1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The locked [`Score`] type.
161 type Locked: 'a + Score;
163 /// Returns the locked scorer.
164 fn lock(&'a self) -> Self::Locked;
167 /// Refers to a scorer that is accessible under lock and also writeable to disk
169 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
170 /// use the Persister to persist it.
171 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
173 #[cfg(not(c_bindings))]
174 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
175 /// This is not exported to bindings users
176 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
177 type Locked = MutexGuard<'a, T>;
179 fn lock(&'a self) -> MutexGuard<'a, T> {
180 Mutex::lock(self).unwrap()
184 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
185 type Locked = RefMut<'a, T>;
187 fn lock(&'a self) -> RefMut<'a, T> {
193 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
194 pub struct MultiThreadedLockableScore<S: Score> {
198 /// A locked `MultiThreadedLockableScore`.
199 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
201 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
202 type ScoreParams = <T as Score>::ScoreParams;
203 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
204 self.0.channel_penalty_msat(scid, source, target, usage, score_params)
206 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
207 self.0.payment_path_failed(path, short_channel_id)
209 fn payment_path_successful(&mut self, path: &Path) {
210 self.0.payment_path_successful(path)
212 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
213 self.0.probe_failed(path, short_channel_id)
215 fn probe_successful(&mut self, path: &Path) {
216 self.0.probe_successful(path)
220 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
221 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
227 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
228 type Locked = MultiThreadedScoreLock<'a, T>;
230 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
231 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
236 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
237 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
238 self.lock().write(writer)
243 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
246 impl<T: Score> MultiThreadedLockableScore<T> {
247 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
248 pub fn new(score: T) -> Self {
249 MultiThreadedLockableScore { score: Mutex::new(score) }
254 /// This is not exported to bindings users
255 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
256 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
257 T::write(&**self, writer)
262 /// This is not exported to bindings users
263 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
264 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
265 S::write(&**self, writer)
269 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
270 #[derive(Clone, Copy, Debug, PartialEq)]
271 pub struct ChannelUsage {
272 /// The amount to send through the channel, denominated in millisatoshis.
273 pub amount_msat: u64,
275 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
276 /// as part of a multi-path payment.
277 pub inflight_htlc_msat: u64,
279 /// The effective capacity of the channel.
280 pub effective_capacity: EffectiveCapacity,
284 /// [`Score`] implementation that uses a fixed penalty.
285 pub struct FixedPenaltyScorer {
289 impl FixedPenaltyScorer {
290 /// Creates a new scorer using `penalty_msat`.
291 pub fn with_penalty(penalty_msat: u64) -> Self {
292 Self { penalty_msat }
296 impl Score for FixedPenaltyScorer {
297 type ScoreParams = ();
298 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
302 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
304 fn payment_path_successful(&mut self, _path: &Path) {}
306 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
308 fn probe_successful(&mut self, _path: &Path) {}
311 impl Writeable for FixedPenaltyScorer {
313 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
314 write_tlv_fields!(w, {});
319 impl ReadableArgs<u64> for FixedPenaltyScorer {
321 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
322 read_tlv_fields!(r, {});
323 Ok(Self { penalty_msat })
327 #[cfg(not(feature = "no-std"))]
328 type ConfiguredTime = std::time::Instant;
329 #[cfg(feature = "no-std")]
330 use crate::util::time::Eternity;
331 #[cfg(feature = "no-std")]
332 type ConfiguredTime = Eternity;
334 /// [`Score`] implementation using channel success probability distributions.
336 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
337 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
338 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
339 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
341 /// These bounds are then used to determine a success probability using the formula from
342 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
343 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
345 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
346 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
347 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
348 /// terms of the entire path's success probability. This allows the router to directly compare
349 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
351 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
353 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
354 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
355 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
356 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
361 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
364 /// [1]: https://arxiv.org/abs/2107.05322
365 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
366 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
367 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
368 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
369 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
370 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
372 /// Probabilistic [`Score`] implementation.
374 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
375 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
376 where L::Target: Logger {
377 decay_params: ProbabilisticScoringDecayParameters,
380 // TODO: Remove entries of closed channels.
381 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
384 /// Parameters for configuring [`ProbabilisticScorer`].
386 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
387 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
389 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
392 pub struct ProbabilisticScoringFeeParameters {
393 /// A fixed penalty in msats to apply to each channel.
395 /// Default value: 500 msat
396 pub base_penalty_msat: u64,
398 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
399 /// channel, in excess of the [`base_penalty_msat`].
401 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
402 /// fees plus penalty) for large payments. The penalty is computed as the product of this
403 /// multiplier and `2^30`ths of the payment amount.
405 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
407 /// Default value: 8,192 msat
409 /// [`base_penalty_msat`]: Self::base_penalty_msat
410 pub base_penalty_amount_multiplier_msat: u64,
412 /// A multiplier used in conjunction with the negative `log10` of the channel's success
413 /// probability for a payment, as determined by our latest estimates of the channel's
414 /// liquidity, to determine the liquidity penalty.
416 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
417 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
418 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
419 /// lower bounding the success probability to `0.01`) when the amount falls within the
420 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
421 /// result in a `u64::max_value` penalty, however.
423 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
425 /// Default value: 30,000 msat
427 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
428 pub liquidity_penalty_multiplier_msat: u64,
430 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
431 /// channel's success probability for the payment, as determined by our latest estimates of the
432 /// channel's liquidity, to determine the amount penalty.
434 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
435 /// fees plus penalty) for large payments. The penalty is computed as the product of this
436 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
437 /// success probability.
439 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
441 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
442 /// the amount will result in a penalty of the multiplier. And, as the success probability
443 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
444 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
447 /// Default value: 192 msat
448 pub liquidity_penalty_amount_multiplier_msat: u64,
450 /// A multiplier used in conjunction with the negative `log10` of the channel's success
451 /// probability for the payment, as determined based on the history of our estimates of the
452 /// channel's available liquidity, to determine a penalty.
454 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
455 /// only our latest estimate for the current liquidity available in the channel, it estimates
456 /// success probability based on the estimated liquidity available in the channel through
457 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
458 /// track which of several buckets those bounds fall into, exponentially decaying the
459 /// probability of each bucket as new samples are added.
461 /// Default value: 10,000 msat
463 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
464 pub historical_liquidity_penalty_multiplier_msat: u64,
466 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
467 /// channel's success probability for the payment, as determined based on the history of our
468 /// estimates of the channel's available liquidity, to determine a penalty.
470 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
471 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
472 /// of the payment amount, weighted by the negative `log10` of the success probability.
474 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
475 /// of using only our latest estimate for the current liquidity available in the channel, it
476 /// estimates success probability based on the estimated liquidity available in the channel
477 /// through history. Specifically, every time we update our liquidity bounds on a given
478 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
479 /// the probability of each bucket as new samples are added.
481 /// Default value: 64 msat
483 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
484 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
486 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
487 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
488 /// considered during path finding.
490 /// This is not exported to bindings users
491 pub manual_node_penalties: HashMap<NodeId, u64>,
493 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
494 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
495 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
496 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
497 /// to restrict `htlc_maximum_msat` and improve privacy.
499 /// Default value: 250 msat
500 pub anti_probing_penalty_msat: u64,
502 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
503 /// current estimate of the channel's available liquidity.
505 /// Note that in this case all other penalties, including the
506 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
507 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
508 /// applicable, are still included in the overall penalty.
510 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
511 /// `u64::max_value()` will guarantee that.
513 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
515 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
516 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
517 /// [`base_penalty_msat`]: Self::base_penalty_msat
518 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
519 pub considered_impossible_penalty_msat: u64,
522 impl Default for ProbabilisticScoringFeeParameters {
523 fn default() -> Self {
525 base_penalty_msat: 500,
526 base_penalty_amount_multiplier_msat: 8192,
527 liquidity_penalty_multiplier_msat: 30_000,
528 liquidity_penalty_amount_multiplier_msat: 192,
529 manual_node_penalties: HashMap::new(),
530 anti_probing_penalty_msat: 250,
531 considered_impossible_penalty_msat: 1_0000_0000_000,
532 historical_liquidity_penalty_multiplier_msat: 10_000,
533 historical_liquidity_penalty_amount_multiplier_msat: 64,
538 impl ProbabilisticScoringFeeParameters {
539 /// Marks the node with the given `node_id` as banned,
540 /// i.e it will be avoided during path finding.
