1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop, PublicHopCandidate};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
65 use crate::prelude::*;
67 use core::ops::{Deref, DerefMut};
68 use core::time::Duration;
69 use crate::io::{self, Read};
70 use crate::sync::{RwLock, RwLockReadGuard, RwLockWriteGuard};
71 #[cfg(not(c_bindings))]
73 core::cell::{RefCell, RefMut, Ref},
74 crate::sync::{Mutex, MutexGuard},
77 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
78 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
79 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
80 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
82 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
83 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
84 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
85 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
86 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
87 /// do here by defining `Score` differently for `cfg(c_bindings)`.
88 macro_rules! define_score { ($($supertrait: path)*) => {
89 /// An interface used to score payment channels for path finding.
91 /// `ScoreLookUp` is used to determine the penalty for a given channel.
93 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
94 pub trait ScoreLookUp {
95 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
96 /// on a per-routefinding-call basis through to the scorer methods,
97 /// which are used to determine the parameters for the suitability of channels for use.
99 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
100 /// given channel in the direction from `source` to `target`.
102 /// The channel's capacity (less any other MPP parts that are also being considered for use in
103 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
104 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
105 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
106 /// Thus, implementations should be overflow-safe.
107 fn channel_penalty_msat(
108 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
112 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
113 pub trait ScoreUpdate {
114 /// Handles updating channel penalties after failing to route through a channel.
115 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
117 /// Handles updating channel penalties after successfully routing along a path.
118 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
120 /// Handles updating channel penalties after a probe over the given path failed.
121 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
123 /// Handles updating channel penalties after a probe over the given path succeeded.
124 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
126 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
127 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
128 /// of this object should call this method regularly (generally via the
129 /// `lightning-background-processor` crate).
130 fn time_passed(&mut self, duration_since_epoch: Duration);
133 /// A trait which can both lookup and update routing channel penalty scores.
135 /// This is used in places where both bounds are required and implemented for all types which
136 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
138 /// Bindings users may need to manually implement this for their custom scoring implementations.
139 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
141 #[cfg(not(c_bindings))]
142 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
144 #[cfg(not(c_bindings))]
145 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
146 type ScoreParams = S::ScoreParams;
147 fn channel_penalty_msat(
148 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
150 self.deref().channel_penalty_msat(candidate, usage, score_params)
154 #[cfg(not(c_bindings))]
155 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
156 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
157 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
160 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
161 self.deref_mut().payment_path_successful(path, duration_since_epoch)
164 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
165 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
168 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
169 self.deref_mut().probe_successful(path, duration_since_epoch)
172 fn time_passed(&mut self, duration_since_epoch: Duration) {
173 self.deref_mut().time_passed(duration_since_epoch)
179 define_score!(Writeable);
181 #[cfg(not(c_bindings))]
184 /// A scorer that is accessed under a lock.
186 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
187 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
188 /// implementations. Internal locking would be detrimental to route finding performance and could
189 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
191 /// [`find_route`]: crate::routing::router::find_route
192 pub trait LockableScore<'a> {
193 /// The [`ScoreUpdate`] type.
194 type ScoreUpdate: 'a + ScoreUpdate;
195 /// The [`ScoreLookUp`] type.
196 type ScoreLookUp: 'a + ScoreLookUp;
198 /// The write locked [`ScoreUpdate`] type.
199 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
201 /// The read locked [`ScoreLookUp`] type.
202 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
204 /// Returns read locked scorer.
205 fn read_lock(&'a self) -> Self::ReadLocked;
207 /// Returns write locked scorer.
208 fn write_lock(&'a self) -> Self::WriteLocked;
211 /// Refers to a scorer that is accessible under lock and also writeable to disk
213 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
214 /// use the Persister to persist it.
215 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
219 #[cfg(not(c_bindings))]
220 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
221 type ScoreUpdate = T;
222 type ScoreLookUp = T;
224 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
225 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
227 fn read_lock(&'a self) -> Self::ReadLocked {
228 Mutex::lock(self).unwrap()
231 fn write_lock(&'a self) -> Self::WriteLocked {
232 Mutex::lock(self).unwrap()
236 #[cfg(not(c_bindings))]
237 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
238 type ScoreUpdate = T;
239 type ScoreLookUp = T;
241 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
242 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
244 fn write_lock(&'a self) -> Self::WriteLocked {
248 fn read_lock(&'a self) -> Self::ReadLocked {
253 #[cfg(any(not(c_bindings), feature = "_test_utils", test))]
254 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
255 type ScoreUpdate = T;
256 type ScoreLookUp = T;
258 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
259 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
261 fn read_lock(&'a self) -> Self::ReadLocked {
262 RwLock::read(self).unwrap()
265 fn write_lock(&'a self) -> Self::WriteLocked {
266 RwLock::write(self).unwrap()
271 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
272 pub struct MultiThreadedLockableScore<T: Score> {
277 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
278 type ScoreUpdate = T;
279 type ScoreLookUp = T;
280 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
281 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
283 fn read_lock(&'a self) -> Self::ReadLocked {
284 MultiThreadedScoreLockRead(self.score.read().unwrap())
287 fn write_lock(&'a self) -> Self::WriteLocked {
288 MultiThreadedScoreLockWrite(self.score.write().unwrap())
293 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
294 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
295 self.score.read().unwrap().write(writer)
300 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
303 impl<T: Score> MultiThreadedLockableScore<T> {
304 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
305 pub fn new(score: T) -> Self {
306 MultiThreadedLockableScore { score: RwLock::new(score) }
311 /// A locked `MultiThreadedLockableScore`.
312 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
315 /// A locked `MultiThreadedLockableScore`.
316 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
319 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
322 fn deref(&self) -> &Self::Target {
328 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
329 type ScoreParams = T::ScoreParams;
330 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
332 self.0.channel_penalty_msat(candidate, usage, score_params)
337 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
338 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
344 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
347 fn deref(&self) -> &Self::Target {
353 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
354 fn deref_mut(&mut self) -> &mut Self::Target {
360 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
361 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
362 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
365 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
366 self.0.payment_path_successful(path, duration_since_epoch)
369 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
370 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
373 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
374 self.0.probe_successful(path, duration_since_epoch)
377 fn time_passed(&mut self, duration_since_epoch: Duration) {
378 self.0.time_passed(duration_since_epoch)
383 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
384 #[derive(Clone, Copy, Debug, PartialEq)]
385 pub struct ChannelUsage {
386 /// The amount to send through the channel, denominated in millisatoshis.
387 pub amount_msat: u64,
389 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
390 /// as part of a multi-path payment.
391 pub inflight_htlc_msat: u64,
393 /// The effective capacity of the channel.
394 pub effective_capacity: EffectiveCapacity,
398 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
399 pub struct FixedPenaltyScorer {
403 impl FixedPenaltyScorer {
404 /// Creates a new scorer using `penalty_msat`.
405 pub fn with_penalty(penalty_msat: u64) -> Self {
406 Self { penalty_msat }
410 impl ScoreLookUp for FixedPenaltyScorer {
411 type ScoreParams = ();
412 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
417 impl ScoreUpdate for FixedPenaltyScorer {
418 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
420 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
422 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
424 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
426 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
429 impl Writeable for FixedPenaltyScorer {
431 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
432 write_tlv_fields!(w, {});
437 impl ReadableArgs<u64> for FixedPenaltyScorer {
439 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
440 read_tlv_fields!(r, {});
441 Ok(Self { penalty_msat })
445 /// [`ScoreLookUp`] implementation using channel success probability distributions.
447 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
448 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
449 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
450 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
452 /// These bounds are then used to determine a success probability using the formula from
453 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
454 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
456 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
457 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
458 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
459 /// terms of the entire path's success probability. This allows the router to directly compare
460 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
462 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
464 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
465 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
466 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
467 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
470 /// [1]: https://arxiv.org/abs/2107.05322
471 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
472 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
473 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
474 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
475 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
476 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
477 where L::Target: Logger {
478 decay_params: ProbabilisticScoringDecayParameters,
481 channel_liquidities: HashMap<u64, ChannelLiquidity>,
484 /// Parameters for configuring [`ProbabilisticScorer`].
486 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
487 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
489 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
492 pub struct ProbabilisticScoringFeeParameters {
493 /// A fixed penalty in msats to apply to each channel.
495 /// Default value: 500 msat
496 pub base_penalty_msat: u64,
498 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
499 /// applied to each channel, in excess of the [`base_penalty_msat`].
501 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
502 /// fees plus penalty) for large payments. The penalty is computed as the product of this
503 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
504 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
506 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
508 /// Default value: 8,192 msat
510 /// [`base_penalty_msat`]: Self::base_penalty_msat
511 pub base_penalty_amount_multiplier_msat: u64,
513 /// A multiplier used in conjunction with the negative `log10` of the channel's success
514 /// probability for a payment, as determined by our latest estimates of the channel's
515 /// liquidity, to determine the liquidity penalty.
517 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
518 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
519 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
520 /// lower bounding the success probability to `0.01`) when the amount falls within the
521 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
522 /// result in a `u64::max_value` penalty, however.
524 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
526 /// Default value: 30,000 msat
528 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
529 pub liquidity_penalty_multiplier_msat: u64,
531 /// A multiplier used in conjunction with the total amount flowing over a channel and the
532 /// negative `log10` of the channel's success probability for the payment, as determined by our
533 /// latest estimates of the channel's liquidity, to determine the amount penalty.
535 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
536 /// fees plus penalty) for large payments. The penalty is computed as the product of this
537 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
538 /// `log10` of the success probability.
540 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
542 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
543 /// the amount will result in a penalty of the multiplier. And, as the success probability
544 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
545 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
548 /// Default value: 192 msat
549 pub liquidity_penalty_amount_multiplier_msat: u64,
551 /// A multiplier used in conjunction with the negative `log10` of the channel's success
552 /// probability for the payment, as determined based on the history of our estimates of the
553 /// channel's available liquidity, to determine a penalty.
555 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
556 /// only our latest estimate for the current liquidity available in the channel, it estimates
557 /// success probability based on the estimated liquidity available in the channel through
558 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
559 /// track which of several buckets those bounds fall into, exponentially decaying the
560 /// probability of each bucket as new samples are added.
562 /// Default value: 10,000 msat
564 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
565 pub historical_liquidity_penalty_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the total amount flowing over a channel and the
568 /// negative `log10` of the channel's success probability for the payment, as determined based
569 /// on the history of our estimates of the channel's available liquidity, to determine a
572 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
573 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
574 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
577 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
578 /// of using only our latest estimate for the current liquidity available in the channel, it
579 /// estimates success probability based on the estimated liquidity available in the channel
580 /// through history. Specifically, every time we update our liquidity bounds on a given
581 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
582 /// the probability of each bucket as new samples are added.
