1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
23 //! # use lightning::chain::keysinterface::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use crate::ln::msgs::DecodeError;
58 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
59 use crate::routing::router::RouteHop;
60 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use crate::util::logger::Logger;
62 use crate::util::time::Time;
64 use crate::prelude::*;
66 use core::cell::{RefCell, RefMut};
67 use core::convert::TryInto;
68 use core::ops::{Deref, DerefMut};
69 use core::time::Duration;
70 use crate::io::{self, Read};
71 use crate::sync::{Mutex, MutexGuard};
73 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
74 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
75 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
76 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
78 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
79 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
80 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
81 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
82 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
83 /// do here by defining `Score` differently for `cfg(c_bindings)`.
84 macro_rules! define_score { ($($supertrait: path)*) => {
85 /// An interface used to score payment channels for path finding.
87 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
88 pub trait Score $(: $supertrait)* {
89 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
90 /// given channel in the direction from `source` to `target`.
92 /// The channel's capacity (less any other MPP parts that are also being considered for use in
93 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
94 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
95 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
96 /// Thus, implementations should be overflow-safe.
97 fn channel_penalty_msat(
98 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
101 /// Handles updating channel penalties after failing to route through a channel.
102 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
104 /// Handles updating channel penalties after successfully routing along a path.
105 fn payment_path_successful(&mut self, path: &[&RouteHop]);
107 /// Handles updating channel penalties after a probe over the given path failed.
108 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
110 /// Handles updating channel penalties after a probe over the given path succeeded.
111 fn probe_successful(&mut self, path: &[&RouteHop]);
114 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
115 fn channel_penalty_msat(
116 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
118 self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
121 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
122 self.deref_mut().payment_path_failed(path, short_channel_id)
125 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
126 self.deref_mut().payment_path_successful(path)
129 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
130 self.deref_mut().probe_failed(path, short_channel_id)
133 fn probe_successful(&mut self, path: &[&RouteHop]) {
134 self.deref_mut().probe_successful(path)
140 define_score!(Writeable);
141 #[cfg(not(c_bindings))]
144 /// A scorer that is accessed under a lock.
146 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
147 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
148 /// implementations. Internal locking would be detrimental to route finding performance and could
149 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
151 /// [`find_route`]: crate::routing::router::find_route
152 pub trait LockableScore<'a> {
153 /// The locked [`Score`] type.
154 type Locked: 'a + Score;
156 /// Returns the locked scorer.
157 fn lock(&'a self) -> Self::Locked;
160 /// Refers to a scorer that is accessible under lock and also writeable to disk
162 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
163 /// use the Persister to persist it.
164 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
166 #[cfg(not(c_bindings))]
167 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
170 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
171 type Locked = MutexGuard<'a, T>;
173 fn lock(&'a self) -> MutexGuard<'a, T> {
174 Mutex::lock(self).unwrap()
178 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
179 type Locked = RefMut<'a, T>;
181 fn lock(&'a self) -> RefMut<'a, T> {
187 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
188 pub struct MultiThreadedLockableScore<S: Score> {
192 /// A locked `MultiThreadedLockableScore`.
193 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
195 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
196 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
197 self.0.channel_penalty_msat(scid, source, target, usage)
199 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
200 self.0.payment_path_failed(path, short_channel_id)
202 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
203 self.0.payment_path_successful(path)
205 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
206 self.0.probe_failed(path, short_channel_id)
208 fn probe_successful(&mut self, path: &[&RouteHop]) {
209 self.0.probe_successful(path)
213 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
214 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
220 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
221 type Locked = MultiThreadedScoreLock<'a, T>;
223 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
224 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
229 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
230 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
231 self.lock().write(writer)
236 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
239 impl<T: Score> MultiThreadedLockableScore<T> {
240 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
241 pub fn new(score: T) -> Self {
242 MultiThreadedLockableScore { score: Mutex::new(score) }
248 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
249 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250 T::write(&**self, writer)
256 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
257 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
258 S::write(&**self, writer)
262 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
263 #[derive(Clone, Copy, Debug)]
264 pub struct ChannelUsage {
265 /// The amount to send through the channel, denominated in millisatoshis.
266 pub amount_msat: u64,
268 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
269 /// as part of a multi-path payment.
270 pub inflight_htlc_msat: u64,
272 /// The effective capacity of the channel.
273 pub effective_capacity: EffectiveCapacity,
277 /// [`Score`] implementation that uses a fixed penalty.
278 pub struct FixedPenaltyScorer {
282 impl FixedPenaltyScorer {
283 /// Creates a new scorer using `penalty_msat`.
284 pub fn with_penalty(penalty_msat: u64) -> Self {
285 Self { penalty_msat }
289 impl Score for FixedPenaltyScorer {
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
294 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
298 fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &[&RouteHop]) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = std::time::Instant;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 params: ProbabilisticScoringParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
423 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
424 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
427 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
428 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
429 /// struct documentation for more info on the way the liquidity bounds are used.
431 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
432 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
433 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
435 /// Default value: 6 hours
439 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
440 /// liquidity knowledge will never decay except when the bounds cross.
441 pub liquidity_offset_half_life: Duration,
443 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
444 /// channel's success probability for the payment, as determined by our latest estimates of the
445 /// channel's liquidity, to determine the amount penalty.
447 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
448 /// fees plus penalty) for large payments. The penalty is computed as the product of this
449 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
450 /// success probability.
452 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
454 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
455 /// the amount will result in a penalty of the multiplier. And, as the success probability
456 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
457 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
460 /// Default value: 192 msat
461 pub liquidity_penalty_amount_multiplier_msat: u64,
463 /// A multiplier used in conjunction with the negative `log10` of the channel's success
464 /// probability for the payment, as determined based on the history of our estimates of the
465 /// channel's available liquidity, to determine a penalty.
467 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
468 /// only our latest estimate for the current liquidity available in the channel, it estimates
469 /// success probability based on the estimated liquidity available in the channel through
470 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
471 /// track which of several buckets those bounds fall into, exponentially decaying the
472 /// probability of each bucket as new samples are added.
474 /// Default value: 10,000 msat
476 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
477 pub historical_liquidity_penalty_multiplier_msat: u64,
479 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
480 /// channel's success probability for the payment, as determined based on the history of our
481 /// estimates of the channel's available liquidity, to determine a penalty.
483 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
484 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
485 /// of the payment amount, weighted by the negative `log10` of the success probability.
487 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
488 /// of using only our latest estimate for the current liquidity available in the channel, it
489 /// estimates success probability based on the estimated liquidity available in the channel
490 /// through history. Specifically, every time we update our liquidity bounds on a given
491 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
492 /// the probability of each bucket as new samples are added.
494 /// Default value: 64 msat
496 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
497 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
499 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
500 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
501 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
504 /// Note that after 16 or more half lives all historical data will be completely gone.
506 /// Default value: 14 days
507 pub historical_no_updates_half_life: Duration,
509 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
510 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
511 /// considered during path finding.
514 pub manual_node_penalties: HashMap<NodeId, u64>,
516 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
517 /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
518 /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
519 /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
521 /// Default value: 250 msat
522 pub anti_probing_penalty_msat: u64,
524 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
525 /// current estimate of the channel's available liquidity.
527 /// Note that in this case all other penalties, including the
528 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
529 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
530 /// applicable, are still included in the overall penalty.
532 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
533 /// `u64::max_value()` will guarantee that.
