1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217 self.lock().write(writer)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
225 impl<T: Score> MultiThreadedLockableScore<T> {
226 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227 pub fn new(score: T) -> Self {
228 MultiThreadedLockableScore { score: Mutex::new(score) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264 /// The amount to send through the channel, denominated in millisatoshis.
265 pub amount_msat: u64,
267 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268 /// as part of a multi-path payment.
269 pub inflight_htlc_msat: u64,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 decay_params: ProbabilisticScoringDecayParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringFeeParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423 /// channel's success probability for the payment, as determined by our latest estimates of the
424 /// channel's liquidity, to determine the amount penalty.
426 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427 /// fees plus penalty) for large payments. The penalty is computed as the product of this
428 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429 /// success probability.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
433 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434 /// the amount will result in a penalty of the multiplier. And, as the success probability
435 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
442 /// A multiplier used in conjunction with the negative `log10` of the channel's success
443 /// probability for the payment, as determined based on the history of our estimates of the
444 /// channel's available liquidity, to determine a penalty.
446 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447 /// only our latest estimate for the current liquidity available in the channel, it estimates
448 /// success probability based on the estimated liquidity available in the channel through
449 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450 /// track which of several buckets those bounds fall into, exponentially decaying the
451 /// probability of each bucket as new samples are added.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
458 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459 /// channel's success probability for the payment, as determined based on the history of our
460 /// estimates of the channel's available liquidity, to determine a penalty.
462 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464 /// of the payment amount, weighted by the negative `log10` of the success probability.
466 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467 /// of using only our latest estimate for the current liquidity available in the channel, it
468 /// estimates success probability based on the estimated liquidity available in the channel
469 /// through history. Specifically, every time we update our liquidity bounds on a given
470 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471 /// the probability of each bucket as new samples are added.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
478 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480 /// considered during path finding.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
485 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
487 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489 /// to restrict `htlc_maximum_msat` and improve privacy.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
494 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495 /// current estimate of the channel's available liquidity.
497 /// Note that in this case all other penalties, including the
498 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500 /// applicable, are still included in the overall penalty.
502 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503 /// `u64::max_value()` will guarantee that.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
507 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509 /// [`base_penalty_msat`]: Self::base_penalty_msat
510 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511 pub considered_impossible_penalty_msat: u64,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> Self {
517 base_penalty_msat: 500,
518 base_penalty_amount_multiplier_msat: 8192,
519 liquidity_penalty_multiplier_msat: 30_000,
520 liquidity_penalty_amount_multiplier_msat: 192,
521 manual_node_penalties: HashMap::new(),
522 anti_probing_penalty_msat: 250,
523 considered_impossible_penalty_msat: 1_0000_0000_000,
524 historical_liquidity_penalty_multiplier_msat: 10_000,
525 historical_liquidity_penalty_amount_multiplier_msat: 64,
530 impl ProbabilisticScoringFeeParameters {
531 /// Marks the node with the given `node_id` as banned,
532 /// i.e it will be avoided during path finding.
533 pub fn add_banned(&mut self, node_id: &NodeId) {
534 self.manual_node_penalties.insert(*node_id, u64::max_value());
537 /// Marks all nodes in the given list as banned, i.e.,
538 /// they will be avoided during path finding.
539 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
545 /// Removes the node with the given `node_id` from the list of nodes to avoid.
546 pub fn remove_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.remove(node_id);
550 /// Sets a manual penalty for the given node.
551 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552 self.manual_node_penalties.insert(*node_id, penalty);
555 /// Removes the node with the given `node_id` from the list of manual penalties.
556 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557 self.manual_node_penalties.remove(node_id);
560 /// Clears the list of manual penalties that are applied during path finding.
561 pub fn clear_manual_penalties(&mut self) {
562 self.manual_node_penalties = HashMap::new();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> Self {
570 base_penalty_msat: 0,
571 base_penalty_amount_multiplier_msat: 0,
572 liquidity_penalty_multiplier_msat: 0,
573 liquidity_penalty_amount_multiplier_msat: 0,
574 historical_liquidity_penalty_multiplier_msat: 0,
575 historical_liquidity_penalty_amount_multiplier_msat: 0,
576 manual_node_penalties: HashMap::new(),
577 anti_probing_penalty_msat: 0,
578 considered_impossible_penalty_msat: 0,
583 /// Parameters for configuring [`ProbabilisticScorer`].
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
603 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
608 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610 /// struct documentation for more info on the way the liquidity bounds are used.
612 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
616 /// Default value: 6 hours
620 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621 /// liquidity knowledge will never decay except when the bounds cross.
622 pub liquidity_offset_half_life: Duration,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> Self {
628 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> Self {
638 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
644 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
645 /// in each of 8 buckets.
646 #[derive(Clone, Copy)]
647 struct HistoricalBucketRangeTracker {
651 impl HistoricalBucketRangeTracker {
652 fn new() -> Self { Self { buckets: [0; 8] } }
653 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
654 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
655 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
657 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
658 // the buckets for the current min and max liquidity offset positions.
660 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
661 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
662 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
664 // In total, this allows us to track data for the last 8,000 or so payments across a given
667 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
668 // and need to balance having more bits in the decimal part (to ensure decay isn't too
669 // non-linear) with having too few bits in the mantissa, causing us to not store very many
672 // The constants were picked experimentally, selecting a decay amount that restricts us
673 // from overflowing buckets without having to cap them manually.
675 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
676 // the channel's capacity, though the second should generally never happen.
677 debug_assert!(liquidity_offset_msat <= capacity_msat);
678 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
679 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
680 debug_assert!(bucket_idx < 8);
682 for e in self.buckets.iter_mut() {
683 *e = ((*e as u32) * 2047 / 2048) as u16;
685 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
688 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
689 /// datapoints as we receive newer information.
690 fn time_decay_data(&mut self, half_lives: u32) {
691 for e in self.buckets.iter_mut() {
692 *e = e.checked_shr(half_lives).unwrap_or(0);
697 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
699 struct HistoricalMinMaxBuckets<'a> {
700 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
701 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
704 impl HistoricalMinMaxBuckets<'_> {
706 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
707 -> ([u16; 8], [u16; 8], u32) {
708 let required_decays = now.duration_since(last_updated).as_secs()
709 .checked_div(half_life.as_secs())
710 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
711 let mut min_buckets = *self.min_liquidity_offset_history;
712 min_buckets.time_decay_data(required_decays);
713 let mut max_buckets = *self.max_liquidity_offset_history;
714 max_buckets.time_decay_data(required_decays);
715 (min_buckets.buckets, max_buckets.buckets, required_decays)
719 fn calculate_success_probability_times_billion<T: Time>(
720 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
722 // If historical penalties are enabled, calculate the penalty by walking the set of
723 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
724 // each, calculate the probability of success given our payment amount, then total the
725 // weighted average probability of success.
727 // We use a sliding scale to decide which point within a given bucket will be compared to
728 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
729 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
730 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
731 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
732 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
733 // penalties to channels at the edges.
735 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
736 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
737 // for a 1 BTC channel!).
739 // If we used the middle of each bucket we'd never assign any penalty at all when sending
740 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
741 let mut total_valid_points_tracked = 0;
743 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
744 // don't actually use the decayed buckets, though, as that would lose precision.
745 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
746 self.get_decayed_buckets(now, last_updated, half_life);
747 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
751 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
752 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
753 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
756 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
757 // it as if we were fully decayed.
