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;
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 $(: $supertrait)* {
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, short_channel_id: u64, source: &NodeId, target: &NodeId, 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 $(: $supertrait)* {
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);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
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);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 impl<SP: Sized, S: ScoreLookUp<ScoreParams = SP>, T: Deref<Target=S> $(+ $supertrait)*> ScoreLookUp for T {
126 type ScoreParams = SP;
127 fn channel_penalty_msat(
128 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
130 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
134 impl<S: ScoreUpdate, T: DerefMut<Target=S> $(+ $supertrait)*> ScoreUpdate for T {
135 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
136 self.deref_mut().payment_path_failed(path, short_channel_id)
139 fn payment_path_successful(&mut self, path: &Path) {
140 self.deref_mut().payment_path_successful(path)
143 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
144 self.deref_mut().probe_failed(path, short_channel_id)
147 fn probe_successful(&mut self, path: &Path) {
148 self.deref_mut().probe_successful(path)
154 define_score!(Writeable);
156 #[cfg(not(c_bindings))]
159 /// A scorer that is accessed under a lock.
161 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
162 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
163 /// implementations. Internal locking would be detrimental to route finding performance and could
164 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
166 /// [`find_route`]: crate::routing::router::find_route
167 pub trait LockableScore<'a> {
168 /// The [`ScoreUpdate`] type.
169 type ScoreUpdate: 'a + ScoreUpdate;
170 /// The [`ScoreLookUp`] type.
171 type ScoreLookUp: 'a + ScoreLookUp;
173 /// The write locked [`ScoreUpdate`] type.
174 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
176 /// The read locked [`ScoreLookUp`] type.
177 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
179 /// Returns read locked scorer.
180 fn read_lock(&'a self) -> Self::ReadLocked;
182 /// Returns write locked scorer.
183 fn write_lock(&'a self) -> Self::WriteLocked;
186 /// Refers to a scorer that is accessible under lock and also writeable to disk
188 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
189 /// use the Persister to persist it.
190 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
192 #[cfg(not(c_bindings))]
193 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
194 #[cfg(not(c_bindings))]
195 impl<'a, T: 'a + ScoreLookUp + ScoreUpdate> LockableScore<'a> for Mutex<T> {
196 type ScoreUpdate = T;
197 type ScoreLookUp = T;
199 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
200 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
202 fn read_lock(&'a self) -> Self::ReadLocked {
203 Mutex::lock(self).unwrap()
206 fn write_lock(&'a self) -> Self::WriteLocked {
207 Mutex::lock(self).unwrap()
211 #[cfg(not(c_bindings))]
212 impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> LockableScore<'a> for RefCell<T> {
213 type ScoreUpdate = T;
214 type ScoreLookUp = T;
216 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
217 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
219 fn write_lock(&'a self) -> Self::WriteLocked {
223 fn read_lock(&'a self) -> Self::ReadLocked {
228 #[cfg(not(c_bindings))]
229 impl<'a, SP:Sized, T: 'a + ScoreUpdate + ScoreLookUp<ScoreParams = SP>> LockableScore<'a> for RwLock<T> {
230 type ScoreUpdate = T;
231 type ScoreLookUp = T;
233 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
234 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
236 fn read_lock(&'a self) -> Self::ReadLocked {
237 RwLock::read(self).unwrap()
240 fn write_lock(&'a self) -> Self::WriteLocked {
241 RwLock::write(self).unwrap()
246 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
247 pub struct MultiThreadedLockableScore<T: ScoreLookUp + ScoreUpdate> {
252 impl<'a, SP:Sized, T: 'a + ScoreLookUp<ScoreParams = SP> + ScoreUpdate> LockableScore<'a> for MultiThreadedLockableScore<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
255 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
256 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
258 fn read_lock(&'a self) -> Self::ReadLocked {
259 MultiThreadedScoreLockRead(self.score.read().unwrap())
262 fn write_lock(&'a self) -> Self::WriteLocked {
263 MultiThreadedScoreLockWrite(self.score.write().unwrap())
268 impl<T: ScoreUpdate + ScoreLookUp> Writeable for MultiThreadedLockableScore<T> {
269 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
270 self.score.read().unwrap().write(writer)
275 impl<'a, T: 'a + ScoreUpdate + ScoreLookUp> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
278 impl<T: ScoreLookUp + ScoreUpdate> MultiThreadedLockableScore<T> {
279 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
280 pub fn new(score: T) -> Self {
281 MultiThreadedLockableScore { score: RwLock::new(score) }
286 /// A locked `MultiThreadedLockableScore`.
287 pub struct MultiThreadedScoreLockRead<'a, T: ScoreLookUp>(RwLockReadGuard<'a, T>);
290 /// A locked `MultiThreadedLockableScore`.
291 pub struct MultiThreadedScoreLockWrite<'a, T: ScoreUpdate>(RwLockWriteGuard<'a, T>);
294 impl<'a, T: 'a + ScoreLookUp> Deref for MultiThreadedScoreLockRead<'a, T> {
297 fn deref(&self) -> &Self::Target {
303 impl<'a, T: 'a + ScoreUpdate> Writeable for MultiThreadedScoreLockWrite<'a, T> {
304 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
310 impl<'a, T: 'a + ScoreUpdate> Deref for MultiThreadedScoreLockWrite<'a, T> {
313 fn deref(&self) -> &Self::Target {
319 impl<'a, T: 'a + ScoreUpdate> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
320 fn deref_mut(&mut self) -> &mut Self::Target {
326 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
327 #[derive(Clone, Copy, Debug, PartialEq)]
328 pub struct ChannelUsage {
329 /// The amount to send through the channel, denominated in millisatoshis.
330 pub amount_msat: u64,
332 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
333 /// as part of a multi-path payment.
334 pub inflight_htlc_msat: u64,
336 /// The effective capacity of the channel.
337 pub effective_capacity: EffectiveCapacity,
341 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
342 pub struct FixedPenaltyScorer {
346 impl FixedPenaltyScorer {
347 /// Creates a new scorer using `penalty_msat`.
348 pub fn with_penalty(penalty_msat: u64) -> Self {
349 Self { penalty_msat }
353 impl ScoreLookUp for FixedPenaltyScorer {
354 type ScoreParams = ();
355 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
360 impl ScoreUpdate for FixedPenaltyScorer {
361 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
363 fn payment_path_successful(&mut self, _path: &Path) {}
365 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
367 fn probe_successful(&mut self, _path: &Path) {}
370 impl Writeable for FixedPenaltyScorer {
372 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
373 write_tlv_fields!(w, {});
378 impl ReadableArgs<u64> for FixedPenaltyScorer {
380 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
381 read_tlv_fields!(r, {});
382 Ok(Self { penalty_msat })
386 #[cfg(not(feature = "no-std"))]
387 type ConfiguredTime = crate::util::time::MonotonicTime;
388 #[cfg(feature = "no-std")]
389 use crate::util::time::Eternity;
390 #[cfg(feature = "no-std")]
391 type ConfiguredTime = Eternity;
393 /// [`ScoreLookUp`] implementation using channel success probability distributions.
395 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
396 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
397 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
398 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
400 /// These bounds are then used to determine a success probability using the formula from
401 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
402 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
404 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
405 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
406 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
407 /// terms of the entire path's success probability. This allows the router to directly compare
408 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
410 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
412 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
413 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
414 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
415 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
420 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
423 /// [1]: https://arxiv.org/abs/2107.05322
424 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
425 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
426 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
427 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
428 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
429 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
431 /// Probabilistic [`ScoreLookUp`] implementation.
433 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
434 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
435 where L::Target: Logger {
436 decay_params: ProbabilisticScoringDecayParameters,
439 // TODO: Remove entries of closed channels.
440 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
443 /// Parameters for configuring [`ProbabilisticScorer`].
445 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
446 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
448 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
451 pub struct ProbabilisticScoringFeeParameters {
452 /// A fixed penalty in msats to apply to each channel.
454 /// Default value: 500 msat
455 pub base_penalty_msat: u64,
457 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
458 /// channel, in excess of the [`base_penalty_msat`].
460 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
461 /// fees plus penalty) for large payments. The penalty is computed as the product of this
462 /// multiplier and `2^30`ths of the payment amount.
464 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
466 /// Default value: 8,192 msat
468 /// [`base_penalty_msat`]: Self::base_penalty_msat
469 pub base_penalty_amount_multiplier_msat: u64,
471 /// A multiplier used in conjunction with the negative `log10` of the channel's success
472 /// probability for a payment, as determined by our latest estimates of the channel's
473 /// liquidity, to determine the liquidity penalty.
475 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
476 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
477 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
478 /// lower bounding the success probability to `0.01`) when the amount falls within the
479 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
480 /// result in a `u64::max_value` penalty, however.
482 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
484 /// Default value: 30,000 msat
486 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
487 pub liquidity_penalty_multiplier_msat: u64,
489 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
490 /// channel's success probability for the payment, as determined by our latest estimates of the
491 /// channel's liquidity, to determine the amount penalty.
493 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
494 /// fees plus penalty) for large payments. The penalty is computed as the product of this
495 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
496 /// success probability.
498 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
500 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
501 /// the amount will result in a penalty of the multiplier. And, as the success probability
502 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
503 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
506 /// Default value: 192 msat
507 pub liquidity_penalty_amount_multiplier_msat: u64,
509 /// A multiplier used in conjunction with the negative `log10` of the channel's success
510 /// probability for the payment, as determined based on the history of our estimates of the
511 /// channel's available liquidity, to determine a penalty.