584 /// Default value: 64 msat
586 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
587 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
589 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
590 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
591 /// considered during path finding.
593 /// This is not exported to bindings users
594 pub manual_node_penalties: HashMap<NodeId, u64>,
596 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
597 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
598 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
599 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
600 /// to restrict `htlc_maximum_msat` and improve privacy.
602 /// Default value: 250 msat
603 pub anti_probing_penalty_msat: u64,
605 /// This penalty is applied when the total amount flowing over a channel exceeds our current
606 /// estimate of the channel's available liquidity. The total amount is the amount of the
607 /// current HTLC plus any HTLCs which we've sent over the same channel.
609 /// Note that in this case all other penalties, including the
610 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
611 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
612 /// applicable, are still included in the overall penalty.
614 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
615 /// `u64::max_value()` will guarantee that.
617 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
619 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
620 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
621 /// [`base_penalty_msat`]: Self::base_penalty_msat
622 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
623 pub considered_impossible_penalty_msat: u64,
625 /// In order to calculate most of the scores above, we must first convert a lower and upper
626 /// bound on the available liquidity in a channel into the probability that we think a payment
627 /// will succeed. That probability is derived from a Probability Density Function for where we
628 /// think the liquidity in a channel likely lies, given such bounds.
630 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
631 /// liquidity in a channel is just as likely to be at any point between our lower and upper
634 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
635 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
636 /// matches experimental results - most routing nodes do not aggressively rebalance their
637 /// channels and flows in the network are often unbalanced, leaving liquidity usually
640 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
641 /// of floating-point multiplications in the hottest routing code, which may lead to routing
642 /// performance degradation on some machines.
644 /// Default value: false
645 pub linear_success_probability: bool,
648 impl Default for ProbabilisticScoringFeeParameters {
649 fn default() -> Self {
651 base_penalty_msat: 500,
652 base_penalty_amount_multiplier_msat: 8192,
653 liquidity_penalty_multiplier_msat: 30_000,
654 liquidity_penalty_amount_multiplier_msat: 192,
655 manual_node_penalties: new_hash_map(),
656 anti_probing_penalty_msat: 250,
657 considered_impossible_penalty_msat: 1_0000_0000_000,
658 historical_liquidity_penalty_multiplier_msat: 10_000,
659 historical_liquidity_penalty_amount_multiplier_msat: 64,
660 linear_success_probability: false,
665 impl ProbabilisticScoringFeeParameters {
666 /// Marks the node with the given `node_id` as banned,
667 /// i.e it will be avoided during path finding.
668 pub fn add_banned(&mut self, node_id: &NodeId) {
669 self.manual_node_penalties.insert(*node_id, u64::max_value());
672 /// Marks all nodes in the given list as banned, i.e.,
673 /// they will be avoided during path finding.
674 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
676 self.manual_node_penalties.insert(id, u64::max_value());
680 /// Removes the node with the given `node_id` from the list of nodes to avoid.
681 pub fn remove_banned(&mut self, node_id: &NodeId) {
682 self.manual_node_penalties.remove(node_id);
685 /// Sets a manual penalty for the given node.
686 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
687 self.manual_node_penalties.insert(*node_id, penalty);
690 /// Removes the node with the given `node_id` from the list of manual penalties.
691 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
692 self.manual_node_penalties.remove(node_id);
695 /// Clears the list of manual penalties that are applied during path finding.
696 pub fn clear_manual_penalties(&mut self) {
697 self.manual_node_penalties = new_hash_map();
702 impl ProbabilisticScoringFeeParameters {
703 fn zero_penalty() -> Self {
705 base_penalty_msat: 0,
706 base_penalty_amount_multiplier_msat: 0,
707 liquidity_penalty_multiplier_msat: 0,
708 liquidity_penalty_amount_multiplier_msat: 0,
709 historical_liquidity_penalty_multiplier_msat: 0,
710 historical_liquidity_penalty_amount_multiplier_msat: 0,
711 manual_node_penalties: new_hash_map(),
712 anti_probing_penalty_msat: 0,
713 considered_impossible_penalty_msat: 0,
714 linear_success_probability: true,
719 /// Parameters for configuring [`ProbabilisticScorer`].
721 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
722 /// these decay parameters affect the score of the channel penalty and are not changed on a
723 /// per-route penalty cost call.
724 #[derive(Copy, Clone)]
725 pub struct ProbabilisticScoringDecayParameters {
726 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
727 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
728 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
730 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
732 /// Note that after 16 or more half lives all historical data will be completely gone.
734 /// Default value: 14 days
736 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
737 pub historical_no_updates_half_life: Duration,
739 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
740 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
741 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
744 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
745 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
746 /// struct documentation for more info on the way the liquidity bounds are used.
748 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
749 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
750 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
752 /// Default value: 6 hours
756 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
757 /// liquidity knowledge will never decay except when the bounds cross.
758 pub liquidity_offset_half_life: Duration,
761 impl Default for ProbabilisticScoringDecayParameters {
762 fn default() -> Self {
764 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
765 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
771 impl ProbabilisticScoringDecayParameters {
772 fn zero_penalty() -> Self {
774 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
775 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
780 /// Accounting for channel liquidity balance uncertainty.
782 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
783 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
784 /// offset fields gives the opposite direction.
785 struct ChannelLiquidity {
786 /// Lower channel liquidity bound in terms of an offset from zero.
787 min_liquidity_offset_msat: u64,
789 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
790 max_liquidity_offset_msat: u64,
792 min_liquidity_offset_history: HistoricalBucketRangeTracker,
793 max_liquidity_offset_history: HistoricalBucketRangeTracker,
795 /// Time when either liquidity bound was last modified as an offset since the unix epoch.
796 last_updated: Duration,
798 /// Time when the historical liquidity bounds were last modified as an offset against the unix
800 offset_history_last_updated: Duration,
803 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
804 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
805 min_liquidity_offset_msat: L,
806 max_liquidity_offset_msat: L,
807 liquidity_history: HistoricalMinMaxBuckets<BRT>,
810 offset_history_last_updated: T,
813 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
814 /// Creates a new scorer using the given scoring parameters for sending payments from a node
815 /// through a network graph.
816 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
821 channel_liquidities: new_hash_map(),
826 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
827 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
831 /// Dump the contents of this scorer into the configured logger.
833 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
834 /// which may be a substantial amount of log output.
835 pub fn debug_log_liquidity_stats(&self) {
836 let graph = self.network_graph.read_only();
837 for (scid, liq) in self.channel_liquidities.iter() {
838 if let Some(chan_debug) = graph.channels().get(scid) {
839 let log_direction = |source, target| {
840 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
841 let amt = directed_info.effective_capacity().as_msat();
842 let dir_liq = liq.as_directed(source, target, amt);
844 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
845 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
847 log_debug!(self.logger, core::concat!(
848 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
849 "\tHistorical min liquidity bucket relative probabilities:\n",
850 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
851 "\tHistorical max liquidity bucket relative probabilities:\n",
852 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
853 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
854 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
855 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
856 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
857 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
858 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
859 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
860 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
861 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
862 // Note that the liquidity buckets are an offset from the edge, so we
863 // inverse the max order to get the probabilities from zero.
864 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
865 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
866 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
867 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
868 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
869 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
870 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
871 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
873 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
877 log_direction(&chan_debug.node_one, &chan_debug.node_two);
878 log_direction(&chan_debug.node_two, &chan_debug.node_one);
880 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
885 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
886 /// channel with `scid` towards the given `target` node.
887 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
888 let graph = self.network_graph.read_only();
890 if let Some(chan) = graph.channels().get(&scid) {
891 if let Some(liq) = self.channel_liquidities.get(&scid) {
892 if let Some((directed_info, source)) = chan.as_directed_to(target) {
893 let amt = directed_info.effective_capacity().as_msat();
894 let dir_liq = liq.as_directed(source, target, amt);
895 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
902 /// Query the historical estimated minimum and maximum liquidity available for sending a
903 /// payment over the channel with `scid` towards the given `target` node.
905 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
906 /// the second set describes the upper-bound liquidity history. Each bucket describes the
907 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
908 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
909 /// more recent data points are weighted more heavily than older datapoints.
911 /// Note that the range of each bucket varies by its location to provide more granular results
912 /// at the edges of a channel's capacity, where it is more likely to sit.
914 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
915 /// is calculated by dividing that bucket's value with the total value of all buckets.
917 /// For example, using a lower bucket count for illustrative purposes, a value of
918 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
919 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
920 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
921 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
923 /// Because the datapoints are decayed slowly over time, values will eventually return to
924 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
926 /// In order to fetch a single success probability from the buckets provided here, as used in
927 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
928 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
929 -> Option<([u16; 32], [u16; 32])> {
930 let graph = self.network_graph.read_only();
932 if let Some(chan) = graph.channels().get(&scid) {
933 if let Some(liq) = self.channel_liquidities.get(&scid) {
934 if let Some((directed_info, source)) = chan.as_directed_to(target) {
935 let amt = directed_info.effective_capacity().as_msat();
936 let dir_liq = liq.as_directed(source, target, amt);
938 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
939 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
941 // Note that the liquidity buckets are an offset from the edge, so we inverse
942 // the max order to get the probabilities from zero.
943 max_buckets.reverse();
944 return Some((min_buckets, max_buckets));
951 /// Query the probability of payment success sending the given `amount_msat` over the channel
952 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
955 /// These are the same bounds as returned by
956 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
957 /// [`Self::estimated_channel_liquidity_range`]).
958 pub fn historical_estimated_payment_success_probability(
959 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
961 let graph = self.network_graph.read_only();
963 if let Some(chan) = graph.channels().get(&scid) {
964 if let Some(liq) = self.channel_liquidities.get(&scid) {
965 if let Some((directed_info, source)) = chan.as_directed_to(target) {
966 let capacity_msat = directed_info.effective_capacity().as_msat();
967 let dir_liq = liq.as_directed(source, target, capacity_msat);
969 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
970 ¶ms, amount_msat, capacity_msat
971 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
979 impl ChannelLiquidity {
980 fn new(last_updated: Duration) -> Self {
982 min_liquidity_offset_msat: 0,
983 max_liquidity_offset_msat: 0,
984 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
985 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
987 offset_history_last_updated: last_updated,
991 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
994 &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
995 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
996 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
998 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
999 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1001 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1002 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1005 DirectedChannelLiquidity {
1006 min_liquidity_offset_msat,
1007 max_liquidity_offset_msat,
1008 liquidity_history: HistoricalMinMaxBuckets {
1009 min_liquidity_offset_history,
1010 max_liquidity_offset_history,
1013 last_updated: &self.last_updated,
1014 offset_history_last_updated: &self.offset_history_last_updated,
1018 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1019 /// `capacity_msat`.
