1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn time_passed(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn time_passed(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().time_passed(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn time_passed(&mut self, duration_since_epoch: Duration) {
376 self.0.time_passed(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
853 let graph = self.network_graph.read_only();
854 for (scid, liq) in self.channel_liquidities.iter() {
855 if let Some(chan_debug) = graph.channels().get(scid) {
856 let log_direction = |source, target| {
857 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
858 let amt = directed_info.effective_capacity().as_msat();
859 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
861 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
862 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
864 log_debug!(self.logger, core::concat!(
865 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
866 "\tHistorical min liquidity bucket relative probabilities:\n",
867 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
868 "\tHistorical max liquidity bucket relative probabilities:\n",
869 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
870 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
871 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
872 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
873 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
874 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
875 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
876 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
877 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
878 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
879 // Note that the liquidity buckets are an offset from the edge, so we
880 // inverse the max order to get the probabilities from zero.
881 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
882 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
883 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
884 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
885 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
886 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
887 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
888 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
890 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
894 log_direction(&chan_debug.node_one, &chan_debug.node_two);
895 log_direction(&chan_debug.node_two, &chan_debug.node_one);
897 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
902 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
903 /// channel with `scid` towards the given `target` node.
904 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
905 let graph = self.network_graph.read_only();
907 if let Some(chan) = graph.channels().get(&scid) {
908 if let Some(liq) = self.channel_liquidities.get(&scid) {
909 if let Some((directed_info, source)) = chan.as_directed_to(target) {
910 let amt = directed_info.effective_capacity().as_msat();
911 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
912 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
919 /// Query the historical estimated minimum and maximum liquidity available for sending a
920 /// payment over the channel with `scid` towards the given `target` node.
922 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
923 /// the second set describes the upper-bound liquidity history. Each bucket describes the
924 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
925 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
926 /// more recent data points are weighted more heavily than older datapoints.
928 /// Note that the range of each bucket varies by its location to provide more granular results
929 /// at the edges of a channel's capacity, where it is more likely to sit.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
932 /// is calculated by dividing that bucket's value with the total value of all buckets.
934 /// For example, using a lower bucket count for illustrative purposes, a value of
935 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
936 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
937 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
938 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
943 /// In order to fetch a single success probability from the buckets provided here, as used in
944 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
945 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
946 -> Option<([u16; 32], [u16; 32])> {
947 let graph = self.network_graph.read_only();
949 if let Some(chan) = graph.channels().get(&scid) {
950 if let Some(liq) = self.channel_liquidities.get(&scid) {
951 if let Some((directed_info, source)) = chan.as_directed_to(target) {
952 let amt = directed_info.effective_capacity().as_msat();
953 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
955 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
956 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
958 // Note that the liquidity buckets are an offset from the edge, so we inverse
959 // the max order to get the probabilities from zero.
960 max_buckets.reverse();
961 return Some((min_buckets, max_buckets));
968 /// Query the probability of payment success sending the given `amount_msat` over the channel
969 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
972 /// These are the same bounds as returned by
973 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
974 /// [`Self::estimated_channel_liquidity_range`]).
975 pub fn historical_estimated_payment_success_probability(
976 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
978 let graph = self.network_graph.read_only();
980 if let Some(chan) = graph.channels().get(&scid) {
981 if let Some(liq) = self.channel_liquidities.get(&scid) {
982 if let Some((directed_info, source)) = chan.as_directed_to(target) {
983 let capacity_msat = directed_info.effective_capacity().as_msat();
984 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
986 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
987 ¶ms, amount_msat, capacity_msat
988 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
996 impl<T: Time> ChannelLiquidity<T> {
1000 min_liquidity_offset_msat: 0,
1001 max_liquidity_offset_msat: 0,
1002 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1003 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1004 last_updated: T::now(),
1005 offset_history_last_updated: T::now(),
1009 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1010 /// `capacity_msat`.
1012 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1013 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1014 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1015 if source < target {
1016 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1017 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1019 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1020 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1023 DirectedChannelLiquidity {
1024 min_liquidity_offset_msat,
1025 max_liquidity_offset_msat,
1026 liquidity_history: HistoricalMinMaxBuckets {
1027 min_liquidity_offset_history,
1028 max_liquidity_offset_history,
1031 last_updated: &self.last_updated,
1032 offset_history_last_updated: &self.offset_history_last_updated,
1034 decay_params: decay_params,
1038 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1039 /// `capacity_msat`.
1041 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1042 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1043 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1044 if source < target {
1045 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1046 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1048 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1049 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1052 DirectedChannelLiquidity {
1053 min_liquidity_offset_msat,
1054 max_liquidity_offset_msat,
1055 liquidity_history: HistoricalMinMaxBuckets {
1056 min_liquidity_offset_history,
1057 max_liquidity_offset_history,
1060 last_updated: &mut self.last_updated,
1061 offset_history_last_updated: &mut self.offset_history_last_updated,
1063 decay_params: decay_params,
1067 fn decayed_offset(&self, offset: u64, decay_params: ProbabilisticScoringDecayParameters) -> u64 {
1068 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1069 if half_life != 0.0 {
1070 let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
1071 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1078 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1080 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1082 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1083 /// ratio, as X in 1/X.
1084 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1086 /// The divisor used when computing the amount penalty.
1087 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1088 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1090 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1092 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1093 (a * a * a, b * b * b, c * c * c)
1096 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1097 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1099 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1101 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1102 /// (recently) seen an HTLC successfully complete over this channel.
1104 fn success_probability(
1105 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1106 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1108 debug_assert!(min_liquidity_msat <= amount_msat);
1109 debug_assert!(amount_msat < max_liquidity_msat);
1110 debug_assert!(max_liquidity_msat <= capacity_msat);
1112 let (numerator, mut denominator) =
1113 if params.linear_success_probability {
1114 (max_liquidity_msat - amount_msat,
1115 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1117 let capacity = capacity_msat as f64;
1118 let min = (min_liquidity_msat as f64) / capacity;
1119 let max = (max_liquidity_msat as f64) / capacity;
1120 let amount = (amount_msat as f64) / capacity;
1122 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1123 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1124 // liquidity bounds is thus the integral under the curve from the amount to maximum
1125 // estimated liquidity, divided by the same integral from the minimum to the maximum
1126 // estimated liquidity bounds.
1128 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1129 // calculate the cumulative density function between the min/max bounds trivially. Note
1130 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1131 // division of num / den.
1132 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1133 let num = max_pow - amt_pow;
1134 let den = max_pow - min_pow;
1136 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1137 // quite a large factor to get something useful (ideally in the 2^30 range).
1138 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1139 let numerator = (num * BILLIONISH) as u64 + 1;
1140 let denominator = (den * BILLIONISH) as u64 + 1;
1141 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1142 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1143 (numerator, denominator)
1146 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1147 denominator < u64::max_value() / 21
1149 // If we have no knowledge of the channel, scale probability down by ~75%
1150 // Note that we prefer to increase the denominator rather than decrease the numerator as
1151 // the denominator is more likely to be larger and thus provide greater precision. This is
1152 // mostly an overoptimization but makes a large difference in tests.
1153 denominator = denominator * 21 / 16
1156 (numerator, denominator)
1159 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1160 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1162 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1163 let available_capacity = self.capacity_msat;
1164 let max_liquidity_msat = self.max_liquidity_msat();
1165 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1167 let mut res = if amount_msat <= min_liquidity_msat {
1169 } else if amount_msat >= max_liquidity_msat {
1170 // Equivalent to hitting the else clause below with the amount equal to the effective
1171 // capacity and without any certainty on the liquidity upper bound, plus the
1172 // impossibility penalty.
1173 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1174 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1175 score_params.liquidity_penalty_multiplier_msat,
1176 score_params.liquidity_penalty_amount_multiplier_msat)
1177 .saturating_add(score_params.considered_impossible_penalty_msat)
1179 let (numerator, denominator) = success_probability(amount_msat,
1180 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1181 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1182 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1183 // don't bother trying to use the log approximation as it gets too noisy to be
1184 // particularly helpful, instead just round down to 0.
1187 let negative_log10_times_2048 =
1188 approx::negative_log10_times_2048(numerator, denominator);
1189 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1190 score_params.liquidity_penalty_multiplier_msat,
1191 score_params.liquidity_penalty_amount_multiplier_msat)
1195 if amount_msat >= available_capacity {
1196 // We're trying to send more than the capacity, use a max penalty.
1197 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1198 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1199 score_params.historical_liquidity_penalty_multiplier_msat,
1200 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1204 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1205 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1206 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1207 .calculate_success_probability_times_billion(
1208 score_params, amount_msat, self.capacity_msat)
1210 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1211 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1212 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1213 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1215 // If we don't have any valid points (or, once decayed, we have less than a full
1216 // point), redo the non-historical calculation with no liquidity bounds tracked and
1217 // the historical penalty multipliers.
