1586 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1587 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1588 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1589 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1590 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1591 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1592 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1593 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1594 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1595 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1596 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1597 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1598 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1599 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1600 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1601 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1602 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
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1610 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
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1630 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
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1634 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
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1642 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
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1646 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
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1650 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
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1658 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1659 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
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1662 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1663 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
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1665 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1666 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1667 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1668 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
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1670 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1671 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1672 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1673 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1674 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1675 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1676 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1677 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1678 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1679 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1680 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1681 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1682 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1683 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1684 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1685 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1686 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1687 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1688 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1689 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1690 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1691 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1692 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1693 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1694 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1695 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1696 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1697 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1698 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1699 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1700 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1701 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1702 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1703 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1704 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1705 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1706 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1707 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1708 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1709 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1710 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1711 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1712 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1713 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1714 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1715 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1716 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1717 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1718 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1719 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1720 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1721 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1722 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1723 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1724 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1725 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1726 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1727 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1728 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1729 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1730 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1731 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1732 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1733 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1734 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1735 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1736 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1737 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1738 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1739 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1740 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1741 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1742 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1743 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1744 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1745 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1746 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1747 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1748 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1749 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1750 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1751 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1752 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1753 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1754 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1755 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1756 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1757 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1758 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1759 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1760 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1761 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1762 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1763 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1764 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1765 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1766 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1767 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1768 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1769 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1770 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1771 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1772 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1773 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1774 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1775 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1776 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1777 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1778 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1779 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1780 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1781 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1782 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1783 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1784 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1785 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1786 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1787 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1788 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1789 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1790 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1791 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1792 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1793 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1794 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1795 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1796 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1797 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1798 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1799 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1800 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1801 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1802 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1803 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1804 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1805 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1806 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1807 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1810 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1812 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1813 // Multiply the -1 through to avoid needing to use signed numbers.
1814 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1818 fn log10_times_2048(x: u64) -> u16 {
1819 debug_assert_ne!(x, 0);
1820 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1821 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1822 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1830 fn prints_negative_log10_times_2048_lookup_table() {
1831 for msb in 0..BITS {
1832 for i in 0..LOWER_BITS_BOUND {
1833 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1834 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1835 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1837 if i % LOWER_BITS_BOUND == 0 {
1838 print!("\t\t[{}, ", log10_times_2048);
1839 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1840 println!("{}],", log10_times_2048);
1841 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1842 print!("{},\n\t\t\t", log10_times_2048);
1844 print!("{}, ", log10_times_2048);
1852 mod bucketed_history {
1855 // Because liquidity is often skewed heavily in one direction, we store historical state
1856 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1857 // must fit evenly into the buckets here.
1859 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1860 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1861 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1862 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1864 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1865 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1866 // buckets in total.
1868 const BUCKET_START_POS: [u16; 33] = [
1869 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1870 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1873 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1874 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1877 const POSITION_TICKS: u16 = 1 << 14;
1879 fn pos_to_bucket(pos: u16) -> usize {
1880 for bucket in 0..32 {
1881 if pos < BUCKET_START_POS[bucket + 1] {
1885 debug_assert!(false);
1891 fn check_bucket_maps() {
1892 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1893 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1894 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1896 let mut min_size_iter = 0;
1897 let mut legacy_bucket_iter = 0;
1898 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1899 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1900 for i in 0..*width {
1901 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1903 min_size_iter += *width;
1904 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1905 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1906 if legacy_bucket_iter + 1 < 8 {
1907 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1909 legacy_bucket_iter += 1;
1912 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1913 assert_eq!(min_size_iter, POSITION_TICKS);
1917 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1918 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1919 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1920 .try_into().unwrap_or(POSITION_TICKS)
1922 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1923 // division. This branch should only be hit in fuzz testing since the amount would
1924 // need to be over 2.88 million BTC in practice.
1925 ((amount_msat as u128) * (POSITION_TICKS as u128)
1926 / (capacity_msat as u128).saturating_add(1))
1927 .try_into().unwrap_or(POSITION_TICKS)
1929 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1930 // capacity to change due to a `channel_update` message which, if received while a payment
1931 // is in-flight, could cause this to fail. Thus, we only assert in test.
1933 debug_assert!(pos < POSITION_TICKS);
1937 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1938 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1939 /// support reading the legacy values here for backwards compatibility.
1940 pub(super) struct LegacyHistoricalBucketRangeTracker {
1944 impl LegacyHistoricalBucketRangeTracker {
1945 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1946 let mut buckets = [0; 32];
1947 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1948 let mut new_val = *legacy_bucket;
1949 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1950 new_val /= (end - start) as u16;
1951 for i in start..end {
1952 buckets[i as usize] = new_val;
1955 HistoricalBucketRangeTracker { buckets }
1959 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1960 /// in each of 32 buckets.
1961 #[derive(Clone, Copy)]
1962 pub(super) struct HistoricalBucketRangeTracker {
1963 pub(super) buckets: [u16; 32],
1966 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1967 /// "one" is 32, or this constant.
1968 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1970 impl HistoricalBucketRangeTracker {
1971 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1972 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1973 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1974 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1976 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1977 // the buckets for the current min and max liquidity offset positions.
1979 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1980 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1981 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1983 // In total, this allows us to track data for the last 8,000 or so payments across a given
1986 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1987 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1988 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1991 // The constants were picked experimentally, selecting a decay amount that restricts us
1992 // from overflowing buckets without having to cap them manually.
1994 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1995 if pos < POSITION_TICKS {
1996 for e in self.buckets.iter_mut() {
1997 *e = ((*e as u32) * 2047 / 2048) as u16;
1999 let bucket = pos_to_bucket(pos);
2000 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
2003 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
2004 /// datapoints as we receive newer information.
2006 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
2007 for e in self.buckets.iter_mut() {
2008 *e = e.checked_shr(half_lives).unwrap_or(0);
2013 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
2014 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
2016 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
2017 /// liquidity bounds for a given channel.
2018 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
2019 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
2021 pub(super) min_liquidity_offset_history: D,
2022 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
2024 pub(super) max_liquidity_offset_history: D,
2027 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2028 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
2029 -> Option<([u16; 32], [u16; 32])> {
2030 let (_, required_decays) = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
2032 let mut min_buckets = *self.min_liquidity_offset_history;
2033 min_buckets.time_decay_data(required_decays);
2034 let mut max_buckets = *self.max_liquidity_offset_history;
2035 max_buckets.time_decay_data(required_decays);
2036 Some((min_buckets.buckets, max_buckets.buckets))
2039 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
2040 -> Option<(u64, u32)> {
2041 let required_decays = now.duration_since(offset_history_last_updated).as_secs()
2042 .checked_div(half_life.as_secs())
2043 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
2045 let mut total_valid_points_tracked = 0;
2046 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2047 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2048 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2052 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2053 // treat it as if we were fully decayed.