758 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
762 let mut cumulative_success_prob_times_billion = 0;
763 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
764 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
765 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
766 * 1024 * 1024 / total_valid_points_tracked;
767 let min_64th_bucket = min_idx as u8 * 9;
768 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
769 if payment_amt_64th_bucket > max_64th_bucket {
770 // Success probability 0, the payment amount is above the max liquidity
771 } else if payment_amt_64th_bucket <= min_64th_bucket {
772 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
774 cumulative_success_prob_times_billion += bucket_prob_times_million *
775 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
776 ((max_64th_bucket - min_64th_bucket) as u64);
781 Some(cumulative_success_prob_times_billion)
785 /// Accounting for channel liquidity balance uncertainty.
787 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
788 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
789 /// offset fields gives the opposite direction.
790 struct ChannelLiquidity<T: Time> {
791 /// Lower channel liquidity bound in terms of an offset from zero.
792 min_liquidity_offset_msat: u64,
794 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
795 max_liquidity_offset_msat: u64,
797 /// Time when the liquidity bounds were last modified.
800 min_liquidity_offset_history: HistoricalBucketRangeTracker,
801 max_liquidity_offset_history: HistoricalBucketRangeTracker,
804 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
805 /// decayed with a given half life.
806 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
807 min_liquidity_offset_msat: L,
808 max_liquidity_offset_msat: L,
809 min_liquidity_offset_history: BRT,
810 max_liquidity_offset_history: BRT,
811 inflight_htlc_msat: u64,
815 decay_params: ProbabilisticScoringDecayParameters,
818 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
819 /// Creates a new scorer using the given scoring parameters for sending payments from a node
820 /// through a network graph.
821 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
826 channel_liquidities: HashMap::new(),
831 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
832 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
836 /// Dump the contents of this scorer into the configured logger.
838 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
839 /// which may be a substantial amount of log output.
840 pub fn debug_log_liquidity_stats(&self) {
843 let graph = self.network_graph.read_only();
844 for (scid, liq) in self.channel_liquidities.iter() {
845 if let Some(chan_debug) = graph.channels().get(scid) {
846 let log_direction = |source, target| {
847 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
848 let amt = directed_info.effective_capacity().as_msat();
849 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
851 let buckets = HistoricalMinMaxBuckets {
852 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
853 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
855 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
856 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
858 log_debug!(self.logger, core::concat!(
859 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
860 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
861 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
862 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
863 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
864 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
865 // Note that the liquidity buckets are an offset from the edge, so we
866 // inverse the max order to get the probabilities from zero.
867 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
868 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
870 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
874 log_direction(&chan_debug.node_one, &chan_debug.node_two);
875 log_direction(&chan_debug.node_two, &chan_debug.node_one);
877 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
882 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
883 /// channel with `scid` towards the given `target` node.
884 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
885 let graph = self.network_graph.read_only();
887 if let Some(chan) = graph.channels().get(&scid) {
888 if let Some(liq) = self.channel_liquidities.get(&scid) {
889 if let Some((directed_info, source)) = chan.as_directed_to(target) {
890 let amt = directed_info.effective_capacity().as_msat();
891 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
892 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
899 /// Query the historical estimated minimum and maximum liquidity available for sending a
900 /// payment over the channel with `scid` towards the given `target` node.
902 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
903 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
904 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
905 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
906 /// Because the values are slowly decayed, more recent data points are weighted more heavily
907 /// than older datapoints.
909 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
910 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
911 /// the total of all buckets for the given bound.
913 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
914 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
915 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
916 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
918 /// Because the datapoints are decayed slowly over time, values will eventually return to
919 /// `Some(([0; 8], [0; 8]))`.
920 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
921 -> Option<([u16; 8], [u16; 8])> {
922 let graph = self.network_graph.read_only();
924 if let Some(chan) = graph.channels().get(&scid) {
925 if let Some(liq) = self.channel_liquidities.get(&scid) {
926 if let Some((directed_info, source)) = chan.as_directed_to(target) {
927 let amt = directed_info.effective_capacity().as_msat();
928 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
930 let buckets = HistoricalMinMaxBuckets {
931 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
932 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
934 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
935 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
936 // Note that the liquidity buckets are an offset from the edge, so we inverse
937 // the max order to get the probabilities from zero.
938 max_buckets.reverse();
939 return Some((min_buckets, max_buckets));
947 impl<T: Time> ChannelLiquidity<T> {
951 min_liquidity_offset_msat: 0,
952 max_liquidity_offset_msat: 0,
953 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
954 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
955 last_updated: T::now(),
959 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
962 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
963 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
964 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
966 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
967 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
969 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
970 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
973 DirectedChannelLiquidity {
974 min_liquidity_offset_msat,
975 max_liquidity_offset_msat,
976 min_liquidity_offset_history,
977 max_liquidity_offset_history,
980 last_updated: &self.last_updated,
982 decay_params: decay_params,
986 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
989 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
990 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
991 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
993 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
994 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
996 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
997 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1000 DirectedChannelLiquidity {
1001 min_liquidity_offset_msat,
1002 max_liquidity_offset_msat,
1003 min_liquidity_offset_history,
1004 max_liquidity_offset_history,
1007 last_updated: &mut self.last_updated,
1009 decay_params: decay_params,
1014 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1016 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1018 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1019 /// ratio, as X in 1/X.
1020 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1022 /// The divisor used when computing the amount penalty.
1023 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1024 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1026 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1027 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1029 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1030 let max_liquidity_msat = self.max_liquidity_msat();
1031 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1033 let mut res = if amount_msat <= min_liquidity_msat {
1035 } else if amount_msat >= max_liquidity_msat {
1036 // Equivalent to hitting the else clause below with the amount equal to the effective
1037 // capacity and without any certainty on the liquidity upper bound, plus the
1038 // impossibility penalty.
1039 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1040 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1041 score_params.liquidity_penalty_multiplier_msat,
1042 score_params.liquidity_penalty_amount_multiplier_msat)
1043 .saturating_add(score_params.considered_impossible_penalty_msat)
1045 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1046 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1047 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1048 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1049 // don't bother trying to use the log approximation as it gets too noisy to be
1050 // particularly helpful, instead just round down to 0.
1053 let negative_log10_times_2048 =
1054 approx::negative_log10_times_2048(numerator, denominator);
1055 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1056 score_params.liquidity_penalty_multiplier_msat,
1057 score_params.liquidity_penalty_amount_multiplier_msat)
1061 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1062 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1063 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1064 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1066 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1067 // division. This branch should only be hit in fuzz testing since the amount would
1068 // need to be over 2.88 million BTC in practice.
1069 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1070 .try_into().unwrap_or(65)
1072 #[cfg(not(fuzzing))]
1073 debug_assert!(payment_amt_64th_bucket <= 64);
1074 if payment_amt_64th_bucket > 64 { return res; }
1076 let buckets = HistoricalMinMaxBuckets {
1077 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1078 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1080 if let Some(cumulative_success_prob_times_billion) = buckets
1081 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1082 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1084 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1085 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1086 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1087 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1089 // If we don't have any valid points (or, once decayed, we have less than a full
1090 // point), redo the non-historical calculation with no liquidity bounds tracked and
1091 // the historical penalty multipliers.
1092 let available_capacity = self.available_capacity();
1093 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1094 let denominator = available_capacity.saturating_add(1);
1095 let negative_log10_times_2048 =
1096 approx::negative_log10_times_2048(numerator, denominator);
1097 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1098 score_params.historical_liquidity_penalty_multiplier_msat,
1099 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1106 /// Computes the liquidity penalty from the penalty multipliers.
1108 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1109 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1111 let liquidity_penalty_msat = {
1112 // Upper bound the liquidity penalty to ensure some channel is selected.