1021 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1022 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1023 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1024 if source < target {
1025 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1026 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1028 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1029 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1032 DirectedChannelLiquidity {
1033 min_liquidity_offset_msat,
1034 max_liquidity_offset_msat,
1035 liquidity_history: HistoricalMinMaxBuckets {
1036 min_liquidity_offset_history,
1037 max_liquidity_offset_history,
1040 last_updated: &mut self.last_updated,
1041 offset_history_last_updated: &mut self.offset_history_last_updated,
1046 &self, offset: u64, duration_since_epoch: Duration,
1047 decay_params: ProbabilisticScoringDecayParameters,
1049 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1050 if half_life != 0.0 {
1051 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1052 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1059 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1061 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1063 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1064 /// ratio, as X in 1/X.
1065 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1067 /// The divisor used when computing the amount penalty.
1068 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1069 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1071 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1073 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1074 (a * a * a, b * b * b, c * c * c)
1077 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1078 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1080 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1082 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1083 /// (recently) seen an HTLC successfully complete over this channel.
1085 fn success_probability(
1086 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1087 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1089 debug_assert!(min_liquidity_msat <= amount_msat);
1090 debug_assert!(amount_msat < max_liquidity_msat);
1091 debug_assert!(max_liquidity_msat <= capacity_msat);
1093 let (numerator, mut denominator) =
1094 if params.linear_success_probability {
1095 (max_liquidity_msat - amount_msat,
1096 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1098 let capacity = capacity_msat as f64;
1099 let min = (min_liquidity_msat as f64) / capacity;
1100 let max = (max_liquidity_msat as f64) / capacity;
1101 let amount = (amount_msat as f64) / capacity;
1103 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1104 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1105 // liquidity bounds is thus the integral under the curve from the amount to maximum
1106 // estimated liquidity, divided by the same integral from the minimum to the maximum
1107 // estimated liquidity bounds.
1109 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1110 // calculate the cumulative density function between the min/max bounds trivially. Note
1111 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1112 // division of num / den.
1113 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1114 let num = max_pow - amt_pow;
1115 let den = max_pow - min_pow;
1117 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1118 // quite a large factor to get something useful (ideally in the 2^30 range).
1119 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1120 let numerator = (num * BILLIONISH) as u64 + 1;
1121 let denominator = (den * BILLIONISH) as u64 + 1;
1122 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1123 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1124 (numerator, denominator)
1127 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1128 denominator < u64::max_value() / 21
1130 // If we have no knowledge of the channel, scale probability down by ~75%
1131 // Note that we prefer to increase the denominator rather than decrease the numerator as
1132 // the denominator is more likely to be larger and thus provide greater precision. This is
1133 // mostly an overoptimization but makes a large difference in tests.
1134 denominator = denominator * 21 / 16
1137 (numerator, denominator)
1140 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1141 DirectedChannelLiquidity< L, BRT, T> {
1142 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1144 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1145 let available_capacity = self.capacity_msat;
1146 let max_liquidity_msat = self.max_liquidity_msat();
1147 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1149 let mut res = if amount_msat <= min_liquidity_msat {
1151 } else if amount_msat >= max_liquidity_msat {
1152 // Equivalent to hitting the else clause below with the amount equal to the effective
1153 // capacity and without any certainty on the liquidity upper bound, plus the
1154 // impossibility penalty.
1155 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1156 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1157 score_params.liquidity_penalty_multiplier_msat,
1158 score_params.liquidity_penalty_amount_multiplier_msat)
1159 .saturating_add(score_params.considered_impossible_penalty_msat)
1161 let (numerator, denominator) = success_probability(amount_msat,
1162 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1163 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1164 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1165 // don't bother trying to use the log approximation as it gets too noisy to be
1166 // particularly helpful, instead just round down to 0.
1169 let negative_log10_times_2048 =
1170 approx::negative_log10_times_2048(numerator, denominator);
1171 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1172 score_params.liquidity_penalty_multiplier_msat,
1173 score_params.liquidity_penalty_amount_multiplier_msat)
1177 if amount_msat >= available_capacity {
1178 // We're trying to send more than the capacity, use a max penalty.
1179 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1180 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1181 score_params.historical_liquidity_penalty_multiplier_msat,
1182 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1186 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1187 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1188 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1189 .calculate_success_probability_times_billion(
1190 score_params, amount_msat, self.capacity_msat)
1192 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1193 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1194 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1195 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1197 // If we don't have any valid points (or, once decayed, we have less than a full
1198 // point), redo the non-historical calculation with no liquidity bounds tracked and
1199 // the historical penalty multipliers.
1200 let (numerator, denominator) = success_probability(amount_msat, 0,
1201 available_capacity, available_capacity, score_params, true);
1202 let negative_log10_times_2048 =
1203 approx::negative_log10_times_2048(numerator, denominator);
1204 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1205 score_params.historical_liquidity_penalty_multiplier_msat,
1206 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1213 /// Computes the liquidity penalty from the penalty multipliers.
1215 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1216 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1218 negative_log10_times_2048 =
1219 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1221 // Upper bound the liquidity penalty to ensure some channel is selected.
1222 let liquidity_penalty_msat = negative_log10_times_2048
1223 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1224 let amount_penalty_msat = negative_log10_times_2048
1225 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1226 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1228 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1231 /// Returns the lower bound of the channel liquidity balance in this direction.
1233 fn min_liquidity_msat(&self) -> u64 {
1234 *self.min_liquidity_offset_msat
1237 /// Returns the upper bound of the channel liquidity balance in this direction.
1239 fn max_liquidity_msat(&self) -> u64 {
1241 .saturating_sub(*self.max_liquidity_offset_msat)
1245 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1246 DirectedChannelLiquidity<L, BRT, T> {
1247 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1248 fn failed_at_channel<Log: Deref>(
1249 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1250 ) where Log::Target: Logger {
1251 let existing_max_msat = self.max_liquidity_msat();
1252 if amount_msat < existing_max_msat {
1253 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1254 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1256 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1257 chan_descr, existing_max_msat, amount_msat);
1259 self.update_history_buckets(0, duration_since_epoch);
1262 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1263 fn failed_downstream<Log: Deref>(
1264 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1265 ) where Log::Target: Logger {
1266 let existing_min_msat = self.min_liquidity_msat();
1267 if amount_msat > existing_min_msat {
1268 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1269 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1271 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1272 chan_descr, existing_min_msat, amount_msat);
1274 self.update_history_buckets(0, duration_since_epoch);
1277 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1278 fn successful<Log: Deref>(&mut self,
1279 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1280 ) where Log::Target: Logger {
1281 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1282 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1283 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1284 self.update_history_buckets(amount_msat, duration_since_epoch);
1287 /// Updates the history buckets for this channel. Because the history buckets track what we now
1288 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1289 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1290 /// represents the amount of the successful payment we just made.
1291 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1292 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1293 *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1295 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1296 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1298 *self.offset_history_last_updated = duration_since_epoch;
1301 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1302 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1303 *self.min_liquidity_offset_msat = amount_msat;
1304 if amount_msat > self.max_liquidity_msat() {
1305 *self.max_liquidity_offset_msat = 0;
1307 *self.last_updated = duration_since_epoch;
1310 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1311 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1312 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1313 if amount_msat < *self.min_liquidity_offset_msat {
1314 *self.min_liquidity_offset_msat = 0;
1316 *self.last_updated = duration_since_epoch;
1320 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1321 type ScoreParams = ProbabilisticScoringFeeParameters;
1322 fn channel_penalty_msat(
1323 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1325 let (scid, target) = match candidate {
1326 CandidateRouteHop::PublicHop(PublicHopCandidate { info, short_channel_id }) => {
1327 (short_channel_id, info.target())
1331 let source = candidate.source();
1332 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1336 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1337 score_params.base_penalty_amount_multiplier_msat
1338 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1340 let mut anti_probing_penalty_msat = 0;
1341 match usage.effective_capacity {
1342 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1343 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1345 if usage.amount_msat > amount_msat {
1346 return u64::max_value();
1348 return base_penalty_msat;
1351 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1352 if htlc_maximum_msat >= capacity_msat/2 {
1353 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1359 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1360 let capacity_msat = usage.effective_capacity.as_msat();
1361 self.channel_liquidities
1363 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1364 .as_directed(&source, &target, capacity_msat)
1365 .penalty_msat(amount_msat, score_params)
1366 .saturating_add(anti_probing_penalty_msat)
1367 .saturating_add(base_penalty_msat)
1371 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1372 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1373 let amount_msat = path.final_value_msat();
1374 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1375 let network_graph = self.network_graph.read_only();
1376 for (hop_idx, hop) in path.hops.iter().enumerate() {
1377 let target = NodeId::from_pubkey(&hop.pubkey);
1378 let channel_directed_from_source = network_graph.channels()
1379 .get(&hop.short_channel_id)
1380 .and_then(|channel| channel.as_directed_to(&target));
1382 let at_failed_channel = hop.short_channel_id == short_channel_id;
1383 if at_failed_channel && hop_idx == 0 {
1384 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);
1387 // Only score announced channels.
1388 if let Some((channel, source)) = channel_directed_from_source {
1389 let capacity_msat = channel.effective_capacity().as_msat();
1390 if at_failed_channel {
1391 self.channel_liquidities
1392 .entry(hop.short_channel_id)
1393 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1394 .as_directed_mut(source, &target, capacity_msat)
1395 .failed_at_channel(amount_msat, duration_since_epoch,
1396 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1398 self.channel_liquidities
1399 .entry(hop.short_channel_id)
1400 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1401 .as_directed_mut(source, &target, capacity_msat)
1402 .failed_downstream(amount_msat, duration_since_epoch,
1403 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1406 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).",
1407 hop.short_channel_id);
1409 if at_failed_channel { break; }
1413 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1414 let amount_msat = path.final_value_msat();
1415 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1416 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1417 let network_graph = self.network_graph.read_only();
1418 for hop in &path.hops {
1419 let target = NodeId::from_pubkey(&hop.pubkey);
1420 let channel_directed_from_source = network_graph.channels()
1421 .get(&hop.short_channel_id)
1422 .and_then(|channel| channel.as_directed_to(&target));
1424 // Only score announced channels.