2054 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2055 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
2059 Some((total_valid_points_tracked, required_decays))
2063 pub(super) fn calculate_success_probability_times_billion<T: Time>(
2064 &self, now: T, offset_history_last_updated: T, half_life: Duration,
2065 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
2067 // If historical penalties are enabled, we try to calculate a probability of success
2068 // given our historical distribution of min- and max-liquidity bounds in a channel.
2069 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2070 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2071 // state). For each pair, we calculate the probability as if the bucket's corresponding
2072 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2073 // that probability by the weight of the selected buckets.
2074 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2075 if payment_pos >= POSITION_TICKS { return None; }
2077 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2078 // don't actually use the decayed buckets, though, as that would lose precision.
2079 let (total_valid_points_tracked, _)
2080 = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
2082 let mut cumulative_success_prob_times_billion = 0;
2083 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2084 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2085 // points against the 0th min bucket. This avoids the case where we fail to route
2086 // increasingly lower values over a channel, but treat each failure as a separate
2087 // datapoint, many of which may have relatively high maximum-available-liquidity
2088 // values, which will result in us thinking we have some nontrivial probability of
2089 // routing up to that amount.
2090 if self.min_liquidity_offset_history.buckets[0] != 0 {
2091 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2092 let mut total_max_points = 0; // Total points in max-buckets to consider
2093 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2094 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2095 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2097 total_max_points += *max_bucket as u64;
2099 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2100 if payment_pos < max_bucket_end_pos {
2101 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2102 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2103 let bucket_prob_times_billion =
2104 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2105 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2106 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2107 numerator / denominator;
2111 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2112 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2113 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2114 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2115 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2116 // 30 bits is 62 bits.
2117 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2118 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2119 if payment_pos >= max_bucket_end_pos {
2120 // Success probability 0, the payment amount may be above the max liquidity
2122 } else if payment_pos < min_bucket_start_pos {
2123 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2125 let (numerator, denominator) = success_probability(payment_pos as u64,
2126 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2127 POSITION_TICKS as u64 - 1, params, true);
2128 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2129 numerator / denominator;
2134 Some(cumulative_success_prob_times_billion)
2138 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2140 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2142 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2143 write_tlv_fields!(w, {
2144 (0, self.channel_liquidities, required),
2150 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2151 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2154 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2155 ) -> Result<Self, DecodeError> {
2156 let (decay_params, network_graph, logger) = args;
2157 let mut channel_liquidities = HashMap::new();
2158 read_tlv_fields!(r, {
2159 (0, channel_liquidities, required),
2165 channel_liquidities,
2170 impl<T: Time> Writeable for ChannelLiquidity<T> {
2172 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2173 let offset_history_duration_since_epoch =
2174 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2175 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2176 write_tlv_fields!(w, {
2177 (0, self.min_liquidity_offset_msat, required),
2178 // 1 was the min_liquidity_offset_history in octile form
2179 (2, self.max_liquidity_offset_msat, required),
2180 // 3 was the max_liquidity_offset_history in octile form
2181 (4, duration_since_epoch, required),
2182 (5, Some(self.min_liquidity_offset_history), option),
2183 (7, Some(self.max_liquidity_offset_history), option),
2184 (9, offset_history_duration_since_epoch, required),
2190 impl<T: Time> Readable for ChannelLiquidity<T> {
2192 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2193 let mut min_liquidity_offset_msat = 0;
2194 let mut max_liquidity_offset_msat = 0;
2195 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2196 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2197 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2198 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2199 let mut duration_since_epoch = Duration::from_secs(0);
2200 let mut offset_history_duration_since_epoch = None;
2201 read_tlv_fields!(r, {
2202 (0, min_liquidity_offset_msat, required),
2203 (1, legacy_min_liq_offset_history, option),
2204 (2, max_liquidity_offset_msat, required),
2205 (3, legacy_max_liq_offset_history, option),
2206 (4, duration_since_epoch, required),
2207 (5, min_liquidity_offset_history, option),
2208 (7, max_liquidity_offset_history, option),
2209 (9, offset_history_duration_since_epoch, option),
2211 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2212 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2213 // is a time from a monotonic clock usually represented as an offset against boot time).
2214 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2215 // from the one that was written. However, because `Instant` can panic if we construct one
2216 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2217 // using `Instant::now()` in that case.
2218 let wall_clock_now = T::duration_since_epoch();
2220 let last_updated = if wall_clock_now > duration_since_epoch {
2221 now - (wall_clock_now - duration_since_epoch)
2224 let offset_history_duration_since_epoch =
2225 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2226 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2227 now - (wall_clock_now - offset_history_duration_since_epoch)
2230 if min_liquidity_offset_history.is_none() {
2231 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2232 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2234 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2237 if max_liquidity_offset_history.is_none() {
2238 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2239 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2241 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2245 min_liquidity_offset_msat,
2246 max_liquidity_offset_msat,
2247 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2248 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2250 offset_history_last_updated,
2257 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2258 use crate::blinded_path::{BlindedHop, BlindedPath};
2259 use crate::util::config::UserConfig;
2260 use crate::util::time::Time;
2261 use crate::util::time::tests::SinceEpoch;
2263 use crate::ln::channelmanager;
2264 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2265 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2266 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2267 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2268 use crate::util::ser::{ReadableArgs, Writeable};
2269 use crate::util::test_utils::{self, TestLogger};
2271 use bitcoin::blockdata::constants::ChainHash;
2272 use bitcoin::hashes::Hash;
2273 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2274 use bitcoin::network::constants::Network;
2275 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2276 use core::time::Duration;
2279 fn source_privkey() -> SecretKey {
2280 SecretKey::from_slice(&[42; 32]).unwrap()
2283 fn target_privkey() -> SecretKey {
2284 SecretKey::from_slice(&[43; 32]).unwrap()
2287 fn source_pubkey() -> PublicKey {
2288 let secp_ctx = Secp256k1::new();
2289 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2292 fn target_pubkey() -> PublicKey {
2293 let secp_ctx = Secp256k1::new();
2294 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2297 fn source_node_id() -> NodeId {
2298 NodeId::from_pubkey(&source_pubkey())
2301 fn target_node_id() -> NodeId {
2302 NodeId::from_pubkey(&target_pubkey())
2305 // `ProbabilisticScorer` tests
2307 /// A probabilistic scorer for testing with time that can be manually advanced.