1113 let multiplier_msat = liquidity_penalty_multiplier_msat;
1114 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1115 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1117 let amount_penalty_msat = negative_log10_times_2048
1118 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1119 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1121 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1124 /// Returns the lower bound of the channel liquidity balance in this direction.
1125 fn min_liquidity_msat(&self) -> u64 {
1126 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1129 /// Returns the upper bound of the channel liquidity balance in this direction.
1130 fn max_liquidity_msat(&self) -> u64 {
1131 self.available_capacity()
1132 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1135 /// Returns the capacity minus the in-flight HTLCs in this direction.
1136 fn available_capacity(&self) -> u64 {
1137 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1140 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1141 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1143 // Decay the offset by the appropriate number of half lives. If half of the next half
1144 // life has passed, approximate an additional three-quarter life to help smooth out the
1146 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1147 let half_decays = elapsed_time / (half_life / 2);
1148 let decays = half_decays / 2;
1149 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1150 if half_decays % 2 == 0 {
1153 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1155 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1163 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1164 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1165 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1166 let existing_max_msat = self.max_liquidity_msat();
1167 if amount_msat < existing_max_msat {
1168 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1169 self.set_max_liquidity_msat(amount_msat);
1171 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1172 chan_descr, existing_max_msat, amount_msat);
1174 self.update_history_buckets();
1177 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1178 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1179 let existing_min_msat = self.min_liquidity_msat();
1180 if amount_msat > existing_min_msat {
1181 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1182 self.set_min_liquidity_msat(amount_msat);
1184 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1185 chan_descr, existing_min_msat, amount_msat);
1187 self.update_history_buckets();
1190 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1191 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1192 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1193 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1194 self.set_max_liquidity_msat(max_liquidity_msat);
1195 self.update_history_buckets();
1198 fn update_history_buckets(&mut self) {
1199 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1200 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1201 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1202 self.min_liquidity_offset_history.time_decay_data(half_lives);
1203 self.max_liquidity_offset_history.time_decay_data(half_lives);
1205 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1206 self.min_liquidity_offset_history.track_datapoint(
1207 min_liquidity_offset_msat, self.capacity_msat
1209 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1210 self.max_liquidity_offset_history.track_datapoint(
1211 max_liquidity_offset_msat, self.capacity_msat
1215 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1216 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1217 *self.min_liquidity_offset_msat = amount_msat;
1218 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1221 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1223 *self.last_updated = self.now;
1226 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1227 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1228 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1229 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1232 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1234 *self.last_updated = self.now;
1238 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1239 type ScoreParams = ProbabilisticScoringFeeParameters;
1240 fn channel_penalty_msat(
1241 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1243 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1247 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1248 score_params.base_penalty_amount_multiplier_msat
1249 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1251 let mut anti_probing_penalty_msat = 0;
1252 match usage.effective_capacity {
1253 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1254 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1256 if usage.amount_msat > amount_msat {
1257 return u64::max_value();
1259 return base_penalty_msat;
1262 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1263 if htlc_maximum_msat >= capacity_msat/2 {
1264 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1270 let amount_msat = usage.amount_msat;
1271 let capacity_msat = usage.effective_capacity.as_msat();
1272 let inflight_htlc_msat = usage.inflight_htlc_msat;
1273 self.channel_liquidities
1274 .get(&short_channel_id)
1275 .unwrap_or(&ChannelLiquidity::new())
1276 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1277 .penalty_msat(amount_msat, score_params)
1278 .saturating_add(anti_probing_penalty_msat)
1279 .saturating_add(base_penalty_msat)
1282 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1283 let amount_msat = path.final_value_msat();
1284 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1285 let network_graph = self.network_graph.read_only();
1286 for (hop_idx, hop) in path.hops.iter().enumerate() {
1287 let target = NodeId::from_pubkey(&hop.pubkey);
1288 let channel_directed_from_source = network_graph.channels()
1289 .get(&hop.short_channel_id)
1290 .and_then(|channel| channel.as_directed_to(&target));
1292 let at_failed_channel = hop.short_channel_id == short_channel_id;
1293 if at_failed_channel && hop_idx == 0 {
1294 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);
1297 // Only score announced channels.
1298 if let Some((channel, source)) = channel_directed_from_source {
1299 let capacity_msat = channel.effective_capacity().as_msat();
1300 if at_failed_channel {
1301 self.channel_liquidities
1302 .entry(hop.short_channel_id)
1303 .or_insert_with(ChannelLiquidity::new)
1304 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1305 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1307 self.channel_liquidities
1308 .entry(hop.short_channel_id)
1309 .or_insert_with(ChannelLiquidity::new)
1310 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1311 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1314 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).",
1315 hop.short_channel_id);
1317 if at_failed_channel { break; }
1321 fn payment_path_successful(&mut self, path: &Path) {
1322 let amount_msat = path.final_value_msat();
1323 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1324 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1325 let network_graph = self.network_graph.read_only();
1326 for hop in &path.hops {
1327 let target = NodeId::from_pubkey(&hop.pubkey);
1328 let channel_directed_from_source = network_graph.channels()
1329 .get(&hop.short_channel_id)
1330 .and_then(|channel| channel.as_directed_to(&target));
1332 // Only score announced channels.
1333 if let Some((channel, source)) = channel_directed_from_source {
1334 let capacity_msat = channel.effective_capacity().as_msat();
1335 self.channel_liquidities
1336 .entry(hop.short_channel_id)
1337 .or_insert_with(ChannelLiquidity::new)
1338 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1339 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1341 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).",
1342 hop.short_channel_id);
1347 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1348 self.payment_path_failed(path, short_channel_id)
1351 fn probe_successful(&mut self, path: &Path) {
1352 self.payment_path_failed(path, u64::max_value())
1357 const BITS: u32 = 64;
1358 const HIGHEST_BIT: u32 = BITS - 1;
1359 const LOWER_BITS: u32 = 6;
1360 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1361 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1363 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1364 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1365 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1366 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1367 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1368 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1369 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1370 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1371 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1372 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1373 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1374 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1375 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1376 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1377 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1378 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1379 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1380 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1381 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1382 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1383 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1384 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1385 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1386 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1387 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1388 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1389 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1390 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1391 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1392 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1393 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1394 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1395 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1396 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1397 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1398 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1399 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1400 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1401 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1402 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1403 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1404 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1405 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1406 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1407 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1408 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1409 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1410 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1411 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1412 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1413 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1414 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1415 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1416 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1417 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1418 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1419 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1420 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1421 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1422 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1423 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1424 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1425 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1426 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1427 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1428 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1429 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1430 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1431 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1432 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1433 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1434 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1435 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1436 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1437 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1438 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1439 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1440 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1441 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1442 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1443 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1444 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1445 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1446 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1447 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1448 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1449 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1450 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1451 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1452 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1453 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1454 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1455 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1456 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1457 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1458 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1459 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1460 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1461 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1462 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1463 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1464 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1465 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1466 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1467 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1468 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1469 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1470 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1471 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1472 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1473 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1474 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1475 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1476 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1477 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1478 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1479 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1480 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1481 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1482 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1483 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1484 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1485 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1486 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1487 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1488 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1489 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1490 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1491 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1492 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1493 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1494 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1495 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1496 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1497 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1498 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1499 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1500 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1501 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1502 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1503 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1504 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1505 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1506 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1507 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1508 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1509 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1510 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1511 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1512 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1513 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1514 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1515 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1516 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1517 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1518 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1519 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1520 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1521 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1522 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1523 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1524 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1525 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1526 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1527 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1528 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1529 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1530 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1531 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1532 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1533 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1534 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1535 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1536 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1537 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1538 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1539 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1540 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1541 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1542 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1543 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1544 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1545 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1546 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1547 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1548 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1549 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1550 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1551 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1552 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1553 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1554 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1555 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1556 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1557 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1558 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1559 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1560 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1561 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1562 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1563 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1564 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1565 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1566 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1567 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1568 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1569 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1570 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1571 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1572 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1573 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1574 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1575 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1576 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1577 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1578 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1579 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1580 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1581 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1582 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1583 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1584 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1585 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1586 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1587 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1588 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1589 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1590 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1591 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1592 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1593 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1594 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1595 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1596 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1597 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1598 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1599 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1600 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1601 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1602 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1603 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1604 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1605 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1606 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1607 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1608 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1609 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1610 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1611 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1612 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1613 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1614 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1615 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1616 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1617 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1618 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1619 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1620 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1621 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1624 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1626 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1627 // Multiply the -1 through to avoid needing to use signed numbers.
