1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
23 //! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
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 = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use crate::ln::msgs::DecodeError;
58 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
59 use crate::routing::router::RouteHop;
60 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use crate::util::logger::Logger;
62 use crate::util::time::Time;
64 use crate::prelude::*;
66 use core::cell::{RefCell, RefMut};
67 use core::convert::TryInto;
68 use core::ops::{Deref, DerefMut};
69 use core::time::Duration;
70 use crate::io::{self, Read};
71 use crate::sync::{Mutex, MutexGuard};
73 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
74 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
75 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
76 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
78 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
79 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
80 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
81 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
82 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
83 /// do here by defining `Score` differently for `cfg(c_bindings)`.
84 macro_rules! define_score { ($($supertrait: path)*) => {
85 /// An interface used to score payment channels for path finding.
87 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
88 pub trait Score $(: $supertrait)* {
89 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
90 /// given channel in the direction from `source` to `target`.
92 /// The channel's capacity (less any other MPP parts that are also being considered for use in
93 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
94 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
95 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
96 /// Thus, implementations should be overflow-safe.
97 fn channel_penalty_msat(
98 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
101 /// Handles updating channel penalties after failing to route through a channel.
102 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
104 /// Handles updating channel penalties after successfully routing along a path.
105 fn payment_path_successful(&mut self, path: &[&RouteHop]);
107 /// Handles updating channel penalties after a probe over the given path failed.
108 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
110 /// Handles updating channel penalties after a probe over the given path succeeded.
111 fn probe_successful(&mut self, path: &[&RouteHop]);
114 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
115 fn channel_penalty_msat(
116 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
118 self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
121 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
122 self.deref_mut().payment_path_failed(path, short_channel_id)
125 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
126 self.deref_mut().payment_path_successful(path)
129 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
130 self.deref_mut().probe_failed(path, short_channel_id)
133 fn probe_successful(&mut self, path: &[&RouteHop]) {
134 self.deref_mut().probe_successful(path)
140 define_score!(Writeable);
141 #[cfg(not(c_bindings))]
144 /// A scorer that is accessed under a lock.
146 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
147 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
148 /// implementations. Internal locking would be detrimental to route finding performance and could
149 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
151 /// [`find_route`]: crate::routing::router::find_route
152 pub trait LockableScore<'a> {
153 /// The locked [`Score`] type.
154 type Locked: 'a + Score;
156 /// Returns the locked scorer.
157 fn lock(&'a self) -> Self::Locked;
160 /// Refers to a scorer that is accessible under lock and also writeable to disk
162 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
163 /// use the Persister to persist it.
164 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
166 #[cfg(not(c_bindings))]
167 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
170 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
171 type Locked = MutexGuard<'a, T>;
173 fn lock(&'a self) -> MutexGuard<'a, T> {
174 Mutex::lock(self).unwrap()
178 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
179 type Locked = RefMut<'a, T>;
181 fn lock(&'a self) -> RefMut<'a, T> {
187 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
188 pub struct MultiThreadedLockableScore<S: Score> {
192 /// A locked `MultiThreadedLockableScore`.
193 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
195 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
196 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
197 self.0.channel_penalty_msat(scid, source, target, usage)
199 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
200 self.0.payment_path_failed(path, short_channel_id)
202 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
203 self.0.payment_path_successful(path)
205 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
206 self.0.probe_failed(path, short_channel_id)
208 fn probe_successful(&mut self, path: &[&RouteHop]) {
209 self.0.probe_successful(path)
213 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
214 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
220 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
221 type Locked = MultiThreadedScoreLock<'a, T>;
223 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
224 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
229 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
230 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
231 self.lock().write(writer)
236 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
239 impl<T: Score> MultiThreadedLockableScore<T> {
240 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
241 pub fn new(score: T) -> Self {
242 MultiThreadedLockableScore { score: Mutex::new(score) }
248 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
249 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250 T::write(&**self, writer)
256 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
257 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
258 S::write(&**self, writer)
262 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
263 #[derive(Clone, Copy, Debug)]
264 pub struct ChannelUsage {
265 /// The amount to send through the channel, denominated in millisatoshis.
266 pub amount_msat: u64,
268 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
269 /// as part of a multi-path payment.
270 pub inflight_htlc_msat: u64,
272 /// The effective capacity of the channel.
273 pub effective_capacity: EffectiveCapacity,
277 /// [`Score`] implementation that uses a fixed penalty.
278 pub struct FixedPenaltyScorer {
282 impl FixedPenaltyScorer {
283 /// Creates a new scorer using `penalty_msat`.
284 pub fn with_penalty(penalty_msat: u64) -> Self {
285 Self { penalty_msat }
289 impl Score for FixedPenaltyScorer {
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
294 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
298 fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &[&RouteHop]) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = std::time::Instant;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 params: ProbabilisticScoringParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
423 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
424 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
427 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
428 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
429 /// struct documentation for more info on the way the liquidity bounds are used.
431 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
432 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
433 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
435 /// Default value: 6 hours
439 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
440 /// liquidity knowledge will never decay except when the bounds cross.
441 pub liquidity_offset_half_life: Duration,
443 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
444 /// channel's success probability for the payment, as determined by our latest estimates of the
445 /// channel's liquidity, to determine the amount penalty.
447 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
448 /// fees plus penalty) for large payments. The penalty is computed as the product of this
449 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
450 /// success probability.
452 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
454 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
455 /// the amount will result in a penalty of the multiplier. And, as the success probability
456 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
457 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
460 /// Default value: 192 msat
461 pub liquidity_penalty_amount_multiplier_msat: u64,
463 /// A multiplier used in conjunction with the negative `log10` of the channel's success
464 /// probability for the payment, as determined based on the history of our estimates of the
465 /// channel's available liquidity, to determine a penalty.
467 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
468 /// only our latest estimate for the current liquidity available in the channel, it estimates
469 /// success probability based on the estimated liquidity available in the channel through
470 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
471 /// track which of several buckets those bounds fall into, exponentially decaying the
472 /// probability of each bucket as new samples are added.
474 /// Default value: 10,000 msat
476 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
477 pub historical_liquidity_penalty_multiplier_msat: u64,
479 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
480 /// channel's success probability for the payment, as determined based on the history of our
481 /// estimates of the channel's available liquidity, to determine a penalty.
483 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
484 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
485 /// of the payment amount, weighted by the negative `log10` of the success probability.
487 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
488 /// of using only our latest estimate for the current liquidity available in the channel, it
489 /// estimates success probability based on the estimated liquidity available in the channel
490 /// through history. Specifically, every time we update our liquidity bounds on a given
491 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
492 /// the probability of each bucket as new samples are added.
494 /// Default value: 64 msat
496 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
497 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
499 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
500 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
501 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
504 /// Note that after 16 or more half lives all historical data will be completely gone.
506 /// Default value: 14 days
507 pub historical_no_updates_half_life: Duration,
509 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
510 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
511 /// considered during path finding.
514 pub manual_node_penalties: HashMap<NodeId, u64>,
516 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
517 /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
518 /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
519 /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
521 /// Default value: 250 msat
522 pub anti_probing_penalty_msat: u64,
524 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
525 /// current estimate of the channel's available liquidity.
527 /// Note that in this case all other penalties, including the
528 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
529 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
530 /// applicable, are still included in the overall penalty.
532 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
533 /// `u64::max_value()` will guarantee that.
535 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
537 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
538 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
539 /// [`base_penalty_msat`]: Self::base_penalty_msat
540 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
541 pub considered_impossible_penalty_msat: u64,
544 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
545 /// in each of 8 buckets.