2308 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2310 fn sender_privkey() -> SecretKey {
2311 SecretKey::from_slice(&[41; 32]).unwrap()
2314 fn recipient_privkey() -> SecretKey {
2315 SecretKey::from_slice(&[45; 32]).unwrap()
2318 fn sender_pubkey() -> PublicKey {
2319 let secp_ctx = Secp256k1::new();
2320 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2323 fn recipient_pubkey() -> PublicKey {
2324 let secp_ctx = Secp256k1::new();
2325 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2328 fn recipient_node_id() -> NodeId {
2329 NodeId::from_pubkey(&recipient_pubkey())
2332 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2333 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2334 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2335 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2341 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2342 node_2_key: SecretKey
2344 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2345 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2346 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2347 let secp_ctx = Secp256k1::new();
2348 let unsigned_announcement = UnsignedChannelAnnouncement {
2349 features: channelmanager::provided_channel_features(&UserConfig::default()),
2350 chain_hash: genesis_hash,
2352 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2353 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2354 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2355 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2356 excess_data: Vec::new(),
2358 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2359 let signed_announcement = ChannelAnnouncement {
2360 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2361 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2362 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2363 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2364 contents: unsigned_announcement,
2366 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2367 network_graph.update_channel_from_announcement(
2368 &signed_announcement, &chain_source).unwrap();
2369 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2370 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2374 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2375 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2377 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2378 let secp_ctx = Secp256k1::new();
2379 let unsigned_update = UnsignedChannelUpdate {
2380 chain_hash: genesis_hash,
2384 cltv_expiry_delta: 18,
2385 htlc_minimum_msat: 0,
2388 fee_proportional_millionths: 0,
2389 excess_data: Vec::new(),
2391 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2392 let signed_update = ChannelUpdate {
2393 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2394 contents: unsigned_update,
2396 network_graph.update_channel(&signed_update).unwrap();
2399 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2400 let config = UserConfig::default();
2403 node_features: channelmanager::provided_node_features(&config),
2405 channel_features: channelmanager::provided_channel_features(&config),
2407 cltv_expiry_delta: 18,
2408 maybe_announced_channel: true,
2412 fn payment_path_for_amount(amount_msat: u64) -> Path {
2415 path_hop(source_pubkey(), 41, 1),
2416 path_hop(target_pubkey(), 42, 2),
2417 path_hop(recipient_pubkey(), 43, amount_msat),
2418 ], blinded_tail: None,
2423 fn liquidity_bounds_directed_from_lowest_node_id() {
2424 let logger = TestLogger::new();
2425 let last_updated = SinceEpoch::now();
2426 let offset_history_last_updated = SinceEpoch::now();
2427 let network_graph = network_graph(&logger);
2428 let decay_params = ProbabilisticScoringDecayParameters::default();
2429 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2432 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2433 last_updated, offset_history_last_updated,
2434 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2435 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2439 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2440 last_updated, offset_history_last_updated,
2441 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2442 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2444 let source = source_node_id();
2445 let target = target_node_id();
2446 let recipient = recipient_node_id();
2447 assert!(source > target);
2448 assert!(target < recipient);
2450 // Update minimum liquidity.
2452 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2453 .as_directed(&source, &target, 1_000, decay_params);
2454 assert_eq!(liquidity.min_liquidity_msat(), 100);
2455 assert_eq!(liquidity.max_liquidity_msat(), 300);
2457 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2458 .as_directed(&target, &source, 1_000, decay_params);
2459 assert_eq!(liquidity.min_liquidity_msat(), 700);
2460 assert_eq!(liquidity.max_liquidity_msat(), 900);
2462 scorer.channel_liquidities.get_mut(&42).unwrap()
2463 .as_directed_mut(&source, &target, 1_000, decay_params)
2464 .set_min_liquidity_msat(200);
2466 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2467 .as_directed(&source, &target, 1_000, decay_params);
2468 assert_eq!(liquidity.min_liquidity_msat(), 200);
2469 assert_eq!(liquidity.max_liquidity_msat(), 300);
2471 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2472 .as_directed(&target, &source, 1_000, decay_params);
2473 assert_eq!(liquidity.min_liquidity_msat(), 700);
2474 assert_eq!(liquidity.max_liquidity_msat(), 800);
2476 // Update maximum liquidity.
2478 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2479 .as_directed(&target, &recipient, 1_000, decay_params);
2480 assert_eq!(liquidity.min_liquidity_msat(), 700);
2481 assert_eq!(liquidity.max_liquidity_msat(), 900);
2483 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2484 .as_directed(&recipient, &target, 1_000, decay_params);
2485 assert_eq!(liquidity.min_liquidity_msat(), 100);
2486 assert_eq!(liquidity.max_liquidity_msat(), 300);
2488 scorer.channel_liquidities.get_mut(&43).unwrap()
2489 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2490 .set_max_liquidity_msat(200);
2492 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2493 .as_directed(&target, &recipient, 1_000, decay_params);
2494 assert_eq!(liquidity.min_liquidity_msat(), 0);
2495 assert_eq!(liquidity.max_liquidity_msat(), 200);
2497 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2498 .as_directed(&recipient, &target, 1_000, decay_params);
2499 assert_eq!(liquidity.min_liquidity_msat(), 800);
2500 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2504 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2505 let logger = TestLogger::new();
2506 let last_updated = SinceEpoch::now();
2507 let offset_history_last_updated = SinceEpoch::now();
2508 let network_graph = network_graph(&logger);
2509 let decay_params = ProbabilisticScoringDecayParameters::default();
2510 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2513 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2514 last_updated, offset_history_last_updated,
2515 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2516 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2518 let source = source_node_id();
2519 let target = target_node_id();
2520 assert!(source > target);
2522 // Check initial bounds.
2523 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2524 .as_directed(&source, &target, 1_000, decay_params);
2525 assert_eq!(liquidity.min_liquidity_msat(), 400);
2526 assert_eq!(liquidity.max_liquidity_msat(), 800);
2528 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2529 .as_directed(&target, &source, 1_000, decay_params);
2530 assert_eq!(liquidity.min_liquidity_msat(), 200);
2531 assert_eq!(liquidity.max_liquidity_msat(), 600);
2533 // Reset from source to target.
2534 scorer.channel_liquidities.get_mut(&42).unwrap()
2535 .as_directed_mut(&source, &target, 1_000, decay_params)
2536 .set_min_liquidity_msat(900);
2538 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2539 .as_directed(&source, &target, 1_000, decay_params);
2540 assert_eq!(liquidity.min_liquidity_msat(), 900);
2541 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2543 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2544 .as_directed(&target, &source, 1_000, decay_params);
2545 assert_eq!(liquidity.min_liquidity_msat(), 0);
2546 assert_eq!(liquidity.max_liquidity_msat(), 100);
2548 // Reset from target to source.