1218 let (numerator, denominator) = success_probability(amount_msat, 0,
1219 available_capacity, available_capacity, score_params, true);
1220 let negative_log10_times_2048 =
1221 approx::negative_log10_times_2048(numerator, denominator);
1222 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1223 score_params.historical_liquidity_penalty_multiplier_msat,
1224 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1231 /// Computes the liquidity penalty from the penalty multipliers.
1233 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1234 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1236 negative_log10_times_2048 =
1237 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1239 // Upper bound the liquidity penalty to ensure some channel is selected.
1240 let liquidity_penalty_msat = negative_log10_times_2048
1241 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1242 let amount_penalty_msat = negative_log10_times_2048
1243 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1244 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1246 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1249 /// Returns the lower bound of the channel liquidity balance in this direction.
1251 fn min_liquidity_msat(&self) -> u64 {
1252 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1255 /// Returns the upper bound of the channel liquidity balance in this direction.
1257 fn max_liquidity_msat(&self) -> u64 {
1259 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1262 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1267 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1268 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1269 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1270 let existing_max_msat = self.max_liquidity_msat();
1271 if amount_msat < existing_max_msat {
1272 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1273 self.set_max_liquidity_msat(amount_msat);
1275 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1276 chan_descr, existing_max_msat, amount_msat);
1278 self.update_history_buckets(0);
1281 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1282 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1283 let existing_min_msat = self.min_liquidity_msat();
1284 if amount_msat > existing_min_msat {
1285 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1286 self.set_min_liquidity_msat(amount_msat);
1288 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1289 chan_descr, existing_min_msat, amount_msat);
1291 self.update_history_buckets(0);
1294 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1295 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1296 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1297 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1298 self.set_max_liquidity_msat(max_liquidity_msat);
1299 self.update_history_buckets(amount_msat);
1302 /// Updates the history buckets for this channel. Because the history buckets track what we now
1303 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1304 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1305 /// represents the amount of the successful payment we just made.
1306 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1307 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1308 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1309 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1310 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1311 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1313 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1314 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1315 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1317 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1318 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1319 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1321 *self.offset_history_last_updated = self.now;
1324 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1325 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1326 *self.min_liquidity_offset_msat = amount_msat;
1327 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1330 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1332 *self.last_updated = self.now;
1335 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1336 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1337 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1338 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1341 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1343 *self.last_updated = self.now;
1347 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1348 type ScoreParams = ProbabilisticScoringFeeParameters;
1349 fn channel_penalty_msat(
1350 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1352 let (scid, target) = match candidate {
1353 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1354 (short_channel_id, info.target())
1358 let source = candidate.source();
1359 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1363 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1364 score_params.base_penalty_amount_multiplier_msat
1365 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1367 let mut anti_probing_penalty_msat = 0;
1368 match usage.effective_capacity {
1369 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1370 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1372 if usage.amount_msat > amount_msat {
1373 return u64::max_value();
1375 return base_penalty_msat;
1378 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1379 if htlc_maximum_msat >= capacity_msat/2 {
1380 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1386 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1387 let capacity_msat = usage.effective_capacity.as_msat();
1388 self.channel_liquidities
1390 .unwrap_or(&ChannelLiquidity::new())
1391 .as_directed(&source, &target, capacity_msat, self.decay_params)
1392 .penalty_msat(amount_msat, score_params)
1393 .saturating_add(anti_probing_penalty_msat)
1394 .saturating_add(base_penalty_msat)
1398 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1399 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1400 let amount_msat = path.final_value_msat();
1401 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1402 let network_graph = self.network_graph.read_only();
1403 for (hop_idx, hop) in path.hops.iter().enumerate() {
1404 let target = NodeId::from_pubkey(&hop.pubkey);
1405 let channel_directed_from_source = network_graph.channels()
1406 .get(&hop.short_channel_id)
1407 .and_then(|channel| channel.as_directed_to(&target));
1409 let at_failed_channel = hop.short_channel_id == short_channel_id;
1410 if at_failed_channel && hop_idx == 0 {
1411 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);
1414 // Only score announced channels.
1415 if let Some((channel, source)) = channel_directed_from_source {
1416 let capacity_msat = channel.effective_capacity().as_msat();
1417 if at_failed_channel {
1418 self.channel_liquidities
1419 .entry(hop.short_channel_id)
1420 .or_insert_with(ChannelLiquidity::new)
1421 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1422 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1424 self.channel_liquidities
1425 .entry(hop.short_channel_id)
1426 .or_insert_with(ChannelLiquidity::new)
1427 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1428 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1431 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).",
1432 hop.short_channel_id);
1434 if at_failed_channel { break; }
1438 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1439 let amount_msat = path.final_value_msat();
1440 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1441 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1442 let network_graph = self.network_graph.read_only();
1443 for hop in &path.hops {
1444 let target = NodeId::from_pubkey(&hop.pubkey);
1445 let channel_directed_from_source = network_graph.channels()
1446 .get(&hop.short_channel_id)
1447 .and_then(|channel| channel.as_directed_to(&target));
1449 // Only score announced channels.
1450 if let Some((channel, source)) = channel_directed_from_source {
1451 let capacity_msat = channel.effective_capacity().as_msat();
1452 self.channel_liquidities
1453 .entry(hop.short_channel_id)
1454 .or_insert_with(ChannelLiquidity::new)
1455 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1456 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1458 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).",
1459 hop.short_channel_id);
1464 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1465 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1468 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1469 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1472 fn time_passed(&mut self, _duration_since_epoch: Duration) {
1473 let decay_params = self.decay_params;
1474 self.channel_liquidities.retain(|_scid, liquidity| {
1475 liquidity.min_liquidity_offset_msat = liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, decay_params);
1476 liquidity.max_liquidity_offset_msat = liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, decay_params);
1477 liquidity.last_updated = T::now();
1479 T::now().duration_since(liquidity.offset_history_last_updated);
1480 if elapsed_time > decay_params.historical_no_updates_half_life {
1481 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1482 if half_life != 0.0 {
1483 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1484 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1485 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1487 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1488 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1490 liquidity.offset_history_last_updated = T::now();
1493 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1494 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1495 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1501 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1502 where L::Target: Logger {}
1504 #[cfg(feature = "std")]
1506 fn powf64(n: f64, exp: f64) -> f64 {
1509 #[cfg(not(feature = "std"))]
1510 fn powf64(n: f64, exp: f64) -> f64 {
1511 libm::powf(n as f32, exp as f32) as f64
1515 const BITS: u32 = 64;
1516 const HIGHEST_BIT: u32 = BITS - 1;
1517 const LOWER_BITS: u32 = 6;
1518 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1519 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1521 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1522 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1523 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1524 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1525 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1526 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1527 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1528 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1529 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1530 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1531 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1532 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1533 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1534 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1535 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1536 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1537 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1538 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1539 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1540 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1541 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1542 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1543 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1544 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1545 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1546 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1547 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1548 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1549 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1550 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1551 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1552 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1553 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1554 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1555 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1556 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1557 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1558 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1559 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1560 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1561 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1562 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1563 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1564 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1565 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1566 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1567 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1568 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1569 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1570 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1571 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1572 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1573 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1574 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1575 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1576 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1577 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1578 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1579 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1580 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1581 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1582 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1583 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1584 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1585 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1586 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1587 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1588 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1589 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1590 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1591 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1592 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1593 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1594 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1595 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1596 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1597 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1598 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1599 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1600 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1601 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1602 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1603 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1604 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1605 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1606 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1607 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1608 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1609 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1610 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1611 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1612 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1613 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1614 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1615 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1616 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1617 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1618 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1619 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1620 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1621 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1622 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1623 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1624 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1625 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1626 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1627 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1628 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1629 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1630 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1631 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1632 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1633 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1634 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1635 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1636 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1637 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1638 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1639 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1640 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1641 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1642 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1643 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1644 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1645 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1646 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1647 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1648 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1649 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1650 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1651 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1652 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1653 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1654 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1655 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1656 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1657 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1658 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1659 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1660 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1661 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1662 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1663 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1664 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1665 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1666 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1667 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1668 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1669 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1670 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1671 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1672 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1673 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1674 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1675 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1676 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1677 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1678 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1679 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1680 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1681 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1682 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1683 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1684 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1685 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1686 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1687 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1688 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1689 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1690 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1691 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1692 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1693 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1694 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1695 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1696 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1697 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1698 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1699 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1700 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1701 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1702 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1703 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1704 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1705 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1706 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1707 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1708 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1709 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1710 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1711 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1712 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1713 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1714 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1715 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1716 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1717 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1718 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1719 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1720 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1721 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1722 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1723 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1724 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1725 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1726 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1727 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1728 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1729 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1730 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1731 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1732 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1733 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1734 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1735 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1736 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1737 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1738 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1739 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1740 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1741 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1742 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1743 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1744 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1745 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1746 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1747 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1748 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1749 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1750 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1751 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1752 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1753 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1754 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1755 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1756 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1757 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1758 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1759 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1760 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1761 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1762 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1763 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1764 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1765 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1766 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1767 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1768 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1769 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1770 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1771 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1772 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1773 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1774 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1775 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1776 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1777 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1778 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1779 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1782 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1784 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1785 // Multiply the -1 through to avoid needing to use signed numbers.