1425 if let Some((channel, source)) = channel_directed_from_source {
1426 let capacity_msat = channel.effective_capacity().as_msat();
1427 self.channel_liquidities
1428 .entry(hop.short_channel_id)
1429 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1430 .as_directed_mut(source, &target, capacity_msat)
1431 .successful(amount_msat, duration_since_epoch,
1432 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1434 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).",
1435 hop.short_channel_id);
1440 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1441 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1444 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1445 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1448 fn time_passed(&mut self, duration_since_epoch: Duration) {
1449 let decay_params = self.decay_params;
1450 self.channel_liquidities.retain(|_scid, liquidity| {
1451 liquidity.min_liquidity_offset_msat =
1452 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1453 liquidity.max_liquidity_offset_msat =
1454 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1455 liquidity.last_updated = duration_since_epoch;
1458 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1459 if elapsed_time > decay_params.historical_no_updates_half_life {
1460 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1461 if half_life != 0.0 {
1462 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1463 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1464 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1466 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1467 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1469 liquidity.offset_history_last_updated = duration_since_epoch;
1472 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1473 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1474 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1480 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1481 where L::Target: Logger {}
1483 #[cfg(feature = "std")]
1485 fn powf64(n: f64, exp: f64) -> f64 {
1488 #[cfg(not(feature = "std"))]
1489 fn powf64(n: f64, exp: f64) -> f64 {
1490 libm::powf(n as f32, exp as f32) as f64
1494 const BITS: u32 = 64;
1495 const HIGHEST_BIT: u32 = BITS - 1;
1496 const LOWER_BITS: u32 = 6;
1497 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1498 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1500 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1501 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1502 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1503 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1504 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1505 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1506 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1507 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1508 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1509 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1510 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1511 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1512 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1513 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1514 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1515 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1516 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1517 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1518 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1519 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1520 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1521 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1522 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1523 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1524 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1525 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1526 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1527 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1528 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1529 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1530 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1531 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1532 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1533 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1534 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1535 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1536 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1537 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1538 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1539 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1540 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1541 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1542 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1543 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1544 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1545 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1546 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1547 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1548 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1549 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1550 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1551 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1552 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1553 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1554 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1555 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1556 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1557 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1558 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1559 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1560 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1561 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1562 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1563 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1564 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1565 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1566 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1567 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1568 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1569 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1570 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1571 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1572 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1573 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1574 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1575 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1576 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1577 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1578 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1579 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1580 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1581 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1582 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1583 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1584 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1585 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1586 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1587 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1588 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1589 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1590 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1591 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1592 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1593 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1594 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1595 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1596 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1597 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1598 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1599 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1600 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1601 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1602 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1603 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1604 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1605 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1606 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1607 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1608 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1609 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1610 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1611 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1612 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1613 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1614 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1615 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1616 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1617 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1618 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1619 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1620 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1621 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1622 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1623 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1624 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1625 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1626 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1627 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1628 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1629 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1630 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1631 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1632 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1633 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1634 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1635 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1636 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1637 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1638 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1639 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1640 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1641 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1642 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1643 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1644 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1645 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1646 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1647 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1648 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1649 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1650 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1651 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1652 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1653 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1654 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1655 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1656 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1657 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1658 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1659 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1660 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1661 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1662 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1663 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1664 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1665 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1666 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1667 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1668 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1669 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1670 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1671 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1672 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1673 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1674 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1675 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1676 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1677 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1678 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1679 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1680 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1681 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1682 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1683 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1684 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1685 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1686 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1687 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1688 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1689 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1690 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1691 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1692 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1693 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1694 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1695 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1696 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1697 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1698 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1699 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1700 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1701 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1702 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1703 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1704 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1705 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1706 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1707 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1708 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1709 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1710 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1711 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1712 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1713 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1714 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1715 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1716 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1717 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1718 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1719 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1720 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1721 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1722 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1723 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1724 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1725 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1726 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1727 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1728 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1729 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1730 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1731 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1732 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1733 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1734 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1735 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1736 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1737 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1738 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1739 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1740 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1741 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1742 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1743 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1744 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1745 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1746 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1747 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1748 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1749 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1750 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1751 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1752 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1753 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1754 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1755 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1756 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1757 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1758 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1761 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1763 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1764 // Multiply the -1 through to avoid needing to use signed numbers.
1765 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1769 fn log10_times_2048(x: u64) -> u16 {
1770 debug_assert_ne!(x, 0);
1771 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1772 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1773 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1781 fn prints_negative_log10_times_2048_lookup_table() {
1782 for msb in 0..BITS {
1783 for i in 0..LOWER_BITS_BOUND {
1784 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1785 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1786 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1788 if i % LOWER_BITS_BOUND == 0 {
1789 print!("\t\t[{}, ", log10_times_2048);
1790 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1791 println!("{}],", log10_times_2048);
1792 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1793 print!("{},\n\t\t\t", log10_times_2048);
1795 print!("{}, ", log10_times_2048);
1803 mod bucketed_history {
1806 // Because liquidity is often skewed heavily in one direction, we store historical state
1807 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1808 // must fit evenly into the buckets here.
1810 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1811 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1812 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1813 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1815 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1816 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1817 // buckets in total.
1819 const BUCKET_START_POS: [u16; 33] = [
1820 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1821 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1824 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1825 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1828 const POSITION_TICKS: u16 = 1 << 14;
1830 fn pos_to_bucket(pos: u16) -> usize {
1831 for bucket in 0..32 {
1832 if pos < BUCKET_START_POS[bucket + 1] {
1836 debug_assert!(false);
1842 fn check_bucket_maps() {
1843 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1844 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1845 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1847 let mut min_size_iter = 0;
1848 let mut legacy_bucket_iter = 0;
1849 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1850 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1851 for i in 0..*width {
1852 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1854 min_size_iter += *width;
1855 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1856 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1857 if legacy_bucket_iter + 1 < 8 {
1858 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1860 legacy_bucket_iter += 1;
1863 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1864 assert_eq!(min_size_iter, POSITION_TICKS);
1868 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1869 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1870 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1871 .try_into().unwrap_or(POSITION_TICKS)
1873 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1874 // division. This branch should only be hit in fuzz testing since the amount would
1875 // need to be over 2.88 million BTC in practice.
1876 ((amount_msat as u128) * (POSITION_TICKS as u128)
1877 / (capacity_msat as u128).saturating_add(1))
1878 .try_into().unwrap_or(POSITION_TICKS)
1880 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1881 // capacity to change due to a `channel_update` message which, if received while a payment
1882 // is in-flight, could cause this to fail. Thus, we only assert in test.
1884 debug_assert!(pos < POSITION_TICKS);
1888 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1889 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1890 /// support reading the legacy values here for backwards compatibility.
1891 pub(super) struct LegacyHistoricalBucketRangeTracker {
1895 impl LegacyHistoricalBucketRangeTracker {
1896 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1897 let mut buckets = [0; 32];
1898 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1899 let mut new_val = *legacy_bucket;
1900 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1901 new_val /= (end - start) as u16;
1902 for i in start..end {
1903 buckets[i as usize] = new_val;
1906 HistoricalBucketRangeTracker { buckets }
1910 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1911 /// in each of 32 buckets.
1912 #[derive(Clone, Copy)]
1913 pub(super) struct HistoricalBucketRangeTracker {
1914 pub(super) buckets: [u16; 32],
1917 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1918 /// "one" is 32, or this constant.
1919 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1921 impl HistoricalBucketRangeTracker {
1922 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1923 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1924 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1925 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1927 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1928 // the buckets for the current min and max liquidity offset positions.
1930 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1931 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1932 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1934 // In total, this allows us to track data for the last 8,000 or so payments across a given
1937 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1938 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1939 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1942 // The constants were picked experimentally, selecting a decay amount that restricts us
1943 // from overflowing buckets without having to cap them manually.
1945 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1946 if pos < POSITION_TICKS {
1947 for e in self.buckets.iter_mut() {
1948 *e = ((*e as u32) * 2047 / 2048) as u16;
1950 let bucket = pos_to_bucket(pos);
1951 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1956 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1957 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1959 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1960 /// liquidity bounds for a given channel.
1961 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1962 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1964 pub(super) min_liquidity_offset_history: D,
1965 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1967 pub(super) max_liquidity_offset_history: D,
1970 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1972 pub(super) fn calculate_success_probability_times_billion(
1973 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1976 // If historical penalties are enabled, we try to calculate a probability of success
1977 // given our historical distribution of min- and max-liquidity bounds in a channel.
1978 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1979 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1980 // state). For each pair, we calculate the probability as if the bucket's corresponding
1981 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1982 // that probability by the weight of the selected buckets.
1983 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1984 if payment_pos >= POSITION_TICKS { return None; }
1986 let mut total_valid_points_tracked = 0;
1987 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1988 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1989 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1993 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1994 // treat it as if we were fully decayed.
1995 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1996 if total_valid_points_tracked < FULLY_DECAYED.into() {
2000 let mut cumulative_success_prob_times_billion = 0;
2001 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2002 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2003 // points against the 0th min bucket. This avoids the case where we fail to route
2004 // increasingly lower values over a channel, but treat each failure as a separate
2005 // datapoint, many of which may have relatively high maximum-available-liquidity
2006 // values, which will result in us thinking we have some nontrivial probability of
2007 // routing up to that amount.
2008 if self.min_liquidity_offset_history.buckets[0] != 0 {
2009 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2010 let mut total_max_points = 0; // Total points in max-buckets to consider
2011 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2012 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2013 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2015 total_max_points += *max_bucket as u64;
2017 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2018 if payment_pos < max_bucket_end_pos {
2019 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2020 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2021 let bucket_prob_times_billion =
2022 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2023 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2024 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2025 numerator / denominator;
2029 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2030 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2031 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2032 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2033 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2034 // 30 bits is 62 bits.