2549 scorer.channel_liquidities.get_mut(&42).unwrap()
2550 .as_directed_mut(&target, &source, 1_000, decay_params)
2551 .set_min_liquidity_msat(400);
2553 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2554 .as_directed(&source, &target, 1_000, decay_params);
2555 assert_eq!(liquidity.min_liquidity_msat(), 0);
2556 assert_eq!(liquidity.max_liquidity_msat(), 600);
2558 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2559 .as_directed(&target, &source, 1_000, decay_params);
2560 assert_eq!(liquidity.min_liquidity_msat(), 400);
2561 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2565 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2566 let logger = TestLogger::new();
2567 let last_updated = SinceEpoch::now();
2568 let offset_history_last_updated = SinceEpoch::now();
2569 let network_graph = network_graph(&logger);
2570 let decay_params = ProbabilisticScoringDecayParameters::default();
2571 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2574 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2575 last_updated, offset_history_last_updated,
2576 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2577 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2579 let source = source_node_id();
2580 let target = target_node_id();
2581 assert!(source > target);
2583 // Check initial bounds.
2584 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2585 .as_directed(&source, &target, 1_000, decay_params);
2586 assert_eq!(liquidity.min_liquidity_msat(), 400);
2587 assert_eq!(liquidity.max_liquidity_msat(), 800);
2589 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2590 .as_directed(&target, &source, 1_000, decay_params);
2591 assert_eq!(liquidity.min_liquidity_msat(), 200);
2592 assert_eq!(liquidity.max_liquidity_msat(), 600);
2594 // Reset from source to target.
2595 scorer.channel_liquidities.get_mut(&42).unwrap()
2596 .as_directed_mut(&source, &target, 1_000, decay_params)
2597 .set_max_liquidity_msat(300);
2599 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2600 .as_directed(&source, &target, 1_000, decay_params);
2601 assert_eq!(liquidity.min_liquidity_msat(), 0);
2602 assert_eq!(liquidity.max_liquidity_msat(), 300);
2604 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2605 .as_directed(&target, &source, 1_000, decay_params);
2606 assert_eq!(liquidity.min_liquidity_msat(), 700);
2607 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2609 // Reset from target to source.
2610 scorer.channel_liquidities.get_mut(&42).unwrap()
2611 .as_directed_mut(&target, &source, 1_000, decay_params)
2612 .set_max_liquidity_msat(600);
2614 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2615 .as_directed(&source, &target, 1_000, decay_params);
2616 assert_eq!(liquidity.min_liquidity_msat(), 400);
2617 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2619 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2620 .as_directed(&target, &source, 1_000, decay_params);
2621 assert_eq!(liquidity.min_liquidity_msat(), 0);
2622 assert_eq!(liquidity.max_liquidity_msat(), 600);
2626 fn increased_penalty_nearing_liquidity_upper_bound() {
2627 let logger = TestLogger::new();
2628 let network_graph = network_graph(&logger);
2629 let params = ProbabilisticScoringFeeParameters {
2630 liquidity_penalty_multiplier_msat: 1_000,
2631 ..ProbabilisticScoringFeeParameters::zero_penalty()
2633 let decay_params = ProbabilisticScoringDecayParameters::default();
2634 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2635 let source = source_node_id();
2637 let usage = ChannelUsage {
2639 inflight_htlc_msat: 0,
2640 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2642 let network_graph = network_graph.read_only();
2643 let channel = network_graph.channel(42).unwrap();
2644 let (info, _) = channel.as_directed_from(&source).unwrap();
2645 let candidate = CandidateRouteHop::PublicHop {
2647 short_channel_id: 42,
2649 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2650 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2651 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2652 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2654 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2655 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2657 let usage = ChannelUsage {
2659 inflight_htlc_msat: 0,
2660 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2662 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2663 let usage = ChannelUsage { amount_msat: 256, ..usage };
2664 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2665 let usage = ChannelUsage { amount_msat: 374, ..usage };
2666 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2667 let usage = ChannelUsage { amount_msat: 512, ..usage };
2668 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2669 let usage = ChannelUsage { amount_msat: 640, ..usage };
2670 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2671 let usage = ChannelUsage { amount_msat: 768, ..usage };
2672 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2673 let usage = ChannelUsage { amount_msat: 896, ..usage };
2674 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2678 fn constant_penalty_outside_liquidity_bounds() {
2679 let logger = TestLogger::new();
2680 let last_updated = SinceEpoch::now();
2681 let offset_history_last_updated = SinceEpoch::now();
2682 let network_graph = network_graph(&logger);
2683 let params = ProbabilisticScoringFeeParameters {
2684 liquidity_penalty_multiplier_msat: 1_000,
2685 considered_impossible_penalty_msat: u64::max_value(),
2686 ..ProbabilisticScoringFeeParameters::zero_penalty()
2688 let decay_params = ProbabilisticScoringDecayParameters {
2689 ..ProbabilisticScoringDecayParameters::zero_penalty()
2691 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2694 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2695 last_updated, offset_history_last_updated,
2696 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2697 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2699 let source = source_node_id();
2701 let usage = ChannelUsage {
2703 inflight_htlc_msat: 0,
2704 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2706 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2707 let (info, _) = channel.as_directed_from(&source).unwrap();
2708 let candidate = CandidateRouteHop::PublicHop {
2710 short_channel_id: 42,
2712 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2713 let usage = ChannelUsage { amount_msat: 50, ..usage };
2714 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2715 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2716 let usage = ChannelUsage { amount_msat: 61, ..usage };
2717 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2721 fn does_not_further_penalize_own_channel() {
2722 let logger = TestLogger::new();
2723 let network_graph = network_graph(&logger);
2724 let params = ProbabilisticScoringFeeParameters {
2725 liquidity_penalty_multiplier_msat: 1_000,
2726 ..ProbabilisticScoringFeeParameters::zero_penalty()
2728 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2729 let source = source_node_id();
2730 let usage = ChannelUsage {
2732 inflight_htlc_msat: 0,
2733 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2735 let failed_path = payment_path_for_amount(500);
2736 let successful_path = payment_path_for_amount(200);
2737 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2738 let (info, _) = channel.as_directed_from(&source).unwrap();
2739 let candidate = CandidateRouteHop::PublicHop {
2741 short_channel_id: 41,
2744 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2746 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2747 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2749 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2750 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2754 fn sets_liquidity_lower_bound_on_downstream_failure() {
2755 let logger = TestLogger::new();
2756 let network_graph = network_graph(&logger);
2757 let params = ProbabilisticScoringFeeParameters {
2758 liquidity_penalty_multiplier_msat: 1_000,
2759 ..ProbabilisticScoringFeeParameters::zero_penalty()
2761 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2762 let source = source_node_id();
2763 let path = payment_path_for_amount(500);
2765 let usage = ChannelUsage {
2767 inflight_htlc_msat: 0,
2768 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2770 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2771 let (info, _) = channel.as_directed_from(&source).unwrap();
2772 let candidate = CandidateRouteHop::PublicHop {
2774 short_channel_id: 42,
2776 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2777 let usage = ChannelUsage { amount_msat: 500, ..usage };
2778 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2779 let usage = ChannelUsage { amount_msat: 750, ..usage };
2780 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2782 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2784 let usage = ChannelUsage { amount_msat: 250, ..usage };
2785 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2786 let usage = ChannelUsage { amount_msat: 500, ..usage };
2787 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2788 let usage = ChannelUsage { amount_msat: 750, ..usage };
2789 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2793 fn sets_liquidity_upper_bound_on_failure() {
2794 let logger = TestLogger::new();
2795 let network_graph = network_graph(&logger);
2796 let params = ProbabilisticScoringFeeParameters {
2797 liquidity_penalty_multiplier_msat: 1_000,
2798 considered_impossible_penalty_msat: u64::max_value(),
2799 ..ProbabilisticScoringFeeParameters::zero_penalty()
2801 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2802 let source = source_node_id();
2803 let path = payment_path_for_amount(500);
2805 let usage = ChannelUsage {
2807 inflight_htlc_msat: 0,
2808 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2810 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2811 let (info, _) = channel.as_directed_from(&source).unwrap();
2812 let candidate = CandidateRouteHop::PublicHop {
2814 short_channel_id: 42,
2816 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2817 let usage = ChannelUsage { amount_msat: 500, ..usage };
2818 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2819 let usage = ChannelUsage { amount_msat: 750, ..usage };
2820 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2822 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2824 let usage = ChannelUsage { amount_msat: 250, ..usage };
2825 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2826 let usage = ChannelUsage { amount_msat: 500, ..usage };
2827 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2828 let usage = ChannelUsage { amount_msat: 750, ..usage };
2829 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2833 fn ignores_channels_after_removed_failed_channel() {
2834 // Previously, if we'd tried to send over a channel which was removed from the network
2835 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2836 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2837 // channels in the route, even ones which they payment never reached. This tests to ensure
2838 // we do not score such channels.