1786 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1790 fn log10_times_2048(x: u64) -> u16 {
1791 debug_assert_ne!(x, 0);
1792 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1793 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1794 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1802 fn prints_negative_log10_times_2048_lookup_table() {
1803 for msb in 0..BITS {
1804 for i in 0..LOWER_BITS_BOUND {
1805 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1806 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1807 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1809 if i % LOWER_BITS_BOUND == 0 {
1810 print!("\t\t[{}, ", log10_times_2048);
1811 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1812 println!("{}],", log10_times_2048);
1813 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1814 print!("{},\n\t\t\t", log10_times_2048);
1816 print!("{}, ", log10_times_2048);
1824 mod bucketed_history {
1827 // Because liquidity is often skewed heavily in one direction, we store historical state
1828 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1829 // must fit evenly into the buckets here.
1831 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1832 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1833 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1834 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1836 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1837 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1838 // buckets in total.
1840 const BUCKET_START_POS: [u16; 33] = [
1841 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1842 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1845 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1846 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1849 const POSITION_TICKS: u16 = 1 << 14;
1851 fn pos_to_bucket(pos: u16) -> usize {
1852 for bucket in 0..32 {
1853 if pos < BUCKET_START_POS[bucket + 1] {
1857 debug_assert!(false);
1863 fn check_bucket_maps() {
1864 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1865 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1866 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1868 let mut min_size_iter = 0;
1869 let mut legacy_bucket_iter = 0;
1870 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1871 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1872 for i in 0..*width {
1873 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1875 min_size_iter += *width;
1876 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1877 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1878 if legacy_bucket_iter + 1 < 8 {
1879 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1881 legacy_bucket_iter += 1;
1884 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1885 assert_eq!(min_size_iter, POSITION_TICKS);
1889 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1890 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1891 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1892 .try_into().unwrap_or(POSITION_TICKS)
1894 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1895 // division. This branch should only be hit in fuzz testing since the amount would
1896 // need to be over 2.88 million BTC in practice.
1897 ((amount_msat as u128) * (POSITION_TICKS as u128)
1898 / (capacity_msat as u128).saturating_add(1))
1899 .try_into().unwrap_or(POSITION_TICKS)
1901 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1902 // capacity to change due to a `channel_update` message which, if received while a payment
1903 // is in-flight, could cause this to fail. Thus, we only assert in test.
1905 debug_assert!(pos < POSITION_TICKS);
1909 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1910 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1911 /// support reading the legacy values here for backwards compatibility.
1912 pub(super) struct LegacyHistoricalBucketRangeTracker {
1916 impl LegacyHistoricalBucketRangeTracker {
1917 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1918 let mut buckets = [0; 32];
1919 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1920 let mut new_val = *legacy_bucket;
1921 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1922 new_val /= (end - start) as u16;
1923 for i in start..end {
1924 buckets[i as usize] = new_val;
1927 HistoricalBucketRangeTracker { buckets }
1931 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1932 /// in each of 32 buckets.
1933 #[derive(Clone, Copy)]
1934 pub(super) struct HistoricalBucketRangeTracker {
1935 pub(super) buckets: [u16; 32],
1938 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1939 /// "one" is 32, or this constant.
1940 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1942 impl HistoricalBucketRangeTracker {
1943 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1944 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1945 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1946 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1948 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1949 // the buckets for the current min and max liquidity offset positions.
1951 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1952 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1953 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1955 // In total, this allows us to track data for the last 8,000 or so payments across a given
1958 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1959 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1960 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1963 // The constants were picked experimentally, selecting a decay amount that restricts us
1964 // from overflowing buckets without having to cap them manually.
1966 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1967 if pos < POSITION_TICKS {
1968 for e in self.buckets.iter_mut() {
1969 *e = ((*e as u32) * 2047 / 2048) as u16;
1971 let bucket = pos_to_bucket(pos);
1972 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1975 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1976 /// datapoints as we receive newer information.
1978 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1979 for e in self.buckets.iter_mut() {
1980 *e = e.checked_shr(half_lives).unwrap_or(0);
1985 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1986 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1988 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1989 /// liquidity bounds for a given channel.
1990 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1991 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1993 pub(super) min_liquidity_offset_history: D,
1994 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1996 pub(super) max_liquidity_offset_history: D,
1999 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2001 pub(super) fn calculate_success_probability_times_billion(
2002 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
2005 // If historical penalties are enabled, we try to calculate a probability of success
2006 // given our historical distribution of min- and max-liquidity bounds in a channel.
2007 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2008 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2009 // state). For each pair, we calculate the probability as if the bucket's corresponding
2010 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2011 // that probability by the weight of the selected buckets.
2012 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2013 if payment_pos >= POSITION_TICKS { return None; }
2015 let mut total_valid_points_tracked = 0;
2016 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2017 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2018 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2022 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2023 // treat it as if we were fully decayed.
2024 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2025 if total_valid_points_tracked < FULLY_DECAYED.into() {
2029 let mut cumulative_success_prob_times_billion = 0;
2030 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2031 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2032 // points against the 0th min bucket. This avoids the case where we fail to route
2033 // increasingly lower values over a channel, but treat each failure as a separate
2034 // datapoint, many of which may have relatively high maximum-available-liquidity
2035 // values, which will result in us thinking we have some nontrivial probability of
2036 // routing up to that amount.
2037 if self.min_liquidity_offset_history.buckets[0] != 0 {
2038 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2039 let mut total_max_points = 0; // Total points in max-buckets to consider
2040 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2041 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2042 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2044 total_max_points += *max_bucket as u64;
2046 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2047 if payment_pos < max_bucket_end_pos {
2048 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2049 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2050 let bucket_prob_times_billion =
2051 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2052 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2053 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2054 numerator / denominator;
2058 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2059 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2060 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2061 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2062 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2063 // 30 bits is 62 bits.
2064 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2065 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2066 if payment_pos >= max_bucket_end_pos {
2067 // Success probability 0, the payment amount may be above the max liquidity
2069 } else if payment_pos < min_bucket_start_pos {
2070 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2072 let (numerator, denominator) = success_probability(payment_pos as u64,
2073 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2074 POSITION_TICKS as u64 - 1, params, true);
2075 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2076 numerator / denominator;
2081 Some(cumulative_success_prob_times_billion)
2085 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2087 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2089 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2090 write_tlv_fields!(w, {
2091 (0, self.channel_liquidities, required),
2097 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2098 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2101 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2102 ) -> Result<Self, DecodeError> {
2103 let (decay_params, network_graph, logger) = args;
2104 let mut channel_liquidities = HashMap::new();
2105 read_tlv_fields!(r, {
2106 (0, channel_liquidities, required),
2112 channel_liquidities,
2117 impl<T: Time> Writeable for ChannelLiquidity<T> {
2119 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2120 let offset_history_duration_since_epoch =
2121 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2122 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2123 write_tlv_fields!(w, {
2124 (0, self.min_liquidity_offset_msat, required),
2125 // 1 was the min_liquidity_offset_history in octile form
2126 (2, self.max_liquidity_offset_msat, required),
2127 // 3 was the max_liquidity_offset_history in octile form
2128 (4, duration_since_epoch, required),
2129 (5, Some(self.min_liquidity_offset_history), option),
2130 (7, Some(self.max_liquidity_offset_history), option),
2131 (9, offset_history_duration_since_epoch, required),
2137 impl<T: Time> Readable for ChannelLiquidity<T> {
2139 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2140 let mut min_liquidity_offset_msat = 0;
2141 let mut max_liquidity_offset_msat = 0;
2142 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2143 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2144 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2145 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2146 let mut duration_since_epoch = Duration::from_secs(0);
2147 let mut offset_history_duration_since_epoch = None;
2148 read_tlv_fields!(r, {
2149 (0, min_liquidity_offset_msat, required),
2150 (1, legacy_min_liq_offset_history, option),
2151 (2, max_liquidity_offset_msat, required),
2152 (3, legacy_max_liq_offset_history, option),
2153 (4, duration_since_epoch, required),
2154 (5, min_liquidity_offset_history, option),
2155 (7, max_liquidity_offset_history, option),
2156 (9, offset_history_duration_since_epoch, option),
2158 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2159 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2160 // is a time from a monotonic clock usually represented as an offset against boot time).