2035 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2036 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2037 if payment_pos >= max_bucket_end_pos {
2038 // Success probability 0, the payment amount may be above the max liquidity
2040 } else if payment_pos < min_bucket_start_pos {
2041 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2043 let (numerator, denominator) = success_probability(payment_pos as u64,
2044 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2045 POSITION_TICKS as u64 - 1, params, true);
2046 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2047 numerator / denominator;
2052 Some(cumulative_success_prob_times_billion)
2056 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2058 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
2060 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2061 write_tlv_fields!(w, {
2062 (0, self.channel_liquidities, required),
2068 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
2069 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
2072 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2073 ) -> Result<Self, DecodeError> {
2074 let (decay_params, network_graph, logger) = args;
2075 let mut channel_liquidities = new_hash_map();
2076 read_tlv_fields!(r, {
2077 (0, channel_liquidities, required),
2083 channel_liquidities,
2088 impl Writeable for ChannelLiquidity {
2090 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2091 write_tlv_fields!(w, {
2092 (0, self.min_liquidity_offset_msat, required),
2093 // 1 was the min_liquidity_offset_history in octile form
2094 (2, self.max_liquidity_offset_msat, required),
2095 // 3 was the max_liquidity_offset_history in octile form
2096 (4, self.last_updated, required),
2097 (5, Some(self.min_liquidity_offset_history), option),
2098 (7, Some(self.max_liquidity_offset_history), option),
2099 (9, self.offset_history_last_updated, required),
2105 impl Readable for ChannelLiquidity {
2107 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2108 let mut min_liquidity_offset_msat = 0;
2109 let mut max_liquidity_offset_msat = 0;
2110 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2111 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2112 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2113 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2114 let mut last_updated = Duration::from_secs(0);
2115 let mut offset_history_last_updated = None;
2116 read_tlv_fields!(r, {
2117 (0, min_liquidity_offset_msat, required),
2118 (1, legacy_min_liq_offset_history, option),
2119 (2, max_liquidity_offset_msat, required),
2120 (3, legacy_max_liq_offset_history, option),
2121 (4, last_updated, required),
2122 (5, min_liquidity_offset_history, option),
2123 (7, max_liquidity_offset_history, option),
2124 (9, offset_history_last_updated, option),
2127 if min_liquidity_offset_history.is_none() {
2128 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2129 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2131 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2134 if max_liquidity_offset_history.is_none() {
2135 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2136 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2138 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2142 min_liquidity_offset_msat,
2143 max_liquidity_offset_msat,
2144 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2145 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2147 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2154 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
2155 use crate::blinded_path::{BlindedHop, BlindedPath, IntroductionNode};
2156 use crate::util::config::UserConfig;
2158 use crate::ln::channelmanager;
2159 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2160 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2161 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop, PublicHopCandidate};
2162 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2163 use crate::util::ser::{ReadableArgs, Writeable};
2164 use crate::util::test_utils::{self, TestLogger};
2166 use bitcoin::blockdata::constants::ChainHash;
2167 use bitcoin::hashes::Hash;
2168 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2169 use bitcoin::network::Network;
2170 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2171 use core::time::Duration;
2174 fn source_privkey() -> SecretKey {
2175 SecretKey::from_slice(&[42; 32]).unwrap()
2178 fn target_privkey() -> SecretKey {
2179 SecretKey::from_slice(&[43; 32]).unwrap()
2182 fn source_pubkey() -> PublicKey {
2183 let secp_ctx = Secp256k1::new();
2184 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2187 fn target_pubkey() -> PublicKey {
2188 let secp_ctx = Secp256k1::new();
2189 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2192 fn source_node_id() -> NodeId {
2193 NodeId::from_pubkey(&source_pubkey())
2196 fn target_node_id() -> NodeId {
2197 NodeId::from_pubkey(&target_pubkey())
2200 // `ProbabilisticScorer` tests
2202 fn sender_privkey() -> SecretKey {
2203 SecretKey::from_slice(&[41; 32]).unwrap()
2206 fn recipient_privkey() -> SecretKey {
2207 SecretKey::from_slice(&[45; 32]).unwrap()
2210 fn sender_pubkey() -> PublicKey {
2211 let secp_ctx = Secp256k1::new();
2212 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2215 fn recipient_pubkey() -> PublicKey {
2216 let secp_ctx = Secp256k1::new();
2217 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2220 fn recipient_node_id() -> NodeId {
2221 NodeId::from_pubkey(&recipient_pubkey())
2224 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2225 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2226 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2227 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2233 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2234 node_2_key: SecretKey
2236 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2237 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2238 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2239 let secp_ctx = Secp256k1::new();
2240 let unsigned_announcement = UnsignedChannelAnnouncement {
2241 features: channelmanager::provided_channel_features(&UserConfig::default()),
2242 chain_hash: genesis_hash,
2244 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2245 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2246 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2247 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2248 excess_data: Vec::new(),
2250 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2251 let signed_announcement = ChannelAnnouncement {
2252 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2253 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2254 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2255 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2256 contents: unsigned_announcement,
2258 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2259 network_graph.update_channel_from_announcement(
2260 &signed_announcement, &chain_source).unwrap();
2261 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2262 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2266 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2267 channel_flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2269 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2270 let secp_ctx = Secp256k1::new();
2271 let unsigned_update = UnsignedChannelUpdate {
2272 chain_hash: genesis_hash,
2275 message_flags: 1, // Only must_be_one
2277 cltv_expiry_delta: 18,
2278 htlc_minimum_msat: 0,
2281 fee_proportional_millionths: 0,
2282 excess_data: Vec::new(),
2284 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2285 let signed_update = ChannelUpdate {
2286 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2287 contents: unsigned_update,
2289 network_graph.update_channel(&signed_update).unwrap();
2292 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2293 let config = UserConfig::default();
2296 node_features: channelmanager::provided_node_features(&config),
2298 channel_features: channelmanager::provided_channel_features(&config),
2300 cltv_expiry_delta: 18,
2301 maybe_announced_channel: true,
2305 fn payment_path_for_amount(amount_msat: u64) -> Path {
2308 path_hop(source_pubkey(), 41, 1),
2309 path_hop(target_pubkey(), 42, 2),
2310 path_hop(recipient_pubkey(), 43, amount_msat),
2311 ], blinded_tail: None,
2316 fn liquidity_bounds_directed_from_lowest_node_id() {
2317 let logger = TestLogger::new();
2318 let last_updated = Duration::ZERO;
2319 let offset_history_last_updated = Duration::ZERO;
2320 let network_graph = network_graph(&logger);
2321 let decay_params = ProbabilisticScoringDecayParameters::default();
2322 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2325 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2326 last_updated, offset_history_last_updated,
2327 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2328 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2332 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2333 last_updated, offset_history_last_updated,
2334 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2335 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2337 let source = source_node_id();
2338 let target = target_node_id();
2339 let recipient = recipient_node_id();
2340 assert!(source > target);
2341 assert!(target < recipient);
2343 // Update minimum liquidity.
2345 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2346 .as_directed(&source, &target, 1_000);
2347 assert_eq!(liquidity.min_liquidity_msat(), 100);
2348 assert_eq!(liquidity.max_liquidity_msat(), 300);
2350 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2351 .as_directed(&target, &source, 1_000);
2352 assert_eq!(liquidity.min_liquidity_msat(), 700);
2353 assert_eq!(liquidity.max_liquidity_msat(), 900);
2355 scorer.channel_liquidities.get_mut(&42).unwrap()
2356 .as_directed_mut(&source, &target, 1_000)
2357 .set_min_liquidity_msat(200, Duration::ZERO);
2359 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2360 .as_directed(&source, &target, 1_000);
2361 assert_eq!(liquidity.min_liquidity_msat(), 200);
2362 assert_eq!(liquidity.max_liquidity_msat(), 300);
2364 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2365 .as_directed(&target, &source, 1_000);
2366 assert_eq!(liquidity.min_liquidity_msat(), 700);
2367 assert_eq!(liquidity.max_liquidity_msat(), 800);
2369 // Update maximum liquidity.
2371 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2372 .as_directed(&target, &recipient, 1_000);
2373 assert_eq!(liquidity.min_liquidity_msat(), 700);
2374 assert_eq!(liquidity.max_liquidity_msat(), 900);
2376 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2377 .as_directed(&recipient, &target, 1_000);
2378 assert_eq!(liquidity.min_liquidity_msat(), 100);
2379 assert_eq!(liquidity.max_liquidity_msat(), 300);
2381 scorer.channel_liquidities.get_mut(&43).unwrap()
2382 .as_directed_mut(&target, &recipient, 1_000)
2383 .set_max_liquidity_msat(200, Duration::ZERO);
2385 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2386 .as_directed(&target, &recipient, 1_000);
2387 assert_eq!(liquidity.min_liquidity_msat(), 0);
2388 assert_eq!(liquidity.max_liquidity_msat(), 200);
2390 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2391 .as_directed(&recipient, &target, 1_000);
2392 assert_eq!(liquidity.min_liquidity_msat(), 800);
2393 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2397 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2398 let logger = TestLogger::new();
2399 let last_updated = Duration::ZERO;
2400 let offset_history_last_updated = Duration::ZERO;
2401 let network_graph = network_graph(&logger);
2402 let decay_params = ProbabilisticScoringDecayParameters::default();
2403 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2406 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2407 last_updated, offset_history_last_updated,
2408 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2409 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2411 let source = source_node_id();
2412 let target = target_node_id();
2413 assert!(source > target);
2415 // Check initial bounds.
2416 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2417 .as_directed(&source, &target, 1_000);
2418 assert_eq!(liquidity.min_liquidity_msat(), 400);
2419 assert_eq!(liquidity.max_liquidity_msat(), 800);
2421 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2422 .as_directed(&target, &source, 1_000);
2423 assert_eq!(liquidity.min_liquidity_msat(), 200);
2424 assert_eq!(liquidity.max_liquidity_msat(), 600);
2426 // Reset from source to target.
2427 scorer.channel_liquidities.get_mut(&42).unwrap()
2428 .as_directed_mut(&source, &target, 1_000)
2429 .set_min_liquidity_msat(900, Duration::ZERO);
2431 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2432 .as_directed(&source, &target, 1_000);
2433 assert_eq!(liquidity.min_liquidity_msat(), 900);
2434 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2436 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2437 .as_directed(&target, &source, 1_000);
2438 assert_eq!(liquidity.min_liquidity_msat(), 0);
2439 assert_eq!(liquidity.max_liquidity_msat(), 100);
2441 // Reset from target to source.
2442 scorer.channel_liquidities.get_mut(&42).unwrap()
2443 .as_directed_mut(&target, &source, 1_000)
2444 .set_min_liquidity_msat(400, Duration::ZERO);
2446 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2447 .as_directed(&source, &target, 1_000);
2448 assert_eq!(liquidity.min_liquidity_msat(), 0);
2449 assert_eq!(liquidity.max_liquidity_msat(), 600);
2451 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2452 .as_directed(&target, &source, 1_000);
2453 assert_eq!(liquidity.min_liquidity_msat(), 400);
2454 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2458 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2459 let logger = TestLogger::new();
2460 let last_updated = Duration::ZERO;
2461 let offset_history_last_updated = Duration::ZERO;
2462 let network_graph = network_graph(&logger);
2463 let decay_params = ProbabilisticScoringDecayParameters::default();
2464 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2467 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2468 last_updated, offset_history_last_updated,
2469 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2470 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2472 let source = source_node_id();
2473 let target = target_node_id();
2474 assert!(source > target);
2476 // Check initial bounds.