546 #[derive(Clone, Copy)]
547 struct HistoricalBucketRangeTracker {
551 impl HistoricalBucketRangeTracker {
552 fn new() -> Self { Self { buckets: [0; 8] } }
553 fn track_datapoint(&mut self, bucket_idx: u8) {
554 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
555 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
557 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
558 // the buckets for the current min and max liquidity offset positions.
560 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
561 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
562 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
564 // In total, this allows us to track data for the last 8,000 or so payments across a given
567 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
568 // and need to balance having more bits in the decimal part (to ensure decay isn't too
569 // non-linear) with having too few bits in the mantissa, causing us to not store very many
572 // The constants were picked experimentally, selecting a decay amount that restricts us
573 // from overflowing buckets without having to cap them manually.
574 debug_assert!(bucket_idx < 8);
576 for e in self.buckets.iter_mut() {
577 *e = ((*e as u32) * 2047 / 2048) as u16;
579 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
582 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
583 /// datapoints as we receive newer information.
584 fn time_decay_data(&mut self, half_lives: u32) {
585 for e in self.buckets.iter_mut() {
586 *e = e.checked_shr(half_lives).unwrap_or(0);
591 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
593 struct HistoricalMinMaxBuckets<'a> {
594 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
595 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
598 impl HistoricalMinMaxBuckets<'_> {
600 fn calculate_success_probability_times_billion(&self, required_decays: u32, payment_amt_64th_bucket: u8) -> Option<u64> {
601 // If historical penalties are enabled, calculate the penalty by walking the set of
602 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
603 // each, calculate the probability of success given our payment amount, then total the
604 // weighted average probability of success.
606 // We use a sliding scale to decide which point within a given bucket will be compared to
607 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
608 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
609 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
610 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
611 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
612 // penalties to channels at the edges.
614 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
615 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
616 // for a 1 BTC channel!).
618 // If we used the middle of each bucket we'd never assign any penalty at all when sending
619 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
620 let mut total_valid_points_tracked = 0;
622 // Rather than actually decaying the individual buckets, which would lose precision, we
623 // simply track whether all buckets would be decayed to zero, in which case we treat it as
624 // if we had no data.
625 let mut is_fully_decayed = true;
626 let mut check_track_bucket_contains_undecayed_points =
627 |bucket_val: u16| if bucket_val.checked_shr(required_decays).unwrap_or(0) > 0 { is_fully_decayed = false; };
629 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
630 check_track_bucket_contains_undecayed_points(*min_bucket);
631 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
632 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
633 check_track_bucket_contains_undecayed_points(*max_bucket);
636 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
637 // it as if we were fully decayed.
638 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 || is_fully_decayed {
642 let mut cumulative_success_prob_times_billion = 0;
643 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
644 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
645 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
646 * 1024 * 1024 / total_valid_points_tracked;
647 let min_64th_bucket = min_idx as u8 * 9;
648 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
649 if payment_amt_64th_bucket > max_64th_bucket {
650 // Success probability 0, the payment amount is above the max liquidity
651 } else if payment_amt_64th_bucket <= min_64th_bucket {
652 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
654 cumulative_success_prob_times_billion += bucket_prob_times_million *
655 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
656 ((max_64th_bucket - min_64th_bucket) as u64);
661 Some(cumulative_success_prob_times_billion)
665 /// Accounting for channel liquidity balance uncertainty.
667 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
668 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
669 /// offset fields gives the opposite direction.
670 struct ChannelLiquidity<T: Time> {
671 /// Lower channel liquidity bound in terms of an offset from zero.
672 min_liquidity_offset_msat: u64,
674 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
675 max_liquidity_offset_msat: u64,
677 /// Time when the liquidity bounds were last modified.
680 min_liquidity_offset_history: HistoricalBucketRangeTracker,
681 max_liquidity_offset_history: HistoricalBucketRangeTracker,
684 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
685 /// decayed with a given half life.
686 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
687 min_liquidity_offset_msat: L,
688 max_liquidity_offset_msat: L,
689 min_liquidity_offset_history: BRT,
690 max_liquidity_offset_history: BRT,
694 params: &'a ProbabilisticScoringParameters,
697 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
698 /// Creates a new scorer using the given scoring parameters for sending payments from a node
699 /// through a network graph.
700 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
705 channel_liquidities: HashMap::new(),
710 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
711 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
715 /// Dump the contents of this scorer into the configured logger.
717 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
718 /// which may be a substantial amount of log output.
719 pub fn debug_log_liquidity_stats(&self) {
720 let graph = self.network_graph.read_only();
721 for (scid, liq) in self.channel_liquidities.iter() {
722 if let Some(chan_debug) = graph.channels().get(scid) {
723 let log_direction = |source, target| {
724 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
725 let amt = directed_info.effective_capacity().as_msat();
726 let dir_liq = liq.as_directed(source, target, amt, &self.params);
727 log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
728 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
730 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
734 log_direction(&chan_debug.node_one, &chan_debug.node_two);
735 log_direction(&chan_debug.node_two, &chan_debug.node_one);
737 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
742 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
743 /// channel with `scid` towards the given `target` node.
744 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
745 let graph = self.network_graph.read_only();
747 if let Some(chan) = graph.channels().get(&scid) {
748 if let Some(liq) = self.channel_liquidities.get(&scid) {
749 if let Some((directed_info, source)) = chan.as_directed_to(target) {
750 let amt = directed_info.effective_capacity().as_msat();
751 let dir_liq = liq.as_directed(source, target, amt, &self.params);
752 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
759 /// Marks the node with the given `node_id` as banned, i.e.,
760 /// it will be avoided during path finding.
761 pub fn add_banned(&mut self, node_id: &NodeId) {
762 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
765 /// Removes the node with the given `node_id` from the list of nodes to avoid.
766 pub fn remove_banned(&mut self, node_id: &NodeId) {
767 self.params.manual_node_penalties.remove(node_id);
770 /// Sets a manual penalty for the given node.
771 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
772 self.params.manual_node_penalties.insert(*node_id, penalty);
775 /// Removes the node with the given `node_id` from the list of manual penalties.
776 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
777 self.params.manual_node_penalties.remove(node_id);
780 /// Clears the list of manual penalties that are applied during path finding.
781 pub fn clear_manual_penalties(&mut self) {
782 self.params.manual_node_penalties = HashMap::new();
786 impl ProbabilisticScoringParameters {
788 fn zero_penalty() -> Self {
790 base_penalty_msat: 0,
791 base_penalty_amount_multiplier_msat: 0,
792 liquidity_penalty_multiplier_msat: 0,
793 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
794 liquidity_penalty_amount_multiplier_msat: 0,
795 historical_liquidity_penalty_multiplier_msat: 0,
796 historical_liquidity_penalty_amount_multiplier_msat: 0,
797 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
798 manual_node_penalties: HashMap::new(),
799 anti_probing_penalty_msat: 0,
800 considered_impossible_penalty_msat: 0,
804 /// Marks all nodes in the given list as banned, i.e.,
805 /// they will be avoided during path finding.
