1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 /// A trait which can both lookup and update routing channel penalty scores.
127 /// This is used in places where both bounds are required and implemented for all types which
128 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
130 /// Bindings users may need to manually implement this for their custom scoring implementations.
131 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
133 #[cfg(not(c_bindings))]
134 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
136 #[cfg(not(c_bindings))]
137 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
138 type ScoreParams = S::ScoreParams;
139 fn channel_penalty_msat(
140 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
142 self.deref().channel_penalty_msat(candidate, usage, score_params)
146 #[cfg(not(c_bindings))]
147 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
148 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
149 self.deref_mut().payment_path_failed(path, short_channel_id)
152 fn payment_path_successful(&mut self, path: &Path) {
153 self.deref_mut().payment_path_successful(path)
156 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
157 self.deref_mut().probe_failed(path, short_channel_id)
160 fn probe_successful(&mut self, path: &Path) {
161 self.deref_mut().probe_successful(path)
167 define_score!(Writeable);
169 #[cfg(not(c_bindings))]
172 /// A scorer that is accessed under a lock.
174 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
175 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
176 /// implementations. Internal locking would be detrimental to route finding performance and could
177 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
179 /// [`find_route`]: crate::routing::router::find_route
180 pub trait LockableScore<'a> {
181 /// The [`ScoreUpdate`] type.
182 type ScoreUpdate: 'a + ScoreUpdate;
183 /// The [`ScoreLookUp`] type.
184 type ScoreLookUp: 'a + ScoreLookUp;
186 /// The write locked [`ScoreUpdate`] type.
187 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
189 /// The read locked [`ScoreLookUp`] type.
190 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
192 /// Returns read locked scorer.
193 fn read_lock(&'a self) -> Self::ReadLocked;
195 /// Returns write locked scorer.
196 fn write_lock(&'a self) -> Self::WriteLocked;
199 /// Refers to a scorer that is accessible under lock and also writeable to disk
201 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
202 /// use the Persister to persist it.
203 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
205 #[cfg(not(c_bindings))]
206 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
207 #[cfg(not(c_bindings))]
208 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
209 type ScoreUpdate = T;
210 type ScoreLookUp = T;
212 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
213 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
215 fn read_lock(&'a self) -> Self::ReadLocked {
216 Mutex::lock(self).unwrap()
219 fn write_lock(&'a self) -> Self::WriteLocked {
220 Mutex::lock(self).unwrap()
224 #[cfg(not(c_bindings))]
225 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
226 type ScoreUpdate = T;
227 type ScoreLookUp = T;
229 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
230 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
232 fn write_lock(&'a self) -> Self::WriteLocked {
236 fn read_lock(&'a self) -> Self::ReadLocked {
241 #[cfg(not(c_bindings))]
242 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
243 type ScoreUpdate = T;
244 type ScoreLookUp = T;
246 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
247 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
249 fn read_lock(&'a self) -> Self::ReadLocked {
250 RwLock::read(self).unwrap()
253 fn write_lock(&'a self) -> Self::WriteLocked {
254 RwLock::write(self).unwrap()
259 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
260 pub struct MultiThreadedLockableScore<T: Score> {
265 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
266 type ScoreUpdate = T;
267 type ScoreLookUp = T;
268 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
269 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
271 fn read_lock(&'a self) -> Self::ReadLocked {
272 MultiThreadedScoreLockRead(self.score.read().unwrap())
275 fn write_lock(&'a self) -> Self::WriteLocked {
276 MultiThreadedScoreLockWrite(self.score.write().unwrap())
281 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
282 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
283 self.score.read().unwrap().write(writer)
288 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
291 impl<T: Score> MultiThreadedLockableScore<T> {
292 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
293 pub fn new(score: T) -> Self {
294 MultiThreadedLockableScore { score: RwLock::new(score) }
299 /// A locked `MultiThreadedLockableScore`.
300 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
303 /// A locked `MultiThreadedLockableScore`.
304 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
307 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
310 fn deref(&self) -> &Self::Target {
316 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
317 type ScoreParams = T::ScoreParams;
318 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
320 self.0.channel_penalty_msat(candidate, usage, score_params)
325 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
326 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
332 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
335 fn deref(&self) -> &Self::Target {
341 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
342 fn deref_mut(&mut self) -> &mut Self::Target {
348 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
349 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
350 self.0.payment_path_failed(path, short_channel_id)
353 fn payment_path_successful(&mut self, path: &Path) {
354 self.0.payment_path_successful(path)
357 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
358 self.0.probe_failed(path, short_channel_id)
361 fn probe_successful(&mut self, path: &Path) {
362 self.0.probe_successful(path)
367 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
368 #[derive(Clone, Copy, Debug, PartialEq)]
369 pub struct ChannelUsage {
370 /// The amount to send through the channel, denominated in millisatoshis.
371 pub amount_msat: u64,
373 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
374 /// as part of a multi-path payment.
375 pub inflight_htlc_msat: u64,
377 /// The effective capacity of the channel.
378 pub effective_capacity: EffectiveCapacity,
382 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
383 pub struct FixedPenaltyScorer {
387 impl FixedPenaltyScorer {
388 /// Creates a new scorer using `penalty_msat`.
389 pub fn with_penalty(penalty_msat: u64) -> Self {
390 Self { penalty_msat }
394 impl ScoreLookUp for FixedPenaltyScorer {
395 type ScoreParams = ();
396 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
401 impl ScoreUpdate for FixedPenaltyScorer {
402 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
404 fn payment_path_successful(&mut self, _path: &Path) {}
406 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
408 fn probe_successful(&mut self, _path: &Path) {}
411 impl Writeable for FixedPenaltyScorer {
413 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
414 write_tlv_fields!(w, {});
419 impl ReadableArgs<u64> for FixedPenaltyScorer {
421 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
422 read_tlv_fields!(r, {});
423 Ok(Self { penalty_msat })
427 #[cfg(not(feature = "no-std"))]
428 type ConfiguredTime = crate::util::time::MonotonicTime;
429 #[cfg(feature = "no-std")]
430 use crate::util::time::Eternity;
431 #[cfg(feature = "no-std")]
432 type ConfiguredTime = Eternity;
434 /// [`ScoreLookUp`] implementation using channel success probability distributions.
436 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
437 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
438 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
439 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
441 /// These bounds are then used to determine a success probability using the formula from
442 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
443 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
445 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
446 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
447 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
448 /// terms of the entire path's success probability. This allows the router to directly compare
449 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
451 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
453 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
454 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
455 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
456 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
461 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
464 /// [1]: https://arxiv.org/abs/2107.05322
465 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
466 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
467 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
468 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
469 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
470 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
472 /// Probabilistic [`ScoreLookUp`] implementation.
474 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
475 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
476 where L::Target: Logger {
477 decay_params: ProbabilisticScoringDecayParameters,
480 // TODO: Remove entries of closed channels.
481 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
484 /// Parameters for configuring [`ProbabilisticScorer`].
486 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
487 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
489 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
492 pub struct ProbabilisticScoringFeeParameters {
493 /// A fixed penalty in msats to apply to each channel.
495 /// Default value: 500 msat
496 pub base_penalty_msat: u64,
498 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
499 /// applied to each channel, in excess of the [`base_penalty_msat`].
501 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
502 /// fees plus penalty) for large payments. The penalty is computed as the product of this
503 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
504 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
506 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
508 /// Default value: 8,192 msat
510 /// [`base_penalty_msat`]: Self::base_penalty_msat
511 pub base_penalty_amount_multiplier_msat: u64,
513 /// A multiplier used in conjunction with the negative `log10` of the channel's success
514 /// probability for a payment, as determined by our latest estimates of the channel's
515 /// liquidity, to determine the liquidity penalty.
517 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
518 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
519 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
520 /// lower bounding the success probability to `0.01`) when the amount falls within the
521 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
522 /// result in a `u64::max_value` penalty, however.
524 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
526 /// Default value: 30,000 msat
528 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
529 pub liquidity_penalty_multiplier_msat: u64,
531 /// A multiplier used in conjunction with the total amount flowing over a channel and the
532 /// negative `log10` of the channel's success probability for the payment, as determined by our
533 /// latest estimates of the channel's liquidity, to determine the amount penalty.
535 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
536 /// fees plus penalty) for large payments. The penalty is computed as the product of this
537 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
538 /// `log10` of the success probability.
540 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
542 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
543 /// the amount will result in a penalty of the multiplier. And, as the success probability
544 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
545 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
548 /// Default value: 192 msat
549 pub liquidity_penalty_amount_multiplier_msat: u64,
551 /// A multiplier used in conjunction with the negative `log10` of the channel's success
552 /// probability for the payment, as determined based on the history of our estimates of the
553 /// channel's available liquidity, to determine a penalty.
555 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
556 /// only our latest estimate for the current liquidity available in the channel, it estimates
557 /// success probability based on the estimated liquidity available in the channel through
558 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
559 /// track which of several buckets those bounds fall into, exponentially decaying the
560 /// probability of each bucket as new samples are added.
562 /// Default value: 10,000 msat
564 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
565 pub historical_liquidity_penalty_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the total amount flowing over a channel and the
568 /// negative `log10` of the channel's success probability for the payment, as determined based
569 /// on the history of our estimates of the channel's available liquidity, to determine a
572 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
573 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
574 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
577 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
578 /// of using only our latest estimate for the current liquidity available in the channel, it
579 /// estimates success probability based on the estimated liquidity available in the channel
580 /// through history. Specifically, every time we update our liquidity bounds on a given
581 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
582 /// the probability of each bucket as new samples are added.
584 /// Default value: 64 msat
586 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
587 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
589 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
590 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
591 /// considered during path finding.
593 /// This is not exported to bindings users
594 pub manual_node_penalties: HashMap<NodeId, u64>,
596 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
597 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
598 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
599 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
600 /// to restrict `htlc_maximum_msat` and improve privacy.
602 /// Default value: 250 msat
603 pub anti_probing_penalty_msat: u64,
605 /// This penalty is applied when the total amount flowing over a channel exceeds our current
606 /// estimate of the channel's available liquidity. The total amount is the amount of the
607 /// current HTLC plus any HTLCs which we've sent over the same channel.
609 /// Note that in this case all other penalties, including the
610 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
611 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
612 /// applicable, are still included in the overall penalty.
614 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
615 /// `u64::max_value()` will guarantee that.