2477 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2478 .as_directed(&source, &target, 1_000);
2479 assert_eq!(liquidity.min_liquidity_msat(), 400);
2480 assert_eq!(liquidity.max_liquidity_msat(), 800);
2482 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2483 .as_directed(&target, &source, 1_000);
2484 assert_eq!(liquidity.min_liquidity_msat(), 200);
2485 assert_eq!(liquidity.max_liquidity_msat(), 600);
2487 // Reset from source to target.
2488 scorer.channel_liquidities.get_mut(&42).unwrap()
2489 .as_directed_mut(&source, &target, 1_000)
2490 .set_max_liquidity_msat(300, Duration::ZERO);
2492 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2493 .as_directed(&source, &target, 1_000);
2494 assert_eq!(liquidity.min_liquidity_msat(), 0);
2495 assert_eq!(liquidity.max_liquidity_msat(), 300);
2497 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2498 .as_directed(&target, &source, 1_000);
2499 assert_eq!(liquidity.min_liquidity_msat(), 700);
2500 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2502 // Reset from target to source.
2503 scorer.channel_liquidities.get_mut(&42).unwrap()
2504 .as_directed_mut(&target, &source, 1_000)
2505 .set_max_liquidity_msat(600, Duration::ZERO);
2507 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2508 .as_directed(&source, &target, 1_000);
2509 assert_eq!(liquidity.min_liquidity_msat(), 400);
2510 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2512 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2513 .as_directed(&target, &source, 1_000);
2514 assert_eq!(liquidity.min_liquidity_msat(), 0);
2515 assert_eq!(liquidity.max_liquidity_msat(), 600);
2519 fn increased_penalty_nearing_liquidity_upper_bound() {
2520 let logger = TestLogger::new();
2521 let network_graph = network_graph(&logger);
2522 let params = ProbabilisticScoringFeeParameters {
2523 liquidity_penalty_multiplier_msat: 1_000,
2524 ..ProbabilisticScoringFeeParameters::zero_penalty()
2526 let decay_params = ProbabilisticScoringDecayParameters::default();
2527 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2528 let source = source_node_id();
2530 let usage = ChannelUsage {
2532 inflight_htlc_msat: 0,
2533 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2535 let network_graph = network_graph.read_only();
2536 let channel = network_graph.channel(42).unwrap();
2537 let (info, _) = channel.as_directed_from(&source).unwrap();
2538 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2540 short_channel_id: 42,
2542 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2543 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2544 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2545 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2546 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2547 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2548 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2550 let usage = ChannelUsage {
2552 inflight_htlc_msat: 0,
2553 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2555 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2556 let usage = ChannelUsage { amount_msat: 256, ..usage };
2557 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2558 let usage = ChannelUsage { amount_msat: 374, ..usage };
2559 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2560 let usage = ChannelUsage { amount_msat: 512, ..usage };
2561 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2562 let usage = ChannelUsage { amount_msat: 640, ..usage };
2563 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2564 let usage = ChannelUsage { amount_msat: 768, ..usage };
2565 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2566 let usage = ChannelUsage { amount_msat: 896, ..usage };
2567 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2571 fn constant_penalty_outside_liquidity_bounds() {
2572 let logger = TestLogger::new();
2573 let last_updated = Duration::ZERO;
2574 let offset_history_last_updated = Duration::ZERO;
2575 let network_graph = network_graph(&logger);
2576 let params = ProbabilisticScoringFeeParameters {
2577 liquidity_penalty_multiplier_msat: 1_000,
2578 considered_impossible_penalty_msat: u64::max_value(),
2579 ..ProbabilisticScoringFeeParameters::zero_penalty()
2581 let decay_params = ProbabilisticScoringDecayParameters {
2582 ..ProbabilisticScoringDecayParameters::zero_penalty()
2584 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2587 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2588 last_updated, offset_history_last_updated,
2589 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2590 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2592 let source = source_node_id();
2594 let usage = ChannelUsage {
2596 inflight_htlc_msat: 0,
2597 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2599 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2600 let (info, _) = channel.as_directed_from(&source).unwrap();
2601 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2603 short_channel_id: 42,
2605 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2606 let usage = ChannelUsage { amount_msat: 50, ..usage };
2607 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2608 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2609 let usage = ChannelUsage { amount_msat: 61, ..usage };
2610 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2614 fn does_not_further_penalize_own_channel() {
2615 let logger = TestLogger::new();
2616 let network_graph = network_graph(&logger);
2617 let params = ProbabilisticScoringFeeParameters {
2618 liquidity_penalty_multiplier_msat: 1_000,
2619 ..ProbabilisticScoringFeeParameters::zero_penalty()
2621 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2622 let source = source_node_id();
2623 let usage = ChannelUsage {
2625 inflight_htlc_msat: 0,
2626 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2628 let failed_path = payment_path_for_amount(500);
2629 let successful_path = payment_path_for_amount(200);
2630 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2631 let (info, _) = channel.as_directed_from(&source).unwrap();
2632 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2634 short_channel_id: 41,
2637 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2639 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2640 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2642 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2643 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2647 fn sets_liquidity_lower_bound_on_downstream_failure() {
2648 let logger = TestLogger::new();
2649 let network_graph = network_graph(&logger);
2650 let params = ProbabilisticScoringFeeParameters {
2651 liquidity_penalty_multiplier_msat: 1_000,
2652 ..ProbabilisticScoringFeeParameters::zero_penalty()
2654 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2655 let source = source_node_id();
2656 let path = payment_path_for_amount(500);
2658 let usage = ChannelUsage {
2660 inflight_htlc_msat: 0,
2661 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2663 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2664 let (info, _) = channel.as_directed_from(&source).unwrap();
2665 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2667 short_channel_id: 42,
2669 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2670 let usage = ChannelUsage { amount_msat: 500, ..usage };
2671 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2672 let usage = ChannelUsage { amount_msat: 750, ..usage };
2673 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2675 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2677 let usage = ChannelUsage { amount_msat: 250, ..usage };
2678 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2679 let usage = ChannelUsage { amount_msat: 500, ..usage };
2680 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2681 let usage = ChannelUsage { amount_msat: 750, ..usage };
2682 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2686 fn sets_liquidity_upper_bound_on_failure() {
2687 let logger = TestLogger::new();
2688 let network_graph = network_graph(&logger);
2689 let params = ProbabilisticScoringFeeParameters {
2690 liquidity_penalty_multiplier_msat: 1_000,
2691 considered_impossible_penalty_msat: u64::max_value(),
2692 ..ProbabilisticScoringFeeParameters::zero_penalty()
2694 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2695 let source = source_node_id();
2696 let path = payment_path_for_amount(500);
2698 let usage = ChannelUsage {
2700 inflight_htlc_msat: 0,
2701 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2703 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2704 let (info, _) = channel.as_directed_from(&source).unwrap();
2705 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2707 short_channel_id: 42,
2709 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2710 let usage = ChannelUsage { amount_msat: 500, ..usage };
2711 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2712 let usage = ChannelUsage { amount_msat: 750, ..usage };
2713 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2715 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2717 let usage = ChannelUsage { amount_msat: 250, ..usage };
2718 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2719 let usage = ChannelUsage { amount_msat: 500, ..usage };
2720 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2721 let usage = ChannelUsage { amount_msat: 750, ..usage };
2722 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2726 fn ignores_channels_after_removed_failed_channel() {
2727 // Previously, if we'd tried to send over a channel which was removed from the network
2728 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2729 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2730 // channels in the route, even ones which they payment never reached. This tests to ensure
2731 // we do not score such channels.
2732 let secp_ctx = Secp256k1::new();
2733 let logger = TestLogger::new();
2734 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2735 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2736 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2737 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2738 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2739 add_channel(&mut network_graph, 42, secret_a, secret_b);
2740 // Don't add the channel from B -> C.