806 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
808 self.manual_node_penalties.insert(id, u64::max_value());
813 impl Default for ProbabilisticScoringParameters {
814 fn default() -> Self {
816 base_penalty_msat: 500,
817 base_penalty_amount_multiplier_msat: 8192,
818 liquidity_penalty_multiplier_msat: 30_000,
819 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
820 liquidity_penalty_amount_multiplier_msat: 192,
821 historical_liquidity_penalty_multiplier_msat: 10_000,
822 historical_liquidity_penalty_amount_multiplier_msat: 64,
823 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
824 manual_node_penalties: HashMap::new(),
825 anti_probing_penalty_msat: 250,
826 considered_impossible_penalty_msat: 1_0000_0000_000,
831 impl<T: Time> ChannelLiquidity<T> {
835 min_liquidity_offset_msat: 0,
836 max_liquidity_offset_msat: 0,
837 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
838 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
839 last_updated: T::now(),
843 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
846 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
847 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
848 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
850 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
851 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
853 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
854 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
857 DirectedChannelLiquidity {
858 min_liquidity_offset_msat,
859 max_liquidity_offset_msat,
860 min_liquidity_offset_history,
861 max_liquidity_offset_history,
863 last_updated: &self.last_updated,
869 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
871 fn as_directed_mut<'a>(
872 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, params: &'a ProbabilisticScoringParameters
873 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
874 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
876 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
877 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
879 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
880 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
883 DirectedChannelLiquidity {
884 min_liquidity_offset_msat,
885 max_liquidity_offset_msat,
886 min_liquidity_offset_history,
887 max_liquidity_offset_history,
889 last_updated: &mut self.last_updated,
896 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
898 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
900 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
901 /// ratio, as X in 1/X.
902 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
904 /// The divisor used when computing the amount penalty.
905 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
906 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
908 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
909 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
911 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
912 let max_liquidity_msat = self.max_liquidity_msat();
913 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
915 let mut res = if amount_msat <= min_liquidity_msat {
917 } else if amount_msat >= max_liquidity_msat {
918 // Equivalent to hitting the else clause below with the amount equal to the effective
919 // capacity and without any certainty on the liquidity upper bound, plus the
920 // impossibility penalty.
921 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
922 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
923 params.liquidity_penalty_multiplier_msat,
924 params.liquidity_penalty_amount_multiplier_msat)
925 .saturating_add(params.considered_impossible_penalty_msat)
927 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
928 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
929 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
930 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
931 // don't bother trying to use the log approximation as it gets too noisy to be
932 // particularly helpful, instead just round down to 0.
935 let negative_log10_times_2048 =
936 approx::negative_log10_times_2048(numerator, denominator);
937 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
938 params.liquidity_penalty_multiplier_msat,
939 params.liquidity_penalty_amount_multiplier_msat)
943 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
944 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
945 let required_decays = self.now.duration_since(*self.last_updated).as_secs()
946 .checked_div(params.historical_no_updates_half_life.as_secs())
947 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
948 let payment_amt_64th_bucket = amount_msat * 64 / self.capacity_msat;
949 debug_assert!(payment_amt_64th_bucket <= 64);
950 if payment_amt_64th_bucket > 64 { return res; }
952 let buckets = HistoricalMinMaxBuckets {
953 min_liquidity_offset_history: &self.min_liquidity_offset_history,
954 max_liquidity_offset_history: &self.max_liquidity_offset_history,
956 if let Some(cumulative_success_prob_times_billion) = buckets
957 .calculate_success_probability_times_billion(required_decays, payment_amt_64th_bucket as u8) {
958 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
959 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
960 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
961 params.historical_liquidity_penalty_amount_multiplier_msat));
963 // If we don't have any valid points (or, once decayed, we have less than a full
964 // point), redo the non-historical calculation with no liquidity bounds tracked and
965 // the historical penalty multipliers.
966 let max_capacity = self.capacity_msat.saturating_sub(amount_msat).saturating_add(1);
967 let negative_log10_times_2048 =
968 approx::negative_log10_times_2048(max_capacity, self.capacity_msat.saturating_add(1));
969 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
970 params.historical_liquidity_penalty_multiplier_msat,
971 params.historical_liquidity_penalty_amount_multiplier_msat));
979 /// Computes the liquidity penalty from the penalty multipliers.
981 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
982 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
984 let liquidity_penalty_msat = {
985 // Upper bound the liquidity penalty to ensure some channel is selected.
986 let multiplier_msat = liquidity_penalty_multiplier_msat;
987 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
988 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
990 let amount_penalty_msat = negative_log10_times_2048
991 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
992 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
994 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
997 /// Returns the lower bound of the channel liquidity balance in this direction.
998 fn min_liquidity_msat(&self) -> u64 {
999 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1002 /// Returns the upper bound of the channel liquidity balance in this direction.
1003 fn max_liquidity_msat(&self) -> u64 {
1005 .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1009 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1010 self.now.duration_since(*self.last_updated).as_secs()
1011 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1012 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1017 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1018 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1019 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1020 let existing_max_msat = self.max_liquidity_msat();
1021 if amount_msat < existing_max_msat {
1022 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1023 self.set_max_liquidity_msat(amount_msat);
1025 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1026 chan_descr, existing_max_msat, amount_msat);
1030 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1031 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1032 let existing_min_msat = self.min_liquidity_msat();
1033 if amount_msat > existing_min_msat {
1034 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1035 self.set_min_liquidity_msat(amount_msat);
1037 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1038 chan_descr, existing_min_msat, amount_msat);
1042 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1043 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1044 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1045 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1046 self.set_max_liquidity_msat(max_liquidity_msat);
1049 fn update_history_buckets(&mut self) {
1050 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1051 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1052 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1053 self.min_liquidity_offset_history.time_decay_data(half_lives);
1054 self.max_liquidity_offset_history.time_decay_data(half_lives);
1056 debug_assert!(*self.min_liquidity_offset_msat <= self.capacity_msat);
1057 self.min_liquidity_offset_history.track_datapoint(
1058 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1059 // is zero or the channel's capacity, though the second should generally never happen.
1060 (self.min_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1061 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1062 debug_assert!(*self.max_liquidity_offset_msat <= self.capacity_msat);
1063 self.max_liquidity_offset_history.track_datapoint(
1064 // Ensure the bucket index we pass is in the range [0, 7], even if the liquidity offset
1065 // is zero or the channel's capacity, though the second should generally never happen.
1066 (self.max_liquidity_offset_msat.saturating_sub(1) * 8 / self.capacity_msat)
1067 .try_into().unwrap_or(32)); // 32 is bogus for 8 buckets, and will be ignored
1070 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1071 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1072 *self.min_liquidity_offset_msat = amount_msat;
1073 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1076 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1078 self.update_history_buckets();
1079 *self.last_updated = self.now;
1082 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1083 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1084 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1085 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1088 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1090 self.update_history_buckets();
1091 *self.last_updated = self.now;
1095 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1096 fn channel_penalty_msat(
1097 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1099 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1103 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1104 self.params.base_penalty_amount_multiplier_msat
1105 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1107 let mut anti_probing_penalty_msat = 0;
1108 match usage.effective_capacity {
1109 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1110 if usage.amount_msat > liquidity_msat {
1111 return u64::max_value();
1113 return base_penalty_msat;
1116 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1117 if htlc_maximum_msat >= capacity_msat/2 {
1118 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1124 let amount_msat = usage.amount_msat;
1125 let capacity_msat = usage.effective_capacity.as_msat()
1126 .saturating_sub(usage.inflight_htlc_msat);
1127 self.channel_liquidities
1128 .get(&short_channel_id)
1129 .unwrap_or(&ChannelLiquidity::new())
1130 .as_directed(source, target, capacity_msat, &self.params)
1131 .penalty_msat(amount_msat, &self.params)
1132 .saturating_add(anti_probing_penalty_msat)
1133 .saturating_add(base_penalty_msat)
1136 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1137 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1138 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1139 let network_graph = self.network_graph.read_only();
1140 for (hop_idx, hop) in path.iter().enumerate() {
1141 let target = NodeId::from_pubkey(&hop.pubkey);
1142 let channel_directed_from_source = network_graph.channels()
1143 .get(&hop.short_channel_id)
1144 .and_then(|channel| channel.as_directed_to(&target));
1146 let at_failed_channel = hop.short_channel_id == short_channel_id;
1147 if at_failed_channel && hop_idx == 0 {
1148 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);
1151 // Only score announced channels.
