1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path);
125 /// A trait which can both lookup and update routing channel penalty scores.
127 /// This is used in places where both bounds are required and implemented for all types which
128 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
130 /// Bindings users may need to manually implement this for their custom scoring implementations.
131 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
133 #[cfg(not(c_bindings))]
134 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
136 #[cfg(not(c_bindings))]
137 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
138 type ScoreParams = S::ScoreParams;
139 fn channel_penalty_msat(
140 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
142 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
146 #[cfg(not(c_bindings))]
147 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
148 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
149 self.deref_mut().payment_path_failed(path, short_channel_id)
152 fn payment_path_successful(&mut self, path: &Path) {
153 self.deref_mut().payment_path_successful(path)
156 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
157 self.deref_mut().probe_failed(path, short_channel_id)
160 fn probe_successful(&mut self, path: &Path) {
161 self.deref_mut().probe_successful(path)
167 define_score!(Writeable);
169 #[cfg(not(c_bindings))]
172 /// A scorer that is accessed under a lock.
174 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
175 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
176 /// implementations. Internal locking would be detrimental to route finding performance and could
177 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
179 /// [`find_route`]: crate::routing::router::find_route
180 pub trait LockableScore<'a> {
181 /// The [`ScoreUpdate`] type.
182 type ScoreUpdate: 'a + ScoreUpdate;
183 /// The [`ScoreLookUp`] type.
184 type ScoreLookUp: 'a + ScoreLookUp;
186 /// The write locked [`ScoreUpdate`] type.
187 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
189 /// The read locked [`ScoreLookUp`] type.
190 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
192 /// Returns read locked scorer.
193 fn read_lock(&'a self) -> Self::ReadLocked;
195 /// Returns write locked scorer.
196 fn write_lock(&'a self) -> Self::WriteLocked;
199 /// Refers to a scorer that is accessible under lock and also writeable to disk
201 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
202 /// use the Persister to persist it.
203 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
205 #[cfg(not(c_bindings))]
206 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
207 #[cfg(not(c_bindings))]
208 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
209 type ScoreUpdate = T;
210 type ScoreLookUp = T;
212 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
213 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
215 fn read_lock(&'a self) -> Self::ReadLocked {
216 Mutex::lock(self).unwrap()
219 fn write_lock(&'a self) -> Self::WriteLocked {
220 Mutex::lock(self).unwrap()
224 #[cfg(not(c_bindings))]
225 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
226 type ScoreUpdate = T;
227 type ScoreLookUp = T;
229 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
230 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
232 fn write_lock(&'a self) -> Self::WriteLocked {
236 fn read_lock(&'a self) -> Self::ReadLocked {
241 #[cfg(not(c_bindings))]
242 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
243 type ScoreUpdate = T;
244 type ScoreLookUp = T;
246 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
247 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
249 fn read_lock(&'a self) -> Self::ReadLocked {
250 RwLock::read(self).unwrap()
253 fn write_lock(&'a self) -> Self::WriteLocked {
254 RwLock::write(self).unwrap()
259 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
260 pub struct MultiThreadedLockableScore<T: Score> {
265 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
266 type ScoreUpdate = T;
267 type ScoreLookUp = T;
268 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
269 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
271 fn read_lock(&'a self) -> Self::ReadLocked {
272 MultiThreadedScoreLockRead(self.score.read().unwrap())
275 fn write_lock(&'a self) -> Self::WriteLocked {
276 MultiThreadedScoreLockWrite(self.score.write().unwrap())
281 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
282 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
283 self.score.read().unwrap().write(writer)
288 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
291 impl<T: Score> MultiThreadedLockableScore<T> {
292 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
293 pub fn new(score: T) -> Self {
294 MultiThreadedLockableScore { score: RwLock::new(score) }
299 /// A locked `MultiThreadedLockableScore`.
300 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
303 /// A locked `MultiThreadedLockableScore`.
304 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
307 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
310 fn deref(&self) -> &Self::Target {
316 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
317 type ScoreParams = T::ScoreParams;
318 fn channel_penalty_msat(&self, short_channel_id: u64, source: &NodeId,
319 target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
321 self.0.channel_penalty_msat(short_channel_id, source, target, usage, score_params)
326 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
327 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
333 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
336 fn deref(&self) -> &Self::Target {
342 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
343 fn deref_mut(&mut self) -> &mut Self::Target {
349 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
350 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
351 self.0.payment_path_failed(path, short_channel_id)
354 fn payment_path_successful(&mut self, path: &Path) {
355 self.0.payment_path_successful(path)
358 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
359 self.0.probe_failed(path, short_channel_id)
362 fn probe_successful(&mut self, path: &Path) {
363 self.0.probe_successful(path)
368 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
369 #[derive(Clone, Copy, Debug, PartialEq)]
370 pub struct ChannelUsage {
371 /// The amount to send through the channel, denominated in millisatoshis.