541 pub fn add_banned(&mut self, node_id: &NodeId) {
542 self.manual_node_penalties.insert(*node_id, u64::max_value());
545 /// Marks all nodes in the given list as banned, i.e.,
546 /// they will be avoided during path finding.
547 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
549 self.manual_node_penalties.insert(id, u64::max_value());
553 /// Removes the node with the given `node_id` from the list of nodes to avoid.
554 pub fn remove_banned(&mut self, node_id: &NodeId) {
555 self.manual_node_penalties.remove(node_id);
558 /// Sets a manual penalty for the given node.
559 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
560 self.manual_node_penalties.insert(*node_id, penalty);
563 /// Removes the node with the given `node_id` from the list of manual penalties.
564 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
565 self.manual_node_penalties.remove(node_id);
568 /// Clears the list of manual penalties that are applied during path finding.
569 pub fn clear_manual_penalties(&mut self) {
570 self.manual_node_penalties = HashMap::new();
575 impl ProbabilisticScoringFeeParameters {
576 fn zero_penalty() -> Self {
578 base_penalty_msat: 0,
579 base_penalty_amount_multiplier_msat: 0,
580 liquidity_penalty_multiplier_msat: 0,
581 liquidity_penalty_amount_multiplier_msat: 0,
582 historical_liquidity_penalty_multiplier_msat: 0,
583 historical_liquidity_penalty_amount_multiplier_msat: 0,
584 manual_node_penalties: HashMap::new(),
585 anti_probing_penalty_msat: 0,
586 considered_impossible_penalty_msat: 0,
591 /// Parameters for configuring [`ProbabilisticScorer`].
593 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
594 /// these decay parameters affect the score of the channel penalty and are not changed on a
595 /// per-route penalty cost call.
596 #[derive(Copy, Clone)]
597 pub struct ProbabilisticScoringDecayParameters {
598 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
599 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
600 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
602 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
604 /// Note that after 16 or more half lives all historical data will be completely gone.
606 /// Default value: 14 days
608 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
609 pub historical_no_updates_half_life: Duration,
611 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
612 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
613 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
616 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
617 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
618 /// struct documentation for more info on the way the liquidity bounds are used.
620 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
621 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
622 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
624 /// Default value: 6 hours
628 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
629 /// liquidity knowledge will never decay except when the bounds cross.
630 pub liquidity_offset_half_life: Duration,
633 impl Default for ProbabilisticScoringDecayParameters {
634 fn default() -> Self {
636 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
637 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
643 impl ProbabilisticScoringDecayParameters {
644 fn zero_penalty() -> Self {
646 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
647 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
652 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
653 /// in each of 8 buckets.
654 #[derive(Clone, Copy)]
655 struct HistoricalBucketRangeTracker {
659 impl HistoricalBucketRangeTracker {
660 fn new() -> Self { Self { buckets: [0; 8] } }
661 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
662 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
663 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
665 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
666 // the buckets for the current min and max liquidity offset positions.
668 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
669 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
670 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
672 // In total, this allows us to track data for the last 8,000 or so payments across a given
675 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
676 // and need to balance having more bits in the decimal part (to ensure decay isn't too
677 // non-linear) with having too few bits in the mantissa, causing us to not store very many
680 // The constants were picked experimentally, selecting a decay amount that restricts us
681 // from overflowing buckets without having to cap them manually.
683 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
684 // the channel's capacity, though the second should generally never happen.
685 debug_assert!(liquidity_offset_msat <= capacity_msat);
686 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
687 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
688 debug_assert!(bucket_idx < 8);
690 for e in self.buckets.iter_mut() {
691 *e = ((*e as u32) * 2047 / 2048) as u16;
693 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
696 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
697 /// datapoints as we receive newer information.
698 fn time_decay_data(&mut self, half_lives: u32) {
699 for e in self.buckets.iter_mut() {
700 *e = e.checked_shr(half_lives).unwrap_or(0);
705 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
707 struct HistoricalMinMaxBuckets<'a> {
708 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
709 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
712 impl HistoricalMinMaxBuckets<'_> {
714 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
715 -> ([u16; 8], [u16; 8], u32) {
716 let required_decays = now.duration_since(last_updated).as_secs()
717 .checked_div(half_life.as_secs())
718 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
719 let mut min_buckets = *self.min_liquidity_offset_history;
720 min_buckets.time_decay_data(required_decays);
721 let mut max_buckets = *self.max_liquidity_offset_history;
722 max_buckets.time_decay_data(required_decays);
723 (min_buckets.buckets, max_buckets.buckets, required_decays)
727 fn calculate_success_probability_times_billion<T: Time>(
728 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
730 // If historical penalties are enabled, calculate the penalty by walking the set of
731 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
732 // each, calculate the probability of success given our payment amount, then total the
733 // weighted average probability of success.
735 // We use a sliding scale to decide which point within a given bucket will be compared to
736 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
737 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
738 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
739 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
740 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
741 // penalties to channels at the edges.
743 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
744 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
745 // for a 1 BTC channel!).
747 // If we used the middle of each bucket we'd never assign any penalty at all when sending
748 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
749 let mut total_valid_points_tracked = 0;
751 let payment_amt_64th_bucket: u8 = if amount_msat < u64::max_value() / 64 {
752 (amount_msat * 64 / capacity_msat.saturating_add(1))
753 .try_into().unwrap_or(65)
755 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
756 // division. This branch should only be hit in fuzz testing since the amount would
757 // need to be over 2.88 million BTC in practice.
758 ((amount_msat as u128) * 64 / (capacity_msat as u128).saturating_add(1))
759 .try_into().unwrap_or(65)
762 debug_assert!(payment_amt_64th_bucket <= 64);
763 if payment_amt_64th_bucket >= 64 { return None; }
765 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
766 // don't actually use the decayed buckets, though, as that would lose precision.
767 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
768 self.get_decayed_buckets(now, last_updated, half_life);
769 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
773 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
774 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
775 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
778 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
779 // it as if we were fully decayed.
780 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
784 let mut cumulative_success_prob_times_billion = 0;
785 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
786 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
787 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
788 * 1024 * 1024 / total_valid_points_tracked;
789 let min_64th_bucket = min_idx as u8 * 9;
790 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
791 if payment_amt_64th_bucket > max_64th_bucket {
792 // Success probability 0, the payment amount is above the max liquidity
793 } else if payment_amt_64th_bucket <= min_64th_bucket {
794 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
796 cumulative_success_prob_times_billion += bucket_prob_times_million *
797 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
798 ((max_64th_bucket - min_64th_bucket) as u64);
803 Some(cumulative_success_prob_times_billion)
807 /// Accounting for channel liquidity balance uncertainty.
809 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
810 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
811 /// offset fields gives the opposite direction.
812 struct ChannelLiquidity<T: Time> {
813 /// Lower channel liquidity bound in terms of an offset from zero.
814 min_liquidity_offset_msat: u64,
816 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
817 max_liquidity_offset_msat: u64,
819 /// Time when the liquidity bounds were last modified.
822 min_liquidity_offset_history: HistoricalBucketRangeTracker,
823 max_liquidity_offset_history: HistoricalBucketRangeTracker,
826 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
827 /// decayed with a given half life.
828 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
829 min_liquidity_offset_msat: L,
830 max_liquidity_offset_msat: L,
831 min_liquidity_offset_history: BRT,
832 max_liquidity_offset_history: BRT,
833 inflight_htlc_msat: u64,
837 decay_params: ProbabilisticScoringDecayParameters,
840 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
841 /// Creates a new scorer using the given scoring parameters for sending payments from a node
842 /// through a network graph.
843 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
848 channel_liquidities: HashMap::new(),
853 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
854 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
858 /// Dump the contents of this scorer into the configured logger.
860 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
861 /// which may be a substantial amount of log output.
862 pub fn debug_log_liquidity_stats(&self) {
865 let graph = self.network_graph.read_only();
866 for (scid, liq) in self.channel_liquidities.iter() {
867 if let Some(chan_debug) = graph.channels().get(scid) {
868 let log_direction = |source, target| {
869 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
870 let amt = directed_info.effective_capacity().as_msat();
871 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
873 let buckets = HistoricalMinMaxBuckets {
874 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
875 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
877 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
878 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
880 log_debug!(self.logger, core::concat!(
881 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
882 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
883 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
884 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
885 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
886 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
887 // Note that the liquidity buckets are an offset from the edge, so we
888 // inverse the max order to get the probabilities from zero.