1152 if let Some((channel, source)) = channel_directed_from_source {
1153 let capacity_msat = channel.effective_capacity().as_msat();
1154 if at_failed_channel {
1155 self.channel_liquidities
1156 .entry(hop.short_channel_id)
1157 .or_insert_with(ChannelLiquidity::new)
1158 .as_directed_mut(source, &target, capacity_msat, &self.params)
1159 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1161 self.channel_liquidities
1162 .entry(hop.short_channel_id)
1163 .or_insert_with(ChannelLiquidity::new)
1164 .as_directed_mut(source, &target, capacity_msat, &self.params)
1165 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1168 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).",
1169 hop.short_channel_id);
1171 if at_failed_channel { break; }
1175 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1176 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1177 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1178 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1179 let network_graph = self.network_graph.read_only();
1181 let target = NodeId::from_pubkey(&hop.pubkey);
1182 let channel_directed_from_source = network_graph.channels()
1183 .get(&hop.short_channel_id)
1184 .and_then(|channel| channel.as_directed_to(&target));
1186 // Only score announced channels.
1187 if let Some((channel, source)) = channel_directed_from_source {
1188 let capacity_msat = channel.effective_capacity().as_msat();
1189 self.channel_liquidities
1190 .entry(hop.short_channel_id)
1191 .or_insert_with(ChannelLiquidity::new)
1192 .as_directed_mut(source, &target, capacity_msat, &self.params)
1193 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1195 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).",
1196 hop.short_channel_id);
1201 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1202 self.payment_path_failed(path, short_channel_id)
1205 fn probe_successful(&mut self, path: &[&RouteHop]) {
1206 self.payment_path_failed(path, u64::max_value())
1211 const BITS: u32 = 64;
1212 const HIGHEST_BIT: u32 = BITS - 1;
1213 const LOWER_BITS: u32 = 6;
1214 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1215 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1217 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1218 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1219 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1220 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1221 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1222 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1223 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1224 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1225 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1226 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1227 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1228 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1229 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1230 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1231 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1232 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1233 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1234 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1235 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1236 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1237 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1238 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1239 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1240 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1241 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1242 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1243 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1244 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1245 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1246 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1247 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1248 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1249 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1250 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1251 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1252 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1253 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1254 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1255 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1256 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1257 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1258 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1259 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1260 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1261 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1262 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1263 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1264 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1265 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1266 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1267 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1268 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1269 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1270 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1271 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1272 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1273 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1274 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1275 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1276 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1277 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1278 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1279 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1280 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1281 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1282 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1283 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1284 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1285 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1286 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1287 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1288 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1289 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1290 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1291 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1292 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1293 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1294 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1295 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1296 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1297 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1298 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1299 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1300 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1301 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1302 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1303 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1304 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1305 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1306 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1307 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1308 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1309 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1310 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1311 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1312 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1313 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1314 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1315 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1316 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1317 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1318 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1319 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1320 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1321 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1322 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1323 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1324 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1325 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1326 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1327 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1328 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1329 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1330 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1331 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1332 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1333 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1334 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1335 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1336 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1337 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1338 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1339 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1340 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1341 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1342 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1343 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1344 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1345 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1346 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1347 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1348 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1349 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1350 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1351 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1352 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1353 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1354 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1355 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1356 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1357 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1358 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1359 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1360 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1361 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1362 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1363 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1364 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1365 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1366 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1367 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1368 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1369 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1370 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1371 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1372 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1373 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1374 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1375 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1376 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1377 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1378 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1379 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1380 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1381 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1382 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1383 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1384 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1385 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1386 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1387 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1388 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1389 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1390 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1391 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1392 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1393 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1394 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1395 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1396 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1397 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1398 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1399 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1400 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1401 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1402 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1403 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1404 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1405 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1406 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1407 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1408 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1409 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1410 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1411 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1412 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1413 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1414 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1415 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1416 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1417 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1418 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1419 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1420 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1421 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1422 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1423 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1424 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1425 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1426 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1427 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1428 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1429 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1430 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1431 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1432 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1433 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1434 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1435 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1436 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1437 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1438 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1439 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1440 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1441 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1442 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1443 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1444 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1445 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1446 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1447 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1448 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1449 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1450 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1451 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1452 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1453 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1454 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1455 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1456 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1457 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1458 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1459 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1460 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1461 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1462 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1463 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1464 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1465 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1466 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1467 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1468 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1469 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1470 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1471 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1472 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1473 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1474 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1475 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1478 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1480 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1481 // Multiply the -1 through to avoid needing to use signed numbers.
1482 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1486 fn log10_times_2048(x: u64) -> u16 {
1487 debug_assert_ne!(x, 0);
1488 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1489 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1490 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1498 fn prints_negative_log10_times_2048_lookup_table() {
1499 for msb in 0..BITS {
1500 for i in 0..LOWER_BITS_BOUND {
1501 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1502 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1503 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1505 if i % LOWER_BITS_BOUND == 0 {
1506 print!("\t\t[{}, ", log10_times_2048);
1507 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1508 println!("{}],", log10_times_2048);
1509 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1510 print!("{},\n\t\t\t", log10_times_2048);
1512 print!("{}, ", log10_times_2048);
1520 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1522 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1523 write_tlv_fields!(w, {
1524 (0, self.channel_liquidities, required),
1530 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1531 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1534 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1535 ) -> Result<Self, DecodeError> {
1536 let (params, network_graph, logger) = args;
1537 let mut channel_liquidities = HashMap::new();
1538 read_tlv_fields!(r, {
1539 (0, channel_liquidities, required),
1545 channel_liquidities,
1550 impl<T: Time> Writeable for ChannelLiquidity<T> {
1552 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1553 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1554 write_tlv_fields!(w, {
1555 (0, self.min_liquidity_offset_msat, required),
1556 (1, Some(self.min_liquidity_offset_history), option),
1557 (2, self.max_liquidity_offset_msat, required),
1558 (3, Some(self.max_liquidity_offset_history), option),
1559 (4, duration_since_epoch, required),
1565 impl<T: Time> Readable for ChannelLiquidity<T> {
1567 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1568 let mut min_liquidity_offset_msat = 0;
1569 let mut max_liquidity_offset_msat = 0;
1570 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1571 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1572 let mut duration_since_epoch = Duration::from_secs(0);
1573 read_tlv_fields!(r, {
1574 (0, min_liquidity_offset_msat, required),
1575 (1, min_liquidity_offset_history, option),
1576 (2, max_liquidity_offset_msat, required),
1577 (3, max_liquidity_offset_history, option),
1578 (4, duration_since_epoch, required),
1580 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1581 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1582 // is a time from a monotonic clock usually represented as an offset against boot time).
1583 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1584 // from the one that was written. However, because `Instant` can panic if we construct one
1585 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1586 // using `Instant::now()` in that case.