372 pub amount_msat: u64,
374 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
375 /// as part of a multi-path payment.
376 pub inflight_htlc_msat: u64,
378 /// The effective capacity of the channel.
379 pub effective_capacity: EffectiveCapacity,
383 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
384 pub struct FixedPenaltyScorer {
388 impl FixedPenaltyScorer {
389 /// Creates a new scorer using `penalty_msat`.
390 pub fn with_penalty(penalty_msat: u64) -> Self {
391 Self { penalty_msat }
395 impl ScoreLookUp for FixedPenaltyScorer {
396 type ScoreParams = ();
397 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
402 impl ScoreUpdate for FixedPenaltyScorer {
403 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
405 fn payment_path_successful(&mut self, _path: &Path) {}
407 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
409 fn probe_successful(&mut self, _path: &Path) {}
412 impl Writeable for FixedPenaltyScorer {
414 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
415 write_tlv_fields!(w, {});
420 impl ReadableArgs<u64> for FixedPenaltyScorer {
422 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
423 read_tlv_fields!(r, {});
424 Ok(Self { penalty_msat })
428 #[cfg(not(feature = "no-std"))]
429 type ConfiguredTime = crate::util::time::MonotonicTime;
430 #[cfg(feature = "no-std")]
431 use crate::util::time::Eternity;
432 #[cfg(feature = "no-std")]
433 type ConfiguredTime = Eternity;
435 /// [`ScoreLookUp`] implementation using channel success probability distributions.
437 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
438 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
439 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
440 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
442 /// These bounds are then used to determine a success probability using the formula from
443 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
444 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
446 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
447 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
448 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
449 /// terms of the entire path's success probability. This allows the router to directly compare
450 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
452 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
454 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
455 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
456 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
457 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
462 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
465 /// [1]: https://arxiv.org/abs/2107.05322
466 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
467 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
468 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
469 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
470 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
471 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
473 /// Probabilistic [`ScoreLookUp`] implementation.
475 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
476 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
477 where L::Target: Logger {
478 decay_params: ProbabilisticScoringDecayParameters,
481 // TODO: Remove entries of closed channels.
482 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
485 /// Parameters for configuring [`ProbabilisticScorer`].
487 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
488 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
490 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
493 pub struct ProbabilisticScoringFeeParameters {
494 /// A fixed penalty in msats to apply to each channel.
496 /// Default value: 500 msat
497 pub base_penalty_msat: u64,
499 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
500 /// applied to each channel, in excess of the [`base_penalty_msat`].
502 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
503 /// fees plus penalty) for large payments. The penalty is computed as the product of this
504 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
505 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
507 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
509 /// Default value: 8,192 msat
511 /// [`base_penalty_msat`]: Self::base_penalty_msat
512 pub base_penalty_amount_multiplier_msat: u64,
514 /// A multiplier used in conjunction with the negative `log10` of the channel's success
515 /// probability for a payment, as determined by our latest estimates of the channel's
516 /// liquidity, to determine the liquidity penalty.
518 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
519 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
520 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
521 /// lower bounding the success probability to `0.01`) when the amount falls within the
522 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
523 /// result in a `u64::max_value` penalty, however.
525 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
527 /// Default value: 30,000 msat
529 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
530 pub liquidity_penalty_multiplier_msat: u64,
532 /// A multiplier used in conjunction with the total amount flowing over a channel and the
533 /// negative `log10` of the channel's success probability for the payment, as determined by our
534 /// latest estimates of the channel's liquidity, to determine the amount penalty.
536 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
537 /// fees plus penalty) for large payments. The penalty is computed as the product of this
538 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
539 /// `log10` of the success probability.
541 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
543 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
544 /// the amount will result in a penalty of the multiplier. And, as the success probability
545 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
546 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
549 /// Default value: 192 msat
550 pub liquidity_penalty_amount_multiplier_msat: u64,
552 /// A multiplier used in conjunction with the negative `log10` of the channel's success
553 /// probability for the payment, as determined based on the history of our estimates of the
554 /// channel's available liquidity, to determine a penalty.
556 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
557 /// only our latest estimate for the current liquidity available in the channel, it estimates
558 /// success probability based on the estimated liquidity available in the channel through
559 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
560 /// track which of several buckets those bounds fall into, exponentially decaying the
561 /// probability of each bucket as new samples are added.