1628 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1632 fn log10_times_2048(x: u64) -> u16 {
1633 debug_assert_ne!(x, 0);
1634 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1635 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1636 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1644 fn prints_negative_log10_times_2048_lookup_table() {
1645 for msb in 0..BITS {
1646 for i in 0..LOWER_BITS_BOUND {
1647 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1648 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1649 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1651 if i % LOWER_BITS_BOUND == 0 {
1652 print!("\t\t[{}, ", log10_times_2048);
1653 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1654 println!("{}],", log10_times_2048);
1655 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1656 print!("{},\n\t\t\t", log10_times_2048);
1658 print!("{}, ", log10_times_2048);
1666 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1668 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1669 write_tlv_fields!(w, {
1670 (0, self.channel_liquidities, required),
1676 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1677 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1680 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1681 ) -> Result<Self, DecodeError> {
1682 let (decay_params, network_graph, logger) = args;
1683 let mut channel_liquidities = HashMap::new();
1684 read_tlv_fields!(r, {
1685 (0, channel_liquidities, required),
1691 channel_liquidities,
1696 impl<T: Time> Writeable for ChannelLiquidity<T> {
1698 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1699 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1700 write_tlv_fields!(w, {
1701 (0, self.min_liquidity_offset_msat, required),
1702 (1, Some(self.min_liquidity_offset_history), option),
1703 (2, self.max_liquidity_offset_msat, required),
1704 (3, Some(self.max_liquidity_offset_history), option),
1705 (4, duration_since_epoch, required),
1711 impl<T: Time> Readable for ChannelLiquidity<T> {
1713 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1714 let mut min_liquidity_offset_msat = 0;
1715 let mut max_liquidity_offset_msat = 0;
1716 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1717 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1718 let mut duration_since_epoch = Duration::from_secs(0);
1719 read_tlv_fields!(r, {
1720 (0, min_liquidity_offset_msat, required),
1721 (1, min_liquidity_offset_history, option),
1722 (2, max_liquidity_offset_msat, required),
1723 (3, max_liquidity_offset_history, option),
1724 (4, duration_since_epoch, required),
1726 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1727 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1728 // is a time from a monotonic clock usually represented as an offset against boot time).
1729 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1730 // from the one that was written. However, because `Instant` can panic if we construct one
1731 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1732 // using `Instant::now()` in that case.
1733 let wall_clock_now = T::duration_since_epoch();
1735 let last_updated = if wall_clock_now > duration_since_epoch {
1736 now - (wall_clock_now - duration_since_epoch)
1739 min_liquidity_offset_msat,
1740 max_liquidity_offset_msat,
1741 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1742 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1750 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1751 use crate::blinded_path::{BlindedHop, BlindedPath};
1752 use crate::util::config::UserConfig;
1753 use crate::util::time::Time;
1754 use crate::util::time::tests::SinceEpoch;
1756 use crate::ln::channelmanager;
1757 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1758 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1759 use crate::routing::router::{BlindedTail, Path, RouteHop};
1760 use crate::routing::scoring::{ChannelUsage, Score};
1761 use crate::util::ser::{ReadableArgs, Writeable};
1762 use crate::util::test_utils::{self, TestLogger};
1764 use bitcoin::blockdata::constants::genesis_block;
1765 use bitcoin::hashes::Hash;
1766 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1767 use bitcoin::network::constants::Network;
1768 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1769 use core::time::Duration;
1772 fn source_privkey() -> SecretKey {
1773 SecretKey::from_slice(&[42; 32]).unwrap()
1776 fn target_privkey() -> SecretKey {
1777 SecretKey::from_slice(&[43; 32]).unwrap()
1780 fn source_pubkey() -> PublicKey {
1781 let secp_ctx = Secp256k1::new();
1782 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1785 fn target_pubkey() -> PublicKey {
1786 let secp_ctx = Secp256k1::new();
1787 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1790 fn source_node_id() -> NodeId {
1791 NodeId::from_pubkey(&source_pubkey())
1794 fn target_node_id() -> NodeId {
1795 NodeId::from_pubkey(&target_pubkey())
1798 // `ProbabilisticScorer` tests
1800 /// A probabilistic scorer for testing with time that can be manually advanced.
1801 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1803 fn sender_privkey() -> SecretKey {
1804 SecretKey::from_slice(&[41; 32]).unwrap()
1807 fn recipient_privkey() -> SecretKey {
1808 SecretKey::from_slice(&[45; 32]).unwrap()
1811 fn sender_pubkey() -> PublicKey {
1812 let secp_ctx = Secp256k1::new();
1813 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1816 fn recipient_pubkey() -> PublicKey {
1817 let secp_ctx = Secp256k1::new();
1818 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1821 fn sender_node_id() -> NodeId {
1822 NodeId::from_pubkey(&sender_pubkey())
1825 fn recipient_node_id() -> NodeId {
1826 NodeId::from_pubkey(&recipient_pubkey())
1829 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1830 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1831 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1832 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1838 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1839 node_2_key: SecretKey
1841 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1842 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1843 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1844 let secp_ctx = Secp256k1::new();
1845 let unsigned_announcement = UnsignedChannelAnnouncement {
1846 features: channelmanager::provided_channel_features(&UserConfig::default()),
1847 chain_hash: genesis_hash,
1849 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1850 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1851 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1852 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1853 excess_data: Vec::new(),
1855 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1856 let signed_announcement = ChannelAnnouncement {
1857 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1858 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1859 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1860 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1861 contents: unsigned_announcement,
1863 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1864 network_graph.update_channel_from_announcement(
1865 &signed_announcement, &chain_source).unwrap();
1866 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1867 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1871 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1872 flags: u8, htlc_maximum_msat: u64
1874 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1875 let secp_ctx = Secp256k1::new();
1876 let unsigned_update = UnsignedChannelUpdate {
1877 chain_hash: genesis_hash,
1881 cltv_expiry_delta: 18,
1882 htlc_minimum_msat: 0,
1885 fee_proportional_millionths: 0,
1886 excess_data: Vec::new(),
1888 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1889 let signed_update = ChannelUpdate {
1890 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1891 contents: unsigned_update,
1893 network_graph.update_channel(&signed_update).unwrap();
1896 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1897 let config = UserConfig::default();
1900 node_features: channelmanager::provided_node_features(&config),
1902 channel_features: channelmanager::provided_channel_features(&config),
1904 cltv_expiry_delta: 18,
1908 fn payment_path_for_amount(amount_msat: u64) -> Path {
1911 path_hop(source_pubkey(), 41, 1),
1912 path_hop(target_pubkey(), 42, 2),
1913 path_hop(recipient_pubkey(), 43, amount_msat),
1914 ], blinded_tail: None,
1919 fn liquidity_bounds_directed_from_lowest_node_id() {
1920 let logger = TestLogger::new();
1921 let last_updated = SinceEpoch::now();
1922 let network_graph = network_graph(&logger);
1923 let decay_params = ProbabilisticScoringDecayParameters::default();
1924 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1927 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1928 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1929 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1933 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1934 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1935 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1937 let source = source_node_id();
1938 let target = target_node_id();
1939 let recipient = recipient_node_id();
1940 assert!(source > target);
1941 assert!(target < recipient);
1943 // Update minimum liquidity.