2161 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2162 // from the one that was written. However, because `Instant` can panic if we construct one
2163 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2164 // using `Instant::now()` in that case.
2165 let wall_clock_now = T::duration_since_epoch();
2167 let last_updated = if wall_clock_now > duration_since_epoch {
2168 now - (wall_clock_now - duration_since_epoch)
2171 let offset_history_duration_since_epoch =
2172 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2173 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2174 now - (wall_clock_now - offset_history_duration_since_epoch)
2177 if min_liquidity_offset_history.is_none() {
2178 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2179 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2181 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2184 if max_liquidity_offset_history.is_none() {
2185 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2186 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2188 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2192 min_liquidity_offset_msat,
2193 max_liquidity_offset_msat,
2194 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2195 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2197 offset_history_last_updated,
2204 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2205 use crate::blinded_path::{BlindedHop, BlindedPath};
2206 use crate::util::config::UserConfig;
2207 use crate::util::time::Time;
2208 use crate::util::time::tests::SinceEpoch;
2210 use crate::ln::channelmanager;
2211 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2212 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2213 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2214 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2215 use crate::util::ser::{ReadableArgs, Writeable};
2216 use crate::util::test_utils::{self, TestLogger};
2218 use bitcoin::blockdata::constants::ChainHash;
2219 use bitcoin::hashes::Hash;
2220 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2221 use bitcoin::network::constants::Network;
2222 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2223 use core::time::Duration;
2226 fn source_privkey() -> SecretKey {
2227 SecretKey::from_slice(&[42; 32]).unwrap()
2230 fn target_privkey() -> SecretKey {
2231 SecretKey::from_slice(&[43; 32]).unwrap()
2234 fn source_pubkey() -> PublicKey {
2235 let secp_ctx = Secp256k1::new();
2236 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2239 fn target_pubkey() -> PublicKey {
2240 let secp_ctx = Secp256k1::new();
2241 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2244 fn source_node_id() -> NodeId {
2245 NodeId::from_pubkey(&source_pubkey())
2248 fn target_node_id() -> NodeId {
2249 NodeId::from_pubkey(&target_pubkey())
2252 // `ProbabilisticScorer` tests
2254 /// A probabilistic scorer for testing with time that can be manually advanced.
2255 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2257 fn sender_privkey() -> SecretKey {
2258 SecretKey::from_slice(&[41; 32]).unwrap()
2261 fn recipient_privkey() -> SecretKey {
2262 SecretKey::from_slice(&[45; 32]).unwrap()
2265 fn sender_pubkey() -> PublicKey {
2266 let secp_ctx = Secp256k1::new();
2267 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2270 fn recipient_pubkey() -> PublicKey {
2271 let secp_ctx = Secp256k1::new();
2272 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2275 fn recipient_node_id() -> NodeId {
2276 NodeId::from_pubkey(&recipient_pubkey())
2279 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2280 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2281 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2282 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2288 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2289 node_2_key: SecretKey
2291 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2292 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2293 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2294 let secp_ctx = Secp256k1::new();
2295 let unsigned_announcement = UnsignedChannelAnnouncement {
2296 features: channelmanager::provided_channel_features(&UserConfig::default()),
2297 chain_hash: genesis_hash,
2299 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2300 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2301 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2302 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2303 excess_data: Vec::new(),
2305 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2306 let signed_announcement = ChannelAnnouncement {
2307 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2308 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2309 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2310 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2311 contents: unsigned_announcement,
2313 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2314 network_graph.update_channel_from_announcement(
2315 &signed_announcement, &chain_source).unwrap();
2316 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2317 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2321 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2322 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2324 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2325 let secp_ctx = Secp256k1::new();
2326 let unsigned_update = UnsignedChannelUpdate {
2327 chain_hash: genesis_hash,
2331 cltv_expiry_delta: 18,
2332 htlc_minimum_msat: 0,
2335 fee_proportional_millionths: 0,
2336 excess_data: Vec::new(),
2338 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2339 let signed_update = ChannelUpdate {
2340 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2341 contents: unsigned_update,
2343 network_graph.update_channel(&signed_update).unwrap();
2346 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2347 let config = UserConfig::default();
2350 node_features: channelmanager::provided_node_features(&config),
2352 channel_features: channelmanager::provided_channel_features(&config),
2354 cltv_expiry_delta: 18,
2355 maybe_announced_channel: true,
2359 fn payment_path_for_amount(amount_msat: u64) -> Path {
2362 path_hop(source_pubkey(), 41, 1),
2363 path_hop(target_pubkey(), 42, 2),
2364 path_hop(recipient_pubkey(), 43, amount_msat),
2365 ], blinded_tail: None,
2370 fn liquidity_bounds_directed_from_lowest_node_id() {
2371 let logger = TestLogger::new();
2372 let last_updated = SinceEpoch::now();
2373 let offset_history_last_updated = SinceEpoch::now();
2374 let network_graph = network_graph(&logger);
2375 let decay_params = ProbabilisticScoringDecayParameters::default();
2376 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2379 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2380 last_updated, offset_history_last_updated,
2381 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2382 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2386 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2387 last_updated, offset_history_last_updated,
2388 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2389 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2391 let source = source_node_id();
2392 let target = target_node_id();
2393 let recipient = recipient_node_id();
2394 assert!(source > target);
2395 assert!(target < recipient);
2397 // Update minimum liquidity.
2399 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2400 .as_directed(&source, &target, 1_000, decay_params);
2401 assert_eq!(liquidity.min_liquidity_msat(), 100);
2402 assert_eq!(liquidity.max_liquidity_msat(), 300);
2404 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2405 .as_directed(&target, &source, 1_000, decay_params);
2406 assert_eq!(liquidity.min_liquidity_msat(), 700);
2407 assert_eq!(liquidity.max_liquidity_msat(), 900);
2409 scorer.channel_liquidities.get_mut(&42).unwrap()
2410 .as_directed_mut(&source, &target, 1_000, decay_params)
2411 .set_min_liquidity_msat(200);
2413 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2414 .as_directed(&source, &target, 1_000, decay_params);
2415 assert_eq!(liquidity.min_liquidity_msat(), 200);
2416 assert_eq!(liquidity.max_liquidity_msat(), 300);
2418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2419 .as_directed(&target, &source, 1_000, decay_params);
2420 assert_eq!(liquidity.min_liquidity_msat(), 700);
2421 assert_eq!(liquidity.max_liquidity_msat(), 800);
2423 // Update maximum liquidity.
2425 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2426 .as_directed(&target, &recipient, 1_000, decay_params);
2427 assert_eq!(liquidity.min_liquidity_msat(), 700);
2428 assert_eq!(liquidity.max_liquidity_msat(), 900);
2430 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2431 .as_directed(&recipient, &target, 1_000, decay_params);
2432 assert_eq!(liquidity.min_liquidity_msat(), 100);
2433 assert_eq!(liquidity.max_liquidity_msat(), 300);
2435 scorer.channel_liquidities.get_mut(&43).unwrap()
2436 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2437 .set_max_liquidity_msat(200);
2439 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2440 .as_directed(&target, &recipient, 1_000, decay_params);
2441 assert_eq!(liquidity.min_liquidity_msat(), 0);
2442 assert_eq!(liquidity.max_liquidity_msat(), 200);
2444 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2445 .as_directed(&recipient, &target, 1_000, decay_params);
2446 assert_eq!(liquidity.min_liquidity_msat(), 800);
2447 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2451 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2452 let logger = TestLogger::new();
2453 let last_updated = SinceEpoch::now();
2454 let offset_history_last_updated = SinceEpoch::now();
2455 let network_graph = network_graph(&logger);
2456 let decay_params = ProbabilisticScoringDecayParameters::default();
2457 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2460 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2461 last_updated, offset_history_last_updated,
2462 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2463 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2465 let source = source_node_id();
2466 let target = target_node_id();
2467 assert!(source > target);
2469 // Check initial bounds.
2470 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2471 .as_directed(&source, &target, 1_000, decay_params);
2472 assert_eq!(liquidity.min_liquidity_msat(), 400);
2473 assert_eq!(liquidity.max_liquidity_msat(), 800);
2475 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2476 .as_directed(&target, &source, 1_000, decay_params);
2477 assert_eq!(liquidity.min_liquidity_msat(), 200);
2478 assert_eq!(liquidity.max_liquidity_msat(), 600);
2480 // Reset from source to target.
2481 scorer.channel_liquidities.get_mut(&42).unwrap()
2482 .as_directed_mut(&source, &target, 1_000, decay_params)
2483 .set_min_liquidity_msat(900);
2485 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2486 .as_directed(&source, &target, 1_000, decay_params);
2487 assert_eq!(liquidity.min_liquidity_msat(), 900);
2488 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2490 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2491 .as_directed(&target, &source, 1_000, decay_params);
2492 assert_eq!(liquidity.min_liquidity_msat(), 0);
2493 assert_eq!(liquidity.max_liquidity_msat(), 100);
2495 // Reset from target to source.