2839 let secp_ctx = Secp256k1::new();
2840 let logger = TestLogger::new();
2841 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2842 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2843 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2844 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2845 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2846 add_channel(&mut network_graph, 42, secret_a, secret_b);
2847 // Don't add the channel from B -> C.
2848 add_channel(&mut network_graph, 44, secret_c, secret_d);
2850 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2851 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2852 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2853 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2856 path_hop(pub_b, 42, 1),
2857 path_hop(pub_c, 43, 2),
2858 path_hop(pub_d, 44, 100),
2861 let node_a = NodeId::from_pubkey(&pub_a);
2862 let node_b = NodeId::from_pubkey(&pub_b);
2863 let node_c = NodeId::from_pubkey(&pub_c);
2865 let params = ProbabilisticScoringFeeParameters {
2866 liquidity_penalty_multiplier_msat: 1_000,
2867 ..ProbabilisticScoringFeeParameters::zero_penalty()
2869 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2871 let usage = ChannelUsage {
2873 inflight_htlc_msat: 0,
2874 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2876 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2877 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2878 let candidate = CandidateRouteHop::PublicHop {
2880 short_channel_id: 42,
2882 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2883 // Note that a default liquidity bound is used for B -> C as no channel exists
2884 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2885 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2886 let candidate = CandidateRouteHop::PublicHop {
2888 short_channel_id: 43,
2890 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2891 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2892 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2893 let candidate = CandidateRouteHop::PublicHop {
2895 short_channel_id: 44,
2897 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2899 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2901 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2902 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2903 let candidate = CandidateRouteHop::PublicHop {
2905 short_channel_id: 42,
2907 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2908 // Note that a default liquidity bound is used for B -> C as no channel exists
2909 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2910 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2911 let candidate = CandidateRouteHop::PublicHop {
2913 short_channel_id: 43,
2915 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2916 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2917 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2918 let candidate = CandidateRouteHop::PublicHop {
2920 short_channel_id: 44,
2922 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2926 fn reduces_liquidity_upper_bound_along_path_on_success() {
2927 let logger = TestLogger::new();
2928 let network_graph = network_graph(&logger);
2929 let params = ProbabilisticScoringFeeParameters {
2930 liquidity_penalty_multiplier_msat: 1_000,
2931 ..ProbabilisticScoringFeeParameters::zero_penalty()
2933 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2934 let source = source_node_id();
2935 let usage = ChannelUsage {
2937 inflight_htlc_msat: 0,
2938 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2940 let network_graph = network_graph.read_only().channels().clone();
2941 let channel_42 = network_graph.get(&42).unwrap();
2942 let channel_43 = network_graph.get(&43).unwrap();
2943 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2944 let candidate_41 = CandidateRouteHop::PublicHop {
2946 short_channel_id: 41,
2948 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2949 let candidate_42 = CandidateRouteHop::PublicHop {
2951 short_channel_id: 42,
2953 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2954 let candidate_43 = CandidateRouteHop::PublicHop {
2956 short_channel_id: 43,
2958 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2959 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2960 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2962 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2964 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2965 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2966 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2970 fn decays_liquidity_bounds_over_time() {
2971 let logger = TestLogger::new();
2972 let network_graph = network_graph(&logger);
2973 let params = ProbabilisticScoringFeeParameters {
2974 liquidity_penalty_multiplier_msat: 1_000,
2975 considered_impossible_penalty_msat: u64::max_value(),
2976 ..ProbabilisticScoringFeeParameters::zero_penalty()
2978 let decay_params = ProbabilisticScoringDecayParameters {
2979 liquidity_offset_half_life: Duration::from_secs(10),
2980 ..ProbabilisticScoringDecayParameters::zero_penalty()
2982 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2983 let source = source_node_id();
2985 let usage = ChannelUsage {
2987 inflight_htlc_msat: 0,
2988 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2990 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2991 let (info, _) = channel.as_directed_from(&source).unwrap();
2992 let candidate = CandidateRouteHop::PublicHop {
2994 short_channel_id: 42,
2996 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2997 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2998 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3000 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3001 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
3003 // Initial penalties
3004 let usage = ChannelUsage { amount_msat: 128, ..usage };
3005 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3006 let usage = ChannelUsage { amount_msat: 256, ..usage };
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
3008 let usage = ChannelUsage { amount_msat: 768, ..usage };
3009 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
3010 let usage = ChannelUsage { amount_msat: 896, ..usage };
3011 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3014 SinceEpoch::advance(Duration::from_secs(4));
3015 let usage = ChannelUsage { amount_msat: 128, ..usage };
3016 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3017 let usage = ChannelUsage { amount_msat: 256, ..usage };
3018 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
3019 let usage = ChannelUsage { amount_msat: 768, ..usage };
3020 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
3021 let usage = ChannelUsage { amount_msat: 896, ..usage };
3022 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3024 // Half decay (i.e., three-quarter life)
3025 SinceEpoch::advance(Duration::from_secs(1));
3026 let usage = ChannelUsage { amount_msat: 128, ..usage };
3027 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
3028 let usage = ChannelUsage { amount_msat: 256, ..usage };
3029 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
3030 let usage = ChannelUsage { amount_msat: 768, ..usage };
3031 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
3032 let usage = ChannelUsage { amount_msat: 896, ..usage };
3033 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3035 // One decay (i.e., half life)
3036 SinceEpoch::advance(Duration::from_secs(5));
3037 let usage = ChannelUsage { amount_msat: 64, ..usage };
3038 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3039 let usage = ChannelUsage { amount_msat: 128, ..usage };
3040 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
3041 let usage = ChannelUsage { amount_msat: 896, ..usage };
3042 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
3043 let usage = ChannelUsage { amount_msat: 960, ..usage };
3044 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3046 // Fully decay liquidity lower bound.