535 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
537 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
538 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
539 /// [`base_penalty_msat`]: Self::base_penalty_msat
540 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
541 pub considered_impossible_penalty_msat: u64,
544 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
545 /// in each of 8 buckets.
546 #[derive(Clone, Copy)]
547 struct HistoricalBucketRangeTracker {
551 impl HistoricalBucketRangeTracker {
552 fn new() -> Self { Self { buckets: [0; 8] } }
553 fn track_datapoint(&mut self, bucket_idx: u8) {
554 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
555 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
557 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
558 // the buckets for the current min and max liquidity offset positions.
560 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
561 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
562 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
564 // In total, this allows us to track data for the last 8,000 or so payments across a given
567 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
568 // and need to balance having more bits in the decimal part (to ensure decay isn't too
569 // non-linear) with having too few bits in the mantissa, causing us to not store very many
572 // The constants were picked experimentally, selecting a decay amount that restricts us
573 // from overflowing buckets without having to cap them manually.
574 debug_assert!(bucket_idx < 8);
576 for e in self.buckets.iter_mut() {
577 *e = ((*e as u32) * 2047 / 2048) as u16;
579 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
582 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
583 /// datapoints as we receive newer information.
584 fn time_decay_data(&mut self, half_lives: u32) {
585 for e in self.buckets.iter_mut() {
586 *e = e.checked_shr(half_lives).unwrap_or(0);
591 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
593 struct HistoricalMinMaxBuckets<'a> {
594 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
595 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
598 impl HistoricalMinMaxBuckets<'_> {
600 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
601 -> ([u16; 8], [u16; 8], u32) {
602 let required_decays = now.duration_since(last_updated).as_secs()
603 .checked_div(half_life.as_secs())
604 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
605 let mut min_buckets = *self.min_liquidity_offset_history;
606 min_buckets.time_decay_data(required_decays);
607 let mut max_buckets = *self.max_liquidity_offset_history;
608 max_buckets.time_decay_data(required_decays);
609 (min_buckets.buckets, max_buckets.buckets, required_decays)
613 fn calculate_success_probability_times_billion<T: Time>(
614 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
616 // If historical penalties are enabled, calculate the penalty by walking the set of
617 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
618 // each, calculate the probability of success given our payment amount, then total the
619 // weighted average probability of success.
621 // We use a sliding scale to decide which point within a given bucket will be compared to
622 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
623 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
624 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
625 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
626 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
627 // penalties to channels at the edges.
629 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
630 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
631 // for a 1 BTC channel!).
633 // If we used the middle of each bucket we'd never assign any penalty at all when sending
634 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
635 let mut total_valid_points_tracked = 0;
637 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
638 // don't actually use the decayed buckets, though, as that would lose precision.
639 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
640 self.get_decayed_buckets(now, last_updated, half_life);
641 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
645 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
646 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
647 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
650 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
651 // it as if we were fully decayed.
652 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
656 let mut cumulative_success_prob_times_billion = 0;
657 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
658 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
659 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
660 * 1024 * 1024 / total_valid_points_tracked;
661 let min_64th_bucket = min_idx as u8 * 9;
662 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
663 if payment_amt_64th_bucket > max_64th_bucket {
664 // Success probability 0, the payment amount is above the max liquidity
665 } else if payment_amt_64th_bucket <= min_64th_bucket {
666 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
668 cumulative_success_prob_times_billion += bucket_prob_times_million *
669 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
670 ((max_64th_bucket - min_64th_bucket) as u64);
675 Some(cumulative_success_prob_times_billion)
679 /// Accounting for channel liquidity balance uncertainty.
681 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
682 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
683 /// offset fields gives the opposite direction.
684 struct ChannelLiquidity<T: Time> {
685 /// Lower channel liquidity bound in terms of an offset from zero.
686 min_liquidity_offset_msat: u64,
688 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
689 max_liquidity_offset_msat: u64,
691 /// Time when the liquidity bounds were last modified.
694 min_liquidity_offset_history: HistoricalBucketRangeTracker,
695 max_liquidity_offset_history: HistoricalBucketRangeTracker,
698 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
699 /// decayed with a given half life.
700 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
701 min_liquidity_offset_msat: L,
702 max_liquidity_offset_msat: L,
703 min_liquidity_offset_history: BRT,
704 max_liquidity_offset_history: BRT,
708 params: &'a ProbabilisticScoringParameters,
711 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
712 /// Creates a new scorer using the given scoring parameters for sending payments from a node
713 /// through a network graph.
714 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
719 channel_liquidities: HashMap::new(),
724 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
725 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
729 /// Dump the contents of this scorer into the configured logger.
731 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
732 /// which may be a substantial amount of log output.
733 pub fn debug_log_liquidity_stats(&self) {
734 let graph = self.network_graph.read_only();
735 for (scid, liq) in self.channel_liquidities.iter() {
736 if let Some(chan_debug) = graph.channels().get(scid) {
737 let log_direction = |source, target| {
738 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
739 let amt = directed_info.effective_capacity().as_msat();
740 let dir_liq = liq.as_directed(source, target, amt, &self.params);
741 log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
742 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
744 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
748 log_direction(&chan_debug.node_one, &chan_debug.node_two);
749 log_direction(&chan_debug.node_two, &chan_debug.node_one);
751 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
756 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
757 /// channel with `scid` towards the given `target` node.
758 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
759 let graph = self.network_graph.read_only();
761 if let Some(chan) = graph.channels().get(&scid) {
762 if let Some(liq) = self.channel_liquidities.get(&scid) {
763 if let Some((directed_info, source)) = chan.as_directed_to(target) {
764 let amt = directed_info.effective_capacity().as_msat();
765 let dir_liq = liq.as_directed(source, target, amt, &self.params);
766 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
773 /// Marks the node with the given `node_id` as banned, i.e.,
774 /// it will be avoided during path finding.
775 pub fn add_banned(&mut self, node_id: &NodeId) {
776 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
779 /// Removes the node with the given `node_id` from the list of nodes to avoid.
780 pub fn remove_banned(&mut self, node_id: &NodeId) {
781 self.params.manual_node_penalties.remove(node_id);
784 /// Sets a manual penalty for the given node.
785 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
786 self.params.manual_node_penalties.insert(*node_id, penalty);
789 /// Removes the node with the given `node_id` from the list of manual penalties.
790 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
791 self.params.manual_node_penalties.remove(node_id);
794 /// Clears the list of manual penalties that are applied during path finding.
795 pub fn clear_manual_penalties(&mut self) {
796 self.params.manual_node_penalties = HashMap::new();
800 impl ProbabilisticScoringParameters {
802 fn zero_penalty() -> Self {
804 base_penalty_msat: 0,
805 base_penalty_amount_multiplier_msat: 0,
806 liquidity_penalty_multiplier_msat: 0,
807 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
808 liquidity_penalty_amount_multiplier_msat: 0,
809 historical_liquidity_penalty_multiplier_msat: 0,
810 historical_liquidity_penalty_amount_multiplier_msat: 0,
811 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
812 manual_node_penalties: HashMap::new(),
813 anti_probing_penalty_msat: 0,
814 considered_impossible_penalty_msat: 0,
818 /// Marks all nodes in the given list as banned, i.e.,
819 /// they will be avoided during path finding.