889 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
890 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
892 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
896 log_direction(&chan_debug.node_one, &chan_debug.node_two);
897 log_direction(&chan_debug.node_two, &chan_debug.node_one);
899 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
904 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
905 /// channel with `scid` towards the given `target` node.
906 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
907 let graph = self.network_graph.read_only();
909 if let Some(chan) = graph.channels().get(&scid) {
910 if let Some(liq) = self.channel_liquidities.get(&scid) {
911 if let Some((directed_info, source)) = chan.as_directed_to(target) {
912 let amt = directed_info.effective_capacity().as_msat();
913 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
914 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
921 /// Query the historical estimated minimum and maximum liquidity available for sending a
922 /// payment over the channel with `scid` towards the given `target` node.
924 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
925 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
926 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
927 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
928 /// Because the values are slowly decayed, more recent data points are weighted more heavily
929 /// than older datapoints.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
932 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
933 /// the total of all buckets for the given bound.
935 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
936 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
937 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
938 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 8], [0; 8]))`.
943 /// In order to fetch a single success probability from the buckets provided here, as used in
944 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
945 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
946 -> Option<([u16; 8], [u16; 8])> {
947 let graph = self.network_graph.read_only();
949 if let Some(chan) = graph.channels().get(&scid) {
950 if let Some(liq) = self.channel_liquidities.get(&scid) {
951 if let Some((directed_info, source)) = chan.as_directed_to(target) {
952 let amt = directed_info.effective_capacity().as_msat();
953 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
955 let buckets = HistoricalMinMaxBuckets {
956 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
957 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
959 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(dir_liq.now,
960 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
961 // Note that the liquidity buckets are an offset from the edge, so we inverse
962 // the max order to get the probabilities from zero.
963 max_buckets.reverse();
964 return Some((min_buckets, max_buckets));
971 /// Query the probability of payment success sending the given `amount_msat` over the channel
972 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
975 /// These are the same bounds as returned by
976 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
977 /// [`Self::estimated_channel_liquidity_range`]).
978 pub fn historical_estimated_payment_success_probability(
979 &self, scid: u64, target: &NodeId, amount_msat: u64)
981 let graph = self.network_graph.read_only();
983 if let Some(chan) = graph.channels().get(&scid) {
984 if let Some(liq) = self.channel_liquidities.get(&scid) {
985 if let Some((directed_info, source)) = chan.as_directed_to(target) {
986 let capacity_msat = directed_info.effective_capacity().as_msat();
987 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
989 let buckets = HistoricalMinMaxBuckets {
990 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
991 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
994 return buckets.calculate_success_probability_times_billion(dir_liq.now,
995 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life,
996 amount_msat, capacity_msat
997 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
1005 impl<T: Time> ChannelLiquidity<T> {
1009 min_liquidity_offset_msat: 0,
1010 max_liquidity_offset_msat: 0,
1011 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1012 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1013 last_updated: T::now(),
1017 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1018 /// `capacity_msat`.
1020 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1021 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1022 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1023 if source < target {
1024 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1025 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1027 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1028 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1031 DirectedChannelLiquidity {
1032 min_liquidity_offset_msat,
1033 max_liquidity_offset_msat,
1034 min_liquidity_offset_history,
1035 max_liquidity_offset_history,
1038 last_updated: &self.last_updated,
1040 decay_params: decay_params,
1044 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1045 /// `capacity_msat`.
1047 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1048 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1049 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1050 if source < target {
1051 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1052 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1054 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1055 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1058 DirectedChannelLiquidity {
1059 min_liquidity_offset_msat,
1060 max_liquidity_offset_msat,
1061 min_liquidity_offset_history,
1062 max_liquidity_offset_history,
1065 last_updated: &mut self.last_updated,
1067 decay_params: decay_params,
1072 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1074 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1076 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1077 /// ratio, as X in 1/X.
1078 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1080 /// The divisor used when computing the amount penalty.
1081 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1082 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1084 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1085 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1087 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1088 let available_capacity = self.available_capacity();
1089 let max_liquidity_msat = self.max_liquidity_msat();
1090 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1092 let mut res = if amount_msat <= min_liquidity_msat {
1094 } else if amount_msat >= max_liquidity_msat {
1095 // Equivalent to hitting the else clause below with the amount equal to the effective
1096 // capacity and without any certainty on the liquidity upper bound, plus the
1097 // impossibility penalty.
1098 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1099 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1100 score_params.liquidity_penalty_multiplier_msat,
1101 score_params.liquidity_penalty_amount_multiplier_msat)
1102 .saturating_add(score_params.considered_impossible_penalty_msat)
1104 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1105 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1106 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1107 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1108 // don't bother trying to use the log approximation as it gets too noisy to be
1109 // particularly helpful, instead just round down to 0.
1112 let negative_log10_times_2048 =
1113 approx::negative_log10_times_2048(numerator, denominator);
1114 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1115 score_params.liquidity_penalty_multiplier_msat,
1116 score_params.liquidity_penalty_amount_multiplier_msat)
1120 if amount_msat >= available_capacity {
1121 // We're trying to send more than the capacity, use a max penalty.
1122 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1123 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1124 score_params.historical_liquidity_penalty_multiplier_msat,
1125 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1129 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1130 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1131 let buckets = HistoricalMinMaxBuckets {
1132 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1133 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1135 if let Some(cumulative_success_prob_times_billion) = buckets
1136 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1137 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
1139 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1140 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1141 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1142 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1144 // If we don't have any valid points (or, once decayed, we have less than a full
1145 // point), redo the non-historical calculation with no liquidity bounds tracked and
1146 // the historical penalty multipliers.
1147 let available_capacity = self.available_capacity();
1148 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1149 let denominator = available_capacity.saturating_add(1);
1150 let negative_log10_times_2048 =
1151 approx::negative_log10_times_2048(numerator, denominator);
1152 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1153 score_params.historical_liquidity_penalty_multiplier_msat,
1154 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1161 /// Computes the liquidity penalty from the penalty multipliers.
1163 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1164 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1166 negative_log10_times_2048 =
1167 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1169 // Upper bound the liquidity penalty to ensure some channel is selected.
1170 let liquidity_penalty_msat = negative_log10_times_2048
1171 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1172 let amount_penalty_msat = negative_log10_times_2048
1173 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1174 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1176 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1179 /// Returns the lower bound of the channel liquidity balance in this direction.
1181 fn min_liquidity_msat(&self) -> u64 {
1182 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1185 /// Returns the upper bound of the channel liquidity balance in this direction.
1187 fn max_liquidity_msat(&self) -> u64 {
1188 self.available_capacity()
1189 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1192 /// Returns the capacity minus the in-flight HTLCs in this direction.
1194 fn available_capacity(&self) -> u64 {
1195 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1198 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1199 self.now.duration_since(*self.last_updated).as_secs()
1200 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1201 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1206 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1207 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1208 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1209 let existing_max_msat = self.max_liquidity_msat();
1210 if amount_msat < existing_max_msat {
1211 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1212 self.set_max_liquidity_msat(amount_msat);
1214 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1215 chan_descr, existing_max_msat, amount_msat);
1217 self.update_history_buckets();
1220 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1221 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1222 let existing_min_msat = self.min_liquidity_msat();
1223 if amount_msat > existing_min_msat {
1224 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1225 self.set_min_liquidity_msat(amount_msat);
1227 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1228 chan_descr, existing_min_msat, amount_msat);
1230 self.update_history_buckets();
1233 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1234 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1235 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1236 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1237 self.set_max_liquidity_msat(max_liquidity_msat);
1238 self.update_history_buckets();
1241 fn update_history_buckets(&mut self) {
1242 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1243 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1244 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1245 self.min_liquidity_offset_history.time_decay_data(half_lives);
1246 self.max_liquidity_offset_history.time_decay_data(half_lives);
1248 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1249 self.min_liquidity_offset_history.track_datapoint(
1250 min_liquidity_offset_msat, self.capacity_msat
1252 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1253 self.max_liquidity_offset_history.track_datapoint(
1254 max_liquidity_offset_msat, self.capacity_msat
1258 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1259 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1260 *self.min_liquidity_offset_msat = amount_msat;
1261 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1264 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1266 *self.last_updated = self.now;
1269 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1270 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1271 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1272 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1275 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1277 *self.last_updated = self.now;
1281 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1282 type ScoreParams = ProbabilisticScoringFeeParameters;
1283 fn channel_penalty_msat(
1284 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1286 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1290 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1291 score_params.base_penalty_amount_multiplier_msat
1292 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1294 let mut anti_probing_penalty_msat = 0;
1295 match usage.effective_capacity {
1296 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1297 if usage.amount_msat > liquidity_msat {
1298 return u64::max_value();
1300 return base_penalty_msat;
1303 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1304 if htlc_maximum_msat >= capacity_msat/2 {
1305 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1311 let amount_msat = usage.amount_msat;
1312 let capacity_msat = usage.effective_capacity.as_msat();
1313 let inflight_htlc_msat = usage.inflight_htlc_msat;
1314 self.channel_liquidities
1315 .get(&short_channel_id)
1316 .unwrap_or(&ChannelLiquidity::new())
1317 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1318 .penalty_msat(amount_msat, score_params)
1319 .saturating_add(anti_probing_penalty_msat)
1320 .saturating_add(base_penalty_msat)
1323 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1324 let amount_msat = path.final_value_msat();
1325 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1326 let network_graph = self.network_graph.read_only();
1327 for (hop_idx, hop) in path.hops.iter().enumerate() {
1328 let target = NodeId::from_pubkey(&hop.pubkey);
1329 let channel_directed_from_source = network_graph.channels()
1330 .get(&hop.short_channel_id)
1331 .and_then(|channel| channel.as_directed_to(&target));
1333 let at_failed_channel = hop.short_channel_id == short_channel_id;
1334 if at_failed_channel && hop_idx == 0 {
1335 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);
1338 // Only score announced channels.