513 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
514 /// only our latest estimate for the current liquidity available in the channel, it estimates
515 /// success probability based on the estimated liquidity available in the channel through
516 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
517 /// track which of several buckets those bounds fall into, exponentially decaying the
518 /// probability of each bucket as new samples are added.
520 /// Default value: 10,000 msat
522 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
523 pub historical_liquidity_penalty_multiplier_msat: u64,
525 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
526 /// channel's success probability for the payment, as determined based on the history of our
527 /// estimates of the channel's available liquidity, to determine a penalty.
529 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
530 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
531 /// of the payment amount, weighted by the negative `log10` of the success probability.
533 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
534 /// of using only our latest estimate for the current liquidity available in the channel, it
535 /// estimates success probability based on the estimated liquidity available in the channel
536 /// through history. Specifically, every time we update our liquidity bounds on a given
537 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
538 /// the probability of each bucket as new samples are added.
540 /// Default value: 64 msat
542 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
543 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
545 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
546 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
547 /// considered during path finding.
549 /// This is not exported to bindings users
550 pub manual_node_penalties: HashMap<NodeId, u64>,
552 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
553 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
554 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
555 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
556 /// to restrict `htlc_maximum_msat` and improve privacy.
558 /// Default value: 250 msat
559 pub anti_probing_penalty_msat: u64,
561 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
562 /// current estimate of the channel's available liquidity.
564 /// Note that in this case all other penalties, including the
565 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
566 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
567 /// applicable, are still included in the overall penalty.
569 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
570 /// `u64::max_value()` will guarantee that.
572 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
574 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
575 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
576 /// [`base_penalty_msat`]: Self::base_penalty_msat
577 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
578 pub considered_impossible_penalty_msat: u64,
581 impl Default for ProbabilisticScoringFeeParameters {
582 fn default() -> Self {
584 base_penalty_msat: 500,
585 base_penalty_amount_multiplier_msat: 8192,
586 liquidity_penalty_multiplier_msat: 30_000,
587 liquidity_penalty_amount_multiplier_msat: 192,
588 manual_node_penalties: HashMap::new(),
589 anti_probing_penalty_msat: 250,
590 considered_impossible_penalty_msat: 1_0000_0000_000,
591 historical_liquidity_penalty_multiplier_msat: 10_000,
592 historical_liquidity_penalty_amount_multiplier_msat: 64,
597 impl ProbabilisticScoringFeeParameters {
598 /// Marks the node with the given `node_id` as banned,
599 /// i.e it will be avoided during path finding.
600 pub fn add_banned(&mut self, node_id: &NodeId) {
601 self.manual_node_penalties.insert(*node_id, u64::max_value());
604 /// Marks all nodes in the given list as banned, i.e.,
605 /// they will be avoided during path finding.
606 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
608 self.manual_node_penalties.insert(id, u64::max_value());
612 /// Removes the node with the given `node_id` from the list of nodes to avoid.
613 pub fn remove_banned(&mut self, node_id: &NodeId) {
614 self.manual_node_penalties.remove(node_id);
617 /// Sets a manual penalty for the given node.
618 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
619 self.manual_node_penalties.insert(*node_id, penalty);
622 /// Removes the node with the given `node_id` from the list of manual penalties.
623 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
624 self.manual_node_penalties.remove(node_id);
627 /// Clears the list of manual penalties that are applied during path finding.
628 pub fn clear_manual_penalties(&mut self) {
629 self.manual_node_penalties = HashMap::new();
634 impl ProbabilisticScoringFeeParameters {
635 fn zero_penalty() -> Self {
637 base_penalty_msat: 0,
638 base_penalty_amount_multiplier_msat: 0,
639 liquidity_penalty_multiplier_msat: 0,
640 liquidity_penalty_amount_multiplier_msat: 0,
641 historical_liquidity_penalty_multiplier_msat: 0,
642 historical_liquidity_penalty_amount_multiplier_msat: 0,
643 manual_node_penalties: HashMap::new(),
644 anti_probing_penalty_msat: 0,
645 considered_impossible_penalty_msat: 0,
650 /// Parameters for configuring [`ProbabilisticScorer`].
652 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
653 /// these decay parameters affect the score of the channel penalty and are not changed on a
654 /// per-route penalty cost call.
655 #[derive(Copy, Clone)]
656 pub struct ProbabilisticScoringDecayParameters {
657 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
658 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
659 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
661 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
663 /// Note that after 16 or more half lives all historical data will be completely gone.
665 /// Default value: 14 days
667 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
668 pub historical_no_updates_half_life: Duration,
670 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
671 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
672 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
675 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
676 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
677 /// struct documentation for more info on the way the liquidity bounds are used.
679 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
680 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
681 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
683 /// Default value: 6 hours
687 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
688 /// liquidity knowledge will never decay except when the bounds cross.
689 pub liquidity_offset_half_life: Duration,
692 impl Default for ProbabilisticScoringDecayParameters {
693 fn default() -> Self {
695 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
696 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
702 impl ProbabilisticScoringDecayParameters {
703 fn zero_penalty() -> Self {
705 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
706 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
711 /// Accounting for channel liquidity balance uncertainty.
713 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
714 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
715 /// offset fields gives the opposite direction.
716 struct ChannelLiquidity<T: Time> {
717 /// Lower channel liquidity bound in terms of an offset from zero.
718 min_liquidity_offset_msat: u64,
720 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
721 max_liquidity_offset_msat: u64,
723 /// Time when the liquidity bounds were last modified.
726 min_liquidity_offset_history: HistoricalBucketRangeTracker,
727 max_liquidity_offset_history: HistoricalBucketRangeTracker,
730 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
731 /// decayed with a given half life.
732 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
733 min_liquidity_offset_msat: L,
734 max_liquidity_offset_msat: L,
735 liquidity_history: HistoricalMinMaxBuckets<BRT>,
736 inflight_htlc_msat: u64,
740 decay_params: ProbabilisticScoringDecayParameters,
743 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
744 /// Creates a new scorer using the given scoring parameters for sending payments from a node
745 /// through a network graph.
746 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
751 channel_liquidities: HashMap::new(),
756 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
757 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
761 /// Dump the contents of this scorer into the configured logger.
763 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
764 /// which may be a substantial amount of log output.
765 pub fn debug_log_liquidity_stats(&self) {
768 let graph = self.network_graph.read_only();
769 for (scid, liq) in self.channel_liquidities.iter() {
770 if let Some(chan_debug) = graph.channels().get(scid) {
771 let log_direction = |source, target| {
772 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
773 let amt = directed_info.effective_capacity().as_msat();
774 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
776 let (min_buckets, max_buckets) = dir_liq.liquidity_history
777 .get_decayed_buckets(now, *dir_liq.last_updated,
778 self.decay_params.historical_no_updates_half_life)
779 .unwrap_or(([0; 32], [0; 32]));
781 log_debug!(self.logger, core::concat!(
782 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
783 "\tHistorical min liquidity bucket relative probabilities:\n",
784 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
785 "\tHistorical max liquidity bucket relative probabilities:\n",
786 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
787 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
788 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
789 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
790 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
791 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
792 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
793 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
794 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
795 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
796 // Note that the liquidity buckets are an offset from the edge, so we
797 // inverse the max order to get the probabilities from zero.
798 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
799 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
800 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
801 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
802 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
803 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
804 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
805 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
807 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
811 log_direction(&chan_debug.node_one, &chan_debug.node_two);
812 log_direction(&chan_debug.node_two, &chan_debug.node_one);
814 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
819 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
820 /// channel with `scid` towards the given `target` node.
821 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
822 let graph = self.network_graph.read_only();
824 if let Some(chan) = graph.channels().get(&scid) {
825 if let Some(liq) = self.channel_liquidities.get(&scid) {
826 if let Some((directed_info, source)) = chan.as_directed_to(target) {
827 let amt = directed_info.effective_capacity().as_msat();
828 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
829 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
836 /// Query the historical estimated minimum and maximum liquidity available for sending a
837 /// payment over the channel with `scid` towards the given `target` node.
839 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
840 /// the second set describes the upper-bound liquidity history. Each bucket describes the
841 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
842 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
843 /// more recent data points are weighted more heavily than older datapoints.
845 /// Note that the range of each bucket varies by its location to provide more granular results
846 /// at the edges of a channel's capacity, where it is more likely to sit.
848 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
849 /// is calculated by dividing that bucket's value with the total value of all buckets.
851 /// For example, using a lower bucket count for illustrative purposes, a value of
852 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
853 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
854 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
855 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
857 /// Because the datapoints are decayed slowly over time, values will eventually return to
858 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
860 /// In order to fetch a single success probability from the buckets provided here, as used in
861 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
862 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
863 -> Option<([u16; 32], [u16; 32])> {
864 let graph = self.network_graph.read_only();
866 if let Some(chan) = graph.channels().get(&scid) {
867 if let Some(liq) = self.channel_liquidities.get(&scid) {
868 if let Some((directed_info, source)) = chan.as_directed_to(target) {
869 let amt = directed_info.effective_capacity().as_msat();
870 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
872 let (min_buckets, mut max_buckets) =
873 dir_liq.liquidity_history.get_decayed_buckets(
874 dir_liq.now, *dir_liq.last_updated,
875 self.decay_params.historical_no_updates_half_life
878 // Note that the liquidity buckets are an offset from the edge, so we inverse
879 // the max order to get the probabilities from zero.
880 max_buckets.reverse();
881 return Some((min_buckets, max_buckets));
888 /// Query the probability of payment success sending the given `amount_msat` over the channel
889 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
892 /// These are the same bounds as returned by
893 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
894 /// [`Self::estimated_channel_liquidity_range`]).