820 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
822 self.manual_node_penalties.insert(id, u64::max_value());
827 impl Default for ProbabilisticScoringParameters {
828 fn default() -> Self {
830 base_penalty_msat: 500,
831 base_penalty_amount_multiplier_msat: 8192,
832 liquidity_penalty_multiplier_msat: 30_000,
833 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
834 liquidity_penalty_amount_multiplier_msat: 192,
835 historical_liquidity_penalty_multiplier_msat: 10_000,
836 historical_liquidity_penalty_amount_multiplier_msat: 64,
837 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
838 manual_node_penalties: HashMap::new(),
839 anti_probing_penalty_msat: 250,
840 considered_impossible_penalty_msat: 1_0000_0000_000,
845 impl<T: Time> ChannelLiquidity<T> {
849 min_liquidity_offset_msat: 0,
850 max_liquidity_offset_msat: 0,
851 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
852 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
853 last_updated: T::now(),
857 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
860 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
861 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
862 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
864 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
865 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
867 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
868 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
871 DirectedChannelLiquidity {
872 min_liquidity_offset_msat,
873 max_liquidity_offset_msat,
874 min_liquidity_offset_history,
875 max_liquidity_offset_history,
877 last_updated: &self.last_updated,
883 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
885 fn as_directed_mut<'a>(
886 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
887 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
888 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
890 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
891 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
893 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
894 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
897 DirectedChannelLiquidity {
898 min_liquidity_offset_msat,
899 max_liquidity_offset_msat,
900 min_liquidity_offset_history,
901 max_liquidity_offset_history,
903 last_updated: &mut self.last_updated,
910 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
912 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
914 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
915 /// ratio, as X in 1/X.
916 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
918 /// The divisor used when computing the amount penalty.
919 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
920 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
922 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
923 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
925 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
926 let max_liquidity_msat = self.max_liquidity_msat();
927 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
929 let mut res = if amount_msat <= min_liquidity_msat {
931 } else if amount_msat >= max_liquidity_msat {
932 // Equivalent to hitting the else clause below with the amount equal to the effective
933 // capacity and without any certainty on the liquidity upper bound, plus the
934 // impossibility penalty.
935 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
936 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
937 params.liquidity_penalty_multiplier_msat,
938 params.liquidity_penalty_amount_multiplier_msat)
939 .saturating_add(params.considered_impossible_penalty_msat)
941 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
942 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
943 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
944 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
945 // don't bother trying to use the log approximation as it gets too noisy to be
946 // particularly helpful, instead just round down to 0.
949 let negative_log10_times_2048 =
950 approx::negative_log10_times_2048(numerator, denominator);
951 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
952 params.liquidity_penalty_multiplier_msat,
953 params.liquidity_penalty_amount_multiplier_msat)
957 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
958 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
959 let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
960 debug_assert!(payment_amt_64th_bucket <= 64);
961 if payment_amt_64th_bucket > 64 { return res; }
963 let buckets = HistoricalMinMaxBuckets {
964 min_liquidity_offset_history: &self.min_liquidity_offset_history,
965 max_liquidity_offset_history: &self.max_liquidity_offset_history,
967 if let Some(cumulative_success_prob_times_billion) = buckets
968 .calculate_success_probability_times_billion(self.now, *self.last_updated,
969 params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
971 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
972 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
973 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
974 params.historical_liquidity_penalty_amount_multiplier_msat));
976 // If we don't have any valid points (or, once decayed, we have less than a full
977 // point), redo the non-historical calculation with no liquidity bounds tracked and
978 // the historical penalty multipliers.
979 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
980 let negative_log10_times_2048 =
981 approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
982 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
983 params.historical_liquidity_penalty_multiplier_msat,
984 params.historical_liquidity_penalty_amount_multiplier_msat));
992 /// Computes the liquidity penalty from the penalty multipliers.
994 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
995 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
997 let liquidity_penalty_msat = {
998 // Upper bound the liquidity penalty to ensure some channel is selected.
999 let multiplier_msat = liquidity_penalty_multiplier_msat;
1000 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1001 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1003 let amount_penalty_msat = negative_log10_times_2048
1004 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1005 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1007 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1010 /// Returns the lower bound of the channel liquidity balance in this direction.
1011 fn min_liquidity_msat(&self) -> u64 {
1012 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1015 /// Returns the upper bound of the channel liquidity balance in this direction.
1016 fn max_liquidity_msat(&self) -> u64 {
1018 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1022 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1023 self.now.duration_since(*self.last_updated).as_secs()
1024 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1025 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1030 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1031 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1032 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1033 let existing_max_msat = self.max_liquidity_msat();
1034 if amount_msat < existing_max_msat {
1035 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1036 self.set_max_liquidity_msat(amount_msat);
1038 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1039 chan_descr, existing_max_msat, amount_msat);
1043 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1044 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1045 let existing_min_msat = self.min_liquidity_msat();
1046 if amount_msat > existing_min_msat {
1047 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1048 self.set_min_liquidity_msat(amount_msat);
1050 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1051 chan_descr, existing_min_msat, amount_msat);
1055 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1056 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1057 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1058 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1059 self.set_max_liquidity_msat(max_liquidity_msat);
1062 fn update_history_buckets(&mut self) {
1063 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1064 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1065 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1066 self.min_liquidity_offset_history.time_decay_data(half_lives);
1067 self.max_liquidity_offset_history.time_decay_data(half_lives);
1069 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1070 self.min_liquidity_offset_history.track_datapoint(
1071 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1072 // is zero or the channel's capacity, though the second should generally never happen.
1073 (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1074 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1075 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1076 self.max_liquidity_offset_history.track_datapoint(
1077 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1078 // is zero or the channel's capacity, though the second should generally never happen.
1079 (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1080 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1083 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1084 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1085 *self.min_liquidity_offset_msat = amount_msat;
1086 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1089 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1091 self.update_history_buckets();
1092 *self.last_updated = self.now;
1095 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1096 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1097 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1098 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1101 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1103 self.update_history_buckets();
1104 *self.last_updated = self.now;
1108 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1109 fn channel_penalty_msat(
1110 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1112 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1116 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1117 self.params.base_penalty_amount_multiplier_msat
1118 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1120 let mut anti_probing_penalty_msat = 0;
1121 match usage.effective_capacity {
1122 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1123 if usage.amount_msat > liquidity_msat {
1124 return u64::max_value();
1126 return base_penalty_msat;
1129 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1130 if htlc_maximum_msat >= capacity_msat/2 {
1131 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1137 let amount_msat = usage.amount_msat;
1138 let capacity_msat = usage.effective_capacity.as_msat()
1139 .saturating_sub(usage.inflight_htlc_msat);
1140 self.channel_liquidities
1141 .get(&short_channel_id)
1142 .unwrap_or(&ChannelLiquidity::new())
1143 .as_directed(source, target, capacity_msat, &self.params)
1144 .penalty_msat(amount_msat, &self.params)
1145 .saturating_add(anti_probing_penalty_msat)
1146 .saturating_add(base_penalty_msat)
1149 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1150 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1151 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1152 let network_graph = self.network_graph.read_only();
1153 for (hop_idx, hop) in path.iter().enumerate() {
1154 let target = NodeId::from_pubkey(&hop.pubkey);
1155 let channel_directed_from_source = network_graph.channels()
1156 .get(&hop.short_channel_id)
1157 .and_then(|channel| channel.as_directed_to(&target));
1159 let at_failed_channel = hop.short_channel_id == short_channel_id;
1160 if at_failed_channel && hop_idx == 0 {
1161 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);
1164 // Only score announced channels.