617 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
619 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
620 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
621 /// [`base_penalty_msat`]: Self::base_penalty_msat
622 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
623 pub considered_impossible_penalty_msat: u64,
625 /// In order to calculate most of the scores above, we must first convert a lower and upper
626 /// bound on the available liquidity in a channel into the probability that we think a payment
627 /// will succeed. That probability is derived from a Probability Density Function for where we
628 /// think the liquidity in a channel likely lies, given such bounds.
630 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
631 /// liquidity in a channel is just as likely to be at any point between our lower and upper
634 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
635 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
636 /// matches experimental results - most routing nodes do not aggressively rebalance their
637 /// channels and flows in the network are often unbalanced, leaving liquidity usually
640 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
641 /// of floating-point multiplications in the hottest routing code, which may lead to routing
642 /// performance degradation on some machines.
644 /// Default value: false
645 pub linear_success_probability: bool,
648 impl Default for ProbabilisticScoringFeeParameters {
649 fn default() -> Self {
651 base_penalty_msat: 500,
652 base_penalty_amount_multiplier_msat: 8192,
653 liquidity_penalty_multiplier_msat: 30_000,
654 liquidity_penalty_amount_multiplier_msat: 192,
655 manual_node_penalties: HashMap::new(),
656 anti_probing_penalty_msat: 250,
657 considered_impossible_penalty_msat: 1_0000_0000_000,
658 historical_liquidity_penalty_multiplier_msat: 10_000,
659 historical_liquidity_penalty_amount_multiplier_msat: 64,
660 linear_success_probability: false,
665 impl ProbabilisticScoringFeeParameters {
666 /// Marks the node with the given `node_id` as banned,
667 /// i.e it will be avoided during path finding.
668 pub fn add_banned(&mut self, node_id: &NodeId) {
669 self.manual_node_penalties.insert(*node_id, u64::max_value());
672 /// Marks all nodes in the given list as banned, i.e.,
673 /// they will be avoided during path finding.
674 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
676 self.manual_node_penalties.insert(id, u64::max_value());
680 /// Removes the node with the given `node_id` from the list of nodes to avoid.
681 pub fn remove_banned(&mut self, node_id: &NodeId) {
682 self.manual_node_penalties.remove(node_id);
685 /// Sets a manual penalty for the given node.
686 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
687 self.manual_node_penalties.insert(*node_id, penalty);
690 /// Removes the node with the given `node_id` from the list of manual penalties.
691 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
692 self.manual_node_penalties.remove(node_id);
695 /// Clears the list of manual penalties that are applied during path finding.
696 pub fn clear_manual_penalties(&mut self) {
697 self.manual_node_penalties = HashMap::new();
702 impl ProbabilisticScoringFeeParameters {
703 fn zero_penalty() -> Self {
705 base_penalty_msat: 0,
706 base_penalty_amount_multiplier_msat: 0,
707 liquidity_penalty_multiplier_msat: 0,
708 liquidity_penalty_amount_multiplier_msat: 0,
709 historical_liquidity_penalty_multiplier_msat: 0,
710 historical_liquidity_penalty_amount_multiplier_msat: 0,
711 manual_node_penalties: HashMap::new(),
712 anti_probing_penalty_msat: 0,
713 considered_impossible_penalty_msat: 0,
714 linear_success_probability: true,
719 /// Parameters for configuring [`ProbabilisticScorer`].
721 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
722 /// these decay parameters affect the score of the channel penalty and are not changed on a
723 /// per-route penalty cost call.
724 #[derive(Copy, Clone)]
725 pub struct ProbabilisticScoringDecayParameters {
726 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
727 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
728 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
730 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
732 /// Note that after 16 or more half lives all historical data will be completely gone.
734 /// Default value: 14 days
736 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
737 pub historical_no_updates_half_life: Duration,
739 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
740 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
741 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
744 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
745 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
746 /// struct documentation for more info on the way the liquidity bounds are used.
748 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
749 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
750 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
752 /// Default value: 6 hours
756 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
757 /// liquidity knowledge will never decay except when the bounds cross.
758 pub liquidity_offset_half_life: Duration,
761 impl Default for ProbabilisticScoringDecayParameters {
762 fn default() -> Self {
764 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
765 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
771 impl ProbabilisticScoringDecayParameters {
772 fn zero_penalty() -> Self {
774 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
775 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
780 /// Accounting for channel liquidity balance uncertainty.
782 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
783 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
784 /// offset fields gives the opposite direction.
785 struct ChannelLiquidity<T: Time> {
786 /// Lower channel liquidity bound in terms of an offset from zero.
787 min_liquidity_offset_msat: u64,
789 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
790 max_liquidity_offset_msat: u64,
792 /// Time when the liquidity bounds were last modified.
795 min_liquidity_offset_history: HistoricalBucketRangeTracker,
796 max_liquidity_offset_history: HistoricalBucketRangeTracker,
799 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
800 /// decayed with a given half life.
801 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
802 min_liquidity_offset_msat: L,
803 max_liquidity_offset_msat: L,
804 liquidity_history: HistoricalMinMaxBuckets<BRT>,
808 decay_params: ProbabilisticScoringDecayParameters,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
836 let graph = self.network_graph.read_only();
837 for (scid, liq) in self.channel_liquidities.iter() {
838 if let Some(chan_debug) = graph.channels().get(scid) {
839 let log_direction = |source, target| {
840 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
841 let amt = directed_info.effective_capacity().as_msat();
842 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
844 let (min_buckets, max_buckets) = dir_liq.liquidity_history
845 .get_decayed_buckets(now, *dir_liq.last_updated,
846 self.decay_params.historical_no_updates_half_life)
847 .unwrap_or(([0; 32], [0; 32]));
849 log_debug!(self.logger, core::concat!(
850 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
851 "\tHistorical min liquidity bucket relative probabilities:\n",
852 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
853 "\tHistorical max liquidity bucket relative probabilities:\n",
854 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
855 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
856 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
857 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
858 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
859 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
860 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
861 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
862 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
863 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
864 // Note that the liquidity buckets are an offset from the edge, so we
865 // inverse the max order to get the probabilities from zero.
866 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
867 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
868 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
869 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
870 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
871 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
872 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
873 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
875 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
879 log_direction(&chan_debug.node_one, &chan_debug.node_two);
880 log_direction(&chan_debug.node_two, &chan_debug.node_one);
882 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
887 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
888 /// channel with `scid` towards the given `target` node.
889 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
890 let graph = self.network_graph.read_only();
892 if let Some(chan) = graph.channels().get(&scid) {
893 if let Some(liq) = self.channel_liquidities.get(&scid) {
894 if let Some((directed_info, source)) = chan.as_directed_to(target) {
895 let amt = directed_info.effective_capacity().as_msat();
896 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
897 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
904 /// Query the historical estimated minimum and maximum liquidity available for sending a
905 /// payment over the channel with `scid` towards the given `target` node.
907 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
908 /// the second set describes the upper-bound liquidity history. Each bucket describes the
909 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
910 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
911 /// more recent data points are weighted more heavily than older datapoints.
913 /// Note that the range of each bucket varies by its location to provide more granular results
914 /// at the edges of a channel's capacity, where it is more likely to sit.
916 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
917 /// is calculated by dividing that bucket's value with the total value of all buckets.
919 /// For example, using a lower bucket count for illustrative purposes, a value of
920 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
921 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
922 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
923 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
925 /// Because the datapoints are decayed slowly over time, values will eventually return to
926 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
928 /// In order to fetch a single success probability from the buckets provided here, as used in
929 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
930 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
931 -> Option<([u16; 32], [u16; 32])> {
932 let graph = self.network_graph.read_only();
934 if let Some(chan) = graph.channels().get(&scid) {
935 if let Some(liq) = self.channel_liquidities.get(&scid) {
936 if let Some((directed_info, source)) = chan.as_directed_to(target) {
937 let amt = directed_info.effective_capacity().as_msat();
938 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
940 let (min_buckets, mut max_buckets) =
941 dir_liq.liquidity_history.get_decayed_buckets(
942 dir_liq.now, *dir_liq.last_updated,
943 self.decay_params.historical_no_updates_half_life
946 // Note that the liquidity buckets are an offset from the edge, so we inverse
947 // the max order to get the probabilities from zero.
948 max_buckets.reverse();
949 return Some((min_buckets, max_buckets));
956 /// Query the probability of payment success sending the given `amount_msat` over the channel
957 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
960 /// These are the same bounds as returned by
961 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
962 /// [`Self::estimated_channel_liquidity_range`]).
963 pub fn historical_estimated_payment_success_probability(
964 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
966 let graph = self.network_graph.read_only();
968 if let Some(chan) = graph.channels().get(&scid) {
969 if let Some(liq) = self.channel_liquidities.get(&scid) {
970 if let Some((directed_info, source)) = chan.as_directed_to(target) {
971 let capacity_msat = directed_info.effective_capacity().as_msat();
972 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
974 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
975 dir_liq.now, *dir_liq.last_updated,
976 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
978 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
986 impl<T: Time> ChannelLiquidity<T> {
990 min_liquidity_offset_msat: 0,
991 max_liquidity_offset_msat: 0,
992 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
993 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
994 last_updated: T::now(),
998 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1001 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1002 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1003 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1004 if source < target {
1005 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1006 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1008 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1009 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1012 DirectedChannelLiquidity {
1013 min_liquidity_offset_msat,
1014 max_liquidity_offset_msat,
1015 liquidity_history: HistoricalMinMaxBuckets {
1016 min_liquidity_offset_history,
1017 max_liquidity_offset_history,
1020 last_updated: &self.last_updated,
1022 decay_params: decay_params,
1026 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1027 /// `capacity_msat`.
1029 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1030 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1031 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1032 if source < target {
1033 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1034 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1036 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1037 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1040 DirectedChannelLiquidity {
1041 min_liquidity_offset_msat,
1042 max_liquidity_offset_msat,
1043 liquidity_history: HistoricalMinMaxBuckets {
1044 min_liquidity_offset_history,
1045 max_liquidity_offset_history,
1048 last_updated: &mut self.last_updated,
1050 decay_params: decay_params,
1055 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1057 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1059 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1060 /// ratio, as X in 1/X.
1061 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1063 /// The divisor used when computing the amount penalty.
1064 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1065 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1067 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1069 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1070 (a * a * a, b * b * b, c * c * c)
1073 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1074 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1076 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1078 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1079 /// (recently) seen an HTLC successfully complete over this channel.