1945 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1946 .as_directed(&source, &target, 0, 1_000, decay_params);
1947 assert_eq!(liquidity.min_liquidity_msat(), 100);
1948 assert_eq!(liquidity.max_liquidity_msat(), 300);
1950 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1951 .as_directed(&target, &source, 0, 1_000, decay_params);
1952 assert_eq!(liquidity.min_liquidity_msat(), 700);
1953 assert_eq!(liquidity.max_liquidity_msat(), 900);
1955 scorer.channel_liquidities.get_mut(&42).unwrap()
1956 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1957 .set_min_liquidity_msat(200);
1959 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1960 .as_directed(&source, &target, 0, 1_000, decay_params);
1961 assert_eq!(liquidity.min_liquidity_msat(), 200);
1962 assert_eq!(liquidity.max_liquidity_msat(), 300);
1964 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1965 .as_directed(&target, &source, 0, 1_000, decay_params);
1966 assert_eq!(liquidity.min_liquidity_msat(), 700);
1967 assert_eq!(liquidity.max_liquidity_msat(), 800);
1969 // Update maximum liquidity.
1971 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1972 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1973 assert_eq!(liquidity.min_liquidity_msat(), 700);
1974 assert_eq!(liquidity.max_liquidity_msat(), 900);
1976 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1977 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1978 assert_eq!(liquidity.min_liquidity_msat(), 100);
1979 assert_eq!(liquidity.max_liquidity_msat(), 300);
1981 scorer.channel_liquidities.get_mut(&43).unwrap()
1982 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
1983 .set_max_liquidity_msat(200);
1985 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1986 .as_directed(&target, &recipient, 0, 1_000, decay_params);
1987 assert_eq!(liquidity.min_liquidity_msat(), 0);
1988 assert_eq!(liquidity.max_liquidity_msat(), 200);
1990 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1991 .as_directed(&recipient, &target, 0, 1_000, decay_params);
1992 assert_eq!(liquidity.min_liquidity_msat(), 800);
1993 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1997 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1998 let logger = TestLogger::new();
1999 let last_updated = SinceEpoch::now();
2000 let network_graph = network_graph(&logger);
2001 let decay_params = ProbabilisticScoringDecayParameters::default();
2002 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2005 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2006 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2007 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2009 let source = source_node_id();
2010 let target = target_node_id();
2011 assert!(source > target);
2013 // Check initial bounds.
2014 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2015 .as_directed(&source, &target, 0, 1_000, decay_params);
2016 assert_eq!(liquidity.min_liquidity_msat(), 400);
2017 assert_eq!(liquidity.max_liquidity_msat(), 800);
2019 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2020 .as_directed(&target, &source, 0, 1_000, decay_params);
2021 assert_eq!(liquidity.min_liquidity_msat(), 200);
2022 assert_eq!(liquidity.max_liquidity_msat(), 600);
2024 // Reset from source to target.
2025 scorer.channel_liquidities.get_mut(&42).unwrap()
2026 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2027 .set_min_liquidity_msat(900);
2029 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2030 .as_directed(&source, &target, 0, 1_000, decay_params);
2031 assert_eq!(liquidity.min_liquidity_msat(), 900);
2032 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2034 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2035 .as_directed(&target, &source, 0, 1_000, decay_params);
2036 assert_eq!(liquidity.min_liquidity_msat(), 0);
2037 assert_eq!(liquidity.max_liquidity_msat(), 100);
2039 // Reset from target to source.
2040 scorer.channel_liquidities.get_mut(&42).unwrap()
2041 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2042 .set_min_liquidity_msat(400);
2044 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2045 .as_directed(&source, &target, 0, 1_000, decay_params);
2046 assert_eq!(liquidity.min_liquidity_msat(), 0);
2047 assert_eq!(liquidity.max_liquidity_msat(), 600);
2049 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2050 .as_directed(&target, &source, 0, 1_000, decay_params);
2051 assert_eq!(liquidity.min_liquidity_msat(), 400);
2052 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2056 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2057 let logger = TestLogger::new();
2058 let last_updated = SinceEpoch::now();
2059 let network_graph = network_graph(&logger);
2060 let decay_params = ProbabilisticScoringDecayParameters::default();
2061 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2064 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2065 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2066 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2068 let source = source_node_id();
2069 let target = target_node_id();
2070 assert!(source > target);
2072 // Check initial bounds.
2073 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2074 .as_directed(&source, &target, 0, 1_000, decay_params);
2075 assert_eq!(liquidity.min_liquidity_msat(), 400);
2076 assert_eq!(liquidity.max_liquidity_msat(), 800);
2078 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2079 .as_directed(&target, &source, 0, 1_000, decay_params);
2080 assert_eq!(liquidity.min_liquidity_msat(), 200);
2081 assert_eq!(liquidity.max_liquidity_msat(), 600);
2083 // Reset from source to target.
2084 scorer.channel_liquidities.get_mut(&42).unwrap()
2085 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2086 .set_max_liquidity_msat(300);
2088 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2089 .as_directed(&source, &target, 0, 1_000, decay_params);
2090 assert_eq!(liquidity.min_liquidity_msat(), 0);
2091 assert_eq!(liquidity.max_liquidity_msat(), 300);
2093 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2094 .as_directed(&target, &source, 0, 1_000, decay_params);
2095 assert_eq!(liquidity.min_liquidity_msat(), 700);
2096 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2098 // Reset from target to source.