1165 if let Some((channel, source)) = channel_directed_from_source {
1166 let capacity_msat = channel.effective_capacity().as_msat();
1167 if at_failed_channel {
1168 self.channel_liquidities
1169 .entry(hop.short_channel_id)
1170 .or_insert_with(ChannelLiquidity::new)
1171 .as_directed_mut(source, &target, capacity_msat, &self.params)
1172 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1174 self.channel_liquidities
1175 .entry(hop.short_channel_id)
1176 .or_insert_with(ChannelLiquidity::new)
1177 .as_directed_mut(source, &target, capacity_msat, &self.params)
1178 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1181 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).",
1182 hop.short_channel_id);
1184 if at_failed_channel { break; }
1188 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1189 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1190 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1191 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1192 let network_graph = self.network_graph.read_only();
1194 let target = NodeId::from_pubkey(&hop.pubkey);
1195 let channel_directed_from_source = network_graph.channels()
1196 .get(&hop.short_channel_id)
1197 .and_then(|channel| channel.as_directed_to(&target));
1199 // Only score announced channels.
1200 if let Some((channel, source)) = channel_directed_from_source {
1201 let capacity_msat = channel.effective_capacity().as_msat();
1202 self.channel_liquidities
1203 .entry(hop.short_channel_id)
1204 .or_insert_with(ChannelLiquidity::new)
1205 .as_directed_mut(source, &target, capacity_msat, &self.params)
1206 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1208 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).",
1209 hop.short_channel_id);
1214 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1215 self.payment_path_failed(path, short_channel_id)
1218 fn probe_successful(&mut self, path: &[&RouteHop]) {
1219 self.payment_path_failed(path, u64::max_value())
1224 const BITS: u32 = 64;
1225 const HIGHEST_BIT: u32 = BITS - 1;
1226 const LOWER_BITS: u32 = 6;
1227 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1228 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1230 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1231 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1232 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1233 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1234 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1235 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1236 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1237 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1238 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1239 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1240 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1241 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1242 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1243 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1244 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1245 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1246 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1247 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1248 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1249 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1250 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1251 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1252 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1253 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1254 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1255 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1256 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1257 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1258 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1259 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1260 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1261 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1262 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1263 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1264 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1265 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1266 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1267 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1268 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1269 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1270 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1271 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1272 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1273 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1274 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1275 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1276 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1277 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1278 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1279 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1280 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1281 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1282 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1283 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1284 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1285 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1286 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1287 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1288 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1289 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1290 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1291 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1292 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1293 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1294 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1295 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1296 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1297 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1298 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1299 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1300 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1301 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1302 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1303 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1304 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1305 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1306 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1307 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1308 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1309 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1310 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1311 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1312 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1313 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1314 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1315 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1316 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1317 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1318 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1319 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1320 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1321 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1322 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1323 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1324 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1325 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1326 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1327 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1328 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1329 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1330 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1331 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1332 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1333 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1334 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1335 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1336 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1337 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1338 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1339 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1340 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1341 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1342 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1343 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1344 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1345 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1346 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1347 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1348 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1349 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1350 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1351 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1352 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1353 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1354 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1355 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1356 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1357 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1358 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1359 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1360 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1361 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1362 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1363 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1364 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1365 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1366 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1367 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1368 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1369 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1370 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1371 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1372 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1373 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1374 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1375 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1376 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1377 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1378 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1379 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1380 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1381 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1382 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1383 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1384 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1385 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1386 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1387 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1388 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1389 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1390 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1391 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1392 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1393 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1394 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1395 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1396 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1397 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1398 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1399 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1400 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1401 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1402 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1403 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1404 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1405 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1406 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1407 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1408 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1409 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1410 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1411 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1412 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1413 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1414 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1415 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1416 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1417 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1418 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1419 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1420 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1421 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1422 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1423 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1424 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1425 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1426 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1427 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1428 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1429 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1430 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1431 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1432 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1433 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1434 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1435 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1436 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1437 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1438 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1439 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1440 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1441 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1442 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1443 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1444 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1445 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1446 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1447 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1448 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1449 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1450 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1451 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1452 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1453 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1454 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1455 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1456 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1457 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1458 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1459 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1460 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1461 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1462 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1463 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1464 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1465 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1466 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1467 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1468 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1469 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1470 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1471 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1472 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1473 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1474 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1475 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1476 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1477 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1478 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1479 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1480 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1481 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1482 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1483 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1484 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1485 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1486 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1487 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1488 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1491 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1493 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1494 // Multiply the -1 through to avoid needing to use signed numbers.
1495 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1499 fn log10_times_2048(x: u64) -> u16 {
1500 debug_assert_ne!(x, 0);
1501 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1502 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1503 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1511 fn prints_negative_log10_times_2048_lookup_table() {
1512 for msb in 0..BITS {
1513 for i in 0..LOWER_BITS_BOUND {
1514 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1515 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1516 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1518 if i % LOWER_BITS_BOUND == 0 {
1519 print!("\t\t[{}, ", log10_times_2048);
1520 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1521 println!("{}],", log10_times_2048);
1522 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1523 print!("{},\n\t\t\t", log10_times_2048);
1525 print!("{}, ", log10_times_2048);
1533 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1535 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1536 write_tlv_fields!(w, {
1537 (0, self.channel_liquidities, required),
1543 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1544 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1547 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1548 ) -> Result<Self, DecodeError> {
1549 let (params, network_graph, logger) = args;
1550 let mut channel_liquidities = HashMap::new();
1551 read_tlv_fields!(r, {
1552 (0, channel_liquidities, required),
1558 channel_liquidities,
1563 impl<T: Time> Writeable for ChannelLiquidity<T> {
1565 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1566 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1567 write_tlv_fields!(w, {
1568 (0, self.min_liquidity_offset_msat, required),
1569 (1, Some(self.min_liquidity_offset_history), option),
1570 (2, self.max_liquidity_offset_msat, required),
1571 (3, Some(self.max_liquidity_offset_history), option),
1572 (4, duration_since_epoch, required),
1578 impl<T: Time> Readable for ChannelLiquidity<T> {
1580 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1581 let mut min_liquidity_offset_msat = 0;
1582 let mut max_liquidity_offset_msat = 0;
1583 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1584 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1585 let mut duration_since_epoch = Duration::from_secs(0);
1586 read_tlv_fields!(r, {
1587 (0, min_liquidity_offset_msat, required),
1588 (1, min_liquidity_offset_history, option),
1589 (2, max_liquidity_offset_msat, required),
1590 (3, max_liquidity_offset_history, option),
1591 (4, duration_since_epoch, required),
1593 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1594 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1595 // is a time from a monotonic clock usually represented as an offset against boot time).
1596 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1597 // from the one that was written. However, because `Instant` can panic if we construct one
1598 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1599 // using `Instant::now()` in that case.