895 pub fn historical_estimated_payment_success_probability(
896 &self, scid: u64, target: &NodeId, amount_msat: u64)
898 let graph = self.network_graph.read_only();
900 if let Some(chan) = graph.channels().get(&scid) {
901 if let Some(liq) = self.channel_liquidities.get(&scid) {
902 if let Some((directed_info, source)) = chan.as_directed_to(target) {
903 let capacity_msat = directed_info.effective_capacity().as_msat();
904 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
906 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
907 dir_liq.now, *dir_liq.last_updated,
908 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
909 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
917 impl<T: Time> ChannelLiquidity<T> {
921 min_liquidity_offset_msat: 0,
922 max_liquidity_offset_msat: 0,
923 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
924 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
925 last_updated: T::now(),
929 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
932 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
933 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
934 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
936 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
937 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
939 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
940 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
943 DirectedChannelLiquidity {
944 min_liquidity_offset_msat,
945 max_liquidity_offset_msat,
946 liquidity_history: HistoricalMinMaxBuckets {
947 min_liquidity_offset_history,
948 max_liquidity_offset_history,
952 last_updated: &self.last_updated,
954 decay_params: decay_params,
958 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
961 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
962 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
963 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
965 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
966 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
968 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
969 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
972 DirectedChannelLiquidity {
973 min_liquidity_offset_msat,
974 max_liquidity_offset_msat,
975 liquidity_history: HistoricalMinMaxBuckets {
976 min_liquidity_offset_history,
977 max_liquidity_offset_history,
981 last_updated: &mut self.last_updated,
983 decay_params: decay_params,
988 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
990 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
992 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
993 /// ratio, as X in 1/X.
994 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
996 /// The divisor used when computing the amount penalty.
997 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
998 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1000 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1001 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1003 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1004 let available_capacity = self.available_capacity();
1005 let max_liquidity_msat = self.max_liquidity_msat();
1006 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1008 let mut res = if amount_msat <= min_liquidity_msat {
1010 } else if amount_msat >= max_liquidity_msat {
1011 // Equivalent to hitting the else clause below with the amount equal to the effective
1012 // capacity and without any certainty on the liquidity upper bound, plus the
1013 // impossibility penalty.
1014 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1015 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1016 score_params.liquidity_penalty_multiplier_msat,
1017 score_params.liquidity_penalty_amount_multiplier_msat)
1018 .saturating_add(score_params.considered_impossible_penalty_msat)
1020 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1021 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1022 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1023 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1024 // don't bother trying to use the log approximation as it gets too noisy to be
1025 // particularly helpful, instead just round down to 0.
1028 let negative_log10_times_2048 =
1029 approx::negative_log10_times_2048(numerator, denominator);
1030 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1031 score_params.liquidity_penalty_multiplier_msat,
1032 score_params.liquidity_penalty_amount_multiplier_msat)
1036 if amount_msat >= available_capacity {
1037 // We're trying to send more than the capacity, use a max penalty.
1038 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1039 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1040 score_params.historical_liquidity_penalty_multiplier_msat,
1041 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1045 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1046 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1047 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1048 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1049 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
1051 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1052 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1053 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1054 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1056 // If we don't have any valid points (or, once decayed, we have less than a full
1057 // point), redo the non-historical calculation with no liquidity bounds tracked and
1058 // the historical penalty multipliers.
1059 let available_capacity = self.available_capacity();
1060 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1061 let denominator = available_capacity.saturating_add(1);
1062 let negative_log10_times_2048 =
1063 approx::negative_log10_times_2048(numerator, denominator);
1064 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1065 score_params.historical_liquidity_penalty_multiplier_msat,
1066 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1073 /// Computes the liquidity penalty from the penalty multipliers.
1075 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1076 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1078 negative_log10_times_2048 =
1079 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1081 // Upper bound the liquidity penalty to ensure some channel is selected.
1082 let liquidity_penalty_msat = negative_log10_times_2048
1083 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1084 let amount_penalty_msat = negative_log10_times_2048
1085 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1086 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1088 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1091 /// Returns the lower bound of the channel liquidity balance in this direction.
1093 fn min_liquidity_msat(&self) -> u64 {
1094 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1097 /// Returns the upper bound of the channel liquidity balance in this direction.
1099 fn max_liquidity_msat(&self) -> u64 {
1100 self.available_capacity()
1101 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1104 /// Returns the capacity minus the in-flight HTLCs in this direction.
1106 fn available_capacity(&self) -> u64 {
1107 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1110 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1111 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1113 // Decay the offset by the appropriate number of half lives. If half of the next half
1114 // life has passed, approximate an additional three-quarter life to help smooth out the
1116 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1117 let half_decays = elapsed_time / (half_life / 2);
1118 let decays = half_decays / 2;
1119 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1120 if half_decays % 2 == 0 {
1123 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1125 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1133 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1134 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1135 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1136 let existing_max_msat = self.max_liquidity_msat();
1137 if amount_msat < existing_max_msat {
1138 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1139 self.set_max_liquidity_msat(amount_msat);
1141 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1142 chan_descr, existing_max_msat, amount_msat);
1144 self.update_history_buckets(0);
1147 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1148 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1149 let existing_min_msat = self.min_liquidity_msat();
1150 if amount_msat > existing_min_msat {
1151 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1152 self.set_min_liquidity_msat(amount_msat);
1154 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1155 chan_descr, existing_min_msat, amount_msat);
1157 self.update_history_buckets(0);
1160 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1161 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1162 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1163 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1164 self.set_max_liquidity_msat(max_liquidity_msat);
1165 self.update_history_buckets(amount_msat);
1168 /// Updates the history buckets for this channel. Because the history buckets track what we now
1169 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1170 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1171 /// represents the amount of the successful payment we just made.
1172 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1173 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1174 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1175 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1176 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1177 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1179 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1180 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1181 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1183 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1184 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1185 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1189 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1190 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1191 *self.min_liquidity_offset_msat = amount_msat;
1192 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1195 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1197 *self.last_updated = self.now;
1200 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1201 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1202 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1203 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1206 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1208 *self.last_updated = self.now;
1212 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1213 type ScoreParams = ProbabilisticScoringFeeParameters;
1214 fn channel_penalty_msat(
1215 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1217 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1221 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1222 score_params.base_penalty_amount_multiplier_msat
1223 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1225 let mut anti_probing_penalty_msat = 0;
1226 match usage.effective_capacity {
1227 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1228 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1230 if usage.amount_msat > amount_msat {
1231 return u64::max_value();
1233 return base_penalty_msat;
1236 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1237 if htlc_maximum_msat >= capacity_msat/2 {
1238 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1244 let amount_msat = usage.amount_msat;
1245 let capacity_msat = usage.effective_capacity.as_msat();
1246 let inflight_htlc_msat = usage.inflight_htlc_msat;
1247 self.channel_liquidities
1248 .get(&short_channel_id)
1249 .unwrap_or(&ChannelLiquidity::new())
1250 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1251 .penalty_msat(amount_msat, score_params)
1252 .saturating_add(anti_probing_penalty_msat)
1253 .saturating_add(base_penalty_msat)
1257 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1258 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1259 let amount_msat = path.final_value_msat();
1260 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1261 let network_graph = self.network_graph.read_only();
1262 for (hop_idx, hop) in path.hops.iter().enumerate() {
1263 let target = NodeId::from_pubkey(&hop.pubkey);
1264 let channel_directed_from_source = network_graph.channels()
1265 .get(&hop.short_channel_id)
1266 .and_then(|channel| channel.as_directed_to(&target));
1268 let at_failed_channel = hop.short_channel_id == short_channel_id;
1269 if at_failed_channel && hop_idx == 0 {
1270 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);
1273 // Only score announced channels.
1274 if let Some((channel, source)) = channel_directed_from_source {
1275 let capacity_msat = channel.effective_capacity().as_msat();
1276 if at_failed_channel {
1277 self.channel_liquidities
1278 .entry(hop.short_channel_id)
1279 .or_insert_with(ChannelLiquidity::new)
1280 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1281 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1283 self.channel_liquidities
1284 .entry(hop.short_channel_id)
1285 .or_insert_with(ChannelLiquidity::new)
1286 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1287 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1290 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).",
1291 hop.short_channel_id);
1293 if at_failed_channel { break; }
1297 fn payment_path_successful(&mut self, path: &Path) {
1298 let amount_msat = path.final_value_msat();
1299 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1300 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1301 let network_graph = self.network_graph.read_only();
1302 for hop in &path.hops {
1303 let target = NodeId::from_pubkey(&hop.pubkey);
1304 let channel_directed_from_source = network_graph.channels()
1305 .get(&hop.short_channel_id)
1306 .and_then(|channel| channel.as_directed_to(&target));
1308 // Only score announced channels.