1081 fn success_probability(
1082 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1083 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1085 debug_assert!(min_liquidity_msat <= amount_msat);
1086 debug_assert!(amount_msat < max_liquidity_msat);
1087 debug_assert!(max_liquidity_msat <= capacity_msat);
1089 let (numerator, mut denominator) =
1090 if params.linear_success_probability {
1091 (max_liquidity_msat - amount_msat,
1092 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1094 let capacity = capacity_msat as f64;
1095 let min = (min_liquidity_msat as f64) / capacity;
1096 let max = (max_liquidity_msat as f64) / capacity;
1097 let amount = (amount_msat as f64) / capacity;
1099 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1100 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1101 // liquidity bounds is thus the integral under the curve from the amount to maximum
1102 // estimated liquidity, divided by the same integral from the minimum to the maximum
1103 // estimated liquidity bounds.
1105 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1106 // calculate the cumulative density function between the min/max bounds trivially. Note
1107 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1108 // division of num / den.
1109 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1110 let num = max_pow - amt_pow;
1111 let den = max_pow - min_pow;
1113 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1114 // quite a large factor to get something useful (ideally in the 2^30 range).
1115 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1116 let numerator = (num * BILLIONISH) as u64 + 1;
1117 let denominator = (den * BILLIONISH) as u64 + 1;
1118 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1119 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1120 (numerator, denominator)
1123 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1124 denominator < u64::max_value() / 21
1126 // If we have no knowledge of the channel, scale probability down by ~75%
1127 // Note that we prefer to increase the denominator rather than decrease the numerator as
1128 // the denominator is more likely to be larger and thus provide greater precision. This is
1129 // mostly an overoptimization but makes a large difference in tests.
1130 denominator = denominator * 21 / 16
1133 (numerator, denominator)
1136 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1137 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1139 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1140 let available_capacity = self.capacity_msat;
1141 let max_liquidity_msat = self.max_liquidity_msat();
1142 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1144 let mut res = if amount_msat <= min_liquidity_msat {
1146 } else if amount_msat >= max_liquidity_msat {
1147 // Equivalent to hitting the else clause below with the amount equal to the effective
1148 // capacity and without any certainty on the liquidity upper bound, plus the
1149 // impossibility penalty.
1150 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1151 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1152 score_params.liquidity_penalty_multiplier_msat,
1153 score_params.liquidity_penalty_amount_multiplier_msat)
1154 .saturating_add(score_params.considered_impossible_penalty_msat)
1156 let (numerator, denominator) = success_probability(amount_msat,
1157 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1158 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1159 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1160 // don't bother trying to use the log approximation as it gets too noisy to be
1161 // particularly helpful, instead just round down to 0.
1164 let negative_log10_times_2048 =
1165 approx::negative_log10_times_2048(numerator, denominator);
1166 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1167 score_params.liquidity_penalty_multiplier_msat,
1168 score_params.liquidity_penalty_amount_multiplier_msat)
1172 if amount_msat >= available_capacity {
1173 // We're trying to send more than the capacity, use a max penalty.
1174 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1175 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1176 score_params.historical_liquidity_penalty_multiplier_msat,
1177 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1181 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1182 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1183 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1184 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1185 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1188 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1189 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1190 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1191 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1193 // If we don't have any valid points (or, once decayed, we have less than a full
1194 // point), redo the non-historical calculation with no liquidity bounds tracked and
1195 // the historical penalty multipliers.
1196 let (numerator, denominator) = success_probability(amount_msat, 0,
1197 available_capacity, available_capacity, score_params, true);
1198 let negative_log10_times_2048 =
1199 approx::negative_log10_times_2048(numerator, denominator);
1200 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1201 score_params.historical_liquidity_penalty_multiplier_msat,
1202 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1209 /// Computes the liquidity penalty from the penalty multipliers.
1211 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1212 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1214 negative_log10_times_2048 =
1215 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1217 // Upper bound the liquidity penalty to ensure some channel is selected.
1218 let liquidity_penalty_msat = negative_log10_times_2048
1219 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1220 let amount_penalty_msat = negative_log10_times_2048
1221 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1222 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1224 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1227 /// Returns the lower bound of the channel liquidity balance in this direction.
1229 fn min_liquidity_msat(&self) -> u64 {
1230 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1233 /// Returns the upper bound of the channel liquidity balance in this direction.
1235 fn max_liquidity_msat(&self) -> u64 {
1237 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1240 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1241 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1243 // Decay the offset by the appropriate number of half lives. If half of the next half
1244 // life has passed, approximate an additional three-quarter life to help smooth out the
1246 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1247 let half_decays = elapsed_time / (half_life / 2);
1248 let decays = half_decays / 2;
1249 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1250 if half_decays % 2 == 0 {
1253 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1255 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1263 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1264 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1265 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1266 let existing_max_msat = self.max_liquidity_msat();
1267 if amount_msat < existing_max_msat {
1268 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1269 self.set_max_liquidity_msat(amount_msat);
1271 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1272 chan_descr, existing_max_msat, amount_msat);
1274 self.update_history_buckets(0);
1277 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1278 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1279 let existing_min_msat = self.min_liquidity_msat();
1280 if amount_msat > existing_min_msat {
1281 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1282 self.set_min_liquidity_msat(amount_msat);
1284 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1285 chan_descr, existing_min_msat, amount_msat);
1287 self.update_history_buckets(0);
1290 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1291 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1292 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1293 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1294 self.set_max_liquidity_msat(max_liquidity_msat);
1295 self.update_history_buckets(amount_msat);
1298 /// Updates the history buckets for this channel. Because the history buckets track what we now
1299 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1300 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1301 /// represents the amount of the successful payment we just made.
1302 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1303 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1304 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1305 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1306 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1307 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1309 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1310 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1311 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1313 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1314 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1315 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1319 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1320 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1321 *self.min_liquidity_offset_msat = amount_msat;
1322 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1325 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1327 *self.last_updated = self.now;
1330 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1331 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1332 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1333 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1336 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1338 *self.last_updated = self.now;
1342 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1343 type ScoreParams = ProbabilisticScoringFeeParameters;
1344 fn channel_penalty_msat(
1345 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1347 let (scid, target) = match candidate {
1348 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1349 (short_channel_id, info.target())
1353 let source = candidate.source();
1354 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1358 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1359 score_params.base_penalty_amount_multiplier_msat
1360 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1362 let mut anti_probing_penalty_msat = 0;
1363 match usage.effective_capacity {
1364 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1365 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1367 if usage.amount_msat > amount_msat {
1368 return u64::max_value();
1370 return base_penalty_msat;
1373 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1374 if htlc_maximum_msat >= capacity_msat/2 {
1375 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1381 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1382 let capacity_msat = usage.effective_capacity.as_msat();
1383 self.channel_liquidities
1385 .unwrap_or(&ChannelLiquidity::new())
1386 .as_directed(&source, &target, capacity_msat, self.decay_params)
1387 .penalty_msat(amount_msat, score_params)
1388 .saturating_add(anti_probing_penalty_msat)
1389 .saturating_add(base_penalty_msat)
1393 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1394 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1395 let amount_msat = path.final_value_msat();
1396 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1397 let network_graph = self.network_graph.read_only();
1398 for (hop_idx, hop) in path.hops.iter().enumerate() {
1399 let target = NodeId::from_pubkey(&hop.pubkey);
1400 let channel_directed_from_source = network_graph.channels()
1401 .get(&hop.short_channel_id)
1402 .and_then(|channel| channel.as_directed_to(&target));
1404 let at_failed_channel = hop.short_channel_id == short_channel_id;
1405 if at_failed_channel && hop_idx == 0 {
1406 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);
1409 // Only score announced channels.
1410 if let Some((channel, source)) = channel_directed_from_source {
1411 let capacity_msat = channel.effective_capacity().as_msat();
1412 if at_failed_channel {
1413 self.channel_liquidities
1414 .entry(hop.short_channel_id)
1415 .or_insert_with(ChannelLiquidity::new)
1416 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1417 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1419 self.channel_liquidities
1420 .entry(hop.short_channel_id)
1421 .or_insert_with(ChannelLiquidity::new)
1422 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1423 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1426 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).",
1427 hop.short_channel_id);
1429 if at_failed_channel { break; }
1433 fn payment_path_successful(&mut self, path: &Path) {
1434 let amount_msat = path.final_value_msat();
1435 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1436 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1437 let network_graph = self.network_graph.read_only();
1438 for hop in &path.hops {
1439 let target = NodeId::from_pubkey(&hop.pubkey);
1440 let channel_directed_from_source = network_graph.channels()
1441 .get(&hop.short_channel_id)
1442 .and_then(|channel| channel.as_directed_to(&target));
1444 // Only score announced channels.
1445 if let Some((channel, source)) = channel_directed_from_source {
1446 let capacity_msat = channel.effective_capacity().as_msat();
1447 self.channel_liquidities
1448 .entry(hop.short_channel_id)
1449 .or_insert_with(ChannelLiquidity::new)
1450 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1451 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1453 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).",
1454 hop.short_channel_id);
1459 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1460 self.payment_path_failed(path, short_channel_id)
1463 fn probe_successful(&mut self, path: &Path) {
1464 self.payment_path_failed(path, u64::max_value())
1469 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1470 where L::Target: Logger {}
1473 const BITS: u32 = 64;
1474 const HIGHEST_BIT: u32 = BITS - 1;
1475 const LOWER_BITS: u32 = 6;
1476 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1477 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1479 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1480 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1481 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1482 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1483 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1484 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1485 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1486 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1487 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1488 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1489 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1490 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1491 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1492 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1493 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1494 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1495 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1496 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1497 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1498 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1499 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1500 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1501 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1502 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1503 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1504 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1505 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1506 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1507 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1508 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1509 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1510 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1511 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1512 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1513 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1514 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1515 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1516 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1517 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1518 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1519 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1520 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1521 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1522 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1523 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1524 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1525 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1526 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1527 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1528 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1529 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1530 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1531 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1532 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1533 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1534 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1535 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1536 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1537 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1538 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1539 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1540 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1541 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1542 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1543 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1544 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1545 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1546 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1547 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1548 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1549 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1550 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1551 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1552 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1553 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1554 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1555 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1556 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1557 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1558 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1559 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1560 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1561 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1562 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1563 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1564 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1565 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1566 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1567 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1568 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1569 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1570 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1571 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1572 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1573 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1574 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1575 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1576 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1577 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1578 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1579 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1580 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1581 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1582 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1583 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1584 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1585 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1586 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1587 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1588 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1589 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1590 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1591 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1592 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1593 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1594 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1595 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1596 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1597 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1598 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1599 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1600 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1601 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1602 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1603 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1604 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1605 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1606 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1607 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1608 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1609 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1610 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1611 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1612 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1613 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1614 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1615 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1616 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1617 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1618 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1619 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1620 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1621 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1622 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1623 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1624 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1625 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1626 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1627 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1628 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1629 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1630 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1631 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1632 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1633 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1634 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1635 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1636 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1637 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1638 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1639 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1640 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1641 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1642 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1643 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1644 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1645 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1646 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1647 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1648 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1649 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1650 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1651 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1652 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1653 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1654 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1655 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1656 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1657 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1658 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1659 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1660 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1661 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1662 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1663 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1664 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1665 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1666 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1667 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1668 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1669 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1670 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1671 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1672 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1673 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1674 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1675 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1676 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1677 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1678 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1679 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1680 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1681 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1682 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1683 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1684 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1685 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1686 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1687 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1688 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1689 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1690 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1691 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1692 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1693 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1694 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1695 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1696 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1697 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1698 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1699 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1700 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1701 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1702 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1703 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1704 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1705 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1706 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1707 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1708 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1709 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1710 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1711 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1712 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1713 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1714 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1715 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1716 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1717 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1718 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1719 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1720 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1721 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1722 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1723 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1724 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1725 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1726 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1727 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1728 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1729 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1730 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1731 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1732 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1733 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1734 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1735 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1736 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1737 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1740 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1742 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1743 // Multiply the -1 through to avoid needing to use signed numbers.