3047 SinceEpoch::advance(Duration::from_secs(10 * 7));
3048 let usage = ChannelUsage { amount_msat: 0, ..usage };
3049 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3050 let usage = ChannelUsage { amount_msat: 1, ..usage };
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3052 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3053 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3054 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3055 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3057 // Fully decay liquidity upper bound.
3058 SinceEpoch::advance(Duration::from_secs(10));
3059 let usage = ChannelUsage { amount_msat: 0, ..usage };
3060 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3061 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3062 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3064 SinceEpoch::advance(Duration::from_secs(10));
3065 let usage = ChannelUsage { amount_msat: 0, ..usage };
3066 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3067 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3068 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3072 fn decays_liquidity_bounds_without_shift_overflow() {
3073 let logger = TestLogger::new();
3074 let network_graph = network_graph(&logger);
3075 let params = ProbabilisticScoringFeeParameters {
3076 liquidity_penalty_multiplier_msat: 1_000,
3077 ..ProbabilisticScoringFeeParameters::zero_penalty()
3079 let decay_params = ProbabilisticScoringDecayParameters {
3080 liquidity_offset_half_life: Duration::from_secs(10),
3081 ..ProbabilisticScoringDecayParameters::default()
3083 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3084 let source = source_node_id();
3085 let usage = ChannelUsage {
3087 inflight_htlc_msat: 0,
3088 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3090 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3091 let (info, _) = channel.as_directed_from(&source).unwrap();
3092 let candidate = CandidateRouteHop::PublicHop {
3094 short_channel_id: 42,
3096 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3098 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3099 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3101 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3102 // would cause an overflow.
3103 SinceEpoch::advance(Duration::from_secs(10 * 64));
3104 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3106 SinceEpoch::advance(Duration::from_secs(10));
3107 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3111 fn restricts_liquidity_bounds_after_decay() {
3112 let logger = TestLogger::new();
3113 let network_graph = network_graph(&logger);
3114 let params = ProbabilisticScoringFeeParameters {
3115 liquidity_penalty_multiplier_msat: 1_000,
3116 ..ProbabilisticScoringFeeParameters::zero_penalty()
3118 let decay_params = ProbabilisticScoringDecayParameters {
3119 liquidity_offset_half_life: Duration::from_secs(10),
3120 ..ProbabilisticScoringDecayParameters::default()
3122 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3123 let source = source_node_id();
3124 let usage = ChannelUsage {
3126 inflight_htlc_msat: 0,
3127 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3129 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3130 let (info, _) = channel.as_directed_from(&source).unwrap();
3131 let candidate = CandidateRouteHop::PublicHop {
3133 short_channel_id: 42,
3136 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3138 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3139 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3140 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3141 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3143 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3144 SinceEpoch::advance(Duration::from_secs(10));
3145 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3147 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3148 // is closer to the upper bound, meaning a higher penalty.
3149 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3150 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3152 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3153 // is closer to the lower bound, meaning a lower penalty.
3154 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3155 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3157 // Further decaying affects the lower bound more than the upper bound (128, 928).
3158 SinceEpoch::advance(Duration::from_secs(10));
3159 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3163 fn restores_persisted_liquidity_bounds() {
3164 let logger = TestLogger::new();
3165 let network_graph = network_graph(&logger);
3166 let params = ProbabilisticScoringFeeParameters {
3167 liquidity_penalty_multiplier_msat: 1_000,
3168 considered_impossible_penalty_msat: u64::max_value(),
3169 ..ProbabilisticScoringFeeParameters::zero_penalty()
3171 let decay_params = ProbabilisticScoringDecayParameters {
3172 liquidity_offset_half_life: Duration::from_secs(10),
3173 ..ProbabilisticScoringDecayParameters::default()
3175 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3176 let source = source_node_id();
3177 let usage = ChannelUsage {
3179 inflight_htlc_msat: 0,
3180 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3183 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3184 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3185 let (info, _) = channel.as_directed_from(&source).unwrap();
3186 let candidate = CandidateRouteHop::PublicHop {
3188 short_channel_id: 42,
3190 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3192 SinceEpoch::advance(Duration::from_secs(10));
3193 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3195 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3196 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3198 let mut serialized_scorer = Vec::new();
3199 scorer.write(&mut serialized_scorer).unwrap();
3201 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3202 let deserialized_scorer =
3203 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3204 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3208 fn decays_persisted_liquidity_bounds() {
3209 let logger = TestLogger::new();
3210 let network_graph = network_graph(&logger);
3211 let params = ProbabilisticScoringFeeParameters {
3212 liquidity_penalty_multiplier_msat: 1_000,
3213 considered_impossible_penalty_msat: u64::max_value(),
3214 ..ProbabilisticScoringFeeParameters::zero_penalty()
3216 let decay_params = ProbabilisticScoringDecayParameters {
3217 liquidity_offset_half_life: Duration::from_secs(10),
3218 ..ProbabilisticScoringDecayParameters::zero_penalty()
3220 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3221 let source = source_node_id();
3222 let usage = ChannelUsage {
3224 inflight_htlc_msat: 0,
3225 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3228 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3229 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3230 let (info, _) = channel.as_directed_from(&source).unwrap();
3231 let candidate = CandidateRouteHop::PublicHop {
3233 short_channel_id: 42,
3235 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3237 let mut serialized_scorer = Vec::new();
3238 scorer.write(&mut serialized_scorer).unwrap();
3240 SinceEpoch::advance(Duration::from_secs(10));
3242 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3243 let deserialized_scorer =
3244 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3245 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3247 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3248 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3250 SinceEpoch::advance(Duration::from_secs(10));
3251 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3255 fn scores_realistic_payments() {
3256 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3257 // 50k sat reserve).