1309 if let Some((channel, source)) = channel_directed_from_source {
1310 let capacity_msat = channel.effective_capacity().as_msat();
1311 self.channel_liquidities
1312 .entry(hop.short_channel_id)
1313 .or_insert_with(ChannelLiquidity::new)
1314 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1315 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1317 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).",
1318 hop.short_channel_id);
1323 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1324 self.payment_path_failed(path, short_channel_id)
1327 fn probe_successful(&mut self, path: &Path) {
1328 self.payment_path_failed(path, u64::max_value())
1333 const BITS: u32 = 64;
1334 const HIGHEST_BIT: u32 = BITS - 1;
1335 const LOWER_BITS: u32 = 6;
1336 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1337 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1339 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1340 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1341 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1342 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1343 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1344 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1345 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1346 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1347 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1348 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1349 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1350 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1351 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1352 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1353 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1354 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1355 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1356 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1357 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1358 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1359 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1360 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1361 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1362 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1363 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1364 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1365 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1366 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1367 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1368 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1369 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1370 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1371 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1372 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1373 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1374 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1375 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1376 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1377 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1378 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1379 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1380 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1381 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1382 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1383 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1384 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1385 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1386 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1387 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1388 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1389 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1390 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1391 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1392 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1393 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1394 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1395 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1396 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1397 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1398 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1399 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1400 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1401 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1402 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1403 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1404 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1405 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1406 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1407 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1408 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1409 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1410 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1411 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1412 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1413 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1414 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1415 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1416 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1417 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1418 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1419 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1420 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1421 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1422 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1423 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1424 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1425 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1426 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1427 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1428 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1429 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1430 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1431 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1432 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1433 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1434 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1435 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1436 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1437 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1438 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1439 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1440 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1441 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1442 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1443 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1444 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1445 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1446 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1447 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1448 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1449 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1450 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1451 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1452 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1453 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1454 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1455 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1456 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1457 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1458 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1459 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1460 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1461 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1462 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1463 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1464 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1465 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1466 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1467 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1468 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1469 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1470 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1471 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1472 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1473 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1474 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1475 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1476 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1477 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1478 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1479 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1480 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1481 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1482 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1483 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1484 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1485 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1486 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1487 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1488 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1489 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1490 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1491 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1492 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1493 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1494 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1495 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1496 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1497 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1498 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1499 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1500 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1501 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1502 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1503 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1504 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1505 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1506 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1507 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1508 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1509 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1510 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1511 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1512 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1513 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1514 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1515 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1516 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1517 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1518 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1519 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1520 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1521 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1522 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1523 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1524 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1525 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1526 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1527 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1528 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1529 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1530 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1531 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1532 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1533 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1534 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1535 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1536 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1537 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1538 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1539 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1540 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1541 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1542 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1543 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1544 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1545 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1546 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1547 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1548 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1549 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1550 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1551 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1552 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1553 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1554 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1555 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1556 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1557 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1558 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1559 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1560 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1561 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1562 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1563 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1564 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1565 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1566 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1567 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1568 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1569 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1570 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1571 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1572 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1573 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1574 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1575 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1576 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1577 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1578 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1579 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1580 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1581 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1582 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1583 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1584 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1585 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1586 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1587 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1588 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1589 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1590 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1591 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1592 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1593 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1594 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1595 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1596 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1597 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1600 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1602 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1603 // Multiply the -1 through to avoid needing to use signed numbers.
1604 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1608 fn log10_times_2048(x: u64) -> u16 {
1609 debug_assert_ne!(x, 0);
1610 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1611 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1612 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1620 fn prints_negative_log10_times_2048_lookup_table() {
1621 for msb in 0..BITS {
1622 for i in 0..LOWER_BITS_BOUND {
1623 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1624 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1625 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1627 if i % LOWER_BITS_BOUND == 0 {
1628 print!("\t\t[{}, ", log10_times_2048);
1629 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1630 println!("{}],", log10_times_2048);
1631 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1632 print!("{},\n\t\t\t", log10_times_2048);
1634 print!("{}, ", log10_times_2048);
1642 mod bucketed_history {
1645 // Because liquidity is often skewed heavily in one direction, we store historical state
1646 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1647 // must fit evenly into the buckets here.
1649 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1650 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1651 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1652 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1654 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1655 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1656 // buckets in total.
1658 const BUCKET_START_POS: [u16; 33] = [
1659 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1660 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1663 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1664 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1667 const POSITION_TICKS: u16 = 1 << 14;
1669 fn pos_to_bucket(pos: u16) -> usize {
1670 for bucket in 0..32 {
1671 if pos < BUCKET_START_POS[bucket + 1] {
1675 debug_assert!(false);
1681 fn check_bucket_maps() {
1682 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1683 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1684 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1686 let mut min_size_iter = 0;
1687 let mut legacy_bucket_iter = 0;
1688 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1689 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1690 for i in 0..*width {
1691 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1693 min_size_iter += *width;
1694 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1695 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1696 if legacy_bucket_iter + 1 < 8 {
1697 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1699 legacy_bucket_iter += 1;
1702 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1703 assert_eq!(min_size_iter, POSITION_TICKS);
1707 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1708 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1709 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1710 .try_into().unwrap_or(POSITION_TICKS)
1712 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1713 // division. This branch should only be hit in fuzz testing since the amount would
1714 // need to be over 2.88 million BTC in practice.
1715 ((amount_msat as u128) * (POSITION_TICKS as u128)
1716 / (capacity_msat as u128).saturating_add(1))
1717 .try_into().unwrap_or(POSITION_TICKS)
1719 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1720 // capacity to change due to a `channel_update` message which, if received while a payment
1721 // is in-flight, could cause this to fail. Thus, we only assert in test.
1723 debug_assert!(pos < POSITION_TICKS);
1727 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1728 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1729 /// support reading the legacy values here for backwards compatibility.
1730 pub(super) struct LegacyHistoricalBucketRangeTracker {
1734 impl LegacyHistoricalBucketRangeTracker {
1735 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1736 let mut buckets = [0; 32];
1737 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1738 let mut new_val = *legacy_bucket;
1739 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1740 new_val /= (end - start) as u16;
1741 for i in start..end {
1742 buckets[i as usize] = new_val;
1745 HistoricalBucketRangeTracker { buckets }
1749 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1750 /// in each of 32 buckets.
1751 #[derive(Clone, Copy)]
1752 pub(super) struct HistoricalBucketRangeTracker {
1756 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1757 /// "one" is 32, or this constant.
1758 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1760 impl HistoricalBucketRangeTracker {
1761 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1762 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1763 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1764 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1766 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1767 // the buckets for the current min and max liquidity offset positions.
1769 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1770 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1771 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1773 // In total, this allows us to track data for the last 8,000 or so payments across a given
1776 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1777 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1778 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1781 // The constants were picked experimentally, selecting a decay amount that restricts us
1782 // from overflowing buckets without having to cap them manually.
1784 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1785 if pos < POSITION_TICKS {
1786 for e in self.buckets.iter_mut() {
1787 *e = ((*e as u32) * 2047 / 2048) as u16;
1789 let bucket = pos_to_bucket(pos);
1790 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1793 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1794 /// datapoints as we receive newer information.
1796 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1797 for e in self.buckets.iter_mut() {
1798 *e = e.checked_shr(half_lives).unwrap_or(0);
1803 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1804 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1806 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1807 /// liquidity bounds for a given channel.
1808 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1809 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1811 pub(super) min_liquidity_offset_history: D,
1812 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1814 pub(super) max_liquidity_offset_history: D,
1817 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1818 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1819 -> Option<([u16; 32], [u16; 32])> {
1820 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1822 let mut min_buckets = *self.min_liquidity_offset_history;
1823 min_buckets.time_decay_data(required_decays);
1824 let mut max_buckets = *self.max_liquidity_offset_history;
1825 max_buckets.time_decay_data(required_decays);
1826 Some((min_buckets.buckets, max_buckets.buckets))
1829 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1830 -> Option<(u64, u32)> {
1831 let required_decays = now.duration_since(last_updated).as_secs()
1832 .checked_div(half_life.as_secs())
1833 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1835 let mut total_valid_points_tracked = 0;
1836 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1837 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1838 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1842 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1843 // treat it as if we were fully decayed.
1844 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1845 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1849 Some((total_valid_points_tracked, required_decays))
1853 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1854 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1856 // If historical penalties are enabled, we try to calculate a probability of success
1857 // given our historical distribution of min- and max-liquidity bounds in a channel.
1858 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1859 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1860 // state). For each pair, we calculate the probability as if the bucket's corresponding
1861 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1862 // that probability by the weight of the selected buckets.
1863 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1864 if payment_pos >= POSITION_TICKS { return None; }
1866 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1867 // don't actually use the decayed buckets, though, as that would lose precision.
1868 let (total_valid_points_tracked, _)
1869 = self.get_total_valid_points(now, last_updated, half_life)?;
1871 let mut cumulative_success_prob_times_billion = 0;
1872 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1873 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1874 // points against the 0th min bucket. This avoids the case where we fail to route
1875 // increasingly lower values over a channel, but treat each failure as a separate
1876 // datapoint, many of which may have relatively high maximum-available-liquidity
1877 // values, which will result in us thinking we have some nontrivial probability of
1878 // routing up to that amount.
1879 if self.min_liquidity_offset_history.buckets[0] != 0 {
1880 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1881 let mut total_max_points = 0; // Total points in max-buckets to consider
1882 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1883 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
1884 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1886 total_max_points += *max_bucket as u64;
1888 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1889 if payment_pos < max_bucket_end_pos {
1890 let bucket_prob_times_billion =
1891 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1892 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1893 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1894 ((max_bucket_end_pos - payment_pos) as u64) /
1895 // Add an additional one in the divisor as the payment bucket has been
1897 (max_bucket_end_pos + 1) as u64;
1901 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1902 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1903 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1904 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1905 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1906 // 30 bits is 62 bits.