2741 add_channel(&mut network_graph, 44, secret_c, secret_d);
2743 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2744 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2745 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2746 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2749 path_hop(pub_b, 42, 1),
2750 path_hop(pub_c, 43, 2),
2751 path_hop(pub_d, 44, 100),
2754 let node_a = NodeId::from_pubkey(&pub_a);
2755 let node_b = NodeId::from_pubkey(&pub_b);
2756 let node_c = NodeId::from_pubkey(&pub_c);
2758 let params = ProbabilisticScoringFeeParameters {
2759 liquidity_penalty_multiplier_msat: 1_000,
2760 ..ProbabilisticScoringFeeParameters::zero_penalty()
2762 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2764 let usage = ChannelUsage {
2766 inflight_htlc_msat: 0,
2767 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2769 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2770 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2771 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2773 short_channel_id: 42,
2775 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2776 // Note that a default liquidity bound is used for B -> C as no channel exists
2777 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2778 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2779 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2781 short_channel_id: 43,
2783 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2784 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2785 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2786 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2788 short_channel_id: 44,
2790 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2792 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2794 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2795 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2796 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2798 short_channel_id: 42,
2800 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2801 // Note that a default liquidity bound is used for B -> C as no channel exists
2802 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2803 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2804 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2806 short_channel_id: 43,
2808 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2809 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2810 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2811 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2813 short_channel_id: 44,
2815 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2819 fn reduces_liquidity_upper_bound_along_path_on_success() {
2820 let logger = TestLogger::new();
2821 let network_graph = network_graph(&logger);
2822 let params = ProbabilisticScoringFeeParameters {
2823 liquidity_penalty_multiplier_msat: 1_000,
2824 ..ProbabilisticScoringFeeParameters::zero_penalty()
2826 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2827 let source = source_node_id();
2828 let usage = ChannelUsage {
2830 inflight_htlc_msat: 0,
2831 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2833 let network_graph = network_graph.read_only().channels().clone();
2834 let channel_42 = network_graph.get(&42).unwrap();
2835 let channel_43 = network_graph.get(&43).unwrap();
2836 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2837 let candidate_41 = CandidateRouteHop::PublicHop(PublicHopCandidate {
2839 short_channel_id: 41,
2841 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2842 let candidate_42 = CandidateRouteHop::PublicHop(PublicHopCandidate {
2844 short_channel_id: 42,
2846 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2847 let candidate_43 = CandidateRouteHop::PublicHop(PublicHopCandidate {
2849 short_channel_id: 43,
2851 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2852 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2853 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2855 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2857 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2858 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2859 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2863 fn decays_liquidity_bounds_over_time() {
2864 let logger = TestLogger::new();
2865 let network_graph = network_graph(&logger);
2866 let params = ProbabilisticScoringFeeParameters {
2867 liquidity_penalty_multiplier_msat: 1_000,
2868 considered_impossible_penalty_msat: u64::max_value(),
2869 ..ProbabilisticScoringFeeParameters::zero_penalty()
2871 let decay_params = ProbabilisticScoringDecayParameters {
2872 liquidity_offset_half_life: Duration::from_secs(10),
2873 ..ProbabilisticScoringDecayParameters::zero_penalty()
2875 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2876 let source = source_node_id();
2878 let usage = ChannelUsage {
2880 inflight_htlc_msat: 0,
2881 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2883 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2884 let (info, _) = channel.as_directed_from(&source).unwrap();
2885 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2887 short_channel_id: 42,
2889 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2890 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2891 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2893 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2894 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2896 // Initial penalties
2897 let usage = ChannelUsage { amount_msat: 128, ..usage };
2898 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2899 let usage = ChannelUsage { amount_msat: 256, ..usage };
2900 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2901 let usage = ChannelUsage { amount_msat: 768, ..usage };
2902 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2903 let usage = ChannelUsage { amount_msat: 896, ..usage };
2904 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2906 // Half decay (i.e., three-quarter life)
2907 scorer.time_passed(Duration::from_secs(5));
2908 let usage = ChannelUsage { amount_msat: 128, ..usage };
2909 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2910 let usage = ChannelUsage { amount_msat: 256, ..usage };
2911 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2912 let usage = ChannelUsage { amount_msat: 768, ..usage };
2913 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2914 let usage = ChannelUsage { amount_msat: 896, ..usage };
2915 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2917 // One decay (i.e., half life)
2918 scorer.time_passed(Duration::from_secs(10));
2919 let usage = ChannelUsage { amount_msat: 64, ..usage };
2920 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2921 let usage = ChannelUsage { amount_msat: 128, ..usage };
2922 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2923 let usage = ChannelUsage { amount_msat: 896, ..usage };
2924 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2925 let usage = ChannelUsage { amount_msat: 960, ..usage };
2926 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2928 // Fully decay liquidity lower bound.
2929 scorer.time_passed(Duration::from_secs(10 * 8));
2930 let usage = ChannelUsage { amount_msat: 0, ..usage };
2931 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2932 let usage = ChannelUsage { amount_msat: 1, ..usage };
2933 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2934 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2935 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2936 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2937 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2939 // Fully decay liquidity upper bound.
2940 scorer.time_passed(Duration::from_secs(10 * 9));
2941 let usage = ChannelUsage { amount_msat: 0, ..usage };
2942 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2943 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2944 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2946 scorer.time_passed(Duration::from_secs(10 * 10));
2947 let usage = ChannelUsage { amount_msat: 0, ..usage };
2948 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2949 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2950 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2954 fn restricts_liquidity_bounds_after_decay() {
2955 let logger = TestLogger::new();
2956 let network_graph = network_graph(&logger);
2957 let params = ProbabilisticScoringFeeParameters {
2958 liquidity_penalty_multiplier_msat: 1_000,
2959 ..ProbabilisticScoringFeeParameters::zero_penalty()
2961 let decay_params = ProbabilisticScoringDecayParameters {
2962 liquidity_offset_half_life: Duration::from_secs(10),
2963 ..ProbabilisticScoringDecayParameters::default()
2965 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2966 let source = source_node_id();
2967 let usage = ChannelUsage {
2969 inflight_htlc_msat: 0,
2970 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2972 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2973 let (info, _) = channel.as_directed_from(&source).unwrap();
2974 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
2976 short_channel_id: 42,
2979 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2981 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2982 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2983 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
2984 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2986 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2987 scorer.time_passed(Duration::from_secs(10));
2988 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
2990 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2991 // is closer to the upper bound, meaning a higher penalty.
2992 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
2993 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
2995 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2996 // is closer to the lower bound, meaning a lower penalty.
2997 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
2998 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3000 // Further decaying affects the lower bound more than the upper bound (128, 928).
3001 scorer.time_passed(Duration::from_secs(20));
3002 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3006 fn restores_persisted_liquidity_bounds() {
3007 let logger = TestLogger::new();
3008 let network_graph = network_graph(&logger);
3009 let params = ProbabilisticScoringFeeParameters {
3010 liquidity_penalty_multiplier_msat: 1_000,
3011 considered_impossible_penalty_msat: u64::max_value(),
3012 ..ProbabilisticScoringFeeParameters::zero_penalty()
3014 let decay_params = ProbabilisticScoringDecayParameters {
3015 liquidity_offset_half_life: Duration::from_secs(10),
3016 ..ProbabilisticScoringDecayParameters::default()
3018 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3019 let source = source_node_id();
3020 let usage = ChannelUsage {
3022 inflight_htlc_msat: 0,
3023 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3026 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3027 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3028 let (info, _) = channel.as_directed_from(&source).unwrap();
3029 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3031 short_channel_id: 42,
3033 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3035 scorer.time_passed(Duration::from_secs(10));
3036 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3038 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3039 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3041 let mut serialized_scorer = Vec::new();
3042 scorer.write(&mut serialized_scorer).unwrap();
3044 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3045 let deserialized_scorer =
3046 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3047 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3050 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3051 let logger = TestLogger::new();
3052 let network_graph = network_graph(&logger);
3053 let params = ProbabilisticScoringFeeParameters {
3054 liquidity_penalty_multiplier_msat: 1_000,
3055 considered_impossible_penalty_msat: u64::max_value(),
3056 ..ProbabilisticScoringFeeParameters::zero_penalty()
3058 let decay_params = ProbabilisticScoringDecayParameters {
3059 liquidity_offset_half_life: Duration::from_secs(10),
3060 ..ProbabilisticScoringDecayParameters::zero_penalty()
3062 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3063 let source = source_node_id();
3064 let usage = ChannelUsage {
3066 inflight_htlc_msat: 0,
3067 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3070 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3071 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3072 let (info, _) = channel.as_directed_from(&source).unwrap();
3073 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3075 short_channel_id: 42,
3077 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3079 if decay_before_reload {
3080 scorer.time_passed(Duration::from_secs(10));
3083 let mut serialized_scorer = Vec::new();
3084 scorer.write(&mut serialized_scorer).unwrap();
3086 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3087 let mut deserialized_scorer =
3088 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3089 if !decay_before_reload {
3090 scorer.time_passed(Duration::from_secs(10));
3091 deserialized_scorer.time_passed(Duration::from_secs(10));
3093 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3095 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3096 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3098 deserialized_scorer.time_passed(Duration::from_secs(20));
3099 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3103 fn decays_persisted_liquidity_bounds() {
3104 do_decays_persisted_liquidity_bounds(false);
3105 do_decays_persisted_liquidity_bounds(true);
3109 fn scores_realistic_payments() {
3110 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3111 // 50k sat reserve).
3112 let logger = TestLogger::new();
3113 let network_graph = network_graph(&logger);
3114 let params = ProbabilisticScoringFeeParameters::default();
3115 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3116 let source = source_node_id();
3118 let usage = ChannelUsage {
3119 amount_msat: 100_000_000,
3120 inflight_htlc_msat: 0,
3121 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3123 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3124 let (info, _) = channel.as_directed_from(&source).unwrap();
3125 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3127 short_channel_id: 42,
3129 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3130 let usage = ChannelUsage {
3131 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3133 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3134 let usage = ChannelUsage {
3135 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3137 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3138 let usage = ChannelUsage {
3139 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3141 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3142 let usage = ChannelUsage {
3143 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3145 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3146 let usage = ChannelUsage {
3147 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3149 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3150 let usage = ChannelUsage {
3151 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3153 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3154 let usage = ChannelUsage {
3155 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3157 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3158 let usage = ChannelUsage {
3159 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3161 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3162 let usage = ChannelUsage {
3163 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3165 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3166 let usage = ChannelUsage {
3167 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3169 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3173 fn adds_base_penalty_to_liquidity_penalty() {
3174 let logger = TestLogger::new();
3175 let network_graph = network_graph(&logger);
3176 let source = source_node_id();
3177 let usage = ChannelUsage {
3179 inflight_htlc_msat: 0,
3180 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3183 let params = ProbabilisticScoringFeeParameters {
3184 liquidity_penalty_multiplier_msat: 1_000,
3185 ..ProbabilisticScoringFeeParameters::zero_penalty()
3187 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3188 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3189 let (info, _) = channel.as_directed_from(&source).unwrap();
3190 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3192 short_channel_id: 42,
3194 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3196 let params = ProbabilisticScoringFeeParameters {
3197 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3198 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3200 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3201 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3203 let params = ProbabilisticScoringFeeParameters {
3204 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3205 base_penalty_amount_multiplier_msat: (1 << 30),
3206 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3209 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3210 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3214 fn adds_amount_penalty_to_liquidity_penalty() {
3215 let logger = TestLogger::new();
3216 let network_graph = network_graph(&logger);
3217 let source = source_node_id();
3218 let usage = ChannelUsage {
3219 amount_msat: 512_000,
3220 inflight_htlc_msat: 0,
3221 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3224 let params = ProbabilisticScoringFeeParameters {
3225 liquidity_penalty_multiplier_msat: 1_000,
3226 liquidity_penalty_amount_multiplier_msat: 0,
3227 ..ProbabilisticScoringFeeParameters::zero_penalty()
3229 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3230 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3231 let (info, _) = channel.as_directed_from(&source).unwrap();
3232 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3234 short_channel_id: 42,
3236 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3238 let params = ProbabilisticScoringFeeParameters {
3239 liquidity_penalty_multiplier_msat: 1_000,
3240 liquidity_penalty_amount_multiplier_msat: 256,
3241 ..ProbabilisticScoringFeeParameters::zero_penalty()
3243 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3244 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3248 fn calculates_log10_without_overflowing_u64_max_value() {
3249 let logger = TestLogger::new();
3250 let network_graph = network_graph(&logger);
3251 let source = source_node_id();
3252 let usage = ChannelUsage {
3253 amount_msat: u64::max_value(),
3254 inflight_htlc_msat: 0,
3255 effective_capacity: EffectiveCapacity::Infinite,
3257 let params = ProbabilisticScoringFeeParameters {
3258 liquidity_penalty_multiplier_msat: 40_000,
3259 ..ProbabilisticScoringFeeParameters::zero_penalty()
3261 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3262 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3263 let (info, _) = channel.as_directed_from(&source).unwrap();
3264 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3266 short_channel_id: 42,
3268 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3269 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3273 fn accounts_for_inflight_htlc_usage() {
3274 let logger = TestLogger::new();
3275 let network_graph = network_graph(&logger);
3276 let params = ProbabilisticScoringFeeParameters {
3277 considered_impossible_penalty_msat: u64::max_value(),
3278 ..ProbabilisticScoringFeeParameters::zero_penalty()
3280 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3281 let source = source_node_id();
3283 let usage = ChannelUsage {
3285 inflight_htlc_msat: 0,
3286 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3288 let network_graph = network_graph.read_only();
3289 let channel = network_graph.channel(42).unwrap();
3290 let (info, _) = channel.as_directed_from(&source).unwrap();
3291 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3293 short_channel_id: 42,
3295 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3297 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3298 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3302 fn removes_uncertainity_when_exact_liquidity_known() {
3303 let logger = TestLogger::new();
3304 let network_graph = network_graph(&logger);
3305 let params = ProbabilisticScoringFeeParameters::default();
3306 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3307 let source = source_node_id();
3309 let base_penalty_msat = params.base_penalty_msat;
3310 let usage = ChannelUsage {
3312 inflight_htlc_msat: 0,
3313 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3315 let network_graph = network_graph.read_only();
3316 let channel = network_graph.channel(42).unwrap();
3317 let (info, _) = channel.as_directed_from(&source).unwrap();
3318 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3320 short_channel_id: 42,
3322 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3324 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3325 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3327 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3328 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3332 fn remembers_historical_failures() {
3333 let logger = TestLogger::new();
3334 let network_graph = network_graph(&logger);
3335 let params = ProbabilisticScoringFeeParameters {
3336 historical_liquidity_penalty_multiplier_msat: 1024,
3337 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3338 ..ProbabilisticScoringFeeParameters::zero_penalty()
3340 let decay_params = ProbabilisticScoringDecayParameters {
3341 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3342 historical_no_updates_half_life: Duration::from_secs(10),
3344 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3345 let source = source_node_id();
3346 let target = target_node_id();
3348 let usage = ChannelUsage {
3350 inflight_htlc_msat: 0,
3351 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3353 let usage_1 = ChannelUsage {
3355 inflight_htlc_msat: 0,
3356 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3360 let network_graph = network_graph.read_only();
3361 let channel = network_graph.channel(42).unwrap();
3362 let (info, _) = channel.as_directed_from(&source).unwrap();
3363 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3365 short_channel_id: 42,
3368 // With no historical data the normal liquidity penalty calculation is used.