3258 let logger = TestLogger::new();
3259 let network_graph = network_graph(&logger);
3260 let params = ProbabilisticScoringFeeParameters::default();
3261 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3262 let source = source_node_id();
3264 let usage = ChannelUsage {
3265 amount_msat: 100_000_000,
3266 inflight_htlc_msat: 0,
3267 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3269 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3270 let (info, _) = channel.as_directed_from(&source).unwrap();
3271 let candidate = CandidateRouteHop::PublicHop {
3273 short_channel_id: 42,
3275 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3276 let usage = ChannelUsage {
3277 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3279 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3280 let usage = ChannelUsage {
3281 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3283 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3284 let usage = ChannelUsage {
3285 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3287 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3288 let usage = ChannelUsage {
3289 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3291 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3292 let usage = ChannelUsage {
3293 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3295 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3296 let usage = ChannelUsage {
3297 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3299 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3300 let usage = ChannelUsage {
3301 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3303 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3304 let usage = ChannelUsage {
3305 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3307 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3308 let usage = ChannelUsage {
3309 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3311 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3312 let usage = ChannelUsage {
3313 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3315 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3319 fn adds_base_penalty_to_liquidity_penalty() {
3320 let logger = TestLogger::new();
3321 let network_graph = network_graph(&logger);
3322 let source = source_node_id();
3323 let usage = ChannelUsage {
3325 inflight_htlc_msat: 0,
3326 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3329 let params = ProbabilisticScoringFeeParameters {
3330 liquidity_penalty_multiplier_msat: 1_000,
3331 ..ProbabilisticScoringFeeParameters::zero_penalty()
3333 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3334 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3335 let (info, _) = channel.as_directed_from(&source).unwrap();
3336 let candidate = CandidateRouteHop::PublicHop {
3338 short_channel_id: 42,
3340 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3342 let params = ProbabilisticScoringFeeParameters {
3343 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3344 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3346 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3347 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3349 let params = ProbabilisticScoringFeeParameters {
3350 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3351 base_penalty_amount_multiplier_msat: (1 << 30),
3352 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3355 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3356 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3360 fn adds_amount_penalty_to_liquidity_penalty() {
3361 let logger = TestLogger::new();
3362 let network_graph = network_graph(&logger);
3363 let source = source_node_id();
3364 let usage = ChannelUsage {
3365 amount_msat: 512_000,
3366 inflight_htlc_msat: 0,
3367 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3370 let params = ProbabilisticScoringFeeParameters {
3371 liquidity_penalty_multiplier_msat: 1_000,
3372 liquidity_penalty_amount_multiplier_msat: 0,
3373 ..ProbabilisticScoringFeeParameters::zero_penalty()
3375 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3376 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3377 let (info, _) = channel.as_directed_from(&source).unwrap();
3378 let candidate = CandidateRouteHop::PublicHop {
3380 short_channel_id: 42,
3382 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3384 let params = ProbabilisticScoringFeeParameters {
3385 liquidity_penalty_multiplier_msat: 1_000,
3386 liquidity_penalty_amount_multiplier_msat: 256,
3387 ..ProbabilisticScoringFeeParameters::zero_penalty()
3389 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3390 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3394 fn calculates_log10_without_overflowing_u64_max_value() {
3395 let logger = TestLogger::new();
3396 let network_graph = network_graph(&logger);
3397 let source = source_node_id();
3398 let usage = ChannelUsage {
3399 amount_msat: u64::max_value(),
3400 inflight_htlc_msat: 0,
3401 effective_capacity: EffectiveCapacity::Infinite,
3403 let params = ProbabilisticScoringFeeParameters {
3404 liquidity_penalty_multiplier_msat: 40_000,
3405 ..ProbabilisticScoringFeeParameters::zero_penalty()
3407 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3408 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3409 let (info, _) = channel.as_directed_from(&source).unwrap();
3410 let candidate = CandidateRouteHop::PublicHop {
3412 short_channel_id: 42,
3414 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3415 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3419 fn accounts_for_inflight_htlc_usage() {
3420 let logger = TestLogger::new();
3421 let network_graph = network_graph(&logger);
3422 let params = ProbabilisticScoringFeeParameters {
3423 considered_impossible_penalty_msat: u64::max_value(),
3424 ..ProbabilisticScoringFeeParameters::zero_penalty()
3426 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3427 let source = source_node_id();
3429 let usage = ChannelUsage {
3431 inflight_htlc_msat: 0,
3432 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3434 let network_graph = network_graph.read_only();
3435 let channel = network_graph.channel(42).unwrap();
3436 let (info, _) = channel.as_directed_from(&source).unwrap();
3437 let candidate = CandidateRouteHop::PublicHop {
3439 short_channel_id: 42,
3441 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3443 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3444 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3448 fn removes_uncertainity_when_exact_liquidity_known() {
3449 let logger = TestLogger::new();
3450 let network_graph = network_graph(&logger);
3451 let params = ProbabilisticScoringFeeParameters::default();
3452 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3453 let source = source_node_id();
3455 let base_penalty_msat = params.base_penalty_msat;
3456 let usage = ChannelUsage {
3458 inflight_htlc_msat: 0,
3459 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3461 let network_graph = network_graph.read_only();
3462 let channel = network_graph.channel(42).unwrap();
3463 let (info, _) = channel.as_directed_from(&source).unwrap();
3464 let candidate = CandidateRouteHop::PublicHop {
3466 short_channel_id: 42,
3468 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3470 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3471 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3473 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3474 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3478 fn remembers_historical_failures() {
3479 let logger = TestLogger::new();
3480 let network_graph = network_graph(&logger);
3481 let params = ProbabilisticScoringFeeParameters {
3482 historical_liquidity_penalty_multiplier_msat: 1024,
3483 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3484 ..ProbabilisticScoringFeeParameters::zero_penalty()
3486 let decay_params = ProbabilisticScoringDecayParameters {
3487 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3488 historical_no_updates_half_life: Duration::from_secs(10),
3490 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3491 let source = source_node_id();
3492 let target = target_node_id();
3494 let usage = ChannelUsage {
3496 inflight_htlc_msat: 0,
3497 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3499 let usage_1 = ChannelUsage {
3501 inflight_htlc_msat: 0,
3502 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3506 let network_graph = network_graph.read_only();
3507 let channel = network_graph.channel(42).unwrap();
3508 let (info, _) = channel.as_directed_from(&source).unwrap();
3509 let candidate = CandidateRouteHop::PublicHop {
3511 short_channel_id: 42,
3514 // With no historical data the normal liquidity penalty calculation is used.
3515 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3517 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3519 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3522 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3524 let network_graph = network_graph.read_only();
3525 let channel = network_graph.channel(42).unwrap();
3526 let (info, _) = channel.as_directed_from(&source).unwrap();
3527 let candidate = CandidateRouteHop::PublicHop {
3529 short_channel_id: 42,
3532 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3533 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3535 // The "it failed" increment is 32, where the probability should lie several buckets into
3536 // the first octile.
3537 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3538 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],
3539 [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])));
3540 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3542 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3545 // Even after we tell the scorer we definitely have enough available liquidity, it will
3546 // still remember that there was some failure in the past, and assign a non-0 penalty.