2496 scorer.channel_liquidities.get_mut(&42).unwrap()
2497 .as_directed_mut(&target, &source, 1_000, decay_params)
2498 .set_min_liquidity_msat(400);
2500 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2501 .as_directed(&source, &target, 1_000, decay_params);
2502 assert_eq!(liquidity.min_liquidity_msat(), 0);
2503 assert_eq!(liquidity.max_liquidity_msat(), 600);
2505 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2506 .as_directed(&target, &source, 1_000, decay_params);
2507 assert_eq!(liquidity.min_liquidity_msat(), 400);
2508 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2512 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2513 let logger = TestLogger::new();
2514 let last_updated = SinceEpoch::now();
2515 let offset_history_last_updated = SinceEpoch::now();
2516 let network_graph = network_graph(&logger);
2517 let decay_params = ProbabilisticScoringDecayParameters::default();
2518 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2521 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2522 last_updated, offset_history_last_updated,
2523 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2524 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2526 let source = source_node_id();
2527 let target = target_node_id();
2528 assert!(source > target);
2530 // Check initial bounds.
2531 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2532 .as_directed(&source, &target, 1_000, decay_params);
2533 assert_eq!(liquidity.min_liquidity_msat(), 400);
2534 assert_eq!(liquidity.max_liquidity_msat(), 800);
2536 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2537 .as_directed(&target, &source, 1_000, decay_params);
2538 assert_eq!(liquidity.min_liquidity_msat(), 200);
2539 assert_eq!(liquidity.max_liquidity_msat(), 600);
2541 // Reset from source to target.
2542 scorer.channel_liquidities.get_mut(&42).unwrap()
2543 .as_directed_mut(&source, &target, 1_000, decay_params)
2544 .set_max_liquidity_msat(300);
2546 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2547 .as_directed(&source, &target, 1_000, decay_params);
2548 assert_eq!(liquidity.min_liquidity_msat(), 0);
2549 assert_eq!(liquidity.max_liquidity_msat(), 300);
2551 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2552 .as_directed(&target, &source, 1_000, decay_params);
2553 assert_eq!(liquidity.min_liquidity_msat(), 700);
2554 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2556 // Reset from target to source.
2557 scorer.channel_liquidities.get_mut(&42).unwrap()
2558 .as_directed_mut(&target, &source, 1_000, decay_params)
2559 .set_max_liquidity_msat(600);
2561 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2562 .as_directed(&source, &target, 1_000, decay_params);
2563 assert_eq!(liquidity.min_liquidity_msat(), 400);
2564 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2566 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2567 .as_directed(&target, &source, 1_000, decay_params);
2568 assert_eq!(liquidity.min_liquidity_msat(), 0);
2569 assert_eq!(liquidity.max_liquidity_msat(), 600);
2573 fn increased_penalty_nearing_liquidity_upper_bound() {
2574 let logger = TestLogger::new();
2575 let network_graph = network_graph(&logger);
2576 let params = ProbabilisticScoringFeeParameters {
2577 liquidity_penalty_multiplier_msat: 1_000,
2578 ..ProbabilisticScoringFeeParameters::zero_penalty()
2580 let decay_params = ProbabilisticScoringDecayParameters::default();
2581 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2582 let source = source_node_id();
2584 let usage = ChannelUsage {
2586 inflight_htlc_msat: 0,
2587 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2589 let network_graph = network_graph.read_only();
2590 let channel = network_graph.channel(42).unwrap();
2591 let (info, _) = channel.as_directed_from(&source).unwrap();
2592 let candidate = CandidateRouteHop::PublicHop {
2594 short_channel_id: 42,
2596 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2597 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2598 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2599 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2600 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2601 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2602 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2604 let usage = ChannelUsage {
2606 inflight_htlc_msat: 0,
2607 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2609 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2610 let usage = ChannelUsage { amount_msat: 256, ..usage };
2611 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2612 let usage = ChannelUsage { amount_msat: 374, ..usage };
2613 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2614 let usage = ChannelUsage { amount_msat: 512, ..usage };
2615 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2616 let usage = ChannelUsage { amount_msat: 640, ..usage };
2617 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2618 let usage = ChannelUsage { amount_msat: 768, ..usage };
2619 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2620 let usage = ChannelUsage { amount_msat: 896, ..usage };
2621 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2625 fn constant_penalty_outside_liquidity_bounds() {
2626 let logger = TestLogger::new();
2627 let last_updated = SinceEpoch::now();
2628 let offset_history_last_updated = SinceEpoch::now();
2629 let network_graph = network_graph(&logger);
2630 let params = ProbabilisticScoringFeeParameters {
2631 liquidity_penalty_multiplier_msat: 1_000,
2632 considered_impossible_penalty_msat: u64::max_value(),
2633 ..ProbabilisticScoringFeeParameters::zero_penalty()
2635 let decay_params = ProbabilisticScoringDecayParameters {
2636 ..ProbabilisticScoringDecayParameters::zero_penalty()
2638 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2641 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2642 last_updated, offset_history_last_updated,
2643 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2644 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2646 let source = source_node_id();
2648 let usage = ChannelUsage {
2650 inflight_htlc_msat: 0,
2651 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2653 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2654 let (info, _) = channel.as_directed_from(&source).unwrap();
2655 let candidate = CandidateRouteHop::PublicHop {
2657 short_channel_id: 42,
2659 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2660 let usage = ChannelUsage { amount_msat: 50, ..usage };
2661 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2662 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2663 let usage = ChannelUsage { amount_msat: 61, ..usage };
2664 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2668 fn does_not_further_penalize_own_channel() {
2669 let logger = TestLogger::new();
2670 let network_graph = network_graph(&logger);
2671 let params = ProbabilisticScoringFeeParameters {
2672 liquidity_penalty_multiplier_msat: 1_000,
2673 ..ProbabilisticScoringFeeParameters::zero_penalty()
2675 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2676 let source = source_node_id();
2677 let usage = ChannelUsage {
2679 inflight_htlc_msat: 0,
2680 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2682 let failed_path = payment_path_for_amount(500);
2683 let successful_path = payment_path_for_amount(200);
2684 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2685 let (info, _) = channel.as_directed_from(&source).unwrap();
2686 let candidate = CandidateRouteHop::PublicHop {
2688 short_channel_id: 41,
2691 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2693 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2694 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2696 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2697 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2701 fn sets_liquidity_lower_bound_on_downstream_failure() {
2702 let logger = TestLogger::new();
2703 let network_graph = network_graph(&logger);
2704 let params = ProbabilisticScoringFeeParameters {
2705 liquidity_penalty_multiplier_msat: 1_000,
2706 ..ProbabilisticScoringFeeParameters::zero_penalty()
2708 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2709 let source = source_node_id();
2710 let path = payment_path_for_amount(500);
2712 let usage = ChannelUsage {
2714 inflight_htlc_msat: 0,
2715 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2717 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2718 let (info, _) = channel.as_directed_from(&source).unwrap();
2719 let candidate = CandidateRouteHop::PublicHop {
2721 short_channel_id: 42,
2723 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2724 let usage = ChannelUsage { amount_msat: 500, ..usage };
2725 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2726 let usage = ChannelUsage { amount_msat: 750, ..usage };
2727 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2729 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2731 let usage = ChannelUsage { amount_msat: 250, ..usage };
2732 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2733 let usage = ChannelUsage { amount_msat: 500, ..usage };
2734 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2735 let usage = ChannelUsage { amount_msat: 750, ..usage };
2736 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2740 fn sets_liquidity_upper_bound_on_failure() {
2741 let logger = TestLogger::new();
2742 let network_graph = network_graph(&logger);
2743 let params = ProbabilisticScoringFeeParameters {
2744 liquidity_penalty_multiplier_msat: 1_000,
2745 considered_impossible_penalty_msat: u64::max_value(),
2746 ..ProbabilisticScoringFeeParameters::zero_penalty()
2748 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2749 let source = source_node_id();
2750 let path = payment_path_for_amount(500);
2752 let usage = ChannelUsage {
2754 inflight_htlc_msat: 0,
2755 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2757 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2758 let (info, _) = channel.as_directed_from(&source).unwrap();
2759 let candidate = CandidateRouteHop::PublicHop {
2761 short_channel_id: 42,
2763 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2764 let usage = ChannelUsage { amount_msat: 500, ..usage };
2765 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2766 let usage = ChannelUsage { amount_msat: 750, ..usage };
2767 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2769 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2771 let usage = ChannelUsage { amount_msat: 250, ..usage };
2772 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2773 let usage = ChannelUsage { amount_msat: 500, ..usage };
2774 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2775 let usage = ChannelUsage { amount_msat: 750, ..usage };
2776 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2780 fn ignores_channels_after_removed_failed_channel() {
2781 // Previously, if we'd tried to send over a channel which was removed from the network
2782 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2783 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2784 // channels in the route, even ones which they payment never reached. This tests to ensure
2785 // we do not score such channels.