1587 let wall_clock_now = T::duration_since_epoch();
1589 let last_updated = if wall_clock_now > duration_since_epoch {
1590 now - (wall_clock_now - duration_since_epoch)
1593 min_liquidity_offset_msat,
1594 max_liquidity_offset_msat,
1595 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1596 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1604 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1605 use crate::util::time::Time;
1606 use crate::util::time::tests::SinceEpoch;
1608 use crate::ln::channelmanager;
1609 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1610 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1611 use crate::routing::router::RouteHop;
1612 use crate::routing::scoring::{ChannelUsage, Score};
1613 use crate::util::ser::{ReadableArgs, Writeable};
1614 use crate::util::test_utils::TestLogger;
1616 use bitcoin::blockdata::constants::genesis_block;
1617 use bitcoin::hashes::Hash;
1618 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1619 use bitcoin::network::constants::Network;
1620 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1621 use core::time::Duration;
1624 fn source_privkey() -> SecretKey {
1625 SecretKey::from_slice(&[42; 32]).unwrap()
1628 fn target_privkey() -> SecretKey {
1629 SecretKey::from_slice(&[43; 32]).unwrap()
1632 fn source_pubkey() -> PublicKey {
1633 let secp_ctx = Secp256k1::new();
1634 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1637 fn target_pubkey() -> PublicKey {
1638 let secp_ctx = Secp256k1::new();
1639 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1642 fn source_node_id() -> NodeId {
1643 NodeId::from_pubkey(&source_pubkey())
1646 fn target_node_id() -> NodeId {
1647 NodeId::from_pubkey(&target_pubkey())
1650 // `ProbabilisticScorer` tests
1652 /// A probabilistic scorer for testing with time that can be manually advanced.
1653 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1655 fn sender_privkey() -> SecretKey {
1656 SecretKey::from_slice(&[41; 32]).unwrap()
1659 fn recipient_privkey() -> SecretKey {
1660 SecretKey::from_slice(&[45; 32]).unwrap()
1663 fn sender_pubkey() -> PublicKey {
1664 let secp_ctx = Secp256k1::new();
1665 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1668 fn recipient_pubkey() -> PublicKey {
1669 let secp_ctx = Secp256k1::new();
1670 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1673 fn sender_node_id() -> NodeId {
1674 NodeId::from_pubkey(&sender_pubkey())
1677 fn recipient_node_id() -> NodeId {
1678 NodeId::from_pubkey(&recipient_pubkey())
1681 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1682 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1683 let mut network_graph = NetworkGraph::new(genesis_hash, logger);
1684 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1685 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1691 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1692 node_2_key: SecretKey
1694 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1695 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1696 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1697 let secp_ctx = Secp256k1::new();
1698 let unsigned_announcement = UnsignedChannelAnnouncement {
1699 features: channelmanager::provided_channel_features(),
1700 chain_hash: genesis_hash,
1702 node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
1703 node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
1704 bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
1705 bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
1706 excess_data: Vec::new(),
1708 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1709 let signed_announcement = ChannelAnnouncement {
1710 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1711 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1712 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1713 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1714 contents: unsigned_announcement,
1716 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1717 network_graph.update_channel_from_announcement(
1718 &signed_announcement, &chain_source).unwrap();
1719 update_channel(network_graph, short_channel_id, node_1_key, 0);
1720 update_channel(network_graph, short_channel_id, node_2_key, 1);
1724 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1727 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1728 let secp_ctx = Secp256k1::new();
1729 let unsigned_update = UnsignedChannelUpdate {
1730 chain_hash: genesis_hash,
1734 cltv_expiry_delta: 18,
1735 htlc_minimum_msat: 0,
1736 htlc_maximum_msat: 1_000,
1738 fee_proportional_millionths: 0,
1739 excess_data: Vec::new(),
1741 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1742 let signed_update = ChannelUpdate {
1743 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1744 contents: unsigned_update,
1746 network_graph.update_channel(&signed_update).unwrap();
1749 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1752 node_features: channelmanager::provided_node_features(),
1754 channel_features: channelmanager::provided_channel_features(),
1756 cltv_expiry_delta: 18,
1760 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1762 path_hop(source_pubkey(), 41, 1),
1763 path_hop(target_pubkey(), 42, 2),
1764 path_hop(recipient_pubkey(), 43, amount_msat),
1769 fn liquidity_bounds_directed_from_lowest_node_id() {
1770 let logger = TestLogger::new();
1771 let last_updated = SinceEpoch::now();
1772 let network_graph = network_graph(&logger);
1773 let params = ProbabilisticScoringParameters::default();
1774 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1777 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1778 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1779 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1783 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1784 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1785 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1787 let source = source_node_id();
1788 let target = target_node_id();
1789 let recipient = recipient_node_id();
1790 assert!(source > target);
1791 assert!(target < recipient);
1793 // Update minimum liquidity.
1795 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1796 .as_directed(&source, &target, 1_000, &scorer.params);
1797 assert_eq!(liquidity.min_liquidity_msat(), 100);
1798 assert_eq!(liquidity.max_liquidity_msat(), 300);
1800 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1801 .as_directed(&target, &source, 1_000, &scorer.params);
1802 assert_eq!(liquidity.min_liquidity_msat(), 700);
1803 assert_eq!(liquidity.max_liquidity_msat(), 900);
1805 scorer.channel_liquidities.get_mut(&42).unwrap()
1806 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1807 .set_min_liquidity_msat(200);
1809 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1810 .as_directed(&source, &target, 1_000, &scorer.params);
1811 assert_eq!(liquidity.min_liquidity_msat(), 200);
1812 assert_eq!(liquidity.max_liquidity_msat(), 300);
1814 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1815 .as_directed(&target, &source, 1_000, &scorer.params);
1816 assert_eq!(liquidity.min_liquidity_msat(), 700);
1817 assert_eq!(liquidity.max_liquidity_msat(), 800);
1819 // Update maximum liquidity.
1821 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1822 .as_directed(&target, &recipient, 1_000, &scorer.params);
1823 assert_eq!(liquidity.min_liquidity_msat(), 700);
1824 assert_eq!(liquidity.max_liquidity_msat(), 900);
1826 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1827 .as_directed(&recipient, &target, 1_000, &scorer.params);
1828 assert_eq!(liquidity.min_liquidity_msat(), 100);
1829 assert_eq!(liquidity.max_liquidity_msat(), 300);
1831 scorer.channel_liquidities.get_mut(&43).unwrap()
1832 .as_directed_mut(&target, &recipient, 1_000, &scorer.params)
1833 .set_max_liquidity_msat(200);
1835 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1836 .as_directed(&target, &recipient, 1_000, &scorer.params);
1837 assert_eq!(liquidity.min_liquidity_msat(), 0);
1838 assert_eq!(liquidity.max_liquidity_msat(), 200);
1840 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1841 .as_directed(&recipient, &target, 1_000, &scorer.params);
1842 assert_eq!(liquidity.min_liquidity_msat(), 800);
1843 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1847 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1848 let logger = TestLogger::new();
1849 let last_updated = SinceEpoch::now();
1850 let network_graph = network_graph(&logger);
1851 let params = ProbabilisticScoringParameters::default();
1852 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1855 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1856 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1857 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1859 let source = source_node_id();
1860 let target = target_node_id();
1861 assert!(source > target);
1863 // Check initial bounds.
1864 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1865 .as_directed(&source, &target, 1_000, &scorer.params);
1866 assert_eq!(liquidity.min_liquidity_msat(), 400);
1867 assert_eq!(liquidity.max_liquidity_msat(), 800);
1869 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1870 .as_directed(&target, &source, 1_000, &scorer.params);
1871 assert_eq!(liquidity.min_liquidity_msat(), 200);
1872 assert_eq!(liquidity.max_liquidity_msat(), 600);
1874 // Reset from source to target.