563 /// Default value: 10,000 msat
565 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
566 pub historical_liquidity_penalty_multiplier_msat: u64,
568 /// A multiplier used in conjunction with the total amount flowing over a channel and the
569 /// negative `log10` of the channel's success probability for the payment, as determined based
570 /// on the history of our estimates of the channel's available liquidity, to determine a
573 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
574 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
575 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
578 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
579 /// of using only our latest estimate for the current liquidity available in the channel, it
580 /// estimates success probability based on the estimated liquidity available in the channel
581 /// through history. Specifically, every time we update our liquidity bounds on a given
582 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
583 /// the probability of each bucket as new samples are added.
585 /// Default value: 64 msat
587 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
588 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
590 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
591 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
592 /// considered during path finding.
594 /// This is not exported to bindings users
595 pub manual_node_penalties: HashMap<NodeId, u64>,
597 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
598 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
599 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
600 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
601 /// to restrict `htlc_maximum_msat` and improve privacy.
603 /// Default value: 250 msat
604 pub anti_probing_penalty_msat: u64,
606 /// This penalty is applied when the total amount flowing over a channel exceeds our current
607 /// estimate of the channel's available liquidity. The total amount is the amount of the
608 /// current HTLC plus any HTLCs which we've sent over the same channel.
610 /// Note that in this case all other penalties, including the
611 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
612 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
613 /// applicable, are still included in the overall penalty.
615 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
616 /// `u64::max_value()` will guarantee that.
618 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
620 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
621 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
622 /// [`base_penalty_msat`]: Self::base_penalty_msat
623 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
624 pub considered_impossible_penalty_msat: u64,
626 /// In order to calculate most of the scores above, we must first convert a lower and upper
627 /// bound on the available liquidity in a channel into the probability that we think a payment
628 /// will succeed. That probability is derived from a Probability Density Function for where we
629 /// think the liquidity in a channel likely lies, given such bounds.
631 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
632 /// liquidity in a channel is just as likely to be at any point between our lower and upper
635 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
636 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
637 /// matches experimental results - most routing nodes do not aggressively rebalance their
638 /// channels and flows in the network are often unbalanced, leaving liquidity usually
641 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
642 /// of floating-point multiplications in the hottest routing code, which may lead to routing
643 /// performance degradation on some machines.
645 /// Default value: false
646 pub linear_success_probability: bool,
649 impl Default for ProbabilisticScoringFeeParameters {
650 fn default() -> Self {
652 base_penalty_msat: 500,
653 base_penalty_amount_multiplier_msat: 8192,
654 liquidity_penalty_multiplier_msat: 30_000,
655 liquidity_penalty_amount_multiplier_msat: 192,
656 manual_node_penalties: HashMap::new(),
657 anti_probing_penalty_msat: 250,
658 considered_impossible_penalty_msat: 1_0000_0000_000,
659 historical_liquidity_penalty_multiplier_msat: 10_000,
660 historical_liquidity_penalty_amount_multiplier_msat: 64,
661 linear_success_probability: false,
666 impl ProbabilisticScoringFeeParameters {
667 /// Marks the node with the given `node_id` as banned,
668 /// i.e it will be avoided during path finding.
669 pub fn add_banned(&mut self, node_id: &NodeId) {
670 self.manual_node_penalties.insert(*node_id, u64::max_value());
673 /// Marks all nodes in the given list as banned, i.e.,
674 /// they will be avoided during path finding.
675 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
677 self.manual_node_penalties.insert(id, u64::max_value());
681 /// Removes the node with the given `node_id` from the list of nodes to avoid.
682 pub fn remove_banned(&mut self, node_id: &NodeId) {
683 self.manual_node_penalties.remove(node_id);
686 /// Sets a manual penalty for the given node.
687 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
688 self.manual_node_penalties.insert(*node_id, penalty);
691 /// Removes the node with the given `node_id` from the list of manual penalties.
692 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
693 self.manual_node_penalties.remove(node_id);
696 /// Clears the list of manual penalties that are applied during path finding.
697 pub fn clear_manual_penalties(&mut self) {
698 self.manual_node_penalties = HashMap::new();
703 impl ProbabilisticScoringFeeParameters {
704 fn zero_penalty() -> Self {
706 base_penalty_msat: 0,
707 base_penalty_amount_multiplier_msat: 0,
708 liquidity_penalty_multiplier_msat: 0,
709 liquidity_penalty_amount_multiplier_msat: 0,
710 historical_liquidity_penalty_multiplier_msat: 0,
711 historical_liquidity_penalty_amount_multiplier_msat: 0,
712 manual_node_penalties: HashMap::new(),
713 anti_probing_penalty_msat: 0,
714 considered_impossible_penalty_msat: 0,
715 linear_success_probability: true,
720 /// Parameters for configuring [`ProbabilisticScorer`].
722 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
723 /// these decay parameters affect the score of the channel penalty and are not changed on a
724 /// per-route penalty cost call.