1907 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1908 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1909 if payment_pos >= max_bucket_end_pos {
1910 // Success probability 0, the payment amount may be above the max liquidity
1912 } else if payment_pos < min_bucket_start_pos {
1913 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1915 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1916 ((max_bucket_end_pos - payment_pos) as u64) /
1917 // Add an additional one in the divisor as the payment bucket has been
1919 ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1924 Some(cumulative_success_prob_times_billion)
1928 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1930 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1932 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1933 write_tlv_fields!(w, {
1934 (0, self.channel_liquidities, required),
1940 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1941 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1944 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1945 ) -> Result<Self, DecodeError> {
1946 let (decay_params, network_graph, logger) = args;
1947 let mut channel_liquidities = HashMap::new();
1948 read_tlv_fields!(r, {
1949 (0, channel_liquidities, required),
1955 channel_liquidities,
1960 impl<T: Time> Writeable for ChannelLiquidity<T> {
1962 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1963 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1964 write_tlv_fields!(w, {
1965 (0, self.min_liquidity_offset_msat, required),
1966 // 1 was the min_liquidity_offset_history in octile form
1967 (2, self.max_liquidity_offset_msat, required),
1968 // 3 was the max_liquidity_offset_history in octile form
1969 (4, duration_since_epoch, required),
1970 (5, Some(self.min_liquidity_offset_history), option),
1971 (7, Some(self.max_liquidity_offset_history), option),
1977 impl<T: Time> Readable for ChannelLiquidity<T> {
1979 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1980 let mut min_liquidity_offset_msat = 0;
1981 let mut max_liquidity_offset_msat = 0;
1982 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1983 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1984 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1985 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1986 let mut duration_since_epoch = Duration::from_secs(0);
1987 read_tlv_fields!(r, {
1988 (0, min_liquidity_offset_msat, required),
1989 (1, legacy_min_liq_offset_history, option),
1990 (2, max_liquidity_offset_msat, required),
1991 (3, legacy_max_liq_offset_history, option),
1992 (4, duration_since_epoch, required),
1993 (5, min_liquidity_offset_history, option),
1994 (7, max_liquidity_offset_history, option),
1996 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1997 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1998 // is a time from a monotonic clock usually represented as an offset against boot time).
1999 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2000 // from the one that was written. However, because `Instant` can panic if we construct one
2001 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2002 // using `Instant::now()` in that case.
2003 let wall_clock_now = T::duration_since_epoch();
2005 let last_updated = if wall_clock_now > duration_since_epoch {
2006 now - (wall_clock_now - duration_since_epoch)
2008 if min_liquidity_offset_history.is_none() {
2009 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2010 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2012 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2015 if max_liquidity_offset_history.is_none() {
2016 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2017 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2019 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2023 min_liquidity_offset_msat,
2024 max_liquidity_offset_msat,
2025 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2026 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2034 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2035 use crate::blinded_path::{BlindedHop, BlindedPath};
2036 use crate::util::config::UserConfig;
2037 use crate::util::time::Time;
2038 use crate::util::time::tests::SinceEpoch;
2040 use crate::ln::channelmanager;
2041 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2042 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2043 use crate::routing::router::{BlindedTail, Path, RouteHop};
2044 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2045 use crate::util::ser::{ReadableArgs, Writeable};
2046 use crate::util::test_utils::{self, TestLogger};
2048 use bitcoin::blockdata::constants::genesis_block;
2049 use bitcoin::hashes::Hash;
2050 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2051 use bitcoin::network::constants::Network;
2052 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2053 use core::time::Duration;
2056 fn source_privkey() -> SecretKey {
2057 SecretKey::from_slice(&[42; 32]).unwrap()
2060 fn target_privkey() -> SecretKey {
2061 SecretKey::from_slice(&[43; 32]).unwrap()
2064 fn source_pubkey() -> PublicKey {
2065 let secp_ctx = Secp256k1::new();
2066 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2069 fn target_pubkey() -> PublicKey {
2070 let secp_ctx = Secp256k1::new();
2071 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2074 fn source_node_id() -> NodeId {
2075 NodeId::from_pubkey(&source_pubkey())
2078 fn target_node_id() -> NodeId {
2079 NodeId::from_pubkey(&target_pubkey())
2082 // `ProbabilisticScorer` tests
2084 /// A probabilistic scorer for testing with time that can be manually advanced.
2085 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2087 fn sender_privkey() -> SecretKey {
2088 SecretKey::from_slice(&[41; 32]).unwrap()
2091 fn recipient_privkey() -> SecretKey {
2092 SecretKey::from_slice(&[45; 32]).unwrap()
2095 fn sender_pubkey() -> PublicKey {
2096 let secp_ctx = Secp256k1::new();
2097 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2100 fn recipient_pubkey() -> PublicKey {
2101 let secp_ctx = Secp256k1::new();
2102 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2105 fn sender_node_id() -> NodeId {
2106 NodeId::from_pubkey(&sender_pubkey())
2109 fn recipient_node_id() -> NodeId {
2110 NodeId::from_pubkey(&recipient_pubkey())
2113 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2114 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2115 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2116 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2122 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2123 node_2_key: SecretKey
2125 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2126 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2127 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2128 let secp_ctx = Secp256k1::new();
2129 let unsigned_announcement = UnsignedChannelAnnouncement {
2130 features: channelmanager::provided_channel_features(&UserConfig::default()),
2131 chain_hash: genesis_hash,
2133 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2134 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2135 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2136 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2137 excess_data: Vec::new(),
2139 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2140 let signed_announcement = ChannelAnnouncement {
2141 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2142 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2143 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2144 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2145 contents: unsigned_announcement,
2147 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2148 network_graph.update_channel_from_announcement(
2149 &signed_announcement, &chain_source).unwrap();
2150 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2151 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2155 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2156 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2158 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2159 let secp_ctx = Secp256k1::new();
2160 let unsigned_update = UnsignedChannelUpdate {
2161 chain_hash: genesis_hash,
2165 cltv_expiry_delta: 18,
2166 htlc_minimum_msat: 0,
2169 fee_proportional_millionths: 0,
2170 excess_data: Vec::new(),
2172 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2173 let signed_update = ChannelUpdate {
2174 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2175 contents: unsigned_update,
2177 network_graph.update_channel(&signed_update).unwrap();
2180 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2181 let config = UserConfig::default();
2184 node_features: channelmanager::provided_node_features(&config),
2186 channel_features: channelmanager::provided_channel_features(&config),
2188 cltv_expiry_delta: 18,
2189 maybe_announced_channel: true,
2193 fn payment_path_for_amount(amount_msat: u64) -> Path {
2196 path_hop(source_pubkey(), 41, 1),
2197 path_hop(target_pubkey(), 42, 2),
2198 path_hop(recipient_pubkey(), 43, amount_msat),
2199 ], blinded_tail: None,
2204 fn liquidity_bounds_directed_from_lowest_node_id() {
2205 let logger = TestLogger::new();
2206 let last_updated = SinceEpoch::now();
2207 let network_graph = network_graph(&logger);
2208 let decay_params = ProbabilisticScoringDecayParameters::default();
2209 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2212 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2213 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2214 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2218 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2219 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2220 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2222 let source = source_node_id();
2223 let target = target_node_id();
2224 let recipient = recipient_node_id();
2225 assert!(source > target);
2226 assert!(target < recipient);
2228 // Update minimum liquidity.
2230 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2231 .as_directed(&source, &target, 0, 1_000, decay_params);
2232 assert_eq!(liquidity.min_liquidity_msat(), 100);
2233 assert_eq!(liquidity.max_liquidity_msat(), 300);
2235 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2236 .as_directed(&target, &source, 0, 1_000, decay_params);
2237 assert_eq!(liquidity.min_liquidity_msat(), 700);
2238 assert_eq!(liquidity.max_liquidity_msat(), 900);
2240 scorer.channel_liquidities.get_mut(&42).unwrap()
2241 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2242 .set_min_liquidity_msat(200);
2244 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2245 .as_directed(&source, &target, 0, 1_000, decay_params);
2246 assert_eq!(liquidity.min_liquidity_msat(), 200);
2247 assert_eq!(liquidity.max_liquidity_msat(), 300);
2249 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2250 .as_directed(&target, &source, 0, 1_000, decay_params);
2251 assert_eq!(liquidity.min_liquidity_msat(), 700);
2252 assert_eq!(liquidity.max_liquidity_msat(), 800);
2254 // Update maximum liquidity.
2256 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2257 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2258 assert_eq!(liquidity.min_liquidity_msat(), 700);
2259 assert_eq!(liquidity.max_liquidity_msat(), 900);
2261 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2262 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2263 assert_eq!(liquidity.min_liquidity_msat(), 100);
2264 assert_eq!(liquidity.max_liquidity_msat(), 300);
2266 scorer.channel_liquidities.get_mut(&43).unwrap()
2267 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2268 .set_max_liquidity_msat(200);
2270 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2271 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2272 assert_eq!(liquidity.min_liquidity_msat(), 0);
2273 assert_eq!(liquidity.max_liquidity_msat(), 200);
2275 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2276 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2277 assert_eq!(liquidity.min_liquidity_msat(), 800);
2278 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2282 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2283 let logger = TestLogger::new();
2284 let last_updated = SinceEpoch::now();
2285 let network_graph = network_graph(&logger);
2286 let decay_params = ProbabilisticScoringDecayParameters::default();
2287 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2290 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2291 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2292 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2294 let source = source_node_id();
2295 let target = target_node_id();
2296 assert!(source > target);
2298 // Check initial bounds.
2299 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2300 .as_directed(&source, &target, 0, 1_000, decay_params);
2301 assert_eq!(liquidity.min_liquidity_msat(), 400);
2302 assert_eq!(liquidity.max_liquidity_msat(), 800);
2304 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2305 .as_directed(&target, &source, 0, 1_000, decay_params);
2306 assert_eq!(liquidity.min_liquidity_msat(), 200);
2307 assert_eq!(liquidity.max_liquidity_msat(), 600);
2309 // Reset from source to target.
2310 scorer.channel_liquidities.get_mut(&42).unwrap()
2311 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2312 .set_min_liquidity_msat(900);
2314 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2315 .as_directed(&source, &target, 0, 1_000, decay_params);
2316 assert_eq!(liquidity.min_liquidity_msat(), 900);
2317 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2319 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2320 .as_directed(&target, &source, 0, 1_000, decay_params);
2321 assert_eq!(liquidity.min_liquidity_msat(), 0);
2322 assert_eq!(liquidity.max_liquidity_msat(), 100);
2324 // Reset from target to source.