1600 let wall_clock_now = T::duration_since_epoch();
1602 let last_updated = if wall_clock_now > duration_since_epoch {
1603 now - (wall_clock_now - duration_since_epoch)
1606 min_liquidity_offset_msat,
1607 max_liquidity_offset_msat,
1608 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1609 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1617 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1618 use crate::util::config::UserConfig;
1619 use crate::util::time::Time;
1620 use crate::util::time::tests::SinceEpoch;
1622 use crate::ln::channelmanager;
1623 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1624 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1625 use crate::routing::router::RouteHop;
1626 use crate::routing::scoring::{ChannelUsage, Score};
1627 use crate::util::ser::{ReadableArgs, Writeable};
1628 use crate::util::test_utils::TestLogger;
1630 use bitcoin::blockdata::constants::genesis_block;
1631 use bitcoin::hashes::Hash;
1632 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1633 use bitcoin::network::constants::Network;
1634 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1635 use core::time::Duration;
1638 fn source_privkey() -> SecretKey {
1639 SecretKey::from_slice(&[42; 32]).unwrap()
1642 fn target_privkey() -> SecretKey {
1643 SecretKey::from_slice(&[43; 32]).unwrap()
1646 fn source_pubkey() -> PublicKey {
1647 let secp_ctx = Secp256k1::new();
1648 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1651 fn target_pubkey() -> PublicKey {
1652 let secp_ctx = Secp256k1::new();
1653 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1656 fn source_node_id() -> NodeId {
1657 NodeId::from_pubkey(&source_pubkey())
1660 fn target_node_id() -> NodeId {
1661 NodeId::from_pubkey(&target_pubkey())
1664 // `ProbabilisticScorer` tests
1666 /// A probabilistic scorer for testing with time that can be manually advanced.
1667 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1669 fn sender_privkey() -> SecretKey {
1670 SecretKey::from_slice(&[41; 32]).unwrap()
1673 fn recipient_privkey() -> SecretKey {
1674 SecretKey::from_slice(&[45; 32]).unwrap()
1677 fn sender_pubkey() -> PublicKey {
1678 let secp_ctx = Secp256k1::new();
1679 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1682 fn recipient_pubkey() -> PublicKey {
1683 let secp_ctx = Secp256k1::new();
1684 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1687 fn sender_node_id() -> NodeId {
1688 NodeId::from_pubkey(&sender_pubkey())
1691 fn recipient_node_id() -> NodeId {
1692 NodeId::from_pubkey(&recipient_pubkey())
1695 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1696 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1697 let mut network_graph = NetworkGraph::new(genesis_hash, logger);
1698 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1699 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1705 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1706 node_2_key: SecretKey
1708 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1709 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1710 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1711 let secp_ctx = Secp256k1::new();
1712 let unsigned_announcement = UnsignedChannelAnnouncement {
1713 features: channelmanager::provided_channel_features(&UserConfig::default()),
1714 chain_hash: genesis_hash,
1716 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1717 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1718 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1719 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1720 excess_data: Vec::new(),
1722 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1723 let signed_announcement = ChannelAnnouncement {
1724 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1725 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1726 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1727 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1728 contents: unsigned_announcement,
1730 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1731 network_graph.update_channel_from_announcement(
1732 &signed_announcement, &chain_source).unwrap();
1733 update_channel(network_graph, short_channel_id, node_1_key, 0);
1734 update_channel(network_graph, short_channel_id, node_2_key, 1);
1738 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1741 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1742 let secp_ctx = Secp256k1::new();
1743 let unsigned_update = UnsignedChannelUpdate {
1744 chain_hash: genesis_hash,
1748 cltv_expiry_delta: 18,
1749 htlc_minimum_msat: 0,
1750 htlc_maximum_msat: 1_000,
1752 fee_proportional_millionths: 0,
1753 excess_data: Vec::new(),
1755 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1756 let signed_update = ChannelUpdate {
1757 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1758 contents: unsigned_update,
1760 network_graph.update_channel(&signed_update).unwrap();
1763 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1764 let config = UserConfig::default();
1767 node_features: channelmanager::provided_node_features(&config),
1769 channel_features: channelmanager::provided_channel_features(&config),
1771 cltv_expiry_delta: 18,
1775 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1777 path_hop(source_pubkey(), 41, 1),
1778 path_hop(target_pubkey(), 42, 2),
1779 path_hop(recipient_pubkey(), 43, amount_msat),
1784 fn liquidity_bounds_directed_from_lowest_node_id() {
1785 let logger = TestLogger::new();
1786 let last_updated = SinceEpoch::now();
1787 let network_graph = network_graph(&logger);
1788 let params = ProbabilisticScoringParameters::default();
1789 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1792 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1793 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1794 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1798 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1799 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1800 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1802 let source = source_node_id();
1803 let target = target_node_id();
1804 let recipient = recipient_node_id();
1805 assert!(source > target);
1806 assert!(target < recipient);
1808 // Update minimum liquidity.
1810 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1811 .as_directed(&source, &target, 1_000, &scorer.params);
1812 assert_eq!(liquidity.min_liquidity_msat(), 100);
1813 assert_eq!(liquidity.max_liquidity_msat(), 300);
1815 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1816 .as_directed(&target, &source, 1_000, &scorer.params);
1817 assert_eq!(liquidity.min_liquidity_msat(), 700);
1818 assert_eq!(liquidity.max_liquidity_msat(), 900);
1820 scorer.channel_liquidities.get_mut(&42).unwrap()
1821 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1822 .set_min_liquidity_msat(200);
1824 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1825 .as_directed(&source, &target, 1_000, &scorer.params);
1826 assert_eq!(liquidity.min_liquidity_msat(), 200);
1827 assert_eq!(liquidity.max_liquidity_msat(), 300);
1829 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1830 .as_directed(&target, &source, 1_000, &scorer.params);
1831 assert_eq!(liquidity.min_liquidity_msat(), 700);
1832 assert_eq!(liquidity.max_liquidity_msat(), 800);
1834 // Update maximum liquidity.
1836 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1837 .as_directed(&target, &recipient, 1_000, &scorer.params);
1838 assert_eq!(liquidity.min_liquidity_msat(), 700);
1839 assert_eq!(liquidity.max_liquidity_msat(), 900);
1841 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1842 .as_directed(&recipient, &target, 1_000, &scorer.params);
1843 assert_eq!(liquidity.min_liquidity_msat(), 100);
1844 assert_eq!(liquidity.max_liquidity_msat(), 300);
1846 scorer.channel_liquidities.get_mut(&43).unwrap()
1847 .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1848 .set_max_liquidity_msat(200);
1850 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1851 .as_directed(&target, &recipient, 1_000, &scorer.params);
1852 assert_eq!(liquidity.min_liquidity_msat(), 0);
1853 assert_eq!(liquidity.max_liquidity_msat(), 200);
1855 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1856 .as_directed(&recipient, &target, 1_000, &scorer.params);
1857 assert_eq!(liquidity.min_liquidity_msat(), 800);
1858 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1862 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1863 let logger = TestLogger::new();
1864 let last_updated = SinceEpoch::now();
1865 let network_graph = network_graph(&logger);
1866 let params = ProbabilisticScoringParameters::default();
1867 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1870 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1871 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1872 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1874 let source = source_node_id();
1875 let target = target_node_id();
1876 assert!(source > target);
1878 // Check initial bounds.
1879 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1880 .as_directed(&source, &target, 1_000, &scorer.params);
1881 assert_eq!(liquidity.min_liquidity_msat(), 400);
1882 assert_eq!(liquidity.max_liquidity_msat(), 800);
1884 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1885 .as_directed(&target, &source, 1_000, &scorer.params);
1886 assert_eq!(liquidity.min_liquidity_msat(), 200);
1887 assert_eq!(liquidity.max_liquidity_msat(), 600);
1889 // Reset from source to target.
1890 scorer.channel_liquidities.get_mut(&42).unwrap()
1891 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1892 .set_min_liquidity_msat(900);
1894 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1895 .as_directed(&source, &target, 1_000, &scorer.params);
1896 assert_eq!(liquidity.min_liquidity_msat(), 900);
1897 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1899 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1900 .as_directed(&target, &source, 1_000, &scorer.params);
1901 assert_eq!(liquidity.min_liquidity_msat(), 0);
1902 assert_eq!(liquidity.max_liquidity_msat(), 100);
1904 // Reset from target to source.