1339 if let Some((channel, source)) = channel_directed_from_source {
1340 let capacity_msat = channel.effective_capacity().as_msat();
1341 if at_failed_channel {
1342 self.channel_liquidities
1343 .entry(hop.short_channel_id)
1344 .or_insert_with(ChannelLiquidity::new)
1345 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1346 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1348 self.channel_liquidities
1349 .entry(hop.short_channel_id)
1350 .or_insert_with(ChannelLiquidity::new)
1351 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1352 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1355 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).",
1356 hop.short_channel_id);
1358 if at_failed_channel { break; }
1362 fn payment_path_successful(&mut self, path: &Path) {
1363 let amount_msat = path.final_value_msat();
1364 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1365 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1366 let network_graph = self.network_graph.read_only();
1367 for hop in &path.hops {
1368 let target = NodeId::from_pubkey(&hop.pubkey);
1369 let channel_directed_from_source = network_graph.channels()
1370 .get(&hop.short_channel_id)
1371 .and_then(|channel| channel.as_directed_to(&target));
1373 // Only score announced channels.
1374 if let Some((channel, source)) = channel_directed_from_source {
1375 let capacity_msat = channel.effective_capacity().as_msat();
1376 self.channel_liquidities
1377 .entry(hop.short_channel_id)
1378 .or_insert_with(ChannelLiquidity::new)
1379 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1380 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1382 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).",
1383 hop.short_channel_id);
1388 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1389 self.payment_path_failed(path, short_channel_id)
1392 fn probe_successful(&mut self, path: &Path) {
1393 self.payment_path_failed(path, u64::max_value())
1398 const BITS: u32 = 64;
1399 const HIGHEST_BIT: u32 = BITS - 1;
1400 const LOWER_BITS: u32 = 6;
1401 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1402 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1404 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1405 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1406 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1407 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1408 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1409 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1410 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1411 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1412 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1413 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1414 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1415 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1416 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1417 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1418 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1419 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1420 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1421 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1422 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1423 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1424 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1425 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1426 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1427 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1428 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1429 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1430 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1431 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1432 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1433 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1434 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1435 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1436 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1437 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1438 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1439 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1440 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1441 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1442 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1443 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1444 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1445 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1446 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1447 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1448 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1449 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1450 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1451 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1452 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1453 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1454 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1455 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1456 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1457 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1458 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1459 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1460 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1461 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1462 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1463 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1464 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1465 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1466 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1467 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1468 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1469 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1470 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1471 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1472 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1473 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1474 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1475 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1476 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1477 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1478 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1479 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1480 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1481 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1482 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1483 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1484 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1485 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1486 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1487 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1488 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1489 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1490 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1491 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1492 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1493 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1494 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1495 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1496 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1497 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1498 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1499 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1500 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1501 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1502 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1503 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1504 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1505 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1506 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1507 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1508 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1509 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1510 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1511 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1512 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1513 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1514 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1515 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1516 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1517 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1518 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1519 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1520 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1521 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1522 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1523 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1524 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1525 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1526 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1527 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1528 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1529 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1530 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1531 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1532 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1533 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1534 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1535 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1536 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1537 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1538 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1539 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1540 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1541 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1542 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1543 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1544 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1545 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1546 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1547 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1548 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1549 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1550 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1551 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1552 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1553 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1554 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1555 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1556 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1557 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1558 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1559 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1560 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1561 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1562 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1563 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1564 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1565 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1566 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1567 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1568 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1569 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1570 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1571 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1572 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1573 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1574 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1575 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1576 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1577 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1578 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1579 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1580 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1581 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1582 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1583 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1584 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1585 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1586 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1587 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1588 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1589 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1590 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1591 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1592 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1593 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1594 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1595 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1596 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1597 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1598 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1599 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1600 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1601 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1602 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1603 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1604 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1605 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1606 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1607 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1608 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1609 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1610 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1611 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1612 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1613 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1614 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1615 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1616 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1617 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1618 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1619 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1620 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1621 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1622 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1623 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1624 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1625 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1626 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1627 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1628 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1629 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1630 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1631 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1632 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1633 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1634 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1635 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1636 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1637 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1638 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1639 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1640 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1641 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1642 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1643 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1644 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1645 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1646 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1647 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1648 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1649 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1650 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1651 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1652 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1653 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1654 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1655 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1656 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1657 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1658 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1659 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1660 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1661 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1662 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1665 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1667 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1668 // Multiply the -1 through to avoid needing to use signed numbers.
1669 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1673 fn log10_times_2048(x: u64) -> u16 {
1674 debug_assert_ne!(x, 0);
1675 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1676 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1677 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1685 fn prints_negative_log10_times_2048_lookup_table() {
1686 for msb in 0..BITS {
1687 for i in 0..LOWER_BITS_BOUND {
1688 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1689 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1690 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1692 if i % LOWER_BITS_BOUND == 0 {
1693 print!("\t\t[{}, ", log10_times_2048);
1694 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1695 println!("{}],", log10_times_2048);
1696 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1697 print!("{},\n\t\t\t", log10_times_2048);
1699 print!("{}, ", log10_times_2048);
1707 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1709 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1710 write_tlv_fields!(w, {
1711 (0, self.channel_liquidities, required),
1717 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1718 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1721 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1722 ) -> Result<Self, DecodeError> {
1723 let (decay_params, network_graph, logger) = args;
1724 let mut channel_liquidities = HashMap::new();
1725 read_tlv_fields!(r, {
1726 (0, channel_liquidities, required),
1732 channel_liquidities,
1737 impl<T: Time> Writeable for ChannelLiquidity<T> {
1739 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1740 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1741 write_tlv_fields!(w, {
1742 (0, self.min_liquidity_offset_msat, required),
1743 (1, Some(self.min_liquidity_offset_history), option),
1744 (2, self.max_liquidity_offset_msat, required),
1745 (3, Some(self.max_liquidity_offset_history), option),
1746 (4, duration_since_epoch, required),
1752 impl<T: Time> Readable for ChannelLiquidity<T> {
1754 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1755 let mut min_liquidity_offset_msat = 0;
1756 let mut max_liquidity_offset_msat = 0;
1757 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1758 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1759 let mut duration_since_epoch = Duration::from_secs(0);
1760 read_tlv_fields!(r, {
1761 (0, min_liquidity_offset_msat, required),
1762 (1, min_liquidity_offset_history, option),
1763 (2, max_liquidity_offset_msat, required),
1764 (3, max_liquidity_offset_history, option),
1765 (4, duration_since_epoch, required),
1767 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1768 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1769 // is a time from a monotonic clock usually represented as an offset against boot time).
1770 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1771 // from the one that was written. However, because `Instant` can panic if we construct one
1772 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1773 // using `Instant::now()` in that case.