2786 let secp_ctx = Secp256k1::new();
2787 let logger = TestLogger::new();
2788 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2789 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2790 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2791 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2792 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2793 add_channel(&mut network_graph, 42, secret_a, secret_b);
2794 // Don't add the channel from B -> C.
2795 add_channel(&mut network_graph, 44, secret_c, secret_d);
2797 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2798 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2799 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2800 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2803 path_hop(pub_b, 42, 1),
2804 path_hop(pub_c, 43, 2),
2805 path_hop(pub_d, 44, 100),
2808 let node_a = NodeId::from_pubkey(&pub_a);
2809 let node_b = NodeId::from_pubkey(&pub_b);
2810 let node_c = NodeId::from_pubkey(&pub_c);
2812 let params = ProbabilisticScoringFeeParameters {
2813 liquidity_penalty_multiplier_msat: 1_000,
2814 ..ProbabilisticScoringFeeParameters::zero_penalty()
2816 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2818 let usage = ChannelUsage {
2820 inflight_htlc_msat: 0,
2821 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2823 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2824 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2825 let candidate = CandidateRouteHop::PublicHop {
2827 short_channel_id: 42,
2829 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2830 // Note that a default liquidity bound is used for B -> C as no channel exists
2831 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2832 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2833 let candidate = CandidateRouteHop::PublicHop {
2835 short_channel_id: 43,
2837 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2838 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2839 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2840 let candidate = CandidateRouteHop::PublicHop {
2842 short_channel_id: 44,
2844 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2846 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2848 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2849 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2850 let candidate = CandidateRouteHop::PublicHop {
2852 short_channel_id: 42,
2854 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2855 // Note that a default liquidity bound is used for B -> C as no channel exists
2856 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2857 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2858 let candidate = CandidateRouteHop::PublicHop {
2860 short_channel_id: 43,
2862 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2863 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2864 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2865 let candidate = CandidateRouteHop::PublicHop {
2867 short_channel_id: 44,
2869 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2873 fn reduces_liquidity_upper_bound_along_path_on_success() {
2874 let logger = TestLogger::new();
2875 let network_graph = network_graph(&logger);
2876 let params = ProbabilisticScoringFeeParameters {
2877 liquidity_penalty_multiplier_msat: 1_000,
2878 ..ProbabilisticScoringFeeParameters::zero_penalty()
2880 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2881 let source = source_node_id();
2882 let usage = ChannelUsage {
2884 inflight_htlc_msat: 0,
2885 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2887 let network_graph = network_graph.read_only().channels().clone();
2888 let channel_42 = network_graph.get(&42).unwrap();
2889 let channel_43 = network_graph.get(&43).unwrap();
2890 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2891 let candidate_41 = CandidateRouteHop::PublicHop {
2893 short_channel_id: 41,
2895 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2896 let candidate_42 = CandidateRouteHop::PublicHop {
2898 short_channel_id: 42,
2900 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2901 let candidate_43 = CandidateRouteHop::PublicHop {
2903 short_channel_id: 43,
2905 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2906 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2907 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2909 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2911 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2912 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2913 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2917 fn decays_liquidity_bounds_over_time() {
2918 let logger = TestLogger::new();
2919 let network_graph = network_graph(&logger);
2920 let params = ProbabilisticScoringFeeParameters {
2921 liquidity_penalty_multiplier_msat: 1_000,
2922 considered_impossible_penalty_msat: u64::max_value(),
2923 ..ProbabilisticScoringFeeParameters::zero_penalty()
2925 let decay_params = ProbabilisticScoringDecayParameters {
2926 liquidity_offset_half_life: Duration::from_secs(10),
2927 ..ProbabilisticScoringDecayParameters::zero_penalty()
2929 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2930 let source = source_node_id();
2932 let usage = ChannelUsage {
2934 inflight_htlc_msat: 0,
2935 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2937 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2938 let (info, _) = channel.as_directed_from(&source).unwrap();
2939 let candidate = CandidateRouteHop::PublicHop {
2941 short_channel_id: 42,
2943 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2944 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2945 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2947 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2948 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2950 // Initial penalties
2951 let usage = ChannelUsage { amount_msat: 128, ..usage };
2952 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2953 let usage = ChannelUsage { amount_msat: 256, ..usage };
2954 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2955 let usage = ChannelUsage { amount_msat: 768, ..usage };
2956 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2957 let usage = ChannelUsage { amount_msat: 896, ..usage };
2958 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2960 // Half decay (i.e., three-quarter life)
2961 SinceEpoch::advance(Duration::from_secs(5));
2962 scorer.time_passed(Duration::from_secs(5));
2963 let usage = ChannelUsage { amount_msat: 128, ..usage };
2964 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2965 let usage = ChannelUsage { amount_msat: 256, ..usage };
2966 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2967 let usage = ChannelUsage { amount_msat: 768, ..usage };
2968 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2969 let usage = ChannelUsage { amount_msat: 896, ..usage };
2970 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2972 // One decay (i.e., half life)
2973 SinceEpoch::advance(Duration::from_secs(5));
2974 scorer.time_passed(Duration::from_secs(10));
2975 let usage = ChannelUsage { amount_msat: 64, ..usage };
2976 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2977 let usage = ChannelUsage { amount_msat: 128, ..usage };
2978 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2979 let usage = ChannelUsage { amount_msat: 896, ..usage };
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2981 let usage = ChannelUsage { amount_msat: 960, ..usage };
2982 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2984 // Fully decay liquidity lower bound.
2985 SinceEpoch::advance(Duration::from_secs(10 * 7));
2986 scorer.time_passed(Duration::from_secs(10 * 8));
2987 let usage = ChannelUsage { amount_msat: 0, ..usage };
2988 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2989 let usage = ChannelUsage { amount_msat: 1, ..usage };
2990 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2991 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2992 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2993 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2994 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2996 // Fully decay liquidity upper bound.
2997 SinceEpoch::advance(Duration::from_secs(10));
2998 scorer.time_passed(Duration::from_secs(10 * 9));
2999 let usage = ChannelUsage { amount_msat: 0, ..usage };
3000 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3001 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3002 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3004 SinceEpoch::advance(Duration::from_secs(10));
3005 scorer.time_passed(Duration::from_secs(10 * 10));
3006 let usage = ChannelUsage { amount_msat: 0, ..usage };
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3008 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3009 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3013 fn decays_liquidity_bounds_without_shift_overflow() {
3014 let logger = TestLogger::new();
3015 let network_graph = network_graph(&logger);
3016 let params = ProbabilisticScoringFeeParameters {
3017 liquidity_penalty_multiplier_msat: 1_000,
3018 ..ProbabilisticScoringFeeParameters::zero_penalty()
3020 let decay_params = ProbabilisticScoringDecayParameters {
3021 liquidity_offset_half_life: Duration::from_secs(10),
3022 ..ProbabilisticScoringDecayParameters::default()
3024 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3025 let source = source_node_id();
3026 let usage = ChannelUsage {
3028 inflight_htlc_msat: 0,
3029 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3031 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3032 let (info, _) = channel.as_directed_from(&source).unwrap();
3033 let candidate = CandidateRouteHop::PublicHop {
3035 short_channel_id: 42,
3037 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3039 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3040 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3042 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3043 // would cause an overflow.
3044 SinceEpoch::advance(Duration::from_secs(10 * 64));
3045 scorer.time_passed(Duration::from_secs(10 * 64));
3046 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3048 SinceEpoch::advance(Duration::from_secs(10));
3049 scorer.time_passed(Duration::from_secs(10 * 65));
3050 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3054 fn restricts_liquidity_bounds_after_decay() {
3055 let logger = TestLogger::new();
3056 let network_graph = network_graph(&logger);
3057 let params = ProbabilisticScoringFeeParameters {
3058 liquidity_penalty_multiplier_msat: 1_000,
3059 ..ProbabilisticScoringFeeParameters::zero_penalty()
3061 let decay_params = ProbabilisticScoringDecayParameters {
3062 liquidity_offset_half_life: Duration::from_secs(10),
3063 ..ProbabilisticScoringDecayParameters::default()
3065 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3066 let source = source_node_id();
3067 let usage = ChannelUsage {
3069 inflight_htlc_msat: 0,
3070 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3072 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3073 let (info, _) = channel.as_directed_from(&source).unwrap();
3074 let candidate = CandidateRouteHop::PublicHop {
3076 short_channel_id: 42,
3079 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3081 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3082 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3083 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3084 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3086 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3087 SinceEpoch::advance(Duration::from_secs(10));
3088 scorer.time_passed(Duration::from_secs(10));
3089 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3091 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3092 // is closer to the upper bound, meaning a higher penalty.