2325 scorer.channel_liquidities.get_mut(&42).unwrap()
2326 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2327 .set_min_liquidity_msat(400);
2329 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2330 .as_directed(&source, &target, 0, 1_000, decay_params);
2331 assert_eq!(liquidity.min_liquidity_msat(), 0);
2332 assert_eq!(liquidity.max_liquidity_msat(), 600);
2334 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2335 .as_directed(&target, &source, 0, 1_000, decay_params);
2336 assert_eq!(liquidity.min_liquidity_msat(), 400);
2337 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2341 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2342 let logger = TestLogger::new();
2343 let last_updated = SinceEpoch::now();
2344 let network_graph = network_graph(&logger);
2345 let decay_params = ProbabilisticScoringDecayParameters::default();
2346 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2349 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2350 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2351 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2353 let source = source_node_id();
2354 let target = target_node_id();
2355 assert!(source > target);
2357 // Check initial bounds.
2358 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2359 .as_directed(&source, &target, 0, 1_000, decay_params);
2360 assert_eq!(liquidity.min_liquidity_msat(), 400);
2361 assert_eq!(liquidity.max_liquidity_msat(), 800);
2363 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2364 .as_directed(&target, &source, 0, 1_000, decay_params);
2365 assert_eq!(liquidity.min_liquidity_msat(), 200);
2366 assert_eq!(liquidity.max_liquidity_msat(), 600);
2368 // Reset from source to target.
2369 scorer.channel_liquidities.get_mut(&42).unwrap()
2370 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2371 .set_max_liquidity_msat(300);
2373 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2374 .as_directed(&source, &target, 0, 1_000, decay_params);
2375 assert_eq!(liquidity.min_liquidity_msat(), 0);
2376 assert_eq!(liquidity.max_liquidity_msat(), 300);
2378 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2379 .as_directed(&target, &source, 0, 1_000, decay_params);
2380 assert_eq!(liquidity.min_liquidity_msat(), 700);
2381 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2383 // Reset from target to source.
2384 scorer.channel_liquidities.get_mut(&42).unwrap()
2385 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2386 .set_max_liquidity_msat(600);
2388 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2389 .as_directed(&source, &target, 0, 1_000, decay_params);
2390 assert_eq!(liquidity.min_liquidity_msat(), 400);
2391 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2393 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2394 .as_directed(&target, &source, 0, 1_000, decay_params);
2395 assert_eq!(liquidity.min_liquidity_msat(), 0);
2396 assert_eq!(liquidity.max_liquidity_msat(), 600);
2400 fn increased_penalty_nearing_liquidity_upper_bound() {
2401 let logger = TestLogger::new();
2402 let network_graph = network_graph(&logger);
2403 let params = ProbabilisticScoringFeeParameters {
2404 liquidity_penalty_multiplier_msat: 1_000,
2405 ..ProbabilisticScoringFeeParameters::zero_penalty()
2407 let decay_params = ProbabilisticScoringDecayParameters::default();
2408 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2409 let source = source_node_id();
2410 let target = target_node_id();
2412 let usage = ChannelUsage {
2414 inflight_htlc_msat: 0,
2415 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2417 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2418 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2419 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2420 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2421 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2422 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2423 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2425 let usage = ChannelUsage {
2427 inflight_htlc_msat: 0,
2428 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2430 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2431 let usage = ChannelUsage { amount_msat: 256, ..usage };
2432 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2433 let usage = ChannelUsage { amount_msat: 374, ..usage };
2434 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2435 let usage = ChannelUsage { amount_msat: 512, ..usage };
2436 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2437 let usage = ChannelUsage { amount_msat: 640, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2439 let usage = ChannelUsage { amount_msat: 768, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2441 let usage = ChannelUsage { amount_msat: 896, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2446 fn constant_penalty_outside_liquidity_bounds() {
2447 let logger = TestLogger::new();
2448 let last_updated = SinceEpoch::now();
2449 let network_graph = network_graph(&logger);
2450 let params = ProbabilisticScoringFeeParameters {
2451 liquidity_penalty_multiplier_msat: 1_000,
2452 considered_impossible_penalty_msat: u64::max_value(),
2453 ..ProbabilisticScoringFeeParameters::zero_penalty()
2455 let decay_params = ProbabilisticScoringDecayParameters {
2456 ..ProbabilisticScoringDecayParameters::zero_penalty()
2458 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2461 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, 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();
2468 let usage = ChannelUsage {
2470 inflight_htlc_msat: 0,
2471 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2473 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2474 let usage = ChannelUsage { amount_msat: 50, ..usage };
2475 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2476 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2477 let usage = ChannelUsage { amount_msat: 61, ..usage };
2478 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2482 fn does_not_further_penalize_own_channel() {
2483 let logger = TestLogger::new();
2484 let network_graph = network_graph(&logger);
2485 let params = ProbabilisticScoringFeeParameters {
2486 liquidity_penalty_multiplier_msat: 1_000,
2487 ..ProbabilisticScoringFeeParameters::zero_penalty()
2489 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2490 let sender = sender_node_id();
2491 let source = source_node_id();
2492 let usage = ChannelUsage {
2494 inflight_htlc_msat: 0,
2495 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2497 let failed_path = payment_path_for_amount(500);
2498 let successful_path = payment_path_for_amount(200);
2500 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2502 scorer.payment_path_failed(&failed_path, 41);
2503 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2505 scorer.payment_path_successful(&successful_path);
2506 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2510 fn sets_liquidity_lower_bound_on_downstream_failure() {
2511 let logger = TestLogger::new();
2512 let network_graph = network_graph(&logger);
2513 let params = ProbabilisticScoringFeeParameters {
2514 liquidity_penalty_multiplier_msat: 1_000,
2515 ..ProbabilisticScoringFeeParameters::zero_penalty()
2517 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2518 let source = source_node_id();
2519 let target = target_node_id();
2520 let path = payment_path_for_amount(500);
2522 let usage = ChannelUsage {
2524 inflight_htlc_msat: 0,
2525 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2527 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2528 let usage = ChannelUsage { amount_msat: 500, ..usage };
2529 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2530 let usage = ChannelUsage { amount_msat: 750, ..usage };
2531 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2533 scorer.payment_path_failed(&path, 43);
2535 let usage = ChannelUsage { amount_msat: 250, ..usage };
2536 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2537 let usage = ChannelUsage { amount_msat: 500, ..usage };
2538 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2539 let usage = ChannelUsage { amount_msat: 750, ..usage };
2540 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2544 fn sets_liquidity_upper_bound_on_failure() {
2545 let logger = TestLogger::new();
2546 let network_graph = network_graph(&logger);
2547 let params = ProbabilisticScoringFeeParameters {
2548 liquidity_penalty_multiplier_msat: 1_000,
2549 considered_impossible_penalty_msat: u64::max_value(),
2550 ..ProbabilisticScoringFeeParameters::zero_penalty()
2552 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2553 let source = source_node_id();
2554 let target = target_node_id();
2555 let path = payment_path_for_amount(500);
2557 let usage = ChannelUsage {
2559 inflight_htlc_msat: 0,
2560 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2562 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2563 let usage = ChannelUsage { amount_msat: 500, ..usage };
2564 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2565 let usage = ChannelUsage { amount_msat: 750, ..usage };
2566 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2568 scorer.payment_path_failed(&path, 42);
2570 let usage = ChannelUsage { amount_msat: 250, ..usage };
2571 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2572 let usage = ChannelUsage { amount_msat: 500, ..usage };
2573 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2574 let usage = ChannelUsage { amount_msat: 750, ..usage };
2575 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2579 fn ignores_channels_after_removed_failed_channel() {
2580 // Previously, if we'd tried to send over a channel which was removed from the network
2581 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2582 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2583 // channels in the route, even ones which they payment never reached. This tests to ensure
2584 // we do not score such channels.
2585 let secp_ctx = Secp256k1::new();
2586 let logger = TestLogger::new();
2587 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2588 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2589 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2590 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2591 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2592 add_channel(&mut network_graph, 42, secret_a, secret_b);
2593 // Don't add the channel from B -> C.