1744 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1748 fn log10_times_2048(x: u64) -> u16 {
1749 debug_assert_ne!(x, 0);
1750 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1751 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1752 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1760 fn prints_negative_log10_times_2048_lookup_table() {
1761 for msb in 0..BITS {
1762 for i in 0..LOWER_BITS_BOUND {
1763 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1764 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1765 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1767 if i % LOWER_BITS_BOUND == 0 {
1768 print!("\t\t[{}, ", log10_times_2048);
1769 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1770 println!("{}],", log10_times_2048);
1771 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1772 print!("{},\n\t\t\t", log10_times_2048);
1774 print!("{}, ", log10_times_2048);
1782 mod bucketed_history {
1785 // Because liquidity is often skewed heavily in one direction, we store historical state
1786 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1787 // must fit evenly into the buckets here.
1789 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1790 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1791 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1792 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1794 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1795 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1796 // buckets in total.
1798 const BUCKET_START_POS: [u16; 33] = [
1799 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1800 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1803 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1804 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1807 const POSITION_TICKS: u16 = 1 << 14;
1809 fn pos_to_bucket(pos: u16) -> usize {
1810 for bucket in 0..32 {
1811 if pos < BUCKET_START_POS[bucket + 1] {
1815 debug_assert!(false);
1821 fn check_bucket_maps() {
1822 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1823 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1824 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1826 let mut min_size_iter = 0;
1827 let mut legacy_bucket_iter = 0;
1828 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1829 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1830 for i in 0..*width {
1831 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1833 min_size_iter += *width;
1834 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1835 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1836 if legacy_bucket_iter + 1 < 8 {
1837 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1839 legacy_bucket_iter += 1;
1842 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1843 assert_eq!(min_size_iter, POSITION_TICKS);
1847 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1848 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1849 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1850 .try_into().unwrap_or(POSITION_TICKS)
1852 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1853 // division. This branch should only be hit in fuzz testing since the amount would
1854 // need to be over 2.88 million BTC in practice.
1855 ((amount_msat as u128) * (POSITION_TICKS as u128)
1856 / (capacity_msat as u128).saturating_add(1))
1857 .try_into().unwrap_or(POSITION_TICKS)
1859 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1860 // capacity to change due to a `channel_update` message which, if received while a payment
1861 // is in-flight, could cause this to fail. Thus, we only assert in test.
1863 debug_assert!(pos < POSITION_TICKS);
1867 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1868 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1869 /// support reading the legacy values here for backwards compatibility.
1870 pub(super) struct LegacyHistoricalBucketRangeTracker {
1874 impl LegacyHistoricalBucketRangeTracker {
1875 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1876 let mut buckets = [0; 32];
1877 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1878 let mut new_val = *legacy_bucket;
1879 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1880 new_val /= (end - start) as u16;
1881 for i in start..end {
1882 buckets[i as usize] = new_val;
1885 HistoricalBucketRangeTracker { buckets }
1889 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1890 /// in each of 32 buckets.
1891 #[derive(Clone, Copy)]
1892 pub(super) struct HistoricalBucketRangeTracker {
1896 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1897 /// "one" is 32, or this constant.
1898 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1900 impl HistoricalBucketRangeTracker {
1901 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1902 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1903 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1904 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1906 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1907 // the buckets for the current min and max liquidity offset positions.
1909 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1910 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1911 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1913 // In total, this allows us to track data for the last 8,000 or so payments across a given
1916 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1917 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1918 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1921 // The constants were picked experimentally, selecting a decay amount that restricts us
1922 // from overflowing buckets without having to cap them manually.
1924 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1925 if pos < POSITION_TICKS {
1926 for e in self.buckets.iter_mut() {
1927 *e = ((*e as u32) * 2047 / 2048) as u16;
1929 let bucket = pos_to_bucket(pos);
1930 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1933 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1934 /// datapoints as we receive newer information.
1936 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1937 for e in self.buckets.iter_mut() {
1938 *e = e.checked_shr(half_lives).unwrap_or(0);
1943 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1944 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1946 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1947 /// liquidity bounds for a given channel.
1948 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1949 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1951 pub(super) min_liquidity_offset_history: D,
1952 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1954 pub(super) max_liquidity_offset_history: D,
1957 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1958 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1959 -> Option<([u16; 32], [u16; 32])> {
1960 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1962 let mut min_buckets = *self.min_liquidity_offset_history;
1963 min_buckets.time_decay_data(required_decays);
1964 let mut max_buckets = *self.max_liquidity_offset_history;
1965 max_buckets.time_decay_data(required_decays);
1966 Some((min_buckets.buckets, max_buckets.buckets))
1969 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1970 -> Option<(u64, u32)> {
1971 let required_decays = now.duration_since(last_updated).as_secs()
1972 .checked_div(half_life.as_secs())
1973 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1975 let mut total_valid_points_tracked = 0;
1976 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1977 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1978 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1982 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1983 // treat it as if we were fully decayed.
1984 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1985 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1989 Some((total_valid_points_tracked, required_decays))
1993 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1994 &self, now: T, last_updated: T, half_life: Duration,
1995 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
1997 // If historical penalties are enabled, we try to calculate a probability of success
1998 // given our historical distribution of min- and max-liquidity bounds in a channel.
1999 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2000 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2001 // state). For each pair, we calculate the probability as if the bucket's corresponding
2002 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2003 // that probability by the weight of the selected buckets.
2004 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2005 if payment_pos >= POSITION_TICKS { return None; }
2007 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2008 // don't actually use the decayed buckets, though, as that would lose precision.
2009 let (total_valid_points_tracked, _)
2010 = self.get_total_valid_points(now, last_updated, half_life)?;
2012 let mut cumulative_success_prob_times_billion = 0;
2013 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2014 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2015 // points against the 0th min bucket. This avoids the case where we fail to route
2016 // increasingly lower values over a channel, but treat each failure as a separate
2017 // datapoint, many of which may have relatively high maximum-available-liquidity
2018 // values, which will result in us thinking we have some nontrivial probability of
2019 // routing up to that amount.
2020 if self.min_liquidity_offset_history.buckets[0] != 0 {
2021 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2022 let mut total_max_points = 0; // Total points in max-buckets to consider
2023 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2024 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2025 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2027 total_max_points += *max_bucket as u64;
2029 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2030 if payment_pos < max_bucket_end_pos {
2031 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2032 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2033 let bucket_prob_times_billion =
2034 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2035 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2036 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2037 numerator / denominator;
2041 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2042 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2043 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2044 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2045 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2046 // 30 bits is 62 bits.
2047 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2048 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2049 if payment_pos >= max_bucket_end_pos {
2050 // Success probability 0, the payment amount may be above the max liquidity
2052 } else if payment_pos < min_bucket_start_pos {
2053 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2055 let (numerator, denominator) = success_probability(payment_pos as u64,
2056 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2057 POSITION_TICKS as u64 - 1, params, true);
2058 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2059 numerator / denominator;
2064 Some(cumulative_success_prob_times_billion)
2068 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2070 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2072 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2073 write_tlv_fields!(w, {
2074 (0, self.channel_liquidities, required),
2080 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2081 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2084 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2085 ) -> Result<Self, DecodeError> {
2086 let (decay_params, network_graph, logger) = args;
2087 let mut channel_liquidities = HashMap::new();
2088 read_tlv_fields!(r, {
2089 (0, channel_liquidities, required),
2095 channel_liquidities,
2100 impl<T: Time> Writeable for ChannelLiquidity<T> {
2102 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2103 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2104 write_tlv_fields!(w, {
2105 (0, self.min_liquidity_offset_msat, required),
2106 // 1 was the min_liquidity_offset_history in octile form
2107 (2, self.max_liquidity_offset_msat, required),
2108 // 3 was the max_liquidity_offset_history in octile form
2109 (4, duration_since_epoch, required),
2110 (5, Some(self.min_liquidity_offset_history), option),
2111 (7, Some(self.max_liquidity_offset_history), option),
2117 impl<T: Time> Readable for ChannelLiquidity<T> {
2119 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2120 let mut min_liquidity_offset_msat = 0;
2121 let mut max_liquidity_offset_msat = 0;
2122 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2123 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2124 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2125 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2126 let mut duration_since_epoch = Duration::from_secs(0);
2127 read_tlv_fields!(r, {
2128 (0, min_liquidity_offset_msat, required),
2129 (1, legacy_min_liq_offset_history, option),
2130 (2, max_liquidity_offset_msat, required),
2131 (3, legacy_max_liq_offset_history, option),
2132 (4, duration_since_epoch, required),
2133 (5, min_liquidity_offset_history, option),
2134 (7, max_liquidity_offset_history, option),
2136 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2137 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2138 // is a time from a monotonic clock usually represented as an offset against boot time).
2139 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2140 // from the one that was written. However, because `Instant` can panic if we construct one
2141 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2142 // using `Instant::now()` in that case.