1774 let wall_clock_now = T::duration_since_epoch();
1776 let last_updated = if wall_clock_now > duration_since_epoch {
1777 now - (wall_clock_now - duration_since_epoch)
1780 min_liquidity_offset_msat,
1781 max_liquidity_offset_msat,
1782 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1783 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1791 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1792 use crate::blinded_path::{BlindedHop, BlindedPath};
1793 use crate::util::config::UserConfig;
1794 use crate::util::time::Time;
1795 use crate::util::time::tests::SinceEpoch;
1797 use crate::ln::channelmanager;
1798 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1799 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1800 use crate::routing::router::{BlindedTail, Path, RouteHop};
1801 use crate::routing::scoring::{ChannelUsage, Score};
1802 use crate::util::ser::{ReadableArgs, Writeable};
1803 use crate::util::test_utils::{self, TestLogger};
1805 use bitcoin::blockdata::constants::genesis_block;
1806 use bitcoin::hashes::Hash;
1807 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1808 use bitcoin::network::constants::Network;
1809 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1810 use core::time::Duration;
1813 fn source_privkey() -> SecretKey {
1814 SecretKey::from_slice(&[42; 32]).unwrap()
1817 fn target_privkey() -> SecretKey {
1818 SecretKey::from_slice(&[43; 32]).unwrap()
1821 fn source_pubkey() -> PublicKey {
1822 let secp_ctx = Secp256k1::new();
1823 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1826 fn target_pubkey() -> PublicKey {
1827 let secp_ctx = Secp256k1::new();
1828 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1831 fn source_node_id() -> NodeId {
1832 NodeId::from_pubkey(&source_pubkey())
1835 fn target_node_id() -> NodeId {
1836 NodeId::from_pubkey(&target_pubkey())
1839 // `ProbabilisticScorer` tests
1841 /// A probabilistic scorer for testing with time that can be manually advanced.
1842 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1844 fn sender_privkey() -> SecretKey {
1845 SecretKey::from_slice(&[41; 32]).unwrap()
1848 fn recipient_privkey() -> SecretKey {
1849 SecretKey::from_slice(&[45; 32]).unwrap()
1852 fn sender_pubkey() -> PublicKey {
1853 let secp_ctx = Secp256k1::new();
1854 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1857 fn recipient_pubkey() -> PublicKey {
1858 let secp_ctx = Secp256k1::new();
1859 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1862 fn sender_node_id() -> NodeId {
1863 NodeId::from_pubkey(&sender_pubkey())
1866 fn recipient_node_id() -> NodeId {
1867 NodeId::from_pubkey(&recipient_pubkey())
1870 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1871 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1872 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1873 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1879 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1880 node_2_key: SecretKey
1882 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1883 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1884 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1885 let secp_ctx = Secp256k1::new();
1886 let unsigned_announcement = UnsignedChannelAnnouncement {
1887 features: channelmanager::provided_channel_features(&UserConfig::default()),
1888 chain_hash: genesis_hash,
1890 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1891 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1892 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1893 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1894 excess_data: Vec::new(),
1896 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1897 let signed_announcement = ChannelAnnouncement {
1898 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1899 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1900 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1901 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1902 contents: unsigned_announcement,
1904 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1905 network_graph.update_channel_from_announcement(
1906 &signed_announcement, &chain_source).unwrap();
1907 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1908 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1912 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1913 flags: u8, htlc_maximum_msat: u64
1915 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1916 let secp_ctx = Secp256k1::new();
1917 let unsigned_update = UnsignedChannelUpdate {
1918 chain_hash: genesis_hash,
1922 cltv_expiry_delta: 18,
1923 htlc_minimum_msat: 0,
1926 fee_proportional_millionths: 0,
1927 excess_data: Vec::new(),
1929 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1930 let signed_update = ChannelUpdate {
1931 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1932 contents: unsigned_update,
1934 network_graph.update_channel(&signed_update).unwrap();
1937 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1938 let config = UserConfig::default();
1941 node_features: channelmanager::provided_node_features(&config),
1943 channel_features: channelmanager::provided_channel_features(&config),
1945 cltv_expiry_delta: 18,
1949 fn payment_path_for_amount(amount_msat: u64) -> Path {
1952 path_hop(source_pubkey(), 41, 1),
1953 path_hop(target_pubkey(), 42, 2),
1954 path_hop(recipient_pubkey(), 43, amount_msat),
1955 ], blinded_tail: None,
1960 fn liquidity_bounds_directed_from_lowest_node_id() {
1961 let logger = TestLogger::new();
1962 let last_updated = SinceEpoch::now();
1963 let network_graph = network_graph(&logger);
1964 let decay_params = ProbabilisticScoringDecayParameters::default();
1965 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1968 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1969 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1970 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1974 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1975 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1976 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1978 let source = source_node_id();
1979 let target = target_node_id();
1980 let recipient = recipient_node_id();
1981 assert!(source > target);
1982 assert!(target < recipient);
1984 // Update minimum liquidity.
1986 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1987 .as_directed(&source, &target, 0, 1_000, decay_params);
1988 assert_eq!(liquidity.min_liquidity_msat(), 100);
1989 assert_eq!(liquidity.max_liquidity_msat(), 300);
1991 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1992 .as_directed(&target, &source, 0, 1_000, decay_params);
1993 assert_eq!(liquidity.min_liquidity_msat(), 700);
1994 assert_eq!(liquidity.max_liquidity_msat(), 900);
1996 scorer.channel_liquidities.get_mut(&42).unwrap()
1997 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1998 .set_min_liquidity_msat(200);
2000 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2001 .as_directed(&source, &target, 0, 1_000, decay_params);
2002 assert_eq!(liquidity.min_liquidity_msat(), 200);
2003 assert_eq!(liquidity.max_liquidity_msat(), 300);
2005 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2006 .as_directed(&target, &source, 0, 1_000, decay_params);
2007 assert_eq!(liquidity.min_liquidity_msat(), 700);
2008 assert_eq!(liquidity.max_liquidity_msat(), 800);
2010 // Update maximum liquidity.
2012 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2013 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2014 assert_eq!(liquidity.min_liquidity_msat(), 700);
2015 assert_eq!(liquidity.max_liquidity_msat(), 900);
2017 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2018 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2019 assert_eq!(liquidity.min_liquidity_msat(), 100);
2020 assert_eq!(liquidity.max_liquidity_msat(), 300);
2022 scorer.channel_liquidities.get_mut(&43).unwrap()
2023 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2024 .set_max_liquidity_msat(200);
2026 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2027 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2028 assert_eq!(liquidity.min_liquidity_msat(), 0);
2029 assert_eq!(liquidity.max_liquidity_msat(), 200);
2031 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2032 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2033 assert_eq!(liquidity.min_liquidity_msat(), 800);
2034 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2038 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2039 let logger = TestLogger::new();
2040 let last_updated = SinceEpoch::now();
2041 let network_graph = network_graph(&logger);
2042 let decay_params = ProbabilisticScoringDecayParameters::default();
2043 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2046 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2047 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2048 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2050 let source = source_node_id();
2051 let target = target_node_id();
2052 assert!(source > target);
2054 // Check initial bounds.
2055 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2056 .as_directed(&source, &target, 0, 1_000, decay_params);
2057 assert_eq!(liquidity.min_liquidity_msat(), 400);
2058 assert_eq!(liquidity.max_liquidity_msat(), 800);
2060 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2061 .as_directed(&target, &source, 0, 1_000, decay_params);
2062 assert_eq!(liquidity.min_liquidity_msat(), 200);
2063 assert_eq!(liquidity.max_liquidity_msat(), 600);
2065 // Reset from source to target.
2066 scorer.channel_liquidities.get_mut(&42).unwrap()
2067 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2068 .set_min_liquidity_msat(900);
2070 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2071 .as_directed(&source, &target, 0, 1_000, decay_params);
2072 assert_eq!(liquidity.min_liquidity_msat(), 900);
2073 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2075 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2076 .as_directed(&target, &source, 0, 1_000, decay_params);
2077 assert_eq!(liquidity.min_liquidity_msat(), 0);
2078 assert_eq!(liquidity.max_liquidity_msat(), 100);
2080 // Reset from target to source.
2081 scorer.channel_liquidities.get_mut(&42).unwrap()
2082 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2083 .set_min_liquidity_msat(400);
2085 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2086 .as_directed(&source, &target, 0, 1_000, decay_params);
2087 assert_eq!(liquidity.min_liquidity_msat(), 0);
2088 assert_eq!(liquidity.max_liquidity_msat(), 600);
2090 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2091 .as_directed(&target, &source, 0, 1_000, decay_params);
2092 assert_eq!(liquidity.min_liquidity_msat(), 400);
2093 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2097 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2098 let logger = TestLogger::new();
2099 let last_updated = SinceEpoch::now();
2100 let network_graph = network_graph(&logger);
2101 let decay_params = ProbabilisticScoringDecayParameters::default();
2102 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2105 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2106 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2107 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2109 let source = source_node_id();
2110 let target = target_node_id();
2111 assert!(source > target);
2113 // Check initial bounds.