3369 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3371 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3373 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3376 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3378 let network_graph = network_graph.read_only();
3379 let channel = network_graph.channel(42).unwrap();
3380 let (info, _) = channel.as_directed_from(&source).unwrap();
3381 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3383 short_channel_id: 42,
3386 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3387 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3389 // The "it failed" increment is 32, where the probability should lie several buckets into
3390 // the first octile.
3391 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3392 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3393 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3394 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3396 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3399 // Even after we tell the scorer we definitely have enough available liquidity, it will
3400 // still remember that there was some failure in the past, and assign a non-0 penalty.
3401 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3403 let network_graph = network_graph.read_only();
3404 let channel = network_graph.channel(42).unwrap();
3405 let (info, _) = channel.as_directed_from(&source).unwrap();
3406 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3408 short_channel_id: 42,
3411 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3413 // The first points should be decayed just slightly and the last bucket has a new point.
3414 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3415 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3416 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3418 // The exact success probability is a bit complicated and involves integer rounding, so we
3419 // simply check bounds here.
3420 let five_hundred_prob =
3421 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3422 assert!(five_hundred_prob > 0.59);
3423 assert!(five_hundred_prob < 0.60);
3425 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3426 assert!(one_prob < 0.85);
3427 assert!(one_prob > 0.84);
3429 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3430 // gone), and check that we're back to where we started.
3431 scorer.time_passed(Duration::from_secs(10 * 16));
3433 let network_graph = network_graph.read_only();
3434 let channel = network_graph.channel(42).unwrap();
3435 let (info, _) = channel.as_directed_from(&source).unwrap();
3436 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3438 short_channel_id: 42,
3441 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3443 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3444 // data entirely instead.
3445 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3446 Some(([0; 32], [0; 32])));
3447 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3449 let usage = ChannelUsage {
3451 inflight_htlc_msat: 1024,
3452 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3454 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3456 let network_graph = network_graph.read_only();
3457 let channel = network_graph.channel(42).unwrap();
3458 let (info, _) = channel.as_directed_from(&source).unwrap();
3459 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3461 short_channel_id: 42,
3464 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3466 let usage = ChannelUsage {
3468 inflight_htlc_msat: 0,
3469 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3471 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3474 // Advance to decay all liquidity offsets to zero.
3475 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3477 // Once even the bounds have decayed information about the channel should be removed
3479 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3482 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3483 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3485 path_hop(target_pubkey(), 43, 2),
3486 path_hop(source_pubkey(), 42, 1),
3487 path_hop(sender_pubkey(), 41, 0),
3489 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3493 fn adds_anti_probing_penalty() {
3494 let logger = TestLogger::new();
3495 let network_graph = network_graph(&logger);
3496 let source = source_node_id();
3497 let params = ProbabilisticScoringFeeParameters {
3498 anti_probing_penalty_msat: 500,
3499 ..ProbabilisticScoringFeeParameters::zero_penalty()
3501 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3503 // Check we receive no penalty for a low htlc_maximum_msat.
3504 let usage = ChannelUsage {
3505 amount_msat: 512_000,
3506 inflight_htlc_msat: 0,
3507 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3509 let network_graph = network_graph.read_only();
3510 let channel = network_graph.channel(42).unwrap();
3511 let (info, _) = channel.as_directed_from(&source).unwrap();
3512 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3514 short_channel_id: 42,
3516 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3518 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3519 let usage = ChannelUsage {
3520 amount_msat: 512_000,
3521 inflight_htlc_msat: 0,
3522 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3524 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3526 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3527 let usage = ChannelUsage {
3528 amount_msat: 512_000,
3529 inflight_htlc_msat: 0,
3530 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3532 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3534 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3535 let usage = ChannelUsage {
3536 amount_msat: 512_000,
3537 inflight_htlc_msat: 0,
3538 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3540 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3544 fn scores_with_blinded_path() {
3545 // Make sure we'll account for a blinded path's final_value_msat in scoring
3546 let logger = TestLogger::new();
3547 let network_graph = network_graph(&logger);
3548 let params = ProbabilisticScoringFeeParameters {
3549 liquidity_penalty_multiplier_msat: 1_000,
3550 ..ProbabilisticScoringFeeParameters::zero_penalty()
3552 let decay_params = ProbabilisticScoringDecayParameters::default();
3553 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3554 let source = source_node_id();
3555 let usage = ChannelUsage {
3557 inflight_htlc_msat: 0,
3558 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3560 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3561 let (info, target) = channel.as_directed_from(&source).unwrap();
3562 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3564 short_channel_id: 42,
3566 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3568 let mut path = payment_path_for_amount(768);
3569 let recipient_hop = path.hops.pop().unwrap();
3570 let blinded_path = BlindedPath {
3571 introduction_node: IntroductionNode::NodeId(path.hops.last().as_ref().unwrap().pubkey),
3572 blinding_point: test_utils::pubkey(42),
3574 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3577 path.blinded_tail = Some(BlindedTail {
3578 hops: blinded_path.blinded_hops,
3579 blinding_point: blinded_path.blinding_point,
3580 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3581 final_value_msat: recipient_hop.fee_msat,
3584 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3585 // final value is taken into account.
3586 assert!(scorer.channel_liquidities.get(&42).is_none());
3588 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3589 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3590 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3592 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3593 .as_directed(&source, &target, 1_000);
3594 assert_eq!(liquidity.min_liquidity_msat(), 256);
3595 assert_eq!(liquidity.max_liquidity_msat(), 768);
3599 fn realistic_historical_failures() {
3600 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3601 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3603 let logger = TestLogger::new();
3604 let mut network_graph = network_graph(&logger);
3605 let params = ProbabilisticScoringFeeParameters {
3606 historical_liquidity_penalty_multiplier_msat: 1024,
3607 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3608 ..ProbabilisticScoringFeeParameters::zero_penalty()
3610 let decay_params = ProbabilisticScoringDecayParameters {
3611 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3612 historical_no_updates_half_life: Duration::from_secs(10),
3613 ..ProbabilisticScoringDecayParameters::default()
3616 let capacity_msat = 100_000_000_000;
3617 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3618 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3620 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3621 let source = source_node_id();
3623 let mut amount_msat = 10_000_000;
3624 let usage = ChannelUsage {
3626 inflight_htlc_msat: 0,
3627 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3629 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3630 let (info, target) = channel.as_directed_from(&source).unwrap();
3631 let candidate = CandidateRouteHop::PublicHop(PublicHopCandidate {
3633 short_channel_id: 42,
3635 // With no historical data the normal liquidity penalty calculation is used, which results
3636 // in a success probability of ~75%.
3637 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3638 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3640 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3643 // Fail to pay once, and then check the buckets and penalty.
3644 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3645 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3646 // same bucket which is the only maximum datapoint.
3647 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3648 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3649 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3650 // 6k sats and 12k sats).
3651 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3652 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3653 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3654 // The success probability estimate itself should be zero.
3655 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3658 // Now test again with the amount in the bottom bucket.
3660 // The new amount is entirely within the only minimum bucket with score, so the probability
3661 // we assign is 1/2.
3662 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3665 // ...but once we see a failure, we consider the payment to be substantially less likely,
3666 // even though not a probability of zero as we still look at the second max bucket which
3668 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3669 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3670 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3671 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3672 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3680 use criterion::Criterion;
3681 use crate::routing::router::{bench_utils, RouteHop};
3682 use crate::util::test_utils::TestLogger;
3683 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3685 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3686 let logger = TestLogger::new();
3687 let (network_graph, mut scorer) = bench_utils::read_graph_scorer(&logger).unwrap();
3688 let mut cur_time = Duration::ZERO;
3689 cur_time += Duration::from_millis(1);
3690 scorer.time_passed(cur_time);
3691 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3692 cur_time += Duration::from_millis(1);
3693 scorer.time_passed(cur_time);