2143 let wall_clock_now = T::duration_since_epoch();
2145 let last_updated = if wall_clock_now > duration_since_epoch {
2146 now - (wall_clock_now - duration_since_epoch)
2148 if min_liquidity_offset_history.is_none() {
2149 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2150 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2152 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2155 if max_liquidity_offset_history.is_none() {
2156 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2157 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2159 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2163 min_liquidity_offset_msat,
2164 max_liquidity_offset_msat,
2165 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2166 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2174 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2175 use crate::blinded_path::{BlindedHop, BlindedPath};
2176 use crate::util::config::UserConfig;
2177 use crate::util::time::Time;
2178 use crate::util::time::tests::SinceEpoch;
2180 use crate::ln::channelmanager;
2181 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2182 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2183 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2184 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2185 use crate::util::ser::{ReadableArgs, Writeable};
2186 use crate::util::test_utils::{self, TestLogger};
2188 use bitcoin::blockdata::constants::ChainHash;
2189 use bitcoin::hashes::Hash;
2190 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2191 use bitcoin::network::constants::Network;
2192 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2193 use core::time::Duration;
2196 fn source_privkey() -> SecretKey {
2197 SecretKey::from_slice(&[42; 32]).unwrap()
2200 fn target_privkey() -> SecretKey {
2201 SecretKey::from_slice(&[43; 32]).unwrap()
2204 fn source_pubkey() -> PublicKey {
2205 let secp_ctx = Secp256k1::new();
2206 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2209 fn target_pubkey() -> PublicKey {
2210 let secp_ctx = Secp256k1::new();
2211 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2214 fn source_node_id() -> NodeId {
2215 NodeId::from_pubkey(&source_pubkey())
2218 fn target_node_id() -> NodeId {
2219 NodeId::from_pubkey(&target_pubkey())
2222 // `ProbabilisticScorer` tests
2224 /// A probabilistic scorer for testing with time that can be manually advanced.
2225 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2227 fn sender_privkey() -> SecretKey {
2228 SecretKey::from_slice(&[41; 32]).unwrap()
2231 fn recipient_privkey() -> SecretKey {
2232 SecretKey::from_slice(&[45; 32]).unwrap()
2235 fn sender_pubkey() -> PublicKey {
2236 let secp_ctx = Secp256k1::new();
2237 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2240 fn recipient_pubkey() -> PublicKey {
2241 let secp_ctx = Secp256k1::new();
2242 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2245 fn sender_node_id() -> NodeId {
2246 NodeId::from_pubkey(&sender_pubkey())
2249 fn recipient_node_id() -> NodeId {
2250 NodeId::from_pubkey(&recipient_pubkey())
2253 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2254 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2255 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2256 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2262 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2263 node_2_key: SecretKey
2265 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2266 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2267 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2268 let secp_ctx = Secp256k1::new();
2269 let unsigned_announcement = UnsignedChannelAnnouncement {
2270 features: channelmanager::provided_channel_features(&UserConfig::default()),
2271 chain_hash: genesis_hash,
2273 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2274 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2275 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2276 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2277 excess_data: Vec::new(),
2279 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2280 let signed_announcement = ChannelAnnouncement {
2281 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2282 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2283 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2284 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2285 contents: unsigned_announcement,
2287 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2288 network_graph.update_channel_from_announcement(
2289 &signed_announcement, &chain_source).unwrap();
2290 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2291 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2295 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2296 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2298 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2299 let secp_ctx = Secp256k1::new();
2300 let unsigned_update = UnsignedChannelUpdate {
2301 chain_hash: genesis_hash,
2305 cltv_expiry_delta: 18,
2306 htlc_minimum_msat: 0,
2309 fee_proportional_millionths: 0,
2310 excess_data: Vec::new(),
2312 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2313 let signed_update = ChannelUpdate {
2314 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2315 contents: unsigned_update,
2317 network_graph.update_channel(&signed_update).unwrap();
2320 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2321 let config = UserConfig::default();
2324 node_features: channelmanager::provided_node_features(&config),
2326 channel_features: channelmanager::provided_channel_features(&config),
2328 cltv_expiry_delta: 18,
2329 maybe_announced_channel: true,
2333 fn payment_path_for_amount(amount_msat: u64) -> Path {
2336 path_hop(source_pubkey(), 41, 1),
2337 path_hop(target_pubkey(), 42, 2),
2338 path_hop(recipient_pubkey(), 43, amount_msat),
2339 ], blinded_tail: None,
2344 fn liquidity_bounds_directed_from_lowest_node_id() {
2345 let logger = TestLogger::new();
2346 let last_updated = SinceEpoch::now();
2347 let network_graph = network_graph(&logger);
2348 let decay_params = ProbabilisticScoringDecayParameters::default();
2349 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2352 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2353 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2354 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2358 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2359 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2360 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2362 let source = source_node_id();
2363 let target = target_node_id();
2364 let recipient = recipient_node_id();
2365 assert!(source > target);
2366 assert!(target < recipient);
2368 // Update minimum liquidity.
2370 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2371 .as_directed(&source, &target, 1_000, decay_params);
2372 assert_eq!(liquidity.min_liquidity_msat(), 100);
2373 assert_eq!(liquidity.max_liquidity_msat(), 300);
2375 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2376 .as_directed(&target, &source, 1_000, decay_params);
2377 assert_eq!(liquidity.min_liquidity_msat(), 700);
2378 assert_eq!(liquidity.max_liquidity_msat(), 900);
2380 scorer.channel_liquidities.get_mut(&42).unwrap()
2381 .as_directed_mut(&source, &target, 1_000, decay_params)
2382 .set_min_liquidity_msat(200);
2384 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2385 .as_directed(&source, &target, 1_000, decay_params);
2386 assert_eq!(liquidity.min_liquidity_msat(), 200);
2387 assert_eq!(liquidity.max_liquidity_msat(), 300);
2389 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2390 .as_directed(&target, &source, 1_000, decay_params);
2391 assert_eq!(liquidity.min_liquidity_msat(), 700);
2392 assert_eq!(liquidity.max_liquidity_msat(), 800);
2394 // Update maximum liquidity.
2396 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2397 .as_directed(&target, &recipient, 1_000, decay_params);
2398 assert_eq!(liquidity.min_liquidity_msat(), 700);
2399 assert_eq!(liquidity.max_liquidity_msat(), 900);
2401 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2402 .as_directed(&recipient, &target, 1_000, decay_params);
2403 assert_eq!(liquidity.min_liquidity_msat(), 100);
2404 assert_eq!(liquidity.max_liquidity_msat(), 300);
2406 scorer.channel_liquidities.get_mut(&43).unwrap()
2407 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2408 .set_max_liquidity_msat(200);
2410 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2411 .as_directed(&target, &recipient, 1_000, decay_params);
2412 assert_eq!(liquidity.min_liquidity_msat(), 0);
2413 assert_eq!(liquidity.max_liquidity_msat(), 200);
2415 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2416 .as_directed(&recipient, &target, 1_000, decay_params);
2417 assert_eq!(liquidity.min_liquidity_msat(), 800);
2418 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2422 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2423 let logger = TestLogger::new();
2424 let last_updated = SinceEpoch::now();
2425 let network_graph = network_graph(&logger);
2426 let decay_params = ProbabilisticScoringDecayParameters::default();
2427 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2430 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2431 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2432 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2434 let source = source_node_id();
2435 let target = target_node_id();
2436 assert!(source > target);
2438 // Check initial bounds.
2439 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2440 .as_directed(&source, &target, 1_000, decay_params);
2441 assert_eq!(liquidity.min_liquidity_msat(), 400);
2442 assert_eq!(liquidity.max_liquidity_msat(), 800);
2444 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2445 .as_directed(&target, &source, 1_000, decay_params);
2446 assert_eq!(liquidity.min_liquidity_msat(), 200);
2447 assert_eq!(liquidity.max_liquidity_msat(), 600);
2449 // Reset from source to target.
2450 scorer.channel_liquidities.get_mut(&42).unwrap()
2451 .as_directed_mut(&source, &target, 1_000, decay_params)
2452 .set_min_liquidity_msat(900);
2454 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2455 .as_directed(&source, &target, 1_000, decay_params);
2456 assert_eq!(liquidity.min_liquidity_msat(), 900);
2457 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2459 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2460 .as_directed(&target, &source, 1_000, decay_params);
2461 assert_eq!(liquidity.min_liquidity_msat(), 0);
2462 assert_eq!(liquidity.max_liquidity_msat(), 100);
2464 // Reset from target to source.
2465 scorer.channel_liquidities.get_mut(&42).unwrap()
2466 .as_directed_mut(&target, &source, 1_000, decay_params)
2467 .set_min_liquidity_msat(400);
2469 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2470 .as_directed(&source, &target, 1_000, decay_params);
2471 assert_eq!(liquidity.min_liquidity_msat(), 0);
2472 assert_eq!(liquidity.max_liquidity_msat(), 600);
2474 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2475 .as_directed(&target, &source, 1_000, decay_params);
2476 assert_eq!(liquidity.min_liquidity_msat(), 400);
2477 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2481 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2482 let logger = TestLogger::new();
2483 let last_updated = SinceEpoch::now();
2484 let network_graph = network_graph(&logger);
2485 let decay_params = ProbabilisticScoringDecayParameters::default();
2486 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2489 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2490 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2491 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2493 let source = source_node_id();
2494 let target = target_node_id();
2495 assert!(source > target);
2497 // Check initial bounds.
2498 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2499 .as_directed(&source, &target, 1_000, decay_params);
2500 assert_eq!(liquidity.min_liquidity_msat(), 400);
2501 assert_eq!(liquidity.max_liquidity_msat(), 800);
2503 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2504 .as_directed(&target, &source, 1_000, decay_params);
2505 assert_eq!(liquidity.min_liquidity_msat(), 200);
2506 assert_eq!(liquidity.max_liquidity_msat(), 600);
2508 // Reset from source to target.
2509 scorer.channel_liquidities.get_mut(&42).unwrap()
2510 .as_directed_mut(&source, &target, 1_000, decay_params)
2511 .set_max_liquidity_msat(300);
2513 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2514 .as_directed(&source, &target, 1_000, decay_params);
2515 assert_eq!(liquidity.min_liquidity_msat(), 0);
2516 assert_eq!(liquidity.max_liquidity_msat(), 300);
2518 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2519 .as_directed(&target, &source, 1_000, decay_params);
2520 assert_eq!(liquidity.min_liquidity_msat(), 700);
2521 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2523 // Reset from target to source.