2114 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2115 .as_directed(&source, &target, 0, 1_000, decay_params);
2116 assert_eq!(liquidity.min_liquidity_msat(), 400);
2117 assert_eq!(liquidity.max_liquidity_msat(), 800);
2119 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2120 .as_directed(&target, &source, 0, 1_000, decay_params);
2121 assert_eq!(liquidity.min_liquidity_msat(), 200);
2122 assert_eq!(liquidity.max_liquidity_msat(), 600);
2124 // Reset from source to target.
2125 scorer.channel_liquidities.get_mut(&42).unwrap()
2126 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2127 .set_max_liquidity_msat(300);
2129 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2130 .as_directed(&source, &target, 0, 1_000, decay_params);
2131 assert_eq!(liquidity.min_liquidity_msat(), 0);
2132 assert_eq!(liquidity.max_liquidity_msat(), 300);
2134 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2135 .as_directed(&target, &source, 0, 1_000, decay_params);
2136 assert_eq!(liquidity.min_liquidity_msat(), 700);
2137 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2139 // Reset from target to source.
2140 scorer.channel_liquidities.get_mut(&42).unwrap()
2141 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2142 .set_max_liquidity_msat(600);
2144 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2145 .as_directed(&source, &target, 0, 1_000, decay_params);
2146 assert_eq!(liquidity.min_liquidity_msat(), 400);
2147 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2149 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2150 .as_directed(&target, &source, 0, 1_000, decay_params);
2151 assert_eq!(liquidity.min_liquidity_msat(), 0);
2152 assert_eq!(liquidity.max_liquidity_msat(), 600);
2156 fn increased_penalty_nearing_liquidity_upper_bound() {
2157 let logger = TestLogger::new();
2158 let network_graph = network_graph(&logger);
2159 let params = ProbabilisticScoringFeeParameters {
2160 liquidity_penalty_multiplier_msat: 1_000,
2161 ..ProbabilisticScoringFeeParameters::zero_penalty()
2163 let decay_params = ProbabilisticScoringDecayParameters::default();
2164 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2165 let source = source_node_id();
2166 let target = target_node_id();
2168 let usage = ChannelUsage {
2170 inflight_htlc_msat: 0,
2171 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2173 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2174 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2175 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2176 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2178 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2179 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2181 let usage = ChannelUsage {
2183 inflight_htlc_msat: 0,
2184 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2186 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2187 let usage = ChannelUsage { amount_msat: 256, ..usage };
2188 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2189 let usage = ChannelUsage { amount_msat: 374, ..usage };
2190 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2191 let usage = ChannelUsage { amount_msat: 512, ..usage };
2192 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2193 let usage = ChannelUsage { amount_msat: 640, ..usage };
2194 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2195 let usage = ChannelUsage { amount_msat: 768, ..usage };
2196 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2197 let usage = ChannelUsage { amount_msat: 896, ..usage };
2198 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2202 fn constant_penalty_outside_liquidity_bounds() {
2203 let logger = TestLogger::new();
2204 let last_updated = SinceEpoch::now();
2205 let network_graph = network_graph(&logger);
2206 let params = ProbabilisticScoringFeeParameters {
2207 liquidity_penalty_multiplier_msat: 1_000,
2208 considered_impossible_penalty_msat: u64::max_value(),
2209 ..ProbabilisticScoringFeeParameters::zero_penalty()
2211 let decay_params = ProbabilisticScoringDecayParameters {
2212 ..ProbabilisticScoringDecayParameters::zero_penalty()
2214 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2217 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2218 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2219 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2221 let source = source_node_id();
2222 let target = target_node_id();
2224 let usage = ChannelUsage {
2226 inflight_htlc_msat: 0,
2227 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2229 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2230 let usage = ChannelUsage { amount_msat: 50, ..usage };
2231 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2232 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2233 let usage = ChannelUsage { amount_msat: 61, ..usage };
2234 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2238 fn does_not_further_penalize_own_channel() {
2239 let logger = TestLogger::new();
2240 let network_graph = network_graph(&logger);
2241 let params = ProbabilisticScoringFeeParameters {
2242 liquidity_penalty_multiplier_msat: 1_000,
2243 ..ProbabilisticScoringFeeParameters::zero_penalty()
2245 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2246 let sender = sender_node_id();
2247 let source = source_node_id();
2248 let usage = ChannelUsage {
2250 inflight_htlc_msat: 0,
2251 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2253 let failed_path = payment_path_for_amount(500);
2254 let successful_path = payment_path_for_amount(200);
2256 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2258 scorer.payment_path_failed(&failed_path, 41);
2259 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2261 scorer.payment_path_successful(&successful_path);
2262 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2266 fn sets_liquidity_lower_bound_on_downstream_failure() {
2267 let logger = TestLogger::new();
2268 let network_graph = network_graph(&logger);
2269 let params = ProbabilisticScoringFeeParameters {
2270 liquidity_penalty_multiplier_msat: 1_000,
2271 ..ProbabilisticScoringFeeParameters::zero_penalty()
2273 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2274 let source = source_node_id();
2275 let target = target_node_id();
2276 let path = payment_path_for_amount(500);
2278 let usage = ChannelUsage {
2280 inflight_htlc_msat: 0,
2281 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2283 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2284 let usage = ChannelUsage { amount_msat: 500, ..usage };
2285 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2286 let usage = ChannelUsage { amount_msat: 750, ..usage };
2287 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2289 scorer.payment_path_failed(&path, 43);
2291 let usage = ChannelUsage { amount_msat: 250, ..usage };
2292 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2293 let usage = ChannelUsage { amount_msat: 500, ..usage };
2294 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2295 let usage = ChannelUsage { amount_msat: 750, ..usage };
2296 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2300 fn sets_liquidity_upper_bound_on_failure() {
2301 let logger = TestLogger::new();
2302 let network_graph = network_graph(&logger);
2303 let params = ProbabilisticScoringFeeParameters {
2304 liquidity_penalty_multiplier_msat: 1_000,
2305 considered_impossible_penalty_msat: u64::max_value(),
2306 ..ProbabilisticScoringFeeParameters::zero_penalty()
2308 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2309 let source = source_node_id();
2310 let target = target_node_id();
2311 let path = payment_path_for_amount(500);
2313 let usage = ChannelUsage {
2315 inflight_htlc_msat: 0,
2316 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2318 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2319 let usage = ChannelUsage { amount_msat: 500, ..usage };
2320 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2321 let usage = ChannelUsage { amount_msat: 750, ..usage };
2322 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2324 scorer.payment_path_failed(&path, 42);
2326 let usage = ChannelUsage { amount_msat: 250, ..usage };
2327 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2328 let usage = ChannelUsage { amount_msat: 500, ..usage };
2329 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2330 let usage = ChannelUsage { amount_msat: 750, ..usage };
2331 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2335 fn ignores_channels_after_removed_failed_channel() {
2336 // Previously, if we'd tried to send over a channel which was removed from the network
2337 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2338 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2339 // channels in the route, even ones which they payment never reached. This tests to ensure
2340 // we do not score such channels.
2341 let secp_ctx = Secp256k1::new();
2342 let logger = TestLogger::new();
2343 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2344 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2345 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2346 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2347 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2348 add_channel(&mut network_graph, 42, secret_a, secret_b);
2349 // Don't add the channel from B -> C.