2099 scorer.channel_liquidities.get_mut(&42).unwrap()
2100 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2101 .set_max_liquidity_msat(600);
2103 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2104 .as_directed(&source, &target, 0, 1_000, decay_params);
2105 assert_eq!(liquidity.min_liquidity_msat(), 400);
2106 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2108 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2109 .as_directed(&target, &source, 0, 1_000, decay_params);
2110 assert_eq!(liquidity.min_liquidity_msat(), 0);
2111 assert_eq!(liquidity.max_liquidity_msat(), 600);
2115 fn increased_penalty_nearing_liquidity_upper_bound() {
2116 let logger = TestLogger::new();
2117 let network_graph = network_graph(&logger);
2118 let params = ProbabilisticScoringFeeParameters {
2119 liquidity_penalty_multiplier_msat: 1_000,
2120 ..ProbabilisticScoringFeeParameters::zero_penalty()
2122 let decay_params = ProbabilisticScoringDecayParameters::default();
2123 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2124 let source = source_node_id();
2125 let target = target_node_id();
2127 let usage = ChannelUsage {
2129 inflight_htlc_msat: 0,
2130 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2133 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2135 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2137 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2140 let usage = ChannelUsage {
2142 inflight_htlc_msat: 0,
2143 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2145 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2146 let usage = ChannelUsage { amount_msat: 256, ..usage };
2147 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2148 let usage = ChannelUsage { amount_msat: 374, ..usage };
2149 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2150 let usage = ChannelUsage { amount_msat: 512, ..usage };
2151 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2152 let usage = ChannelUsage { amount_msat: 640, ..usage };
2153 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2154 let usage = ChannelUsage { amount_msat: 768, ..usage };
2155 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2156 let usage = ChannelUsage { amount_msat: 896, ..usage };
2157 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2161 fn constant_penalty_outside_liquidity_bounds() {
2162 let logger = TestLogger::new();
2163 let last_updated = SinceEpoch::now();
2164 let network_graph = network_graph(&logger);
2165 let params = ProbabilisticScoringFeeParameters {
2166 liquidity_penalty_multiplier_msat: 1_000,
2167 considered_impossible_penalty_msat: u64::max_value(),
2168 ..ProbabilisticScoringFeeParameters::zero_penalty()
2170 let decay_params = ProbabilisticScoringDecayParameters {
2171 ..ProbabilisticScoringDecayParameters::zero_penalty()
2173 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2176 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2177 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2178 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2180 let source = source_node_id();
2181 let target = target_node_id();
2183 let usage = ChannelUsage {
2185 inflight_htlc_msat: 0,
2186 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2188 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2189 let usage = ChannelUsage { amount_msat: 50, ..usage };
2190 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2191 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2192 let usage = ChannelUsage { amount_msat: 61, ..usage };
2193 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2197 fn does_not_further_penalize_own_channel() {
2198 let logger = TestLogger::new();
2199 let network_graph = network_graph(&logger);
2200 let params = ProbabilisticScoringFeeParameters {
2201 liquidity_penalty_multiplier_msat: 1_000,
2202 ..ProbabilisticScoringFeeParameters::zero_penalty()
2204 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2205 let sender = sender_node_id();
2206 let source = source_node_id();
2207 let usage = ChannelUsage {
2209 inflight_htlc_msat: 0,
2210 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2212 let failed_path = payment_path_for_amount(500);
2213 let successful_path = payment_path_for_amount(200);
2215 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2217 scorer.payment_path_failed(&failed_path, 41);
2218 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2220 scorer.payment_path_successful(&successful_path);
2221 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2225 fn sets_liquidity_lower_bound_on_downstream_failure() {
2226 let logger = TestLogger::new();
2227 let network_graph = network_graph(&logger);
2228 let params = ProbabilisticScoringFeeParameters {
2229 liquidity_penalty_multiplier_msat: 1_000,
2230 ..ProbabilisticScoringFeeParameters::zero_penalty()
2232 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2233 let source = source_node_id();
2234 let target = target_node_id();
2235 let path = payment_path_for_amount(500);
2237 let usage = ChannelUsage {
2239 inflight_htlc_msat: 0,
2240 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2242 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2243 let usage = ChannelUsage { amount_msat: 500, ..usage };
2244 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2245 let usage = ChannelUsage { amount_msat: 750, ..usage };
2246 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2248 scorer.payment_path_failed(&path, 43);
2250 let usage = ChannelUsage { amount_msat: 250, ..usage };
2251 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2252 let usage = ChannelUsage { amount_msat: 500, ..usage };
2253 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2254 let usage = ChannelUsage { amount_msat: 750, ..usage };
2255 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2259 fn sets_liquidity_upper_bound_on_failure() {
2260 let logger = TestLogger::new();
2261 let network_graph = network_graph(&logger);
2262 let params = ProbabilisticScoringFeeParameters {
2263 liquidity_penalty_multiplier_msat: 1_000,
2264 considered_impossible_penalty_msat: u64::max_value(),
2265 ..ProbabilisticScoringFeeParameters::zero_penalty()
2267 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2268 let source = source_node_id();
2269 let target = target_node_id();
2270 let path = payment_path_for_amount(500);
2272 let usage = ChannelUsage {
2274 inflight_htlc_msat: 0,
2275 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2277 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2278 let usage = ChannelUsage { amount_msat: 500, ..usage };
2279 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2280 let usage = ChannelUsage { amount_msat: 750, ..usage };
2281 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2283 scorer.payment_path_failed(&path, 42);
2285 let usage = ChannelUsage { amount_msat: 250, ..usage };
2286 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2287 let usage = ChannelUsage { amount_msat: 500, ..usage };
2288 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2289 let usage = ChannelUsage { amount_msat: 750, ..usage };
2290 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2294 fn ignores_channels_after_removed_failed_channel() {
2295 // Previously, if we'd tried to send over a channel which was removed from the network
2296 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2297 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2298 // channels in the route, even ones which they payment never reached. This tests to ensure
2299 // we do not score such channels.
2300 let secp_ctx = Secp256k1::new();
2301 let logger = TestLogger::new();
2302 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2303 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2304 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2305 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2306 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2307 add_channel(&mut network_graph, 42, secret_a, secret_b);
2308 // Don't add the channel from B -> C.
2309 add_channel(&mut network_graph, 44, secret_c, secret_d);
2311 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2312 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2313 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2314 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2317 path_hop(pub_b, 42, 1),
2318 path_hop(pub_c, 43, 2),
2319 path_hop(pub_d, 44, 100),
2322 let node_a = NodeId::from_pubkey(&pub_a);
2323 let node_b = NodeId::from_pubkey(&pub_b);
2324 let node_c = NodeId::from_pubkey(&pub_c);
2325 let node_d = NodeId::from_pubkey(&pub_d);
2327 let params = ProbabilisticScoringFeeParameters {
2328 liquidity_penalty_multiplier_msat: 1_000,
2329 ..ProbabilisticScoringFeeParameters::zero_penalty()
2331 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2333 let usage = ChannelUsage {
2335 inflight_htlc_msat: 0,
2336 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2338 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2339 // Note that a default liquidity bound is used for B -> C as no channel exists
2340 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2341 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2343 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2345 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2346 // Note that a default liquidity bound is used for B -> C as no channel exists
2347 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2348 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2352 fn reduces_liquidity_upper_bound_along_path_on_success() {
2353 let logger = TestLogger::new();
2354 let network_graph = network_graph(&logger);
2355 let params = ProbabilisticScoringFeeParameters {
2356 liquidity_penalty_multiplier_msat: 1_000,
2357 ..ProbabilisticScoringFeeParameters::zero_penalty()
2359 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2360 let sender = sender_node_id();
2361 let source = source_node_id();
2362 let target = target_node_id();
2363 let recipient = recipient_node_id();
2364 let usage = ChannelUsage {
2366 inflight_htlc_msat: 0,
2367 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2370 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2371 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2372 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2374 scorer.payment_path_successful(&payment_path_for_amount(500));
2376 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2377 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2378 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2382 fn decays_liquidity_bounds_over_time() {
2383 let logger = TestLogger::new();
2384 let network_graph = network_graph(&logger);
2385 let params = ProbabilisticScoringFeeParameters {
2386 liquidity_penalty_multiplier_msat: 1_000,
2387 considered_impossible_penalty_msat: u64::max_value(),
2388 ..ProbabilisticScoringFeeParameters::zero_penalty()
2390 let decay_params = ProbabilisticScoringDecayParameters {
2391 liquidity_offset_half_life: Duration::from_secs(10),
2392 ..ProbabilisticScoringDecayParameters::zero_penalty()
2394 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2395 let source = source_node_id();
2396 let target = target_node_id();
2398 let usage = ChannelUsage {
2400 inflight_htlc_msat: 0,
2401 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2403 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2404 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2405 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2407 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2408 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2410 // Initial penalties
2411 let usage = ChannelUsage { amount_msat: 128, ..usage };
2412 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2413 let usage = ChannelUsage { amount_msat: 256, ..usage };
2414 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2415 let usage = ChannelUsage { amount_msat: 768, ..usage };
2416 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2417 let usage = ChannelUsage { amount_msat: 896, ..usage };
2418 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2421 SinceEpoch::advance(Duration::from_secs(4));
2422 let usage = ChannelUsage { amount_msat: 128, ..usage };
2423 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2424 let usage = ChannelUsage { amount_msat: 256, ..usage };
2425 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2426 let usage = ChannelUsage { amount_msat: 768, ..usage };
2427 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2428 let usage = ChannelUsage { amount_msat: 896, ..usage };
2429 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2431 // Half decay (i.e., three-quarter life)
2432 SinceEpoch::advance(Duration::from_secs(1));
2433 let usage = ChannelUsage { amount_msat: 128, ..usage };
2434 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2435 let usage = ChannelUsage { amount_msat: 256, ..usage };
2436 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2437 let usage = ChannelUsage { amount_msat: 768, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2439 let usage = ChannelUsage { amount_msat: 896, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2442 // One decay (i.e., half life)
2443 SinceEpoch::advance(Duration::from_secs(5));
2444 let usage = ChannelUsage { amount_msat: 64, ..usage };
2445 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2446 let usage = ChannelUsage { amount_msat: 128, ..usage };
2447 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2448 let usage = ChannelUsage { amount_msat: 896, ..usage };
2449 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2450 let usage = ChannelUsage { amount_msat: 960, ..usage };
2451 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2453 // Fully decay liquidity lower bound.