2594 add_channel(&mut network_graph, 44, secret_c, secret_d);
2596 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2597 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2598 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2599 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2602 path_hop(pub_b, 42, 1),
2603 path_hop(pub_c, 43, 2),
2604 path_hop(pub_d, 44, 100),
2607 let node_a = NodeId::from_pubkey(&pub_a);
2608 let node_b = NodeId::from_pubkey(&pub_b);
2609 let node_c = NodeId::from_pubkey(&pub_c);
2610 let node_d = NodeId::from_pubkey(&pub_d);
2612 let params = ProbabilisticScoringFeeParameters {
2613 liquidity_penalty_multiplier_msat: 1_000,
2614 ..ProbabilisticScoringFeeParameters::zero_penalty()
2616 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2618 let usage = ChannelUsage {
2620 inflight_htlc_msat: 0,
2621 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2623 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2624 // Note that a default liquidity bound is used for B -> C as no channel exists
2625 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2626 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2628 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2630 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2631 // Note that a default liquidity bound is used for B -> C as no channel exists
2632 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2633 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2637 fn reduces_liquidity_upper_bound_along_path_on_success() {
2638 let logger = TestLogger::new();
2639 let network_graph = network_graph(&logger);
2640 let params = ProbabilisticScoringFeeParameters {
2641 liquidity_penalty_multiplier_msat: 1_000,
2642 ..ProbabilisticScoringFeeParameters::zero_penalty()
2644 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2645 let sender = sender_node_id();
2646 let source = source_node_id();
2647 let target = target_node_id();
2648 let recipient = recipient_node_id();
2649 let usage = ChannelUsage {
2651 inflight_htlc_msat: 0,
2652 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2655 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2656 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2657 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2659 scorer.payment_path_successful(&payment_path_for_amount(500));
2661 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2662 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2663 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2667 fn decays_liquidity_bounds_over_time() {
2668 let logger = TestLogger::new();
2669 let network_graph = network_graph(&logger);
2670 let params = ProbabilisticScoringFeeParameters {
2671 liquidity_penalty_multiplier_msat: 1_000,
2672 considered_impossible_penalty_msat: u64::max_value(),
2673 ..ProbabilisticScoringFeeParameters::zero_penalty()
2675 let decay_params = ProbabilisticScoringDecayParameters {
2676 liquidity_offset_half_life: Duration::from_secs(10),
2677 ..ProbabilisticScoringDecayParameters::zero_penalty()
2679 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2680 let source = source_node_id();
2681 let target = target_node_id();
2683 let usage = ChannelUsage {
2685 inflight_htlc_msat: 0,
2686 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2688 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2689 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2690 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2692 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2693 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2695 // Initial penalties
2696 let usage = ChannelUsage { amount_msat: 128, ..usage };
2697 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2698 let usage = ChannelUsage { amount_msat: 256, ..usage };
2699 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2700 let usage = ChannelUsage { amount_msat: 768, ..usage };
2701 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2702 let usage = ChannelUsage { amount_msat: 896, ..usage };
2703 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2706 SinceEpoch::advance(Duration::from_secs(4));
2707 let usage = ChannelUsage { amount_msat: 128, ..usage };
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2709 let usage = ChannelUsage { amount_msat: 256, ..usage };
2710 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2711 let usage = ChannelUsage { amount_msat: 768, ..usage };
2712 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2713 let usage = ChannelUsage { amount_msat: 896, ..usage };
2714 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2716 // Half decay (i.e., three-quarter life)
2717 SinceEpoch::advance(Duration::from_secs(1));
2718 let usage = ChannelUsage { amount_msat: 128, ..usage };
2719 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2720 let usage = ChannelUsage { amount_msat: 256, ..usage };
2721 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2722 let usage = ChannelUsage { amount_msat: 768, ..usage };
2723 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2724 let usage = ChannelUsage { amount_msat: 896, ..usage };
2725 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2727 // One decay (i.e., half life)
2728 SinceEpoch::advance(Duration::from_secs(5));
2729 let usage = ChannelUsage { amount_msat: 64, ..usage };
2730 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2731 let usage = ChannelUsage { amount_msat: 128, ..usage };
2732 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2733 let usage = ChannelUsage { amount_msat: 896, ..usage };
2734 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2735 let usage = ChannelUsage { amount_msat: 960, ..usage };
2736 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2738 // Fully decay liquidity lower bound.
2739 SinceEpoch::advance(Duration::from_secs(10 * 7));
2740 let usage = ChannelUsage { amount_msat: 0, ..usage };
2741 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2742 let usage = ChannelUsage { amount_msat: 1, ..usage };
2743 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2744 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2745 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2746 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2747 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2749 // Fully decay liquidity upper bound.
2750 SinceEpoch::advance(Duration::from_secs(10));
2751 let usage = ChannelUsage { amount_msat: 0, ..usage };
2752 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2753 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2754 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2756 SinceEpoch::advance(Duration::from_secs(10));
2757 let usage = ChannelUsage { amount_msat: 0, ..usage };
2758 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2759 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2760 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2764 fn decays_liquidity_bounds_without_shift_overflow() {
2765 let logger = TestLogger::new();
2766 let network_graph = network_graph(&logger);
2767 let params = ProbabilisticScoringFeeParameters {
2768 liquidity_penalty_multiplier_msat: 1_000,
2769 ..ProbabilisticScoringFeeParameters::zero_penalty()
2771 let decay_params = ProbabilisticScoringDecayParameters {
2772 liquidity_offset_half_life: Duration::from_secs(10),
2773 ..ProbabilisticScoringDecayParameters::default()
2775 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2776 let source = source_node_id();
2777 let target = target_node_id();
2778 let usage = ChannelUsage {
2780 inflight_htlc_msat: 0,
2781 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2783 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2785 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2786 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2788 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2789 // would cause an overflow.
2790 SinceEpoch::advance(Duration::from_secs(10 * 64));
2791 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2793 SinceEpoch::advance(Duration::from_secs(10));
2794 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2798 fn restricts_liquidity_bounds_after_decay() {
2799 let logger = TestLogger::new();
2800 let network_graph = network_graph(&logger);
2801 let params = ProbabilisticScoringFeeParameters {
2802 liquidity_penalty_multiplier_msat: 1_000,
2803 ..ProbabilisticScoringFeeParameters::zero_penalty()
2805 let decay_params = ProbabilisticScoringDecayParameters {
2806 liquidity_offset_half_life: Duration::from_secs(10),
2807 ..ProbabilisticScoringDecayParameters::default()
2809 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2810 let source = source_node_id();
2811 let target = target_node_id();
2812 let usage = ChannelUsage {
2814 inflight_htlc_msat: 0,
2815 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2818 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2820 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2821 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2822 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2823 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2825 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2826 SinceEpoch::advance(Duration::from_secs(10));
2827 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2829 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2830 // is closer to the upper bound, meaning a higher penalty.
2831 scorer.payment_path_successful(&payment_path_for_amount(64));
2832 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2834 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2835 // is closer to the lower bound, meaning a lower penalty.
2836 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2837 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2839 // Further decaying affects the lower bound more than the upper bound (128, 928).
2840 SinceEpoch::advance(Duration::from_secs(10));
2841 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2845 fn restores_persisted_liquidity_bounds() {
2846 let logger = TestLogger::new();
2847 let network_graph = network_graph(&logger);
2848 let params = ProbabilisticScoringFeeParameters {
2849 liquidity_penalty_multiplier_msat: 1_000,
2850 considered_impossible_penalty_msat: u64::max_value(),
2851 ..ProbabilisticScoringFeeParameters::zero_penalty()
2853 let decay_params = ProbabilisticScoringDecayParameters {
2854 liquidity_offset_half_life: Duration::from_secs(10),
2855 ..ProbabilisticScoringDecayParameters::default()
2857 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2858 let source = source_node_id();
2859 let target = target_node_id();
2860 let usage = ChannelUsage {
2862 inflight_htlc_msat: 0,
2863 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2866 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2867 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2869 SinceEpoch::advance(Duration::from_secs(10));
2870 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2872 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2873 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2875 let mut serialized_scorer = Vec::new();
2876 scorer.write(&mut serialized_scorer).unwrap();
2878 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2879 let deserialized_scorer =
2880 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2881 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2885 fn decays_persisted_liquidity_bounds() {
2886 let logger = TestLogger::new();
2887 let network_graph = network_graph(&logger);
2888 let params = ProbabilisticScoringFeeParameters {
2889 liquidity_penalty_multiplier_msat: 1_000,
2890 considered_impossible_penalty_msat: u64::max_value(),
2891 ..ProbabilisticScoringFeeParameters::zero_penalty()
2893 let decay_params = ProbabilisticScoringDecayParameters {
2894 liquidity_offset_half_life: Duration::from_secs(10),
2895 ..ProbabilisticScoringDecayParameters::zero_penalty()
2897 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2898 let source = source_node_id();
2899 let target = target_node_id();
2900 let usage = ChannelUsage {
2902 inflight_htlc_msat: 0,
2903 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2906 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2907 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2909 let mut serialized_scorer = Vec::new();
2910 scorer.write(&mut serialized_scorer).unwrap();
2912 SinceEpoch::advance(Duration::from_secs(10));
2914 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2915 let deserialized_scorer =
2916 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2917 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2919 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2920 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2922 SinceEpoch::advance(Duration::from_secs(10));
2923 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2927 fn scores_realistic_payments() {
2928 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2929 // 50k sat reserve).