2350 add_channel(&mut network_graph, 44, secret_c, secret_d);
2352 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2353 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2354 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2355 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2358 path_hop(pub_b, 42, 1),
2359 path_hop(pub_c, 43, 2),
2360 path_hop(pub_d, 44, 100),
2363 let node_a = NodeId::from_pubkey(&pub_a);
2364 let node_b = NodeId::from_pubkey(&pub_b);
2365 let node_c = NodeId::from_pubkey(&pub_c);
2366 let node_d = NodeId::from_pubkey(&pub_d);
2368 let params = ProbabilisticScoringFeeParameters {
2369 liquidity_penalty_multiplier_msat: 1_000,
2370 ..ProbabilisticScoringFeeParameters::zero_penalty()
2372 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2374 let usage = ChannelUsage {
2376 inflight_htlc_msat: 0,
2377 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2379 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2380 // Note that a default liquidity bound is used for B -> C as no channel exists
2381 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2382 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2384 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2386 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2387 // Note that a default liquidity bound is used for B -> C as no channel exists
2388 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2389 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2393 fn reduces_liquidity_upper_bound_along_path_on_success() {
2394 let logger = TestLogger::new();
2395 let network_graph = network_graph(&logger);
2396 let params = ProbabilisticScoringFeeParameters {
2397 liquidity_penalty_multiplier_msat: 1_000,
2398 ..ProbabilisticScoringFeeParameters::zero_penalty()
2400 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2401 let sender = sender_node_id();
2402 let source = source_node_id();
2403 let target = target_node_id();
2404 let recipient = recipient_node_id();
2405 let usage = ChannelUsage {
2407 inflight_htlc_msat: 0,
2408 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2411 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2412 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2413 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2415 scorer.payment_path_successful(&payment_path_for_amount(500));
2417 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2418 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2419 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2423 fn decays_liquidity_bounds_over_time() {
2424 let logger = TestLogger::new();
2425 let network_graph = network_graph(&logger);
2426 let params = ProbabilisticScoringFeeParameters {
2427 liquidity_penalty_multiplier_msat: 1_000,
2428 considered_impossible_penalty_msat: u64::max_value(),
2429 ..ProbabilisticScoringFeeParameters::zero_penalty()
2431 let decay_params = ProbabilisticScoringDecayParameters {
2432 liquidity_offset_half_life: Duration::from_secs(10),
2433 ..ProbabilisticScoringDecayParameters::zero_penalty()
2435 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2436 let source = source_node_id();
2437 let target = target_node_id();
2439 let usage = ChannelUsage {
2441 inflight_htlc_msat: 0,
2442 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2444 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2445 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2448 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2449 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2451 let usage = ChannelUsage { amount_msat: 128, ..usage };
2452 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2453 let usage = ChannelUsage { amount_msat: 256, ..usage };
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2455 let usage = ChannelUsage { amount_msat: 768, ..usage };
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2457 let usage = ChannelUsage { amount_msat: 896, ..usage };
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2460 SinceEpoch::advance(Duration::from_secs(9));
2461 let usage = ChannelUsage { amount_msat: 128, ..usage };
2462 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2463 let usage = ChannelUsage { amount_msat: 256, ..usage };
2464 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2465 let usage = ChannelUsage { amount_msat: 768, ..usage };
2466 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2467 let usage = ChannelUsage { amount_msat: 896, ..usage };
2468 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2470 SinceEpoch::advance(Duration::from_secs(1));
2471 let usage = ChannelUsage { amount_msat: 64, ..usage };
2472 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2473 let usage = ChannelUsage { amount_msat: 128, ..usage };
2474 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2475 let usage = ChannelUsage { amount_msat: 896, ..usage };
2476 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2477 let usage = ChannelUsage { amount_msat: 960, ..usage };
2478 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2480 // Fully decay liquidity lower bound.
2481 SinceEpoch::advance(Duration::from_secs(10 * 7));
2482 let usage = ChannelUsage { amount_msat: 0, ..usage };
2483 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2484 let usage = ChannelUsage { amount_msat: 1, ..usage };
2485 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2486 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2487 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2488 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2489 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2491 // Fully decay liquidity upper bound.
2492 SinceEpoch::advance(Duration::from_secs(10));
2493 let usage = ChannelUsage { amount_msat: 0, ..usage };
2494 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2495 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2496 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2498 SinceEpoch::advance(Duration::from_secs(10));
2499 let usage = ChannelUsage { amount_msat: 0, ..usage };
2500 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2501 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2502 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2506 fn decays_liquidity_bounds_without_shift_overflow() {
2507 let logger = TestLogger::new();
2508 let network_graph = network_graph(&logger);
2509 let params = ProbabilisticScoringFeeParameters {
2510 liquidity_penalty_multiplier_msat: 1_000,
2511 ..ProbabilisticScoringFeeParameters::zero_penalty()
2513 let decay_params = ProbabilisticScoringDecayParameters {
2514 liquidity_offset_half_life: Duration::from_secs(10),
2515 ..ProbabilisticScoringDecayParameters::default()
2517 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2518 let source = source_node_id();
2519 let target = target_node_id();
2520 let usage = ChannelUsage {
2522 inflight_htlc_msat: 0,
2523 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2525 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2527 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2528 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2530 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2531 // would cause an overflow.
2532 SinceEpoch::advance(Duration::from_secs(10 * 64));
2533 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2535 SinceEpoch::advance(Duration::from_secs(10));
2536 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2540 fn restricts_liquidity_bounds_after_decay() {
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 {
2548 liquidity_offset_half_life: Duration::from_secs(10),
2549 ..ProbabilisticScoringDecayParameters::default()
2551 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2552 let source = source_node_id();
2553 let target = target_node_id();
2554 let usage = ChannelUsage {
2556 inflight_htlc_msat: 0,
2557 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2560 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2562 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2563 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2564 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2565 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2567 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2568 SinceEpoch::advance(Duration::from_secs(10));
2569 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2571 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2572 // is closer to the upper bound, meaning a higher penalty.
2573 scorer.payment_path_successful(&payment_path_for_amount(64));
2574 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2576 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2577 // is closer to the lower bound, meaning a lower penalty.
2578 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2579 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2581 // Further decaying affects the lower bound more than the upper bound (128, 928).
2582 SinceEpoch::advance(Duration::from_secs(10));
2583 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2587 fn restores_persisted_liquidity_bounds() {
2588 let logger = TestLogger::new();
2589 let network_graph = network_graph(&logger);
2590 let params = ProbabilisticScoringFeeParameters {
2591 liquidity_penalty_multiplier_msat: 1_000,
2592 considered_impossible_penalty_msat: u64::max_value(),
2593 ..ProbabilisticScoringFeeParameters::zero_penalty()
2595 let decay_params = ProbabilisticScoringDecayParameters {
2596 liquidity_offset_half_life: Duration::from_secs(10),
2597 ..ProbabilisticScoringDecayParameters::default()
2599 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2600 let source = source_node_id();
2601 let target = target_node_id();
2602 let usage = ChannelUsage {
2604 inflight_htlc_msat: 0,
2605 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2608 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2609 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2611 SinceEpoch::advance(Duration::from_secs(10));
2612 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2614 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2615 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2617 let mut serialized_scorer = Vec::new();
2618 scorer.write(&mut serialized_scorer).unwrap();
2620 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2621 let deserialized_scorer =
2622 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2623 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2627 fn decays_persisted_liquidity_bounds() {
2628 let logger = TestLogger::new();
2629 let network_graph = network_graph(&logger);
2630 let params = ProbabilisticScoringFeeParameters {
2631 liquidity_penalty_multiplier_msat: 1_000,
2632 considered_impossible_penalty_msat: u64::max_value(),
2633 ..ProbabilisticScoringFeeParameters::zero_penalty()
2635 let decay_params = ProbabilisticScoringDecayParameters {
2636 liquidity_offset_half_life: Duration::from_secs(10),
2637 ..ProbabilisticScoringDecayParameters::zero_penalty()
2639 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2640 let source = source_node_id();
2641 let target = target_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 },
2648 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2649 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2651 let mut serialized_scorer = Vec::new();
2652 scorer.write(&mut serialized_scorer).unwrap();
2654 SinceEpoch::advance(Duration::from_secs(10));
2656 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2657 let deserialized_scorer =
2658 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2659 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2661 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2662 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2664 SinceEpoch::advance(Duration::from_secs(10));
2665 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2669 fn scores_realistic_payments() {
2670 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2671 // 50k sat reserve).