2524 scorer.channel_liquidities.get_mut(&42).unwrap()
2525 .as_directed_mut(&target, &source, 1_000, decay_params)
2526 .set_max_liquidity_msat(600);
2528 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2529 .as_directed(&source, &target, 1_000, decay_params);
2530 assert_eq!(liquidity.min_liquidity_msat(), 400);
2531 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2533 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2534 .as_directed(&target, &source, 1_000, decay_params);
2535 assert_eq!(liquidity.min_liquidity_msat(), 0);
2536 assert_eq!(liquidity.max_liquidity_msat(), 600);
2540 fn increased_penalty_nearing_liquidity_upper_bound() {
2541 let logger = TestLogger::new();
2542 let network_graph = network_graph(&logger);
2543 let params = ProbabilisticScoringFeeParameters {
2544 liquidity_penalty_multiplier_msat: 1_000,
2545 ..ProbabilisticScoringFeeParameters::zero_penalty()
2547 let decay_params = ProbabilisticScoringDecayParameters::default();
2548 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2549 let source = source_node_id();
2551 let usage = ChannelUsage {
2553 inflight_htlc_msat: 0,
2554 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2556 let network_graph = network_graph.read_only();
2557 let channel = network_graph.channel(42).unwrap();
2558 let (info, _) = channel.as_directed_from(&source).unwrap();
2559 let candidate = CandidateRouteHop::PublicHop {
2561 short_channel_id: 42,
2563 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2564 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2565 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2566 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2567 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2568 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2569 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2571 let usage = ChannelUsage {
2573 inflight_htlc_msat: 0,
2574 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2576 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2577 let usage = ChannelUsage { amount_msat: 256, ..usage };
2578 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2579 let usage = ChannelUsage { amount_msat: 374, ..usage };
2580 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2581 let usage = ChannelUsage { amount_msat: 512, ..usage };
2582 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2583 let usage = ChannelUsage { amount_msat: 640, ..usage };
2584 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2585 let usage = ChannelUsage { amount_msat: 768, ..usage };
2586 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2587 let usage = ChannelUsage { amount_msat: 896, ..usage };
2588 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2592 fn constant_penalty_outside_liquidity_bounds() {
2593 let logger = TestLogger::new();
2594 let last_updated = SinceEpoch::now();
2595 let network_graph = network_graph(&logger);
2596 let params = ProbabilisticScoringFeeParameters {
2597 liquidity_penalty_multiplier_msat: 1_000,
2598 considered_impossible_penalty_msat: u64::max_value(),
2599 ..ProbabilisticScoringFeeParameters::zero_penalty()
2601 let decay_params = ProbabilisticScoringDecayParameters {
2602 ..ProbabilisticScoringDecayParameters::zero_penalty()
2604 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2607 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2608 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2609 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2611 let source = source_node_id();
2613 let usage = ChannelUsage {
2615 inflight_htlc_msat: 0,
2616 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2618 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2619 let (info, _) = channel.as_directed_from(&source).unwrap();
2620 let candidate = CandidateRouteHop::PublicHop {
2622 short_channel_id: 42,
2624 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2625 let usage = ChannelUsage { amount_msat: 50, ..usage };
2626 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2627 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2628 let usage = ChannelUsage { amount_msat: 61, ..usage };
2629 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2633 fn does_not_further_penalize_own_channel() {
2634 let logger = TestLogger::new();
2635 let network_graph = network_graph(&logger);
2636 let params = ProbabilisticScoringFeeParameters {
2637 liquidity_penalty_multiplier_msat: 1_000,
2638 ..ProbabilisticScoringFeeParameters::zero_penalty()
2640 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2641 let source = source_node_id();
2642 let usage = ChannelUsage {
2644 inflight_htlc_msat: 0,
2645 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2647 let failed_path = payment_path_for_amount(500);
2648 let successful_path = payment_path_for_amount(200);
2649 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2650 let (info, _) = channel.as_directed_from(&source).unwrap();
2651 let candidate = CandidateRouteHop::PublicHop {
2653 short_channel_id: 41,
2656 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2658 scorer.payment_path_failed(&failed_path, 41);
2659 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2661 scorer.payment_path_successful(&successful_path);
2662 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2666 fn sets_liquidity_lower_bound_on_downstream_failure() {
2667 let logger = TestLogger::new();
2668 let network_graph = network_graph(&logger);
2669 let params = ProbabilisticScoringFeeParameters {
2670 liquidity_penalty_multiplier_msat: 1_000,
2671 ..ProbabilisticScoringFeeParameters::zero_penalty()
2673 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2674 let source = source_node_id();
2675 let path = payment_path_for_amount(500);
2677 let usage = ChannelUsage {
2679 inflight_htlc_msat: 0,
2680 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2682 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2683 let (info, _) = channel.as_directed_from(&source).unwrap();
2684 let candidate = CandidateRouteHop::PublicHop {
2686 short_channel_id: 42,
2688 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2689 let usage = ChannelUsage { amount_msat: 500, ..usage };
2690 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2691 let usage = ChannelUsage { amount_msat: 750, ..usage };
2692 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2694 scorer.payment_path_failed(&path, 43);
2696 let usage = ChannelUsage { amount_msat: 250, ..usage };
2697 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2698 let usage = ChannelUsage { amount_msat: 500, ..usage };
2699 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2700 let usage = ChannelUsage { amount_msat: 750, ..usage };
2701 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2705 fn sets_liquidity_upper_bound_on_failure() {
2706 let logger = TestLogger::new();
2707 let network_graph = network_graph(&logger);
2708 let params = ProbabilisticScoringFeeParameters {
2709 liquidity_penalty_multiplier_msat: 1_000,
2710 considered_impossible_penalty_msat: u64::max_value(),
2711 ..ProbabilisticScoringFeeParameters::zero_penalty()
2713 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2714 let source = source_node_id();
2715 let path = payment_path_for_amount(500);
2717 let usage = ChannelUsage {
2719 inflight_htlc_msat: 0,
2720 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2722 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2723 let (info, _) = channel.as_directed_from(&source).unwrap();
2724 let candidate = CandidateRouteHop::PublicHop {
2726 short_channel_id: 42,
2728 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2729 let usage = ChannelUsage { amount_msat: 500, ..usage };
2730 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2731 let usage = ChannelUsage { amount_msat: 750, ..usage };
2732 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2734 scorer.payment_path_failed(&path, 42);
2736 let usage = ChannelUsage { amount_msat: 250, ..usage };
2737 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2738 let usage = ChannelUsage { amount_msat: 500, ..usage };
2739 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2740 let usage = ChannelUsage { amount_msat: 750, ..usage };
2741 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2745 fn ignores_channels_after_removed_failed_channel() {
2746 // Previously, if we'd tried to send over a channel which was removed from the network
2747 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2748 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2749 // channels in the route, even ones which they payment never reached. This tests to ensure
2750 // we do not score such channels.
2751 let secp_ctx = Secp256k1::new();
2752 let logger = TestLogger::new();
2753 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2754 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2755 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2756 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2757 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2758 add_channel(&mut network_graph, 42, secret_a, secret_b);
2759 // Don't add the channel from B -> C.
2760 add_channel(&mut network_graph, 44, secret_c, secret_d);
2762 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2763 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2764 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2765 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2768 path_hop(pub_b, 42, 1),
2769 path_hop(pub_c, 43, 2),
2770 path_hop(pub_d, 44, 100),
2773 let node_a = NodeId::from_pubkey(&pub_a);
2774 let node_b = NodeId::from_pubkey(&pub_b);
2775 let node_c = NodeId::from_pubkey(&pub_c);
2777 let params = ProbabilisticScoringFeeParameters {
2778 liquidity_penalty_multiplier_msat: 1_000,
2779 ..ProbabilisticScoringFeeParameters::zero_penalty()
2781 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2783 let usage = ChannelUsage {
2785 inflight_htlc_msat: 0,
2786 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2788 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2789 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2790 let candidate = CandidateRouteHop::PublicHop {
2792 short_channel_id: 42,
2794 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2795 // Note that a default liquidity bound is used for B -> C as no channel exists
2796 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2797 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2798 let candidate = CandidateRouteHop::PublicHop {
2800 short_channel_id: 43,
2802 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2803 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2804 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2805 let candidate = CandidateRouteHop::PublicHop {
2807 short_channel_id: 44,
2809 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2811 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2813 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2814 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2815 let candidate = CandidateRouteHop::PublicHop {
2817 short_channel_id: 42,
2819 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2820 // Note that a default liquidity bound is used for B -> C as no channel exists
2821 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2822 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2823 let candidate = CandidateRouteHop::PublicHop {
2825 short_channel_id: 43,
2827 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2828 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2829 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2830 let candidate = CandidateRouteHop::PublicHop {
2832 short_channel_id: 44,
2834 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2838 fn reduces_liquidity_upper_bound_along_path_on_success() {
2839 let logger = TestLogger::new();
2840 let network_graph = network_graph(&logger);
2841 let params = ProbabilisticScoringFeeParameters {
2842 liquidity_penalty_multiplier_msat: 1_000,
2843 ..ProbabilisticScoringFeeParameters::zero_penalty()
2845 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2846 let source = source_node_id();
2847 let usage = ChannelUsage {
2849 inflight_htlc_msat: 0,
2850 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2852 let network_graph = network_graph.read_only().channels().clone();
2853 let channel_42 = network_graph.get(&42).unwrap();
2854 let channel_43 = network_graph.get(&43).unwrap();
2855 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2856 let candidate_41 = CandidateRouteHop::PublicHop {
2858 short_channel_id: 41,
2860 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2861 let candidate_42 = CandidateRouteHop::PublicHop {
2863 short_channel_id: 42,
2865 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2866 let candidate_43 = CandidateRouteHop::PublicHop {
2868 short_channel_id: 43,
2870 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2871 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2872 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2874 scorer.payment_path_successful(&payment_path_for_amount(500));
2876 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2877 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2878 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2882 fn decays_liquidity_bounds_over_time() {
2883 let logger = TestLogger::new();
2884 let network_graph = network_graph(&logger);
2885 let params = ProbabilisticScoringFeeParameters {
2886 liquidity_penalty_multiplier_msat: 1_000,
2887 considered_impossible_penalty_msat: u64::max_value(),
2888 ..ProbabilisticScoringFeeParameters::zero_penalty()
2890 let decay_params = ProbabilisticScoringDecayParameters {
2891 liquidity_offset_half_life: Duration::from_secs(10),
2892 ..ProbabilisticScoringDecayParameters::zero_penalty()
2894 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2895 let source = source_node_id();
2897 let usage = ChannelUsage {
2899 inflight_htlc_msat: 0,
2900 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2902 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2903 let (info, target) = channel.as_directed_from(&source).unwrap();
2904 let candidate = CandidateRouteHop::PublicHop {
2906 short_channel_id: 42,
2908 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2909 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2910 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2912 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2913 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2915 // Initial penalties
2916 let usage = ChannelUsage { amount_msat: 128, ..usage };
2917 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2918 let usage = ChannelUsage { amount_msat: 256, ..usage };
2919 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2920 let usage = ChannelUsage { amount_msat: 768, ..usage };
2921 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2922 let usage = ChannelUsage { amount_msat: 896, ..usage };
2923 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2926 SinceEpoch::advance(Duration::from_secs(4));
2927 let usage = ChannelUsage { amount_msat: 128, ..usage };
2928 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2929 let usage = ChannelUsage { amount_msat: 256, ..usage };
2930 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2931 let usage = ChannelUsage { amount_msat: 768, ..usage };
2932 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2933 let usage = ChannelUsage { amount_msat: 896, ..usage };
2934 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2936 // Half decay (i.e., three-quarter life)
2937 SinceEpoch::advance(Duration::from_secs(1));
2938 let usage = ChannelUsage { amount_msat: 128, ..usage };
2939 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2940 let usage = ChannelUsage { amount_msat: 256, ..usage };
2941 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2942 let usage = ChannelUsage { amount_msat: 768, ..usage };
2943 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2944 let usage = ChannelUsage { amount_msat: 896, ..usage };
2945 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2947 // One decay (i.e., half life)
2948 SinceEpoch::advance(Duration::from_secs(5));
2949 let usage = ChannelUsage { amount_msat: 64, ..usage };
2950 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2951 let usage = ChannelUsage { amount_msat: 128, ..usage };
2952 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2953 let usage = ChannelUsage { amount_msat: 896, ..usage };
2954 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2955 let usage = ChannelUsage { amount_msat: 960, ..usage };
2956 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2958 // Fully decay liquidity lower bound.