2454 SinceEpoch::advance(Duration::from_secs(10 * 7));
2455 let usage = ChannelUsage { amount_msat: 0, ..usage };
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2457 let usage = ChannelUsage { amount_msat: 1, ..usage };
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2459 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2460 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2461 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2462 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2464 // Fully decay liquidity upper bound.
2465 SinceEpoch::advance(Duration::from_secs(10));
2466 let usage = ChannelUsage { amount_msat: 0, ..usage };
2467 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2468 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2469 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2471 SinceEpoch::advance(Duration::from_secs(10));
2472 let usage = ChannelUsage { amount_msat: 0, ..usage };
2473 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2474 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2475 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2479 fn decays_liquidity_bounds_without_shift_overflow() {
2480 let logger = TestLogger::new();
2481 let network_graph = network_graph(&logger);
2482 let params = ProbabilisticScoringFeeParameters {
2483 liquidity_penalty_multiplier_msat: 1_000,
2484 ..ProbabilisticScoringFeeParameters::zero_penalty()
2486 let decay_params = ProbabilisticScoringDecayParameters {
2487 liquidity_offset_half_life: Duration::from_secs(10),
2488 ..ProbabilisticScoringDecayParameters::default()
2490 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2491 let source = source_node_id();
2492 let target = target_node_id();
2493 let usage = ChannelUsage {
2495 inflight_htlc_msat: 0,
2496 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2498 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2500 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2501 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2503 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2504 // would cause an overflow.
2505 SinceEpoch::advance(Duration::from_secs(10 * 64));
2506 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2508 SinceEpoch::advance(Duration::from_secs(10));
2509 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2513 fn restricts_liquidity_bounds_after_decay() {
2514 let logger = TestLogger::new();
2515 let network_graph = network_graph(&logger);
2516 let params = ProbabilisticScoringFeeParameters {
2517 liquidity_penalty_multiplier_msat: 1_000,
2518 ..ProbabilisticScoringFeeParameters::zero_penalty()
2520 let decay_params = ProbabilisticScoringDecayParameters {
2521 liquidity_offset_half_life: Duration::from_secs(10),
2522 ..ProbabilisticScoringDecayParameters::default()
2524 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2525 let source = source_node_id();
2526 let target = target_node_id();
2527 let usage = ChannelUsage {
2529 inflight_htlc_msat: 0,
2530 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2533 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2535 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2536 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2537 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2538 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2540 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2541 SinceEpoch::advance(Duration::from_secs(10));
2542 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2544 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2545 // is closer to the upper bound, meaning a higher penalty.
2546 scorer.payment_path_successful(&payment_path_for_amount(64));
2547 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2549 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2550 // is closer to the lower bound, meaning a lower penalty.
2551 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2552 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2554 // Further decaying affects the lower bound more than the upper bound (128, 928).
2555 SinceEpoch::advance(Duration::from_secs(10));
2556 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2560 fn restores_persisted_liquidity_bounds() {
2561 let logger = TestLogger::new();
2562 let network_graph = network_graph(&logger);
2563 let params = ProbabilisticScoringFeeParameters {
2564 liquidity_penalty_multiplier_msat: 1_000,
2565 considered_impossible_penalty_msat: u64::max_value(),
2566 ..ProbabilisticScoringFeeParameters::zero_penalty()
2568 let decay_params = ProbabilisticScoringDecayParameters {
2569 liquidity_offset_half_life: Duration::from_secs(10),
2570 ..ProbabilisticScoringDecayParameters::default()
2572 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2573 let source = source_node_id();
2574 let target = target_node_id();
2575 let usage = ChannelUsage {
2577 inflight_htlc_msat: 0,
2578 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2581 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2582 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2584 SinceEpoch::advance(Duration::from_secs(10));
2585 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2587 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2588 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2590 let mut serialized_scorer = Vec::new();
2591 scorer.write(&mut serialized_scorer).unwrap();
2593 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2594 let deserialized_scorer =
2595 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2596 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2600 fn decays_persisted_liquidity_bounds() {
2601 let logger = TestLogger::new();
2602 let network_graph = network_graph(&logger);
2603 let params = ProbabilisticScoringFeeParameters {
2604 liquidity_penalty_multiplier_msat: 1_000,
2605 considered_impossible_penalty_msat: u64::max_value(),
2606 ..ProbabilisticScoringFeeParameters::zero_penalty()
2608 let decay_params = ProbabilisticScoringDecayParameters {
2609 liquidity_offset_half_life: Duration::from_secs(10),
2610 ..ProbabilisticScoringDecayParameters::zero_penalty()
2612 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2613 let source = source_node_id();
2614 let target = target_node_id();
2615 let usage = ChannelUsage {
2617 inflight_htlc_msat: 0,
2618 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2621 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2622 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2624 let mut serialized_scorer = Vec::new();
2625 scorer.write(&mut serialized_scorer).unwrap();
2627 SinceEpoch::advance(Duration::from_secs(10));
2629 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2630 let deserialized_scorer =
2631 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2632 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2634 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2635 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2637 SinceEpoch::advance(Duration::from_secs(10));
2638 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2642 fn scores_realistic_payments() {
2643 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2644 // 50k sat reserve).