2672 let logger = TestLogger::new();
2673 let network_graph = network_graph(&logger);
2674 let params = ProbabilisticScoringFeeParameters::default();
2675 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2676 let source = source_node_id();
2677 let target = target_node_id();
2679 let usage = ChannelUsage {
2680 amount_msat: 100_000_000,
2681 inflight_htlc_msat: 0,
2682 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2684 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2685 let usage = ChannelUsage {
2686 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2688 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2689 let usage = ChannelUsage {
2690 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2692 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2693 let usage = ChannelUsage {
2694 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2696 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2697 let usage = ChannelUsage {
2698 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2700 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2701 let usage = ChannelUsage {
2702 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2704 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2705 let usage = ChannelUsage {
2706 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2709 let usage = ChannelUsage {
2710 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2712 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2713 let usage = ChannelUsage {
2714 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2716 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2717 let usage = ChannelUsage {
2718 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2720 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2721 let usage = ChannelUsage {
2722 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2724 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2728 fn adds_base_penalty_to_liquidity_penalty() {
2729 let logger = TestLogger::new();
2730 let network_graph = network_graph(&logger);
2731 let source = source_node_id();
2732 let target = target_node_id();
2733 let usage = ChannelUsage {
2735 inflight_htlc_msat: 0,
2736 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2739 let params = ProbabilisticScoringFeeParameters {
2740 liquidity_penalty_multiplier_msat: 1_000,
2741 ..ProbabilisticScoringFeeParameters::zero_penalty()
2743 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2744 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2746 let params = ProbabilisticScoringFeeParameters {
2747 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2748 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2750 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2751 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2753 let params = ProbabilisticScoringFeeParameters {
2754 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2755 base_penalty_amount_multiplier_msat: (1 << 30),
2756 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2759 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2760 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2764 fn adds_amount_penalty_to_liquidity_penalty() {
2765 let logger = TestLogger::new();
2766 let network_graph = network_graph(&logger);
2767 let source = source_node_id();
2768 let target = target_node_id();
2769 let usage = ChannelUsage {
2770 amount_msat: 512_000,
2771 inflight_htlc_msat: 0,
2772 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2775 let params = ProbabilisticScoringFeeParameters {
2776 liquidity_penalty_multiplier_msat: 1_000,
2777 liquidity_penalty_amount_multiplier_msat: 0,
2778 ..ProbabilisticScoringFeeParameters::zero_penalty()
2780 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2781 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2783 let params = ProbabilisticScoringFeeParameters {
2784 liquidity_penalty_multiplier_msat: 1_000,
2785 liquidity_penalty_amount_multiplier_msat: 256,
2786 ..ProbabilisticScoringFeeParameters::zero_penalty()
2788 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2789 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2793 fn calculates_log10_without_overflowing_u64_max_value() {
2794 let logger = TestLogger::new();
2795 let network_graph = network_graph(&logger);
2796 let source = source_node_id();
2797 let target = target_node_id();
2798 let usage = ChannelUsage {
2799 amount_msat: u64::max_value(),
2800 inflight_htlc_msat: 0,
2801 effective_capacity: EffectiveCapacity::Infinite,
2804 let params = ProbabilisticScoringFeeParameters {
2805 liquidity_penalty_multiplier_msat: 40_000,
2806 ..ProbabilisticScoringFeeParameters::zero_penalty()
2808 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2809 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2810 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2814 fn accounts_for_inflight_htlc_usage() {
2815 let logger = TestLogger::new();
2816 let network_graph = network_graph(&logger);
2817 let params = ProbabilisticScoringFeeParameters {
2818 considered_impossible_penalty_msat: u64::max_value(),
2819 ..ProbabilisticScoringFeeParameters::zero_penalty()
2821 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2822 let source = source_node_id();
2823 let target = target_node_id();
2825 let usage = ChannelUsage {
2827 inflight_htlc_msat: 0,
2828 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2830 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2832 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2833 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2837 fn removes_uncertainity_when_exact_liquidity_known() {
2838 let logger = TestLogger::new();
2839 let network_graph = network_graph(&logger);
2840 let params = ProbabilisticScoringFeeParameters::default();
2841 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2842 let source = source_node_id();
2843 let target = target_node_id();
2845 let base_penalty_msat = params.base_penalty_msat;
2846 let usage = ChannelUsage {
2848 inflight_htlc_msat: 0,
2849 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2851 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2853 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2854 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2856 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2857 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2861 fn remembers_historical_failures() {
2862 let logger = TestLogger::new();
2863 let network_graph = network_graph(&logger);
2864 let params = ProbabilisticScoringFeeParameters {
2865 historical_liquidity_penalty_multiplier_msat: 1024,
2866 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2867 ..ProbabilisticScoringFeeParameters::zero_penalty()
2869 let decay_params = ProbabilisticScoringDecayParameters {
2870 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2871 historical_no_updates_half_life: Duration::from_secs(10),
2873 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2874 let source = source_node_id();
2875 let target = target_node_id();
2877 let usage = ChannelUsage {
2879 inflight_htlc_msat: 0,
2880 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2882 // With no historical data the normal liquidity penalty calculation is used.
2883 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2884 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2886 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
2889 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2890 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2891 // The "it failed" increment is 32, where the probability should lie fully in the first
2893 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2894 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2895 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1),
2897 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
2900 // Even after we tell the scorer we definitely have enough available liquidity, it will
2901 // still remember that there was some failure in the past, and assign a non-0 penalty.
2902 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2903 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2904 // The first octile should be decayed just slightly and the last octile has a new point.
2905 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2906 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2908 // The exact success probability is a bit complicated and involves integer rounding, so we
2909 // simply check bounds here.
2910 let five_hundred_prob =
2911 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
2912 assert!(five_hundred_prob > 0.5);
2913 assert!(five_hundred_prob < 0.52);
2915 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
2916 assert!(one_prob < 1.0);
2917 assert!(one_prob > 0.99);
2919 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2920 // gone), and check that we're back to where we started.
2921 SinceEpoch::advance(Duration::from_secs(10 * 16));
2922 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2923 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2924 // data entirely instead.
2925 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2926 Some(([0; 8], [0; 8])));
2927 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
2929 let mut usage = ChannelUsage {
2931 inflight_htlc_msat: 1024,
2932 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2934 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2935 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2936 usage.inflight_htlc_msat = 0;
2937 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2939 let usage = ChannelUsage {
2941 inflight_htlc_msat: 0,
2942 effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 },
2944 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2946 // Advance to decay all liquidity offsets to zero.
2947 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2949 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2950 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2952 path_hop(target_pubkey(), 43, 2),
2953 path_hop(source_pubkey(), 42, 1),
2954 path_hop(sender_pubkey(), 41, 0),
2956 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2960 fn adds_anti_probing_penalty() {
2961 let logger = TestLogger::new();
2962 let network_graph = network_graph(&logger);
2963 let source = source_node_id();
2964 let target = target_node_id();
2965 let params = ProbabilisticScoringFeeParameters {
2966 anti_probing_penalty_msat: 500,
2967 ..ProbabilisticScoringFeeParameters::zero_penalty()
2969 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2971 // Check we receive no penalty for a low htlc_maximum_msat.
2972 let usage = ChannelUsage {
2973 amount_msat: 512_000,
2974 inflight_htlc_msat: 0,
2975 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2977 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2979 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2980 let usage = ChannelUsage {
2981 amount_msat: 512_000,
2982 inflight_htlc_msat: 0,
2983 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2985 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2987 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2988 let usage = ChannelUsage {
2989 amount_msat: 512_000,
2990 inflight_htlc_msat: 0,
2991 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2993 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2995 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2996 let usage = ChannelUsage {
2997 amount_msat: 512_000,
2998 inflight_htlc_msat: 0,
2999 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3001 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3005 fn scores_with_blinded_path() {
3006 // Make sure we'll account for a blinded path's final_value_msat in scoring
3007 let logger = TestLogger::new();
3008 let network_graph = network_graph(&logger);
3009 let params = ProbabilisticScoringFeeParameters {
3010 liquidity_penalty_multiplier_msat: 1_000,
3011 ..ProbabilisticScoringFeeParameters::zero_penalty()
3013 let decay_params = ProbabilisticScoringDecayParameters::default();
3014 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3015 let source = source_node_id();
3016 let target = target_node_id();
3017 let usage = ChannelUsage {
3019 inflight_htlc_msat: 0,
3020 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3022 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3024 let mut path = payment_path_for_amount(768);
3025 let recipient_hop = path.hops.pop().unwrap();
3026 let blinded_path = BlindedPath {
3027 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3028 blinding_point: test_utils::pubkey(42),
3030 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3033 path.blinded_tail = Some(BlindedTail {
3034 hops: blinded_path.blinded_hops,
3035 blinding_point: blinded_path.blinding_point,
3036 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3037 final_value_msat: recipient_hop.fee_msat,
3040 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3041 // final value is taken into account.
3042 assert!(scorer.channel_liquidities.get(&42).is_none());
3044 scorer.payment_path_failed(&path, 42);
3045 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3046 scorer.payment_path_failed(&path, 43);
3048 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3049 .as_directed(&source, &target, 0, 1_000, decay_params);
3050 assert_eq!(liquidity.min_liquidity_msat(), 256);
3051 assert_eq!(liquidity.max_liquidity_msat(), 768);