1875 scorer.channel_liquidities.get_mut(&42).unwrap()
1876 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1877 .set_min_liquidity_msat(900);
1879 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1880 .as_directed(&source, &target, 1_000, &scorer.params);
1881 assert_eq!(liquidity.min_liquidity_msat(), 900);
1882 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1884 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1885 .as_directed(&target, &source, 1_000, &scorer.params);
1886 assert_eq!(liquidity.min_liquidity_msat(), 0);
1887 assert_eq!(liquidity.max_liquidity_msat(), 100);
1889 // Reset from target to source.
1890 scorer.channel_liquidities.get_mut(&42).unwrap()
1891 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1892 .set_min_liquidity_msat(400);
1894 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1895 .as_directed(&source, &target, 1_000, &scorer.params);
1896 assert_eq!(liquidity.min_liquidity_msat(), 0);
1897 assert_eq!(liquidity.max_liquidity_msat(), 600);
1899 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1900 .as_directed(&target, &source, 1_000, &scorer.params);
1901 assert_eq!(liquidity.min_liquidity_msat(), 400);
1902 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1906 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
1907 let logger = TestLogger::new();
1908 let last_updated = SinceEpoch::now();
1909 let network_graph = network_graph(&logger);
1910 let params = ProbabilisticScoringParameters::default();
1911 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1914 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1915 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1916 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1918 let source = source_node_id();
1919 let target = target_node_id();
1920 assert!(source > target);
1922 // Check initial bounds.
1923 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1924 .as_directed(&source, &target, 1_000, &scorer.params);
1925 assert_eq!(liquidity.min_liquidity_msat(), 400);
1926 assert_eq!(liquidity.max_liquidity_msat(), 800);
1928 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1929 .as_directed(&target, &source, 1_000, &scorer.params);
1930 assert_eq!(liquidity.min_liquidity_msat(), 200);
1931 assert_eq!(liquidity.max_liquidity_msat(), 600);
1933 // Reset from source to target.
1934 scorer.channel_liquidities.get_mut(&42).unwrap()
1935 .as_directed_mut(&source, &target, 1_000, &scorer.params)
1936 .set_max_liquidity_msat(300);
1938 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1939 .as_directed(&source, &target, 1_000, &scorer.params);
1940 assert_eq!(liquidity.min_liquidity_msat(), 0);
1941 assert_eq!(liquidity.max_liquidity_msat(), 300);
1943 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1944 .as_directed(&target, &source, 1_000, &scorer.params);
1945 assert_eq!(liquidity.min_liquidity_msat(), 700);
1946 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1948 // Reset from target to source.
1949 scorer.channel_liquidities.get_mut(&42).unwrap()
1950 .as_directed_mut(&target, &source, 1_000, &scorer.params)
1951 .set_max_liquidity_msat(600);
1953 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1954 .as_directed(&source, &target, 1_000, &scorer.params);
1955 assert_eq!(liquidity.min_liquidity_msat(), 400);
1956 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1958 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1959 .as_directed(&target, &source, 1_000, &scorer.params);
1960 assert_eq!(liquidity.min_liquidity_msat(), 0);
1961 assert_eq!(liquidity.max_liquidity_msat(), 600);
1965 fn increased_penalty_nearing_liquidity_upper_bound() {
1966 let logger = TestLogger::new();
1967 let network_graph = network_graph(&logger);
1968 let params = ProbabilisticScoringParameters {
1969 liquidity_penalty_multiplier_msat: 1_000,
1970 ..ProbabilisticScoringParameters::zero_penalty()
1972 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
1973 let source = source_node_id();
1974 let target = target_node_id();
1976 let usage = ChannelUsage {
1978 inflight_htlc_msat: 0,
1979 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
1981 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1982 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
1983 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
1984 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
1985 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
1986 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
1987 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
1989 let usage = ChannelUsage {
1991 inflight_htlc_msat: 0,
1992 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
1994 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
1995 let usage = ChannelUsage { amount_msat: 256, ..usage };
1996 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
1997 let usage = ChannelUsage { amount_msat: 374, ..usage };
1998 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
1999 let usage = ChannelUsage { amount_msat: 512, ..usage };
2000 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2001 let usage = ChannelUsage { amount_msat: 640, ..usage };
2002 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2003 let usage = ChannelUsage { amount_msat: 768, ..usage };
2004 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2005 let usage = ChannelUsage { amount_msat: 896, ..usage };
2006 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2010 fn constant_penalty_outside_liquidity_bounds() {
2011 let logger = TestLogger::new();
2012 let last_updated = SinceEpoch::now();
2013 let network_graph = network_graph(&logger);
2014 let params = ProbabilisticScoringParameters {
2015 liquidity_penalty_multiplier_msat: 1_000,
2016 considered_impossible_penalty_msat: u64::max_value(),
2017 ..ProbabilisticScoringParameters::zero_penalty()
2019 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2022 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2023 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2024 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2026 let source = source_node_id();
2027 let target = target_node_id();
2029 let usage = ChannelUsage {
2031 inflight_htlc_msat: 0,
2032 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2034 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2035 let usage = ChannelUsage { amount_msat: 50, ..usage };
2036 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2037 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2038 let usage = ChannelUsage { amount_msat: 61, ..usage };
2039 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2043 fn does_not_further_penalize_own_channel() {
2044 let logger = TestLogger::new();
2045 let network_graph = network_graph(&logger);
2046 let params = ProbabilisticScoringParameters {
2047 liquidity_penalty_multiplier_msat: 1_000,
2048 ..ProbabilisticScoringParameters::zero_penalty()
2050 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2051 let sender = sender_node_id();
2052 let source = source_node_id();
2053 let usage = ChannelUsage {
2055 inflight_htlc_msat: 0,
2056 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2058 let failed_path = payment_path_for_amount(500);
2059 let successful_path = payment_path_for_amount(200);
2061 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2063 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2064 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2066 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2067 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2071 fn sets_liquidity_lower_bound_on_downstream_failure() {
2072 let logger = TestLogger::new();
2073 let network_graph = network_graph(&logger);
2074 let params = ProbabilisticScoringParameters {
2075 liquidity_penalty_multiplier_msat: 1_000,
2076 ..ProbabilisticScoringParameters::zero_penalty()
2078 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2079 let source = source_node_id();
2080 let target = target_node_id();
2081 let path = payment_path_for_amount(500);
2083 let usage = ChannelUsage {
2085 inflight_htlc_msat: 0,
2086 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2088 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2089 let usage = ChannelUsage { amount_msat: 500, ..usage };
2090 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2091 let usage = ChannelUsage { amount_msat: 750, ..usage };
2092 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2094 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2096 let usage = ChannelUsage { amount_msat: 250, ..usage };
2097 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2098 let usage = ChannelUsage { amount_msat: 500, ..usage };
2099 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2100 let usage = ChannelUsage { amount_msat: 750, ..usage };
2101 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2105 fn sets_liquidity_upper_bound_on_failure() {
2106 let logger = TestLogger::new();
2107 let network_graph = network_graph(&logger);
2108 let params = ProbabilisticScoringParameters {
2109 liquidity_penalty_multiplier_msat: 1_000,
2110 considered_impossible_penalty_msat: u64::max_value(),
2111 ..ProbabilisticScoringParameters::zero_penalty()
2113 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2114 let source = source_node_id();
2115 let target = target_node_id();
2116 let path = payment_path_for_amount(500);
2118 let usage = ChannelUsage {
2120 inflight_htlc_msat: 0,
2121 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2123 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2124 let usage = ChannelUsage { amount_msat: 500, ..usage };
2125 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2126 let usage = ChannelUsage { amount_msat: 750, ..usage };
2127 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2129 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2131 let usage = ChannelUsage { amount_msat: 250, ..usage };
2132 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2133 let usage = ChannelUsage { amount_msat: 500, ..usage };
2134 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2135 let usage = ChannelUsage { amount_msat: 750, ..usage };
2136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2140 fn ignores_channels_after_removed_failed_channel() {
2141 // Previously, if we'd tried to send over a channel which was removed from the network
2142 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2143 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2144 // channels in the route, even ones which they payment never reached. This tests to ensure
2145 // we do not score such channels.