1905 scorer.channel_liquidities.get_mut(&42).unwrap()
1906 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1907 .set_min_liquidity_msat(400);
1909 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1910 .as_directed(&source, &target, 1_000, &scorer.params);
1911 assert_eq!(liquidity.min_liquidity_msat(), 0);
1912 assert_eq!(liquidity.max_liquidity_msat(), 600);
1914 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1915 .as_directed(&target, &source, 1_000, &scorer.params);
1916 assert_eq!(liquidity.min_liquidity_msat(), 400);
1917 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1921 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1922 let logger = TestLogger::new();
1923 let last_updated = SinceEpoch::now();
1924 let network_graph = network_graph(&logger);
1925 let params = ProbabilisticScoringParameters::default();
1926 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1929 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1930 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1931 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1933 let source = source_node_id();
1934 let target = target_node_id();
1935 assert!(source > target);
1937 // Check initial bounds.
1938 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1939 .as_directed(&source, &target, 1_000, &scorer.params);
1940 assert_eq!(liquidity.min_liquidity_msat(), 400);
1941 assert_eq!(liquidity.max_liquidity_msat(), 800);
1943 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1944 .as_directed(&target, &source, 1_000, &scorer.params);
1945 assert_eq!(liquidity.min_liquidity_msat(), 200);
1946 assert_eq!(liquidity.max_liquidity_msat(), 600);
1948 // Reset from source to target.
1949 scorer.channel_liquidities.get_mut(&42).unwrap()
1950 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1951 .set_max_liquidity_msat(300);
1953 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1954 .as_directed(&source, &target, 1_000, &scorer.params);
1955 assert_eq!(liquidity.min_liquidity_msat(), 0);
1956 assert_eq!(liquidity.max_liquidity_msat(), 300);
1958 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1959 .as_directed(&target, &source, 1_000, &scorer.params);
1960 assert_eq!(liquidity.min_liquidity_msat(), 700);
1961 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1963 // Reset from target to source.
1964 scorer.channel_liquidities.get_mut(&42).unwrap()
1965 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1966 .set_max_liquidity_msat(600);
1968 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1969 .as_directed(&source, &target, 1_000, &scorer.params);
1970 assert_eq!(liquidity.min_liquidity_msat(), 400);
1971 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1973 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1974 .as_directed(&target, &source, 1_000, &scorer.params);
1975 assert_eq!(liquidity.min_liquidity_msat(), 0);
1976 assert_eq!(liquidity.max_liquidity_msat(), 600);
1980 fn increased_penalty_nearing_liquidity_upper_bound() {
1981 let logger = TestLogger::new();
1982 let network_graph = network_graph(&logger);
1983 let params = ProbabilisticScoringParameters {
1984 liquidity_penalty_multiplier_msat: 1_000,
1985 ..ProbabilisticScoringParameters::zero_penalty()
1987 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
1988 let source = source_node_id();
1989 let target = target_node_id();
1991 let usage = ChannelUsage {
1993 inflight_htlc_msat: 0,
1994 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
1996 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1997 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
1998 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1999 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2000 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2001 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2002 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2004 let usage = ChannelUsage {
2006 inflight_htlc_msat: 0,
2007 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2009 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2010 let usage = ChannelUsage { amount_msat: 256, ..usage };
2011 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2012 let usage = ChannelUsage { amount_msat: 374, ..usage };
2013 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2014 let usage = ChannelUsage { amount_msat: 512, ..usage };
2015 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2016 let usage = ChannelUsage { amount_msat: 640, ..usage };
2017 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2018 let usage = ChannelUsage { amount_msat: 768, ..usage };
2019 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2020 let usage = ChannelUsage { amount_msat: 896, ..usage };
2021 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2025 fn constant_penalty_outside_liquidity_bounds() {
2026 let logger = TestLogger::new();
2027 let last_updated = SinceEpoch::now();
2028 let network_graph = network_graph(&logger);
2029 let params = ProbabilisticScoringParameters {
2030 liquidity_penalty_multiplier_msat: 1_000,
2031 considered_impossible_penalty_msat: u64::max_value(),
2032 ..ProbabilisticScoringParameters::zero_penalty()
2034 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2037 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2038 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2039 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2041 let source = source_node_id();
2042 let target = target_node_id();
2044 let usage = ChannelUsage {
2046 inflight_htlc_msat: 0,
2047 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2049 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2050 let usage = ChannelUsage { amount_msat: 50, ..usage };
2051 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2052 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2053 let usage = ChannelUsage { amount_msat: 61, ..usage };
2054 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2058 fn does_not_further_penalize_own_channel() {
2059 let logger = TestLogger::new();
2060 let network_graph = network_graph(&logger);
2061 let params = ProbabilisticScoringParameters {
2062 liquidity_penalty_multiplier_msat: 1_000,
2063 ..ProbabilisticScoringParameters::zero_penalty()
2065 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2066 let sender = sender_node_id();
2067 let source = source_node_id();
2068 let usage = ChannelUsage {
2070 inflight_htlc_msat: 0,
2071 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2073 let failed_path = payment_path_for_amount(500);
2074 let successful_path = payment_path_for_amount(200);
2076 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2078 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2079 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2081 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2082 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2086 fn sets_liquidity_lower_bound_on_downstream_failure() {
2087 let logger = TestLogger::new();
2088 let network_graph = network_graph(&logger);
2089 let params = ProbabilisticScoringParameters {
2090 liquidity_penalty_multiplier_msat: 1_000,
2091 ..ProbabilisticScoringParameters::zero_penalty()
2093 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2094 let source = source_node_id();
2095 let target = target_node_id();
2096 let path = payment_path_for_amount(500);
2098 let usage = ChannelUsage {
2100 inflight_htlc_msat: 0,
2101 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2103 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2104 let usage = ChannelUsage { amount_msat: 500, ..usage };
2105 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2106 let usage = ChannelUsage { amount_msat: 750, ..usage };
2107 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2109 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2111 let usage = ChannelUsage { amount_msat: 250, ..usage };
2112 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2113 let usage = ChannelUsage { amount_msat: 500, ..usage };
2114 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2115 let usage = ChannelUsage { amount_msat: 750, ..usage };
2116 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2120 fn sets_liquidity_upper_bound_on_failure() {
2121 let logger = TestLogger::new();
2122 let network_graph = network_graph(&logger);
2123 let params = ProbabilisticScoringParameters {
2124 liquidity_penalty_multiplier_msat: 1_000,
2125 considered_impossible_penalty_msat: u64::max_value(),
2126 ..ProbabilisticScoringParameters::zero_penalty()
2128 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2129 let source = source_node_id();
2130 let target = target_node_id();
2131 let path = payment_path_for_amount(500);
2133 let usage = ChannelUsage {
2135 inflight_htlc_msat: 0,
2136 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2139 let usage = ChannelUsage { amount_msat: 500, ..usage };
2140 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2141 let usage = ChannelUsage { amount_msat: 750, ..usage };
2142 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2144 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2146 let usage = ChannelUsage { amount_msat: 250, ..usage };
2147 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2148 let usage = ChannelUsage { amount_msat: 500, ..usage };
2149 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2150 let usage = ChannelUsage { amount_msat: 750, ..usage };
2151 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2155 fn ignores_channels_after_removed_failed_channel() {
2156 // Previously, if we'd tried to send over a channel which was removed from the network
2157 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2158 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2159 // channels in the route, even ones which they payment never reached. This tests to ensure
2160 // we do not score such channels.