3547 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3549 let network_graph = network_graph.read_only();
3550 let channel = network_graph.channel(42).unwrap();
3551 let (info, _) = channel.as_directed_from(&source).unwrap();
3552 let candidate = CandidateRouteHop::PublicHop {
3554 short_channel_id: 42,
3557 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3559 // The first points should be decayed just slightly and the last bucket has a new point.
3560 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3561 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],
3562 [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])));
3564 // The exact success probability is a bit complicated and involves integer rounding, so we
3565 // simply check bounds here.
3566 let five_hundred_prob =
3567 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3568 assert!(five_hundred_prob > 0.59);
3569 assert!(five_hundred_prob < 0.60);
3571 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3572 assert!(one_prob < 0.85);
3573 assert!(one_prob > 0.84);
3575 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3576 // gone), and check that we're back to where we started.
3577 SinceEpoch::advance(Duration::from_secs(10 * 16));
3579 let network_graph = network_graph.read_only();
3580 let channel = network_graph.channel(42).unwrap();
3581 let (info, _) = channel.as_directed_from(&source).unwrap();
3582 let candidate = CandidateRouteHop::PublicHop {
3584 short_channel_id: 42,
3587 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3589 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3590 // data entirely instead.
3591 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3593 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3595 let mut usage = ChannelUsage {
3597 inflight_htlc_msat: 1024,
3598 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3600 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3602 let network_graph = network_graph.read_only();
3603 let channel = network_graph.channel(42).unwrap();
3604 let (info, _) = channel.as_directed_from(&source).unwrap();
3605 let candidate = CandidateRouteHop::PublicHop {
3607 short_channel_id: 42,
3610 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3611 usage.inflight_htlc_msat = 0;
3612 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3614 let usage = ChannelUsage {
3616 inflight_htlc_msat: 0,
3617 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3619 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3622 // Advance to decay all liquidity offsets to zero.
3623 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3625 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3626 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3628 path_hop(target_pubkey(), 43, 2),
3629 path_hop(source_pubkey(), 42, 1),
3630 path_hop(sender_pubkey(), 41, 0),
3632 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3636 fn adds_anti_probing_penalty() {
3637 let logger = TestLogger::new();
3638 let network_graph = network_graph(&logger);
3639 let source = source_node_id();
3640 let params = ProbabilisticScoringFeeParameters {
3641 anti_probing_penalty_msat: 500,
3642 ..ProbabilisticScoringFeeParameters::zero_penalty()
3644 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3646 // Check we receive no penalty for a low htlc_maximum_msat.
3647 let usage = ChannelUsage {
3648 amount_msat: 512_000,
3649 inflight_htlc_msat: 0,
3650 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3652 let network_graph = network_graph.read_only();
3653 let channel = network_graph.channel(42).unwrap();
3654 let (info, _) = channel.as_directed_from(&source).unwrap();
3655 let candidate = CandidateRouteHop::PublicHop {
3657 short_channel_id: 42,
3659 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3661 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3662 let usage = ChannelUsage {
3663 amount_msat: 512_000,
3664 inflight_htlc_msat: 0,
3665 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3667 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3669 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3670 let usage = ChannelUsage {
3671 amount_msat: 512_000,
3672 inflight_htlc_msat: 0,
3673 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3675 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3677 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3678 let usage = ChannelUsage {
3679 amount_msat: 512_000,
3680 inflight_htlc_msat: 0,
3681 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3683 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3687 fn scores_with_blinded_path() {
3688 // Make sure we'll account for a blinded path's final_value_msat in scoring
3689 let logger = TestLogger::new();
3690 let network_graph = network_graph(&logger);
3691 let params = ProbabilisticScoringFeeParameters {
3692 liquidity_penalty_multiplier_msat: 1_000,
3693 ..ProbabilisticScoringFeeParameters::zero_penalty()
3695 let decay_params = ProbabilisticScoringDecayParameters::default();
3696 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3697 let source = source_node_id();
3698 let usage = ChannelUsage {
3700 inflight_htlc_msat: 0,
3701 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3703 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3704 let (info, target) = channel.as_directed_from(&source).unwrap();
3705 let candidate = CandidateRouteHop::PublicHop {
3707 short_channel_id: 42,
3709 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3711 let mut path = payment_path_for_amount(768);
3712 let recipient_hop = path.hops.pop().unwrap();
3713 let blinded_path = BlindedPath {
3714 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3715 blinding_point: test_utils::pubkey(42),
3717 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3720 path.blinded_tail = Some(BlindedTail {
3721 hops: blinded_path.blinded_hops,
3722 blinding_point: blinded_path.blinding_point,
3723 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3724 final_value_msat: recipient_hop.fee_msat,
3727 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3728 // final value is taken into account.
3729 assert!(scorer.channel_liquidities.get(&42).is_none());
3731 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3732 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3733 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3735 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3736 .as_directed(&source, &target, 1_000, decay_params);
3737 assert_eq!(liquidity.min_liquidity_msat(), 256);
3738 assert_eq!(liquidity.max_liquidity_msat(), 768);
3742 fn realistic_historical_failures() {
3743 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3744 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3746 let logger = TestLogger::new();
3747 let mut network_graph = network_graph(&logger);
3748 let params = ProbabilisticScoringFeeParameters {
3749 historical_liquidity_penalty_multiplier_msat: 1024,
3750 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3751 ..ProbabilisticScoringFeeParameters::zero_penalty()
3753 let decay_params = ProbabilisticScoringDecayParameters {
3754 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3755 historical_no_updates_half_life: Duration::from_secs(10),
3756 ..ProbabilisticScoringDecayParameters::default()
3759 let capacity_msat = 100_000_000_000;
3760 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3761 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3763 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3764 let source = source_node_id();
3766 let mut amount_msat = 10_000_000;
3767 let usage = ChannelUsage {
3769 inflight_htlc_msat: 0,
3770 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3772 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3773 let (info, target) = channel.as_directed_from(&source).unwrap();
3774 let candidate = CandidateRouteHop::PublicHop {
3776 short_channel_id: 42,
3778 // With no historical data the normal liquidity penalty calculation is used, which results
3779 // in a success probability of ~75%.
3780 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3781 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3783 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3786 // Fail to pay once, and then check the buckets and penalty.
3787 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3788 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3789 // same bucket which is the only maximum datapoint.
3790 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3791 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3792 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3793 // 6k sats and 12k sats).
3794 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3795 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],
3796 [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])));
3797 // The success probability estimate itself should be zero.
3798 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3801 // Now test again with the amount in the bottom bucket.
3803 // The new amount is entirely within the only minimum bucket with score, so the probability
3804 // we assign is 1/2.
3805 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3808 // ...but once we see a failure, we consider the payment to be substantially less likely,
3809 // even though not a probability of zero as we still look at the second max bucket which
3811 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3812 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3813 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],
3814 [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])));
3815 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),