2146 let secp_ctx = Secp256k1::new();
2147 let logger = TestLogger::new();
2148 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2149 let mut network_graph = NetworkGraph::new(genesis_hash, &logger);
2150 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2151 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2152 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2153 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2154 add_channel(&mut network_graph, 42, secret_a, secret_b);
2155 // Don't add the channel from B -> C.
2156 add_channel(&mut network_graph, 44, secret_c, secret_d);
2158 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2159 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2160 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2161 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2164 path_hop(pub_b, 42, 1),
2165 path_hop(pub_c, 43, 2),
2166 path_hop(pub_d, 44, 100),
2169 let node_a = NodeId::from_pubkey(&pub_a);
2170 let node_b = NodeId::from_pubkey(&pub_b);
2171 let node_c = NodeId::from_pubkey(&pub_c);
2172 let node_d = NodeId::from_pubkey(&pub_d);
2174 let params = ProbabilisticScoringParameters {
2175 liquidity_penalty_multiplier_msat: 1_000,
2176 ..ProbabilisticScoringParameters::zero_penalty()
2178 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2180 let usage = ChannelUsage {
2182 inflight_htlc_msat: 0,
2183 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2185 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 128);
2186 // Note that a default liquidity bound is used for B -> C as no channel exists
2187 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2188 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2190 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2192 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80);
2193 // Note that a default liquidity bound is used for B -> C as no channel exists
2194 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2195 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2199 fn reduces_liquidity_upper_bound_along_path_on_success() {
2200 let logger = TestLogger::new();
2201 let network_graph = network_graph(&logger);
2202 let params = ProbabilisticScoringParameters {
2203 liquidity_penalty_multiplier_msat: 1_000,
2204 ..ProbabilisticScoringParameters::zero_penalty()
2206 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2207 let sender = sender_node_id();
2208 let source = source_node_id();
2209 let target = target_node_id();
2210 let recipient = recipient_node_id();
2211 let usage = ChannelUsage {
2213 inflight_htlc_msat: 0,
2214 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2216 let path = payment_path_for_amount(500);
2218 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2219 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2220 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2222 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2224 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2225 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2226 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2230 fn decays_liquidity_bounds_over_time() {
2231 let logger = TestLogger::new();
2232 let network_graph = network_graph(&logger);
2233 let params = ProbabilisticScoringParameters {
2234 liquidity_penalty_multiplier_msat: 1_000,
2235 liquidity_offset_half_life: Duration::from_secs(10),
2236 considered_impossible_penalty_msat: u64::max_value(),
2237 ..ProbabilisticScoringParameters::zero_penalty()
2239 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2240 let source = source_node_id();
2241 let target = target_node_id();
2243 let usage = ChannelUsage {
2245 inflight_htlc_msat: 0,
2246 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2248 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2249 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2250 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2252 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2253 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2255 let usage = ChannelUsage { amount_msat: 128, ..usage };
2256 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2257 let usage = ChannelUsage { amount_msat: 256, ..usage };
2258 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2259 let usage = ChannelUsage { amount_msat: 768, ..usage };
2260 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2261 let usage = ChannelUsage { amount_msat: 896, ..usage };
2262 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2264 SinceEpoch::advance(Duration::from_secs(9));
2265 let usage = ChannelUsage { amount_msat: 128, ..usage };
2266 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2267 let usage = ChannelUsage { amount_msat: 256, ..usage };
2268 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2269 let usage = ChannelUsage { amount_msat: 768, ..usage };
2270 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2271 let usage = ChannelUsage { amount_msat: 896, ..usage };
2272 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2274 SinceEpoch::advance(Duration::from_secs(1));
2275 let usage = ChannelUsage { amount_msat: 64, ..usage };
2276 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2277 let usage = ChannelUsage { amount_msat: 128, ..usage };
2278 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2279 let usage = ChannelUsage { amount_msat: 896, ..usage };
2280 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2281 let usage = ChannelUsage { amount_msat: 960, ..usage };
2282 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2284 // Fully decay liquidity lower bound.
2285 SinceEpoch::advance(Duration::from_secs(10 * 7));
2286 let usage = ChannelUsage { amount_msat: 0, ..usage };
2287 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2288 let usage = ChannelUsage { amount_msat: 1, ..usage };
2289 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2290 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2291 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2292 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2293 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2295 // Fully decay liquidity upper bound.
2296 SinceEpoch::advance(Duration::from_secs(10));
2297 let usage = ChannelUsage { amount_msat: 0, ..usage };
2298 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2299 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2300 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2302 SinceEpoch::advance(Duration::from_secs(10));
2303 let usage = ChannelUsage { amount_msat: 0, ..usage };
2304 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2305 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2306 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2310 fn decays_liquidity_bounds_without_shift_overflow() {
2311 let logger = TestLogger::new();
2312 let network_graph = network_graph(&logger);
2313 let params = ProbabilisticScoringParameters {
2314 liquidity_penalty_multiplier_msat: 1_000,
2315 liquidity_offset_half_life: Duration::from_secs(10),
2316 ..ProbabilisticScoringParameters::zero_penalty()
2318 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2319 let source = source_node_id();
2320 let target = target_node_id();
2321 let usage = ChannelUsage {
2323 inflight_htlc_msat: 0,
2324 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2326 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2328 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2329 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2331 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2332 // would cause an overflow.
2333 SinceEpoch::advance(Duration::from_secs(10 * 64));
2334 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2336 SinceEpoch::advance(Duration::from_secs(10));
2337 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2341 fn restricts_liquidity_bounds_after_decay() {
2342 let logger = TestLogger::new();
2343 let network_graph = network_graph(&logger);
2344 let params = ProbabilisticScoringParameters {
2345 liquidity_penalty_multiplier_msat: 1_000,
2346 liquidity_offset_half_life: Duration::from_secs(10),
2347 ..ProbabilisticScoringParameters::zero_penalty()
2349 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2350 let source = source_node_id();
2351 let target = target_node_id();
2352 let usage = ChannelUsage {
2354 inflight_htlc_msat: 0,
2355 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2358 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2360 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2361 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2362 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2363 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2365 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2366 SinceEpoch::advance(Duration::from_secs(10));
2367 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2369 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2370 // is closer to the upper bound, meaning a higher penalty.
2371 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2372 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2374 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2375 // is closer to the lower bound, meaning a lower penalty.
2376 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2377 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2379 // Further decaying affects the lower bound more than the upper bound (128, 928).