2959 SinceEpoch::advance(Duration::from_secs(10 * 7));
2960 let usage = ChannelUsage { amount_msat: 0, ..usage };
2961 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2962 let usage = ChannelUsage { amount_msat: 1, ..usage };
2963 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2964 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2965 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2966 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2967 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2969 // Fully decay liquidity upper bound.
2970 SinceEpoch::advance(Duration::from_secs(10));
2971 let usage = ChannelUsage { amount_msat: 0, ..usage };
2972 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2973 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2974 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2976 SinceEpoch::advance(Duration::from_secs(10));
2977 let usage = ChannelUsage { amount_msat: 0, ..usage };
2978 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2979 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2984 fn decays_liquidity_bounds_without_shift_overflow() {
2985 let logger = TestLogger::new();
2986 let network_graph = network_graph(&logger);
2987 let params = ProbabilisticScoringFeeParameters {
2988 liquidity_penalty_multiplier_msat: 1_000,
2989 ..ProbabilisticScoringFeeParameters::zero_penalty()
2991 let decay_params = ProbabilisticScoringDecayParameters {
2992 liquidity_offset_half_life: Duration::from_secs(10),
2993 ..ProbabilisticScoringDecayParameters::default()
2995 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2996 let source = source_node_id();
2997 let usage = ChannelUsage {
2999 inflight_htlc_msat: 0,
3000 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3002 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3003 let (info, target) = channel.as_directed_from(&source).unwrap();
3004 let candidate = CandidateRouteHop::PublicHop {
3006 short_channel_id: 42,
3008 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3010 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
3011 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3013 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3014 // would cause an overflow.
3015 SinceEpoch::advance(Duration::from_secs(10 * 64));
3016 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3018 SinceEpoch::advance(Duration::from_secs(10));
3019 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3023 fn restricts_liquidity_bounds_after_decay() {
3024 let logger = TestLogger::new();
3025 let network_graph = network_graph(&logger);
3026 let params = ProbabilisticScoringFeeParameters {
3027 liquidity_penalty_multiplier_msat: 1_000,
3028 ..ProbabilisticScoringFeeParameters::zero_penalty()
3030 let decay_params = ProbabilisticScoringDecayParameters {
3031 liquidity_offset_half_life: Duration::from_secs(10),
3032 ..ProbabilisticScoringDecayParameters::default()
3034 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3035 let source = source_node_id();
3036 let usage = ChannelUsage {
3038 inflight_htlc_msat: 0,
3039 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3041 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3042 let (info, _) = channel.as_directed_from(&source).unwrap();
3043 let candidate = CandidateRouteHop::PublicHop {
3045 short_channel_id: 42,
3048 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3050 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3051 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
3052 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
3053 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3055 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3056 SinceEpoch::advance(Duration::from_secs(10));
3057 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3059 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3060 // is closer to the upper bound, meaning a higher penalty.
3061 scorer.payment_path_successful(&payment_path_for_amount(64));
3062 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3064 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3065 // is closer to the lower bound, meaning a lower penalty.
3066 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
3067 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3069 // Further decaying affects the lower bound more than the upper bound (128, 928).
3070 SinceEpoch::advance(Duration::from_secs(10));
3071 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3075 fn restores_persisted_liquidity_bounds() {
3076 let logger = TestLogger::new();
3077 let network_graph = network_graph(&logger);
3078 let params = ProbabilisticScoringFeeParameters {
3079 liquidity_penalty_multiplier_msat: 1_000,
3080 considered_impossible_penalty_msat: u64::max_value(),
3081 ..ProbabilisticScoringFeeParameters::zero_penalty()
3083 let decay_params = ProbabilisticScoringDecayParameters {
3084 liquidity_offset_half_life: Duration::from_secs(10),
3085 ..ProbabilisticScoringDecayParameters::default()
3087 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3088 let source = source_node_id();
3089 let usage = ChannelUsage {
3091 inflight_htlc_msat: 0,
3092 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3095 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3096 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3097 let (info, _) = channel.as_directed_from(&source).unwrap();
3098 let candidate = CandidateRouteHop::PublicHop {
3100 short_channel_id: 42,
3102 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3104 SinceEpoch::advance(Duration::from_secs(10));
3105 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3107 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3108 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3110 let mut serialized_scorer = Vec::new();
3111 scorer.write(&mut serialized_scorer).unwrap();
3113 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3114 let deserialized_scorer =
3115 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3116 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3120 fn decays_persisted_liquidity_bounds() {
3121 let logger = TestLogger::new();
3122 let network_graph = network_graph(&logger);
3123 let params = ProbabilisticScoringFeeParameters {
3124 liquidity_penalty_multiplier_msat: 1_000,
3125 considered_impossible_penalty_msat: u64::max_value(),
3126 ..ProbabilisticScoringFeeParameters::zero_penalty()
3128 let decay_params = ProbabilisticScoringDecayParameters {
3129 liquidity_offset_half_life: Duration::from_secs(10),
3130 ..ProbabilisticScoringDecayParameters::zero_penalty()
3132 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3133 let source = source_node_id();
3134 let usage = ChannelUsage {
3136 inflight_htlc_msat: 0,
3137 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3140 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3141 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3142 let (info, _) = channel.as_directed_from(&source).unwrap();
3143 let candidate = CandidateRouteHop::PublicHop {
3145 short_channel_id: 42,
3147 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3149 let mut serialized_scorer = Vec::new();
3150 scorer.write(&mut serialized_scorer).unwrap();
3152 SinceEpoch::advance(Duration::from_secs(10));
3154 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3155 let deserialized_scorer =
3156 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3157 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3159 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3160 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3162 SinceEpoch::advance(Duration::from_secs(10));
3163 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3167 fn scores_realistic_payments() {
3168 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3169 // 50k sat reserve).
3170 let logger = TestLogger::new();
3171 let network_graph = network_graph(&logger);
3172 let params = ProbabilisticScoringFeeParameters::default();
3173 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3174 let source = source_node_id();
3176 let usage = ChannelUsage {
3177 amount_msat: 100_000_000,
3178 inflight_htlc_msat: 0,
3179 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3181 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3182 let (info, _) = channel.as_directed_from(&source).unwrap();
3183 let candidate = CandidateRouteHop::PublicHop {
3185 short_channel_id: 42,
3187 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3188 let usage = ChannelUsage {
3189 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3191 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3192 let usage = ChannelUsage {
3193 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3195 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3196 let usage = ChannelUsage {
3197 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3199 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3200 let usage = ChannelUsage {
3201 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3203 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3204 let usage = ChannelUsage {
3205 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3207 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3208 let usage = ChannelUsage {
3209 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3211 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3212 let usage = ChannelUsage {
3213 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3215 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3216 let usage = ChannelUsage {
3217 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3219 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3220 let usage = ChannelUsage {
3221 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3223 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3224 let usage = ChannelUsage {
3225 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3227 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3231 fn adds_base_penalty_to_liquidity_penalty() {
3232 let logger = TestLogger::new();
3233 let network_graph = network_graph(&logger);
3234 let source = source_node_id();
3235 let usage = ChannelUsage {
3237 inflight_htlc_msat: 0,
3238 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3241 let params = ProbabilisticScoringFeeParameters {
3242 liquidity_penalty_multiplier_msat: 1_000,
3243 ..ProbabilisticScoringFeeParameters::zero_penalty()
3245 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3246 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3247 let (info, _) = channel.as_directed_from(&source).unwrap();
3248 let candidate = CandidateRouteHop::PublicHop {
3250 short_channel_id: 42,
3252 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3254 let params = ProbabilisticScoringFeeParameters {
3255 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3256 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3258 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3259 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3261 let params = ProbabilisticScoringFeeParameters {
3262 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3263 base_penalty_amount_multiplier_msat: (1 << 30),
3264 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3267 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3268 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3272 fn adds_amount_penalty_to_liquidity_penalty() {
3273 let logger = TestLogger::new();
3274 let network_graph = network_graph(&logger);
3275 let source = source_node_id();
3276 let usage = ChannelUsage {
3277 amount_msat: 512_000,
3278 inflight_htlc_msat: 0,
3279 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3282 let params = ProbabilisticScoringFeeParameters {
3283 liquidity_penalty_multiplier_msat: 1_000,
3284 liquidity_penalty_amount_multiplier_msat: 0,
3285 ..ProbabilisticScoringFeeParameters::zero_penalty()
3287 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3288 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3289 let (info, _) = channel.as_directed_from(&source).unwrap();
3290 let candidate = CandidateRouteHop::PublicHop {
3292 short_channel_id: 42,
3294 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3296 let params = ProbabilisticScoringFeeParameters {
3297 liquidity_penalty_multiplier_msat: 1_000,
3298 liquidity_penalty_amount_multiplier_msat: 256,
3299 ..ProbabilisticScoringFeeParameters::zero_penalty()
3301 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3302 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3306 fn calculates_log10_without_overflowing_u64_max_value() {
3307 let logger = TestLogger::new();
3308 let network_graph = network_graph(&logger);
3309 let source = source_node_id();
3310 let usage = ChannelUsage {
3311 amount_msat: u64::max_value(),
3312 inflight_htlc_msat: 0,
3313 effective_capacity: EffectiveCapacity::Infinite,
3315 let params = ProbabilisticScoringFeeParameters {
3316 liquidity_penalty_multiplier_msat: 40_000,
3317 ..ProbabilisticScoringFeeParameters::zero_penalty()
3319 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3320 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3321 let (info, _) = channel.as_directed_from(&source).unwrap();
3322 let candidate = CandidateRouteHop::PublicHop {
3324 short_channel_id: 42,
3326 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3327 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3331 fn accounts_for_inflight_htlc_usage() {
3332 let logger = TestLogger::new();
3333 let network_graph = network_graph(&logger);
3334 let params = ProbabilisticScoringFeeParameters {
3335 considered_impossible_penalty_msat: u64::max_value(),
3336 ..ProbabilisticScoringFeeParameters::zero_penalty()
3338 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3339 let source = source_node_id();
3341 let usage = ChannelUsage {
3343 inflight_htlc_msat: 0,
3344 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3346 let network_graph = network_graph.read_only();
3347 let channel = network_graph.channel(42).unwrap();
3348 let (info, _) = channel.as_directed_from(&source).unwrap();
3349 let candidate = CandidateRouteHop::PublicHop {
3351 short_channel_id: 42,
3353 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3355 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3356 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3360 fn removes_uncertainity_when_exact_liquidity_known() {
3361 let logger = TestLogger::new();
3362 let network_graph = network_graph(&logger);
3363 let params = ProbabilisticScoringFeeParameters::default();
3364 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3365 let source = source_node_id();
3367 let base_penalty_msat = params.base_penalty_msat;
3368 let usage = ChannelUsage {
3370 inflight_htlc_msat: 0,
3371 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3373 let network_graph = network_graph.read_only();
3374 let channel = network_graph.channel(42).unwrap();
3375 let (info, _) = channel.as_directed_from(&source).unwrap();
3376 let candidate = CandidateRouteHop::PublicHop {
3378 short_channel_id: 42,
3380 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3382 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3383 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3385 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3386 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3390 fn remembers_historical_failures() {
3391 let logger = TestLogger::new();
3392 let network_graph = network_graph(&logger);
3393 let params = ProbabilisticScoringFeeParameters {
3394 historical_liquidity_penalty_multiplier_msat: 1024,
3395 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3396 ..ProbabilisticScoringFeeParameters::zero_penalty()
3398 let decay_params = ProbabilisticScoringDecayParameters {
3399 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3400 historical_no_updates_half_life: Duration::from_secs(10),
3402 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3403 let source = source_node_id();
3404 let target = target_node_id();
3406 let usage = ChannelUsage {
3408 inflight_htlc_msat: 0,
3409 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3411 let usage_1 = ChannelUsage {
3413 inflight_htlc_msat: 0,
3414 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3418 let network_graph = network_graph.read_only();
3419 let channel = network_graph.channel(42).unwrap();
3420 let (info, _) = channel.as_directed_from(&source).unwrap();
3421 let candidate = CandidateRouteHop::PublicHop {
3423 short_channel_id: 42,
3426 // With no historical data the normal liquidity penalty calculation is used.