2161 let secp_ctx = Secp256k1::new();
2162 let logger = TestLogger::new();
2163 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2164 let mut network_graph = NetworkGraph::new(genesis_hash, &logger);
2165 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2166 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2167 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2168 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2169 add_channel(&mut network_graph, 42, secret_a, secret_b);
2170 // Don't add the channel from B -> C.
2171 add_channel(&mut network_graph, 44, secret_c, secret_d);
2173 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2174 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2175 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2176 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2179 path_hop(pub_b, 42, 1),
2180 path_hop(pub_c, 43, 2),
2181 path_hop(pub_d, 44, 100),
2184 let node_a = NodeId::from_pubkey(&pub_a);
2185 let node_b = NodeId::from_pubkey(&pub_b);
2186 let node_c = NodeId::from_pubkey(&pub_c);
2187 let node_d = NodeId::from_pubkey(&pub_d);
2189 let params = ProbabilisticScoringParameters {
2190 liquidity_penalty_multiplier_msat: 1_000,
2191 ..ProbabilisticScoringParameters::zero_penalty()
2193 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2195 let usage = ChannelUsage {
2197 inflight_htlc_msat: 0,
2198 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2200 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 128);
2201 // Note that a default liquidity bound is used for B -> C as no channel exists
2202 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2203 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2205 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2207 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80);
2208 // Note that a default liquidity bound is used for B -> C as no channel exists
2209 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2210 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2214 fn reduces_liquidity_upper_bound_along_path_on_success() {
2215 let logger = TestLogger::new();
2216 let network_graph = network_graph(&logger);
2217 let params = ProbabilisticScoringParameters {
2218 liquidity_penalty_multiplier_msat: 1_000,
2219 ..ProbabilisticScoringParameters::zero_penalty()
2221 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2222 let sender = sender_node_id();
2223 let source = source_node_id();
2224 let target = target_node_id();
2225 let recipient = recipient_node_id();
2226 let usage = ChannelUsage {
2228 inflight_htlc_msat: 0,
2229 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2231 let path = payment_path_for_amount(500);
2233 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2234 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2235 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2237 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2239 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2240 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2241 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2245 fn decays_liquidity_bounds_over_time() {
2246 let logger = TestLogger::new();
2247 let network_graph = network_graph(&logger);
2248 let params = ProbabilisticScoringParameters {
2249 liquidity_penalty_multiplier_msat: 1_000,
2250 liquidity_offset_half_life: Duration::from_secs(10),
2251 considered_impossible_penalty_msat: u64::max_value(),
2252 ..ProbabilisticScoringParameters::zero_penalty()
2254 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2255 let source = source_node_id();
2256 let target = target_node_id();
2258 let usage = ChannelUsage {
2260 inflight_htlc_msat: 0,
2261 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2263 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2264 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2265 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2267 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2268 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2270 let usage = ChannelUsage { amount_msat: 128, ..usage };
2271 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2272 let usage = ChannelUsage { amount_msat: 256, ..usage };
2273 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2274 let usage = ChannelUsage { amount_msat: 768, ..usage };
2275 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2276 let usage = ChannelUsage { amount_msat: 896, ..usage };
2277 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2279 SinceEpoch::advance(Duration::from_secs(9));
2280 let usage = ChannelUsage { amount_msat: 128, ..usage };
2281 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2282 let usage = ChannelUsage { amount_msat: 256, ..usage };
2283 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2284 let usage = ChannelUsage { amount_msat: 768, ..usage };
2285 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2286 let usage = ChannelUsage { amount_msat: 896, ..usage };
2287 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2289 SinceEpoch::advance(Duration::from_secs(1));
2290 let usage = ChannelUsage { amount_msat: 64, ..usage };
2291 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2292 let usage = ChannelUsage { amount_msat: 128, ..usage };
2293 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2294 let usage = ChannelUsage { amount_msat: 896, ..usage };
2295 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2296 let usage = ChannelUsage { amount_msat: 960, ..usage };
2297 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2299 // Fully decay liquidity lower bound.
2300 SinceEpoch::advance(Duration::from_secs(10 * 7));
2301 let usage = ChannelUsage { amount_msat: 0, ..usage };
2302 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2303 let usage = ChannelUsage { amount_msat: 1, ..usage };
2304 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2305 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2306 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2307 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2308 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2310 // Fully decay liquidity upper bound.
2311 SinceEpoch::advance(Duration::from_secs(10));
2312 let usage = ChannelUsage { amount_msat: 0, ..usage };
2313 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2314 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2315 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2317 SinceEpoch::advance(Duration::from_secs(10));
2318 let usage = ChannelUsage { amount_msat: 0, ..usage };
2319 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2320 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2321 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2325 fn decays_liquidity_bounds_without_shift_overflow() {
2326 let logger = TestLogger::new();
2327 let network_graph = network_graph(&logger);
2328 let params = ProbabilisticScoringParameters {
2329 liquidity_penalty_multiplier_msat: 1_000,
2330 liquidity_offset_half_life: Duration::from_secs(10),
2331 ..ProbabilisticScoringParameters::zero_penalty()
2333 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2334 let source = source_node_id();
2335 let target = target_node_id();
2336 let usage = ChannelUsage {
2338 inflight_htlc_msat: 0,
2339 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2341 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2343 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2344 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2346 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2347 // would cause an overflow.
2348 SinceEpoch::advance(Duration::from_secs(10 * 64));
2349 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2351 SinceEpoch::advance(Duration::from_secs(10));
2352 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2356 fn restricts_liquidity_bounds_after_decay() {
2357 let logger = TestLogger::new();
2358 let network_graph = network_graph(&logger);
2359 let params = ProbabilisticScoringParameters {
2360 liquidity_penalty_multiplier_msat: 1_000,
2361 liquidity_offset_half_life: Duration::from_secs(10),
2362 ..ProbabilisticScoringParameters::zero_penalty()
2364 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2365 let source = source_node_id();
2366 let target = target_node_id();
2367 let usage = ChannelUsage {
2369 inflight_htlc_msat: 0,
2370 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2373 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2375 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2376 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2377 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2378 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2380 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2381 SinceEpoch::advance(Duration::from_secs(10));
2382 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2384 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2385 // is closer to the upper bound, meaning a higher penalty.
2386 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2387 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2389 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2390 // is closer to the lower bound, meaning a lower penalty.
2391 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2392 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2394 // Further decaying affects the lower bound more than the upper bound (128, 928).