2380 SinceEpoch::advance(Duration::from_secs(10));
2381 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2385 fn restores_persisted_liquidity_bounds() {
2386 let logger = TestLogger::new();
2387 let network_graph = network_graph(&logger);
2388 let params = ProbabilisticScoringParameters {
2389 liquidity_penalty_multiplier_msat: 1_000,
2390 liquidity_offset_half_life: Duration::from_secs(10),
2391 considered_impossible_penalty_msat: u64::max_value(),
2392 ..ProbabilisticScoringParameters::zero_penalty()
2394 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2395 let source = source_node_id();
2396 let target = target_node_id();
2397 let usage = ChannelUsage {
2399 inflight_htlc_msat: 0,
2400 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2403 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2404 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2406 SinceEpoch::advance(Duration::from_secs(10));
2407 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2409 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2410 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2412 let mut serialized_scorer = Vec::new();
2413 scorer.write(&mut serialized_scorer).unwrap();
2415 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2416 let deserialized_scorer =
2417 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2418 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2422 fn decays_persisted_liquidity_bounds() {
2423 let logger = TestLogger::new();
2424 let network_graph = network_graph(&logger);
2425 let params = ProbabilisticScoringParameters {
2426 liquidity_penalty_multiplier_msat: 1_000,
2427 liquidity_offset_half_life: Duration::from_secs(10),
2428 considered_impossible_penalty_msat: u64::max_value(),
2429 ..ProbabilisticScoringParameters::zero_penalty()
2431 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2432 let source = source_node_id();
2433 let target = target_node_id();
2434 let usage = ChannelUsage {
2436 inflight_htlc_msat: 0,
2437 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2440 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2441 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2443 let mut serialized_scorer = Vec::new();
2444 scorer.write(&mut serialized_scorer).unwrap();
2446 SinceEpoch::advance(Duration::from_secs(10));
2448 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2449 let deserialized_scorer =
2450 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2451 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2453 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2456 SinceEpoch::advance(Duration::from_secs(10));
2457 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2461 fn scores_realistic_payments() {
2462 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2463 // 50k sat reserve).
2464 let logger = TestLogger::new();
2465 let network_graph = network_graph(&logger);
2466 let params = ProbabilisticScoringParameters::default();
2467 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2468 let source = source_node_id();
2469 let target = target_node_id();
2471 let usage = ChannelUsage {
2472 amount_msat: 100_000_000,
2473 inflight_htlc_msat: 0,
2474 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2476 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2477 let usage = ChannelUsage {
2478 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2480 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2481 let usage = ChannelUsage {
2482 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2484 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2485 let usage = ChannelUsage {
2486 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2488 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2489 let usage = ChannelUsage {
2490 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2492 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2493 let usage = ChannelUsage {
2494 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2496 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2497 let usage = ChannelUsage {
2498 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2500 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2501 let usage = ChannelUsage {
2502 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2504 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2505 let usage = ChannelUsage {
2506 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2508 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2509 let usage = ChannelUsage {
2510 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2512 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2513 let usage = ChannelUsage {
2514 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2516 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2520 fn adds_base_penalty_to_liquidity_penalty() {
2521 let logger = TestLogger::new();
2522 let network_graph = network_graph(&logger);
2523 let source = source_node_id();
2524 let target = target_node_id();
2525 let usage = ChannelUsage {
2527 inflight_htlc_msat: 0,
2528 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2531 let params = ProbabilisticScoringParameters {
2532 liquidity_penalty_multiplier_msat: 1_000,
2533 ..ProbabilisticScoringParameters::zero_penalty()
2535 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2536 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2538 let params = ProbabilisticScoringParameters {
2539 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2540 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2542 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2543 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2545 let params = ProbabilisticScoringParameters {
2546 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2547 base_penalty_amount_multiplier_msat: (1 << 30),
2548 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2551 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2552 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2556 fn adds_amount_penalty_to_liquidity_penalty() {
2557 let logger = TestLogger::new();
2558 let network_graph = network_graph(&logger);
2559 let source = source_node_id();
2560 let target = target_node_id();
2561 let usage = ChannelUsage {
2562 amount_msat: 512_000,
2563 inflight_htlc_msat: 0,
2564 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2567 let params = ProbabilisticScoringParameters {
2568 liquidity_penalty_multiplier_msat: 1_000,
2569 liquidity_penalty_amount_multiplier_msat: 0,
2570 ..ProbabilisticScoringParameters::zero_penalty()
2572 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2573 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2575 let params = ProbabilisticScoringParameters {
2576 liquidity_penalty_multiplier_msat: 1_000,
2577 liquidity_penalty_amount_multiplier_msat: 256,
2578 ..ProbabilisticScoringParameters::zero_penalty()
2580 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2581 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2585 fn calculates_log10_without_overflowing_u64_max_value() {
2586 let logger = TestLogger::new();
2587 let network_graph = network_graph(&logger);
2588 let source = source_node_id();
2589 let target = target_node_id();
2590 let usage = ChannelUsage {
2591 amount_msat: u64::max_value(),
2592 inflight_htlc_msat: 0,
2593 effective_capacity: EffectiveCapacity::Infinite,
2596 let params = ProbabilisticScoringParameters {
2597 liquidity_penalty_multiplier_msat: 40_000,
2598 ..ProbabilisticScoringParameters::zero_penalty()
2600 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2601 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2605 fn accounts_for_inflight_htlc_usage() {
2606 let logger = TestLogger::new();
2607 let network_graph = network_graph(&logger);
2608 let params = ProbabilisticScoringParameters {
2609 considered_impossible_penalty_msat: u64::max_value(),
2610 ..ProbabilisticScoringParameters::zero_penalty()
2612 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2613 let source = source_node_id();
2614 let target = target_node_id();
2616 let usage = ChannelUsage {
2618 inflight_htlc_msat: 0,
2619 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2621 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2623 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2624 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2628 fn removes_uncertainity_when_exact_liquidity_known() {
2629 let logger = TestLogger::new();
2630 let network_graph = network_graph(&logger);
2631 let params = ProbabilisticScoringParameters::default();
2632 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2633 let source = source_node_id();
2634 let target = target_node_id();
2636 let base_penalty_msat = params.base_penalty_msat;
2637 let usage = ChannelUsage {
2639 inflight_htlc_msat: 0,
2640 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2642 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2644 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2645 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2647 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2652 fn remembers_historical_failures() {
2653 let logger = TestLogger::new();
2654 let network_graph = network_graph(&logger);
2655 let params = ProbabilisticScoringParameters {
2656 historical_liquidity_penalty_multiplier_msat: 1024,
2657 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2658 historical_no_updates_half_life: Duration::from_secs(10),
2659 ..ProbabilisticScoringParameters::zero_penalty()
2661 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2662 let source = source_node_id();
2663 let target = target_node_id();
2665 let usage = ChannelUsage {
2667 inflight_htlc_msat: 0,
2668 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2670 // With no historical data the normal liquidity penalty calculation is used.
2671 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2673 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2674 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2676 // Even after we tell the scorer we definitely have enough available liquidity, it will
2677 // still remember that there was some failure in the past, and assign a non-0 penalty.
2678 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2679 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2681 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2682 // gone), and check that we're back to where we started.
2683 SinceEpoch::advance(Duration::from_secs(10 * 16));
2684 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2688 fn adds_anti_probing_penalty() {
2689 let logger = TestLogger::new();
2690 let network_graph = network_graph(&logger);
2691 let source = source_node_id();
2692 let target = target_node_id();
2693 let params = ProbabilisticScoringParameters {
2694 anti_probing_penalty_msat: 500,
2695 ..ProbabilisticScoringParameters::zero_penalty()
2697 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2699 // Check we receive no penalty for a low htlc_maximum_msat.
2700 let usage = ChannelUsage {
2701 amount_msat: 512_000,
2702 inflight_htlc_msat: 0,
2703 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2705 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2707 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2708 let usage = ChannelUsage {
2709 amount_msat: 512_000,
2710 inflight_htlc_msat: 0,
2711 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2713 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2715 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2716 let usage = ChannelUsage {
2717 amount_msat: 512_000,
2718 inflight_htlc_msat: 0,
2719 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2721 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2723 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2724 let usage = ChannelUsage {
2725 amount_msat: 512_000,
2726 inflight_htlc_msat: 0,
2727 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2729 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);