3093 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3094 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3096 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3097 // is closer to the lower bound, meaning a lower penalty.
3098 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3099 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3101 // Further decaying affects the lower bound more than the upper bound (128, 928).
3102 SinceEpoch::advance(Duration::from_secs(10));
3103 scorer.time_passed(Duration::from_secs(20));
3104 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3108 fn restores_persisted_liquidity_bounds() {
3109 let logger = TestLogger::new();
3110 let network_graph = network_graph(&logger);
3111 let params = ProbabilisticScoringFeeParameters {
3112 liquidity_penalty_multiplier_msat: 1_000,
3113 considered_impossible_penalty_msat: u64::max_value(),
3114 ..ProbabilisticScoringFeeParameters::zero_penalty()
3116 let decay_params = ProbabilisticScoringDecayParameters {
3117 liquidity_offset_half_life: Duration::from_secs(10),
3118 ..ProbabilisticScoringDecayParameters::default()
3120 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3121 let source = source_node_id();
3122 let usage = ChannelUsage {
3124 inflight_htlc_msat: 0,
3125 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3128 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3129 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3130 let (info, _) = channel.as_directed_from(&source).unwrap();
3131 let candidate = CandidateRouteHop::PublicHop {
3133 short_channel_id: 42,
3135 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3137 SinceEpoch::advance(Duration::from_secs(10));
3138 scorer.time_passed(Duration::from_secs(10));
3139 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3141 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3142 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3144 let mut serialized_scorer = Vec::new();
3145 scorer.write(&mut serialized_scorer).unwrap();
3147 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3148 let deserialized_scorer =
3149 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3150 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3153 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3154 let logger = TestLogger::new();
3155 let network_graph = network_graph(&logger);
3156 let params = ProbabilisticScoringFeeParameters {
3157 liquidity_penalty_multiplier_msat: 1_000,
3158 considered_impossible_penalty_msat: u64::max_value(),
3159 ..ProbabilisticScoringFeeParameters::zero_penalty()
3161 let decay_params = ProbabilisticScoringDecayParameters {
3162 liquidity_offset_half_life: Duration::from_secs(10),
3163 ..ProbabilisticScoringDecayParameters::zero_penalty()
3165 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3166 let source = source_node_id();
3167 let usage = ChannelUsage {
3169 inflight_htlc_msat: 0,
3170 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3173 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3174 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3175 let (info, _) = channel.as_directed_from(&source).unwrap();
3176 let candidate = CandidateRouteHop::PublicHop {
3178 short_channel_id: 42,
3180 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3182 if decay_before_reload {
3183 SinceEpoch::advance(Duration::from_secs(10));
3184 scorer.time_passed(Duration::from_secs(10));
3187 let mut serialized_scorer = Vec::new();
3188 scorer.write(&mut serialized_scorer).unwrap();
3190 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3191 let mut deserialized_scorer =
3192 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3193 if !decay_before_reload {
3194 SinceEpoch::advance(Duration::from_secs(10));
3195 scorer.time_passed(Duration::from_secs(10));
3196 deserialized_scorer.time_passed(Duration::from_secs(10));
3198 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3200 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3201 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3203 SinceEpoch::advance(Duration::from_secs(10));
3204 deserialized_scorer.time_passed(Duration::from_secs(20));
3205 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3209 fn decays_persisted_liquidity_bounds() {
3210 do_decays_persisted_liquidity_bounds(false);
3211 do_decays_persisted_liquidity_bounds(true);
3215 fn scores_realistic_payments() {
3216 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3217 // 50k sat reserve).
3218 let logger = TestLogger::new();
3219 let network_graph = network_graph(&logger);
3220 let params = ProbabilisticScoringFeeParameters::default();
3221 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3222 let source = source_node_id();
3224 let usage = ChannelUsage {
3225 amount_msat: 100_000_000,
3226 inflight_htlc_msat: 0,
3227 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3229 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3230 let (info, _) = channel.as_directed_from(&source).unwrap();
3231 let candidate = CandidateRouteHop::PublicHop {
3233 short_channel_id: 42,
3235 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3236 let usage = ChannelUsage {
3237 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3239 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3240 let usage = ChannelUsage {
3241 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3243 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3244 let usage = ChannelUsage {
3245 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3247 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3248 let usage = ChannelUsage {
3249 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3251 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3252 let usage = ChannelUsage {
3253 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3255 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3256 let usage = ChannelUsage {
3257 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3259 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3260 let usage = ChannelUsage {
3261 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3263 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3264 let usage = ChannelUsage {
3265 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3267 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3268 let usage = ChannelUsage {
3269 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3271 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3272 let usage = ChannelUsage {
3273 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3275 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3279 fn adds_base_penalty_to_liquidity_penalty() {
3280 let logger = TestLogger::new();
3281 let network_graph = network_graph(&logger);
3282 let source = source_node_id();
3283 let usage = ChannelUsage {
3285 inflight_htlc_msat: 0,
3286 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3289 let params = ProbabilisticScoringFeeParameters {
3290 liquidity_penalty_multiplier_msat: 1_000,
3291 ..ProbabilisticScoringFeeParameters::zero_penalty()
3293 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3294 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3295 let (info, _) = channel.as_directed_from(&source).unwrap();
3296 let candidate = CandidateRouteHop::PublicHop {
3298 short_channel_id: 42,
3300 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3302 let params = ProbabilisticScoringFeeParameters {
3303 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3304 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3306 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3307 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3309 let params = ProbabilisticScoringFeeParameters {
3310 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3311 base_penalty_amount_multiplier_msat: (1 << 30),
3312 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3315 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3316 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3320 fn adds_amount_penalty_to_liquidity_penalty() {
3321 let logger = TestLogger::new();
3322 let network_graph = network_graph(&logger);
3323 let source = source_node_id();
3324 let usage = ChannelUsage {
3325 amount_msat: 512_000,
3326 inflight_htlc_msat: 0,
3327 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3330 let params = ProbabilisticScoringFeeParameters {
3331 liquidity_penalty_multiplier_msat: 1_000,
3332 liquidity_penalty_amount_multiplier_msat: 0,
3333 ..ProbabilisticScoringFeeParameters::zero_penalty()
3335 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3336 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3337 let (info, _) = channel.as_directed_from(&source).unwrap();
3338 let candidate = CandidateRouteHop::PublicHop {
3340 short_channel_id: 42,
3342 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3344 let params = ProbabilisticScoringFeeParameters {
3345 liquidity_penalty_multiplier_msat: 1_000,
3346 liquidity_penalty_amount_multiplier_msat: 256,
3347 ..ProbabilisticScoringFeeParameters::zero_penalty()
3349 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3350 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3354 fn calculates_log10_without_overflowing_u64_max_value() {
3355 let logger = TestLogger::new();
3356 let network_graph = network_graph(&logger);
3357 let source = source_node_id();
3358 let usage = ChannelUsage {
3359 amount_msat: u64::max_value(),
3360 inflight_htlc_msat: 0,
3361 effective_capacity: EffectiveCapacity::Infinite,
3363 let params = ProbabilisticScoringFeeParameters {
3364 liquidity_penalty_multiplier_msat: 40_000,
3365 ..ProbabilisticScoringFeeParameters::zero_penalty()
3367 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3368 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3369 let (info, _) = channel.as_directed_from(&source).unwrap();
3370 let candidate = CandidateRouteHop::PublicHop {
3372 short_channel_id: 42,
3374 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3375 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3379 fn accounts_for_inflight_htlc_usage() {
3380 let logger = TestLogger::new();
3381 let network_graph = network_graph(&logger);
3382 let params = ProbabilisticScoringFeeParameters {
3383 considered_impossible_penalty_msat: u64::max_value(),
3384 ..ProbabilisticScoringFeeParameters::zero_penalty()
3386 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3387 let source = source_node_id();
3389 let usage = ChannelUsage {
3391 inflight_htlc_msat: 0,
3392 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3394 let network_graph = network_graph.read_only();
3395 let channel = network_graph.channel(42).unwrap();
3396 let (info, _) = channel.as_directed_from(&source).unwrap();
3397 let candidate = CandidateRouteHop::PublicHop {
3399 short_channel_id: 42,
3401 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3403 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3404 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3408 fn removes_uncertainity_when_exact_liquidity_known() {
3409 let logger = TestLogger::new();
3410 let network_graph = network_graph(&logger);
3411 let params = ProbabilisticScoringFeeParameters::default();
3412 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3413 let source = source_node_id();
3415 let base_penalty_msat = params.base_penalty_msat;
3416 let usage = ChannelUsage {
3418 inflight_htlc_msat: 0,
3419 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3421 let network_graph = network_graph.read_only();
3422 let channel = network_graph.channel(42).unwrap();
3423 let (info, _) = channel.as_directed_from(&source).unwrap();
3424 let candidate = CandidateRouteHop::PublicHop {
3426 short_channel_id: 42,
3428 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3430 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3431 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3433 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3434 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3438 fn remembers_historical_failures() {
3439 let logger = TestLogger::new();
3440 let network_graph = network_graph(&logger);
3441 let params = ProbabilisticScoringFeeParameters {
3442 historical_liquidity_penalty_multiplier_msat: 1024,
3443 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3444 ..ProbabilisticScoringFeeParameters::zero_penalty()
3446 let decay_params = ProbabilisticScoringDecayParameters {
3447 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3448 historical_no_updates_half_life: Duration::from_secs(10),
3450 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3451 let source = source_node_id();
3452 let target = target_node_id();
3454 let usage = ChannelUsage {
3456 inflight_htlc_msat: 0,
3457 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3459 let usage_1 = ChannelUsage {
3461 inflight_htlc_msat: 0,
3462 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3466 let network_graph = network_graph.read_only();
3467 let channel = network_graph.channel(42).unwrap();
3468 let (info, _) = channel.as_directed_from(&source).unwrap();
3469 let candidate = CandidateRouteHop::PublicHop {
3471 short_channel_id: 42,
3474 // With no historical data the normal liquidity penalty calculation is used.