2930 let logger = TestLogger::new();
2931 let network_graph = network_graph(&logger);
2932 let params = ProbabilisticScoringFeeParameters::default();
2933 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2934 let source = source_node_id();
2935 let target = target_node_id();
2937 let usage = ChannelUsage {
2938 amount_msat: 100_000_000,
2939 inflight_htlc_msat: 0,
2940 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2942 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2943 let usage = ChannelUsage {
2944 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2946 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2947 let usage = ChannelUsage {
2948 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2950 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2951 let usage = ChannelUsage {
2952 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2954 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2955 let usage = ChannelUsage {
2956 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2958 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2959 let usage = ChannelUsage {
2960 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2962 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2963 let usage = ChannelUsage {
2964 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2966 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2967 let usage = ChannelUsage {
2968 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2970 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2971 let usage = ChannelUsage {
2972 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2974 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2975 let usage = ChannelUsage {
2976 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2978 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2979 let usage = ChannelUsage {
2980 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2982 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2986 fn adds_base_penalty_to_liquidity_penalty() {
2987 let logger = TestLogger::new();
2988 let network_graph = network_graph(&logger);
2989 let source = source_node_id();
2990 let target = target_node_id();
2991 let usage = ChannelUsage {
2993 inflight_htlc_msat: 0,
2994 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2997 let params = ProbabilisticScoringFeeParameters {
2998 liquidity_penalty_multiplier_msat: 1_000,
2999 ..ProbabilisticScoringFeeParameters::zero_penalty()
3001 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3002 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
3004 let params = ProbabilisticScoringFeeParameters {
3005 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3006 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3008 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3009 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
3011 let params = ProbabilisticScoringFeeParameters {
3012 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3013 base_penalty_amount_multiplier_msat: (1 << 30),
3014 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3017 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3018 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
3022 fn adds_amount_penalty_to_liquidity_penalty() {
3023 let logger = TestLogger::new();
3024 let network_graph = network_graph(&logger);
3025 let source = source_node_id();
3026 let target = target_node_id();
3027 let usage = ChannelUsage {
3028 amount_msat: 512_000,
3029 inflight_htlc_msat: 0,
3030 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3033 let params = ProbabilisticScoringFeeParameters {
3034 liquidity_penalty_multiplier_msat: 1_000,
3035 liquidity_penalty_amount_multiplier_msat: 0,
3036 ..ProbabilisticScoringFeeParameters::zero_penalty()
3038 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3039 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3041 let params = ProbabilisticScoringFeeParameters {
3042 liquidity_penalty_multiplier_msat: 1_000,
3043 liquidity_penalty_amount_multiplier_msat: 256,
3044 ..ProbabilisticScoringFeeParameters::zero_penalty()
3046 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3047 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
3051 fn calculates_log10_without_overflowing_u64_max_value() {
3052 let logger = TestLogger::new();
3053 let network_graph = network_graph(&logger);
3054 let source = source_node_id();
3055 let target = target_node_id();
3056 let usage = ChannelUsage {
3057 amount_msat: u64::max_value(),
3058 inflight_htlc_msat: 0,
3059 effective_capacity: EffectiveCapacity::Infinite,
3062 let params = ProbabilisticScoringFeeParameters {
3063 liquidity_penalty_multiplier_msat: 40_000,
3064 ..ProbabilisticScoringFeeParameters::zero_penalty()
3066 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3067 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3068 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
3072 fn accounts_for_inflight_htlc_usage() {
3073 let logger = TestLogger::new();
3074 let network_graph = network_graph(&logger);
3075 let params = ProbabilisticScoringFeeParameters {
3076 considered_impossible_penalty_msat: u64::max_value(),
3077 ..ProbabilisticScoringFeeParameters::zero_penalty()
3079 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3080 let source = source_node_id();
3081 let target = target_node_id();
3083 let usage = ChannelUsage {
3085 inflight_htlc_msat: 0,
3086 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3088 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3090 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3091 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3095 fn removes_uncertainity_when_exact_liquidity_known() {
3096 let logger = TestLogger::new();
3097 let network_graph = network_graph(&logger);
3098 let params = ProbabilisticScoringFeeParameters::default();
3099 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3100 let source = source_node_id();
3101 let target = target_node_id();
3103 let base_penalty_msat = params.base_penalty_msat;
3104 let usage = ChannelUsage {
3106 inflight_htlc_msat: 0,
3107 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3109 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3111 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3112 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3114 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3115 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3119 fn remembers_historical_failures() {
3120 let logger = TestLogger::new();
3121 let network_graph = network_graph(&logger);
3122 let params = ProbabilisticScoringFeeParameters {
3123 historical_liquidity_penalty_multiplier_msat: 1024,
3124 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3125 ..ProbabilisticScoringFeeParameters::zero_penalty()
3127 let decay_params = ProbabilisticScoringDecayParameters {
3128 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3129 historical_no_updates_half_life: Duration::from_secs(10),
3131 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3132 let source = source_node_id();
3133 let target = target_node_id();
3135 let usage = ChannelUsage {
3137 inflight_htlc_msat: 0,
3138 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3140 let usage_1 = ChannelUsage {
3142 inflight_htlc_msat: 0,
3143 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3146 // With no historical data the normal liquidity penalty calculation is used.
3147 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3148 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3150 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3153 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3154 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3155 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 128);
3156 // The "it failed" increment is 32, where the probability should lie several buckets into
3157 // the first octile.
3158 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3159 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],
3160 [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])));
3161 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1)
3163 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3166 // Even after we tell the scorer we definitely have enough available liquidity, it will
3167 // still remember that there was some failure in the past, and assign a non-0 penalty.
3168 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3169 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 32);
3170 // The first points should be decayed just slightly and the last bucket has a new point.
3171 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3172 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],
3173 [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])));
3175 // The exact success probability is a bit complicated and involves integer rounding, so we
3176 // simply check bounds here.
3177 let five_hundred_prob =
3178 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
3179 assert!(five_hundred_prob > 0.66);
3180 assert!(five_hundred_prob < 0.68);
3182 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3183 assert!(one_prob < 1.0);
3184 assert!(one_prob > 0.95);
3186 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3187 // gone), and check that we're back to where we started.
3188 SinceEpoch::advance(Duration::from_secs(10 * 16));
3189 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3190 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3191 // data entirely instead.
3192 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3194 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3196 let mut usage = ChannelUsage {
3198 inflight_htlc_msat: 1024,
3199 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3201 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3202 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3203 usage.inflight_htlc_msat = 0;
3204 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3206 let usage = ChannelUsage {
3208 inflight_htlc_msat: 0,
3209 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3211 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3213 // Advance to decay all liquidity offsets to zero.
3214 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3216 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3217 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3219 path_hop(target_pubkey(), 43, 2),
3220 path_hop(source_pubkey(), 42, 1),
3221 path_hop(sender_pubkey(), 41, 0),
3223 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3227 fn adds_anti_probing_penalty() {
3228 let logger = TestLogger::new();
3229 let network_graph = network_graph(&logger);
3230 let source = source_node_id();
3231 let target = target_node_id();
3232 let params = ProbabilisticScoringFeeParameters {
3233 anti_probing_penalty_msat: 500,
3234 ..ProbabilisticScoringFeeParameters::zero_penalty()
3236 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3238 // Check we receive no penalty for a low htlc_maximum_msat.
3239 let usage = ChannelUsage {
3240 amount_msat: 512_000,
3241 inflight_htlc_msat: 0,
3242 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3244 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3246 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3247 let usage = ChannelUsage {
3248 amount_msat: 512_000,
3249 inflight_htlc_msat: 0,
3250 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3252 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3254 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3255 let usage = ChannelUsage {
3256 amount_msat: 512_000,
3257 inflight_htlc_msat: 0,
3258 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3260 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3262 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3263 let usage = ChannelUsage {
3264 amount_msat: 512_000,
3265 inflight_htlc_msat: 0,
3266 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3268 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3272 fn scores_with_blinded_path() {
3273 // Make sure we'll account for a blinded path's final_value_msat in scoring
3274 let logger = TestLogger::new();
3275 let network_graph = network_graph(&logger);
3276 let params = ProbabilisticScoringFeeParameters {
3277 liquidity_penalty_multiplier_msat: 1_000,
3278 ..ProbabilisticScoringFeeParameters::zero_penalty()
3280 let decay_params = ProbabilisticScoringDecayParameters::default();
3281 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3282 let source = source_node_id();
3283 let target = target_node_id();
3284 let usage = ChannelUsage {
3286 inflight_htlc_msat: 0,
3287 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3289 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3291 let mut path = payment_path_for_amount(768);
3292 let recipient_hop = path.hops.pop().unwrap();
3293 let blinded_path = BlindedPath {
3294 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3295 blinding_point: test_utils::pubkey(42),
3297 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3300 path.blinded_tail = Some(BlindedTail {
3301 hops: blinded_path.blinded_hops,
3302 blinding_point: blinded_path.blinding_point,
3303 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3304 final_value_msat: recipient_hop.fee_msat,
3307 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3308 // final value is taken into account.
3309 assert!(scorer.channel_liquidities.get(&42).is_none());
3311 scorer.payment_path_failed(&path, 42);
3312 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3313 scorer.payment_path_failed(&path, 43);
3315 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3316 .as_directed(&source, &target, 0, 1_000, decay_params);
3317 assert_eq!(liquidity.min_liquidity_msat(), 256);
3318 assert_eq!(liquidity.max_liquidity_msat(), 768);
3322 fn realistic_historical_failures() {
3323 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3324 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3326 let logger = TestLogger::new();
3327 let mut network_graph = network_graph(&logger);
3328 let params = ProbabilisticScoringFeeParameters {
3329 historical_liquidity_penalty_multiplier_msat: 1024,
3330 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3331 ..ProbabilisticScoringFeeParameters::zero_penalty()
3333 let decay_params = ProbabilisticScoringDecayParameters {
3334 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3335 historical_no_updates_half_life: Duration::from_secs(10),
3336 ..ProbabilisticScoringDecayParameters::default()
3339 let capacity_msat = 100_000_000_000;
3340 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3341 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3343 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3344 let source = source_node_id();
3345 let target = target_node_id();
3347 let mut amount_msat = 10_000_000;
3348 let usage = ChannelUsage {
3350 inflight_htlc_msat: 0,
3351 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3353 // With no historical data the normal liquidity penalty calculation is used, which in this
3354 // case is diminuitively low.
3355 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3356 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3358 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3361 // Fail to pay once, and then check the buckets and penalty.
3362 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3363 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3364 // same bucket which is the only maximum datapoint.
3365 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3366 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3367 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3368 // 6k sats and 12k sats).
3369 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3370 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],
3371 [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])));
3372 // The success probability estimate itself should be zero.
3373 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3376 // Now test again with the amount in the bottom bucket.
3378 // The new amount is entirely within the only minimum bucket with score, so the probability
3379 // we assign is 1/2.
3380 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3383 // ...but once we see a failure, we consider the payment to be substantially less likely,
3384 // even though not a probability of zero as we still look at the second max bucket which
3386 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3387 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3388 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],
3389 [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])));
3390 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),