2645 let logger = TestLogger::new();
2646 let network_graph = network_graph(&logger);
2647 let params = ProbabilisticScoringFeeParameters::default();
2648 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2649 let source = source_node_id();
2650 let target = target_node_id();
2652 let usage = ChannelUsage {
2653 amount_msat: 100_000_000,
2654 inflight_htlc_msat: 0,
2655 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2657 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2658 let usage = ChannelUsage {
2659 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2661 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2662 let usage = ChannelUsage {
2663 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2665 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2666 let usage = ChannelUsage {
2667 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2669 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2670 let usage = ChannelUsage {
2671 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2673 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2674 let usage = ChannelUsage {
2675 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2677 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2678 let usage = ChannelUsage {
2679 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2681 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2682 let usage = ChannelUsage {
2683 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2685 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2686 let usage = ChannelUsage {
2687 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2689 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2690 let usage = ChannelUsage {
2691 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2693 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2694 let usage = ChannelUsage {
2695 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2697 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2701 fn adds_base_penalty_to_liquidity_penalty() {
2702 let logger = TestLogger::new();
2703 let network_graph = network_graph(&logger);
2704 let source = source_node_id();
2705 let target = target_node_id();
2706 let usage = ChannelUsage {
2708 inflight_htlc_msat: 0,
2709 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2712 let params = ProbabilisticScoringFeeParameters {
2713 liquidity_penalty_multiplier_msat: 1_000,
2714 ..ProbabilisticScoringFeeParameters::zero_penalty()
2716 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2717 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2719 let params = ProbabilisticScoringFeeParameters {
2720 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2721 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2723 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2726 let params = ProbabilisticScoringFeeParameters {
2727 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2728 base_penalty_amount_multiplier_msat: (1 << 30),
2729 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2732 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2733 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2737 fn adds_amount_penalty_to_liquidity_penalty() {
2738 let logger = TestLogger::new();
2739 let network_graph = network_graph(&logger);
2740 let source = source_node_id();
2741 let target = target_node_id();
2742 let usage = ChannelUsage {
2743 amount_msat: 512_000,
2744 inflight_htlc_msat: 0,
2745 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2748 let params = ProbabilisticScoringFeeParameters {
2749 liquidity_penalty_multiplier_msat: 1_000,
2750 liquidity_penalty_amount_multiplier_msat: 0,
2751 ..ProbabilisticScoringFeeParameters::zero_penalty()
2753 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2754 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2756 let params = ProbabilisticScoringFeeParameters {
2757 liquidity_penalty_multiplier_msat: 1_000,
2758 liquidity_penalty_amount_multiplier_msat: 256,
2759 ..ProbabilisticScoringFeeParameters::zero_penalty()
2761 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2762 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2766 fn calculates_log10_without_overflowing_u64_max_value() {
2767 let logger = TestLogger::new();
2768 let network_graph = network_graph(&logger);
2769 let source = source_node_id();
2770 let target = target_node_id();
2771 let usage = ChannelUsage {
2772 amount_msat: u64::max_value(),
2773 inflight_htlc_msat: 0,
2774 effective_capacity: EffectiveCapacity::Infinite,
2777 let params = ProbabilisticScoringFeeParameters {
2778 liquidity_penalty_multiplier_msat: 40_000,
2779 ..ProbabilisticScoringFeeParameters::zero_penalty()
2781 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2782 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2783 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2787 fn accounts_for_inflight_htlc_usage() {
2788 let logger = TestLogger::new();
2789 let network_graph = network_graph(&logger);
2790 let params = ProbabilisticScoringFeeParameters {
2791 considered_impossible_penalty_msat: u64::max_value(),
2792 ..ProbabilisticScoringFeeParameters::zero_penalty()
2794 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2795 let source = source_node_id();
2796 let target = target_node_id();
2798 let usage = ChannelUsage {
2800 inflight_htlc_msat: 0,
2801 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2803 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2805 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2806 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2810 fn removes_uncertainity_when_exact_liquidity_known() {
2811 let logger = TestLogger::new();
2812 let network_graph = network_graph(&logger);
2813 let params = ProbabilisticScoringFeeParameters::default();
2814 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2815 let source = source_node_id();
2816 let target = target_node_id();
2818 let base_penalty_msat = params.base_penalty_msat;
2819 let usage = ChannelUsage {
2821 inflight_htlc_msat: 0,
2822 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2824 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2826 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2827 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2829 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2830 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2834 fn remembers_historical_failures() {
2835 let logger = TestLogger::new();
2836 let network_graph = network_graph(&logger);
2837 let params = ProbabilisticScoringFeeParameters {
2838 historical_liquidity_penalty_multiplier_msat: 1024,
2839 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2840 ..ProbabilisticScoringFeeParameters::zero_penalty()
2842 let decay_params = ProbabilisticScoringDecayParameters {
2843 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2844 historical_no_updates_half_life: Duration::from_secs(10),
2846 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2847 let source = source_node_id();
2848 let target = target_node_id();
2850 let usage = ChannelUsage {
2852 inflight_htlc_msat: 0,
2853 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2855 // With no historical data the normal liquidity penalty calculation is used.
2856 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2857 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2860 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2861 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2862 // The "it failed" increment is 32, where the probability should lie fully in the first
2864 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2865 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2867 // Even after we tell the scorer we definitely have enough available liquidity, it will
2868 // still remember that there was some failure in the past, and assign a non-0 penalty.
2869 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2870 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2871 // The first octile should be decayed just slightly and the last octile has a new point.
2872 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2873 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2875 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2876 // gone), and check that we're back to where we started.
2877 SinceEpoch::advance(Duration::from_secs(10 * 16));
2878 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2879 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2880 // data entirely instead.
2881 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2882 Some(([0; 8], [0; 8])));
2884 let usage = ChannelUsage {
2886 inflight_htlc_msat: 1024,
2887 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2889 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2890 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2892 let usage = ChannelUsage {
2894 inflight_htlc_msat: 0,
2895 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2897 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2899 // Advance to decay all liquidity offsets to zero.
2900 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2902 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2903 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2905 path_hop(target_pubkey(), 43, 2),
2906 path_hop(source_pubkey(), 42, 1),
2907 path_hop(sender_pubkey(), 41, 0),
2909 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2913 fn adds_anti_probing_penalty() {
2914 let logger = TestLogger::new();
2915 let network_graph = network_graph(&logger);
2916 let source = source_node_id();
2917 let target = target_node_id();
2918 let params = ProbabilisticScoringFeeParameters {
2919 anti_probing_penalty_msat: 500,
2920 ..ProbabilisticScoringFeeParameters::zero_penalty()
2922 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2924 // Check we receive no penalty for a low htlc_maximum_msat.
2925 let usage = ChannelUsage {
2926 amount_msat: 512_000,
2927 inflight_htlc_msat: 0,
2928 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2930 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2932 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2933 let usage = ChannelUsage {
2934 amount_msat: 512_000,
2935 inflight_htlc_msat: 0,
2936 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2938 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2940 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2941 let usage = ChannelUsage {
2942 amount_msat: 512_000,
2943 inflight_htlc_msat: 0,
2944 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2946 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2948 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2949 let usage = ChannelUsage {
2950 amount_msat: 512_000,
2951 inflight_htlc_msat: 0,
2952 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2954 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2958 fn scores_with_blinded_path() {
2959 // Make sure we'll account for a blinded path's final_value_msat in scoring
2960 let logger = TestLogger::new();
2961 let network_graph = network_graph(&logger);
2962 let params = ProbabilisticScoringFeeParameters {
2963 liquidity_penalty_multiplier_msat: 1_000,
2964 ..ProbabilisticScoringFeeParameters::zero_penalty()
2966 let decay_params = ProbabilisticScoringDecayParameters::default();
2967 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2968 let source = source_node_id();
2969 let target = target_node_id();
2970 let usage = ChannelUsage {
2972 inflight_htlc_msat: 0,
2973 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2975 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2977 let mut path = payment_path_for_amount(768);
2978 let recipient_hop = path.hops.pop().unwrap();
2979 let blinded_path = BlindedPath {
2980 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2981 blinding_point: test_utils::pubkey(42),
2983 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2986 path.blinded_tail = Some(BlindedTail {
2987 hops: blinded_path.blinded_hops,
2988 blinding_point: blinded_path.blinding_point,
2989 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
2990 final_value_msat: recipient_hop.fee_msat,
2993 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
2994 // final value is taken into account.
2995 assert!(scorer.channel_liquidities.get(&42).is_none());
2997 scorer.payment_path_failed(&path, 42);
2998 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
2999 scorer.payment_path_failed(&path, 43);
3001 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3002 .as_directed(&source, &target, 0, 1_000, decay_params);
3003 assert_eq!(liquidity.min_liquidity_msat(), 256);
3004 assert_eq!(liquidity.max_liquidity_msat(), 768);