3475 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3477 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3479 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3482 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3484 let network_graph = network_graph.read_only();
3485 let channel = network_graph.channel(42).unwrap();
3486 let (info, _) = channel.as_directed_from(&source).unwrap();
3487 let candidate = CandidateRouteHop::PublicHop {
3489 short_channel_id: 42,
3492 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3493 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3495 // The "it failed" increment is 32, where the probability should lie several buckets into
3496 // the first octile.
3497 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3498 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3499 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3500 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3502 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3505 // Even after we tell the scorer we definitely have enough available liquidity, it will
3506 // still remember that there was some failure in the past, and assign a non-0 penalty.
3507 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3509 let network_graph = network_graph.read_only();
3510 let channel = network_graph.channel(42).unwrap();
3511 let (info, _) = channel.as_directed_from(&source).unwrap();
3512 let candidate = CandidateRouteHop::PublicHop {
3514 short_channel_id: 42,
3517 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3519 // The first points should be decayed just slightly and the last bucket has a new point.
3520 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3521 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3522 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3524 // The exact success probability is a bit complicated and involves integer rounding, so we
3525 // simply check bounds here.
3526 let five_hundred_prob =
3527 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3528 assert!(five_hundred_prob > 0.59);
3529 assert!(five_hundred_prob < 0.60);
3531 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3532 assert!(one_prob < 0.85);
3533 assert!(one_prob > 0.84);
3535 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3536 // gone), and check that we're back to where we started.
3537 SinceEpoch::advance(Duration::from_secs(10 * 16));
3538 scorer.time_passed(Duration::from_secs(10 * 16));
3540 let network_graph = network_graph.read_only();
3541 let channel = network_graph.channel(42).unwrap();
3542 let (info, _) = channel.as_directed_from(&source).unwrap();
3543 let candidate = CandidateRouteHop::PublicHop {
3545 short_channel_id: 42,
3548 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3550 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3551 // data entirely instead.
3552 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3553 Some(([0; 32], [0; 32])));
3554 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3556 let mut usage = ChannelUsage {
3558 inflight_htlc_msat: 1024,
3559 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3561 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3563 let network_graph = network_graph.read_only();
3564 let channel = network_graph.channel(42).unwrap();
3565 let (info, _) = channel.as_directed_from(&source).unwrap();
3566 let candidate = CandidateRouteHop::PublicHop {
3568 short_channel_id: 42,
3571 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3573 let usage = ChannelUsage {
3575 inflight_htlc_msat: 0,
3576 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3578 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3581 // Advance to decay all liquidity offsets to zero.
3582 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3583 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3585 // Once even the bounds have decayed information about the channel should be removed
3587 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3590 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3591 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3593 path_hop(target_pubkey(), 43, 2),
3594 path_hop(source_pubkey(), 42, 1),
3595 path_hop(sender_pubkey(), 41, 0),
3597 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3601 fn adds_anti_probing_penalty() {
3602 let logger = TestLogger::new();
3603 let network_graph = network_graph(&logger);
3604 let source = source_node_id();
3605 let params = ProbabilisticScoringFeeParameters {
3606 anti_probing_penalty_msat: 500,
3607 ..ProbabilisticScoringFeeParameters::zero_penalty()
3609 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3611 // Check we receive no penalty for a low htlc_maximum_msat.
3612 let usage = ChannelUsage {
3613 amount_msat: 512_000,
3614 inflight_htlc_msat: 0,
3615 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3617 let network_graph = network_graph.read_only();
3618 let channel = network_graph.channel(42).unwrap();
3619 let (info, _) = channel.as_directed_from(&source).unwrap();
3620 let candidate = CandidateRouteHop::PublicHop {
3622 short_channel_id: 42,
3624 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3626 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3627 let usage = ChannelUsage {
3628 amount_msat: 512_000,
3629 inflight_htlc_msat: 0,
3630 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3632 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3634 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3635 let usage = ChannelUsage {
3636 amount_msat: 512_000,
3637 inflight_htlc_msat: 0,
3638 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3640 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3642 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3643 let usage = ChannelUsage {
3644 amount_msat: 512_000,
3645 inflight_htlc_msat: 0,
3646 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3648 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3652 fn scores_with_blinded_path() {
3653 // Make sure we'll account for a blinded path's final_value_msat in scoring
3654 let logger = TestLogger::new();
3655 let network_graph = network_graph(&logger);
3656 let params = ProbabilisticScoringFeeParameters {
3657 liquidity_penalty_multiplier_msat: 1_000,
3658 ..ProbabilisticScoringFeeParameters::zero_penalty()
3660 let decay_params = ProbabilisticScoringDecayParameters::default();
3661 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3662 let source = source_node_id();
3663 let usage = ChannelUsage {
3665 inflight_htlc_msat: 0,
3666 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3668 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3669 let (info, target) = channel.as_directed_from(&source).unwrap();
3670 let candidate = CandidateRouteHop::PublicHop {
3672 short_channel_id: 42,
3674 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3676 let mut path = payment_path_for_amount(768);
3677 let recipient_hop = path.hops.pop().unwrap();
3678 let blinded_path = BlindedPath {
3679 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3680 blinding_point: test_utils::pubkey(42),
3682 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3685 path.blinded_tail = Some(BlindedTail {
3686 hops: blinded_path.blinded_hops,
3687 blinding_point: blinded_path.blinding_point,
3688 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3689 final_value_msat: recipient_hop.fee_msat,
3692 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3693 // final value is taken into account.
3694 assert!(scorer.channel_liquidities.get(&42).is_none());
3696 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3697 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3698 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3700 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3701 .as_directed(&source, &target, 1_000, decay_params);
3702 assert_eq!(liquidity.min_liquidity_msat(), 256);
3703 assert_eq!(liquidity.max_liquidity_msat(), 768);
3707 fn realistic_historical_failures() {
3708 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3709 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3711 let logger = TestLogger::new();
3712 let mut network_graph = network_graph(&logger);
3713 let params = ProbabilisticScoringFeeParameters {
3714 historical_liquidity_penalty_multiplier_msat: 1024,
3715 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3716 ..ProbabilisticScoringFeeParameters::zero_penalty()
3718 let decay_params = ProbabilisticScoringDecayParameters {
3719 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3720 historical_no_updates_half_life: Duration::from_secs(10),
3721 ..ProbabilisticScoringDecayParameters::default()
3724 let capacity_msat = 100_000_000_000;
3725 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3726 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3728 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3729 let source = source_node_id();
3731 let mut amount_msat = 10_000_000;
3732 let usage = ChannelUsage {
3734 inflight_htlc_msat: 0,
3735 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3737 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3738 let (info, target) = channel.as_directed_from(&source).unwrap();
3739 let candidate = CandidateRouteHop::PublicHop {
3741 short_channel_id: 42,
3743 // With no historical data the normal liquidity penalty calculation is used, which results
3744 // in a success probability of ~75%.
3745 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3746 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3748 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3751 // Fail to pay once, and then check the buckets and penalty.
3752 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3753 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3754 // same bucket which is the only maximum datapoint.
3755 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3756 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3757 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3758 // 6k sats and 12k sats).
3759 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3760 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3761 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3762 // The success probability estimate itself should be zero.
3763 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3766 // Now test again with the amount in the bottom bucket.
3768 // The new amount is entirely within the only minimum bucket with score, so the probability
3769 // we assign is 1/2.
3770 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3773 // ...but once we see a failure, we consider the payment to be substantially less likely,
3774 // even though not a probability of zero as we still look at the second max bucket which
3776 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3777 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3778 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3779 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3780 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),