2395 SinceEpoch::advance(Duration::from_secs(10));
2396 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2400 fn restores_persisted_liquidity_bounds() {
2401 let logger = TestLogger::new();
2402 let network_graph = network_graph(&logger);
2403 let params = ProbabilisticScoringParameters {
2404 liquidity_penalty_multiplier_msat: 1_000,
2405 liquidity_offset_half_life: Duration::from_secs(10),
2406 considered_impossible_penalty_msat: u64::max_value(),
2407 ..ProbabilisticScoringParameters::zero_penalty()
2409 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2410 let source = source_node_id();
2411 let target = target_node_id();
2412 let usage = ChannelUsage {
2414 inflight_htlc_msat: 0,
2415 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2418 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2419 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2421 SinceEpoch::advance(Duration::from_secs(10));
2422 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2424 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2425 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2427 let mut serialized_scorer = Vec::new();
2428 scorer.write(&mut serialized_scorer).unwrap();
2430 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2431 let deserialized_scorer =
2432 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2433 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2437 fn decays_persisted_liquidity_bounds() {
2438 let logger = TestLogger::new();
2439 let network_graph = network_graph(&logger);
2440 let params = ProbabilisticScoringParameters {
2441 liquidity_penalty_multiplier_msat: 1_000,
2442 liquidity_offset_half_life: Duration::from_secs(10),
2443 considered_impossible_penalty_msat: u64::max_value(),
2444 ..ProbabilisticScoringParameters::zero_penalty()
2446 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2447 let source = source_node_id();
2448 let target = target_node_id();
2449 let usage = ChannelUsage {
2451 inflight_htlc_msat: 0,
2452 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2455 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2458 let mut serialized_scorer = Vec::new();
2459 scorer.write(&mut serialized_scorer).unwrap();
2461 SinceEpoch::advance(Duration::from_secs(10));
2463 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2464 let deserialized_scorer =
2465 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2466 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2468 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2469 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2471 SinceEpoch::advance(Duration::from_secs(10));
2472 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2476 fn scores_realistic_payments() {
2477 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2478 // 50k sat reserve).
2479 let logger = TestLogger::new();
2480 let network_graph = network_graph(&logger);
2481 let params = ProbabilisticScoringParameters::default();
2482 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2483 let source = source_node_id();
2484 let target = target_node_id();
2486 let usage = ChannelUsage {
2487 amount_msat: 100_000_000,
2488 inflight_htlc_msat: 0,
2489 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2491 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2492 let usage = ChannelUsage {
2493 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2495 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2496 let usage = ChannelUsage {
2497 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2499 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2500 let usage = ChannelUsage {
2501 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2503 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2504 let usage = ChannelUsage {
2505 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2507 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2508 let usage = ChannelUsage {
2509 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2511 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2512 let usage = ChannelUsage {
2513 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2515 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2516 let usage = ChannelUsage {
2517 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2519 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2520 let usage = ChannelUsage {
2521 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2523 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2524 let usage = ChannelUsage {
2525 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2527 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2528 let usage = ChannelUsage {
2529 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2531 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2535 fn adds_base_penalty_to_liquidity_penalty() {
2536 let logger = TestLogger::new();
2537 let network_graph = network_graph(&logger);
2538 let source = source_node_id();
2539 let target = target_node_id();
2540 let usage = ChannelUsage {
2542 inflight_htlc_msat: 0,
2543 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2546 let params = ProbabilisticScoringParameters {
2547 liquidity_penalty_multiplier_msat: 1_000,
2548 ..ProbabilisticScoringParameters::zero_penalty()
2550 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2551 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2553 let params = ProbabilisticScoringParameters {
2554 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2555 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2557 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2558 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2560 let params = ProbabilisticScoringParameters {
2561 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2562 base_penalty_amount_multiplier_msat: (1 << 30),
2563 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2566 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2567 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2571 fn adds_amount_penalty_to_liquidity_penalty() {
2572 let logger = TestLogger::new();
2573 let network_graph = network_graph(&logger);
2574 let source = source_node_id();
2575 let target = target_node_id();
2576 let usage = ChannelUsage {
2577 amount_msat: 512_000,
2578 inflight_htlc_msat: 0,
2579 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2582 let params = ProbabilisticScoringParameters {
2583 liquidity_penalty_multiplier_msat: 1_000,
2584 liquidity_penalty_amount_multiplier_msat: 0,
2585 ..ProbabilisticScoringParameters::zero_penalty()
2587 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2588 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2590 let params = ProbabilisticScoringParameters {
2591 liquidity_penalty_multiplier_msat: 1_000,
2592 liquidity_penalty_amount_multiplier_msat: 256,
2593 ..ProbabilisticScoringParameters::zero_penalty()
2595 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2596 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2600 fn calculates_log10_without_overflowing_u64_max_value() {
2601 let logger = TestLogger::new();
2602 let network_graph = network_graph(&logger);
2603 let source = source_node_id();
2604 let target = target_node_id();
2605 let usage = ChannelUsage {
2606 amount_msat: u64::max_value(),
2607 inflight_htlc_msat: 0,
2608 effective_capacity: EffectiveCapacity::Infinite,
2611 let params = ProbabilisticScoringParameters {
2612 liquidity_penalty_multiplier_msat: 40_000,
2613 ..ProbabilisticScoringParameters::zero_penalty()
2615 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2616 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2620 fn accounts_for_inflight_htlc_usage() {
2621 let logger = TestLogger::new();
2622 let network_graph = network_graph(&logger);
2623 let params = ProbabilisticScoringParameters {
2624 considered_impossible_penalty_msat: u64::max_value(),
2625 ..ProbabilisticScoringParameters::zero_penalty()
2627 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2628 let source = source_node_id();
2629 let target = target_node_id();
2631 let usage = ChannelUsage {
2633 inflight_htlc_msat: 0,
2634 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2636 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2638 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2639 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2643 fn removes_uncertainity_when_exact_liquidity_known() {
2644 let logger = TestLogger::new();
2645 let network_graph = network_graph(&logger);
2646 let params = ProbabilisticScoringParameters::default();
2647 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2648 let source = source_node_id();
2649 let target = target_node_id();
2651 let base_penalty_msat = params.base_penalty_msat;
2652 let usage = ChannelUsage {
2654 inflight_htlc_msat: 0,
2655 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2657 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2659 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2660 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2662 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2663 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2667 fn remembers_historical_failures() {
2668 let logger = TestLogger::new();
2669 let network_graph = network_graph(&logger);
2670 let params = ProbabilisticScoringParameters {
2671 historical_liquidity_penalty_multiplier_msat: 1024,
2672 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2673 historical_no_updates_half_life: Duration::from_secs(10),
2674 ..ProbabilisticScoringParameters::zero_penalty()
2676 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2677 let source = source_node_id();
2678 let target = target_node_id();
2680 let usage = ChannelUsage {
2682 inflight_htlc_msat: 0,
2683 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2685 // With no historical data the normal liquidity penalty calculation is used.
2686 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2688 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2689 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2691 // Even after we tell the scorer we definitely have enough available liquidity, it will
2692 // still remember that there was some failure in the past, and assign a non-0 penalty.
2693 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2694 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2696 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2697 // gone), and check that we're back to where we started.
2698 SinceEpoch::advance(Duration::from_secs(10 * 16));
2699 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2703 fn adds_anti_probing_penalty() {
2704 let logger = TestLogger::new();
2705 let network_graph = network_graph(&logger);
2706 let source = source_node_id();
2707 let target = target_node_id();
2708 let params = ProbabilisticScoringParameters {
2709 anti_probing_penalty_msat: 500,
2710 ..ProbabilisticScoringParameters::zero_penalty()
2712 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2714 // Check we receive no penalty for a low htlc_maximum_msat.
2715 let usage = ChannelUsage {
2716 amount_msat: 512_000,
2717 inflight_htlc_msat: 0,
2718 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2720 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2722 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2723 let usage = ChannelUsage {
2724 amount_msat: 512_000,
2725 inflight_htlc_msat: 0,
2726 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2728 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2730 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2731 let usage = ChannelUsage {
2732 amount_msat: 512_000,
2733 inflight_htlc_msat: 0,
2734 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2736 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2738 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2739 let usage = ChannelUsage {
2740 amount_msat: 512_000,
2741 inflight_htlc_msat: 0,
2742 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2744 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);