3427 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3429 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3431 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3434 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3436 let network_graph = network_graph.read_only();
3437 let channel = network_graph.channel(42).unwrap();
3438 let (info, _) = channel.as_directed_from(&source).unwrap();
3439 let candidate = CandidateRouteHop::PublicHop {
3441 short_channel_id: 42,
3444 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3445 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3447 // The "it failed" increment is 32, where the probability should lie several buckets into
3448 // the first octile.
3449 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3450 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3451 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3452 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3454 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3457 // Even after we tell the scorer we definitely have enough available liquidity, it will
3458 // still remember that there was some failure in the past, and assign a non-0 penalty.
3459 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3461 let network_graph = network_graph.read_only();
3462 let channel = network_graph.channel(42).unwrap();
3463 let (info, _) = channel.as_directed_from(&source).unwrap();
3464 let candidate = CandidateRouteHop::PublicHop {
3466 short_channel_id: 42,
3469 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3471 // The first points should be decayed just slightly and the last bucket has a new point.
3472 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3473 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3474 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3476 // The exact success probability is a bit complicated and involves integer rounding, so we
3477 // simply check bounds here.
3478 let five_hundred_prob =
3479 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3480 assert!(five_hundred_prob > 0.59);
3481 assert!(five_hundred_prob < 0.60);
3483 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3484 assert!(one_prob < 0.85);
3485 assert!(one_prob > 0.84);
3487 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3488 // gone), and check that we're back to where we started.
3489 SinceEpoch::advance(Duration::from_secs(10 * 16));
3491 let network_graph = network_graph.read_only();
3492 let channel = network_graph.channel(42).unwrap();
3493 let (info, _) = channel.as_directed_from(&source).unwrap();
3494 let candidate = CandidateRouteHop::PublicHop {
3496 short_channel_id: 42,
3499 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3501 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3502 // data entirely instead.
3503 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3505 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3507 let mut usage = ChannelUsage {
3509 inflight_htlc_msat: 1024,
3510 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3512 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3514 let network_graph = network_graph.read_only();
3515 let channel = network_graph.channel(42).unwrap();
3516 let (info, _) = channel.as_directed_from(&source).unwrap();
3517 let candidate = CandidateRouteHop::PublicHop {
3519 short_channel_id: 42,
3522 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3523 usage.inflight_htlc_msat = 0;
3524 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3526 let usage = ChannelUsage {
3528 inflight_htlc_msat: 0,
3529 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3531 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3534 // Advance to decay all liquidity offsets to zero.
3535 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3537 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3538 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3540 path_hop(target_pubkey(), 43, 2),
3541 path_hop(source_pubkey(), 42, 1),
3542 path_hop(sender_pubkey(), 41, 0),
3544 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3548 fn adds_anti_probing_penalty() {
3549 let logger = TestLogger::new();
3550 let network_graph = network_graph(&logger);
3551 let source = source_node_id();
3552 let params = ProbabilisticScoringFeeParameters {
3553 anti_probing_penalty_msat: 500,
3554 ..ProbabilisticScoringFeeParameters::zero_penalty()
3556 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3558 // Check we receive no penalty for a low htlc_maximum_msat.
3559 let usage = ChannelUsage {
3560 amount_msat: 512_000,
3561 inflight_htlc_msat: 0,
3562 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3564 let network_graph = network_graph.read_only();
3565 let channel = network_graph.channel(42).unwrap();
3566 let (info, _) = channel.as_directed_from(&source).unwrap();
3567 let candidate = CandidateRouteHop::PublicHop {
3569 short_channel_id: 42,
3571 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3573 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3574 let usage = ChannelUsage {
3575 amount_msat: 512_000,
3576 inflight_htlc_msat: 0,
3577 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3579 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3581 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3582 let usage = ChannelUsage {
3583 amount_msat: 512_000,
3584 inflight_htlc_msat: 0,
3585 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3587 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3589 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3590 let usage = ChannelUsage {
3591 amount_msat: 512_000,
3592 inflight_htlc_msat: 0,
3593 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3595 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3599 fn scores_with_blinded_path() {
3600 // Make sure we'll account for a blinded path's final_value_msat in scoring
3601 let logger = TestLogger::new();
3602 let network_graph = network_graph(&logger);
3603 let params = ProbabilisticScoringFeeParameters {
3604 liquidity_penalty_multiplier_msat: 1_000,
3605 ..ProbabilisticScoringFeeParameters::zero_penalty()
3607 let decay_params = ProbabilisticScoringDecayParameters::default();
3608 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3609 let source = source_node_id();
3610 let usage = ChannelUsage {
3612 inflight_htlc_msat: 0,
3613 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3615 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3616 let (info, target) = channel.as_directed_from(&source).unwrap();
3617 let candidate = CandidateRouteHop::PublicHop {
3619 short_channel_id: 42,
3621 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3623 let mut path = payment_path_for_amount(768);
3624 let recipient_hop = path.hops.pop().unwrap();
3625 let blinded_path = BlindedPath {
3626 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3627 blinding_point: test_utils::pubkey(42),
3629 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3632 path.blinded_tail = Some(BlindedTail {
3633 hops: blinded_path.blinded_hops,
3634 blinding_point: blinded_path.blinding_point,
3635 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3636 final_value_msat: recipient_hop.fee_msat,
3639 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3640 // final value is taken into account.
3641 assert!(scorer.channel_liquidities.get(&42).is_none());
3643 scorer.payment_path_failed(&path, 42);
3644 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3645 scorer.payment_path_failed(&path, 43);
3647 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3648 .as_directed(&source, &target, 1_000, decay_params);
3649 assert_eq!(liquidity.min_liquidity_msat(), 256);
3650 assert_eq!(liquidity.max_liquidity_msat(), 768);
3654 fn realistic_historical_failures() {
3655 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3656 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3658 let logger = TestLogger::new();
3659 let mut network_graph = network_graph(&logger);
3660 let params = ProbabilisticScoringFeeParameters {
3661 historical_liquidity_penalty_multiplier_msat: 1024,
3662 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3663 ..ProbabilisticScoringFeeParameters::zero_penalty()
3665 let decay_params = ProbabilisticScoringDecayParameters {
3666 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3667 historical_no_updates_half_life: Duration::from_secs(10),
3668 ..ProbabilisticScoringDecayParameters::default()
3671 let capacity_msat = 100_000_000_000;
3672 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3673 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3675 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3676 let source = source_node_id();
3678 let mut amount_msat = 10_000_000;
3679 let usage = ChannelUsage {
3681 inflight_htlc_msat: 0,
3682 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3684 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3685 let (info, target) = channel.as_directed_from(&source).unwrap();
3686 let candidate = CandidateRouteHop::PublicHop {
3688 short_channel_id: 42,
3690 // With no historical data the normal liquidity penalty calculation is used, which results
3691 // in a success probability of ~75%.
3692 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3693 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3695 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3698 // Fail to pay once, and then check the buckets and penalty.
3699 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3700 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3701 // same bucket which is the only maximum datapoint.
3702 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3703 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3704 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3705 // 6k sats and 12k sats).
3706 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3707 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3708 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3709 // The success probability estimate itself should be zero.
3710 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3713 // Now test again with the amount in the bottom bucket.
3715 // The new amount is entirely within the only minimum bucket with score, so the probability
3716 // we assign is 1/2.
3717 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3720 // ...but once we see a failure, we consider the payment to be substantially less likely,
3721 // even though not a probability of zero as we still look at the second max bucket which
3723 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3724 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3725 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3726 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3727 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),