725 #[derive(Copy, Clone)]
726 pub struct ProbabilisticScoringDecayParameters {
727 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
728 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
729 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
731 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
733 /// Note that after 16 or more half lives all historical data will be completely gone.
735 /// Default value: 14 days
737 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
738 pub historical_no_updates_half_life: Duration,
740 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
741 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
742 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
745 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
746 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
747 /// struct documentation for more info on the way the liquidity bounds are used.
749 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
750 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
751 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
753 /// Default value: 6 hours
757 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
758 /// liquidity knowledge will never decay except when the bounds cross.
759 pub liquidity_offset_half_life: Duration,
762 impl Default for ProbabilisticScoringDecayParameters {
763 fn default() -> Self {
765 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
766 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
772 impl ProbabilisticScoringDecayParameters {
773 fn zero_penalty() -> Self {
775 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
776 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
781 /// Accounting for channel liquidity balance uncertainty.
783 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
784 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
785 /// offset fields gives the opposite direction.
786 struct ChannelLiquidity<T: Time> {
787 /// Lower channel liquidity bound in terms of an offset from zero.
788 min_liquidity_offset_msat: u64,
790 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
791 max_liquidity_offset_msat: u64,
793 /// Time when the liquidity bounds were last modified.
796 min_liquidity_offset_history: HistoricalBucketRangeTracker,
797 max_liquidity_offset_history: HistoricalBucketRangeTracker,
800 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
801 /// decayed with a given half life.
802 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
803 min_liquidity_offset_msat: L,
804 max_liquidity_offset_msat: L,
805 liquidity_history: HistoricalMinMaxBuckets<BRT>,
809 decay_params: ProbabilisticScoringDecayParameters,
812 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
813 /// Creates a new scorer using the given scoring parameters for sending payments from a node
814 /// through a network graph.
815 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
820 channel_liquidities: HashMap::new(),
825 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
826 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
830 /// Dump the contents of this scorer into the configured logger.
832 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
833 /// which may be a substantial amount of log output.
834 pub fn debug_log_liquidity_stats(&self) {
837 let graph = self.network_graph.read_only();
838 for (scid, liq) in self.channel_liquidities.iter() {
839 if let Some(chan_debug) = graph.channels().get(scid) {
840 let log_direction = |source, target| {
841 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
842 let amt = directed_info.effective_capacity().as_msat();
843 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
845 let (min_buckets, max_buckets) = dir_liq.liquidity_history
846 .get_decayed_buckets(now, *dir_liq.last_updated,
847 self.decay_params.historical_no_updates_half_life)
848 .unwrap_or(([0; 32], [0; 32]));
850 log_debug!(self.logger, core::concat!(
851 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
852 "\tHistorical min liquidity bucket relative probabilities:\n",
853 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
854 "\tHistorical max liquidity bucket relative probabilities:\n",
855 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
856 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
857 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
858 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
859 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
860 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
861 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
862 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
863 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
864 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
865 // Note that the liquidity buckets are an offset from the edge, so we
866 // inverse the max order to get the probabilities from zero.
867 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
868 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
869 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
870 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
871 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
872 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
873 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
874 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
876 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
880 log_direction(&chan_debug.node_one, &chan_debug.node_two);
881 log_direction(&chan_debug.node_two, &chan_debug.node_one);
883 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
888 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
889 /// channel with `scid` towards the given `target` node.
890 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
891 let graph = self.network_graph.read_only();
893 if let Some(chan) = graph.channels().get(&scid) {
894 if let Some(liq) = self.channel_liquidities.get(&scid) {
895 if let Some((directed_info, source)) = chan.as_directed_to(target) {
896 let amt = directed_info.effective_capacity().as_msat();
897 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
898 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
905 /// Query the historical estimated minimum and maximum liquidity available for sending a
906 /// payment over the channel with `scid` towards the given `target` node.
908 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
909 /// the second set describes the upper-bound liquidity history. Each bucket describes the
910 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
911 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
912 /// more recent data points are weighted more heavily than older datapoints.
914 /// Note that the range of each bucket varies by its location to provide more granular results
915 /// at the edges of a channel's capacity, where it is more likely to sit.
917 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
918 /// is calculated by dividing that bucket's value with the total value of all buckets.
920 /// For example, using a lower bucket count for illustrative purposes, a value of
921 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
922 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
923 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
924 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
926 /// Because the datapoints are decayed slowly over time, values will eventually return to
927 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
929 /// In order to fetch a single success probability from the buckets provided here, as used in
930 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
931 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
932 -> Option<([u16; 32], [u16; 32])> {
933 let graph = self.network_graph.read_only();
935 if let Some(chan) = graph.channels().get(&scid) {
936 if let Some(liq) = self.channel_liquidities.get(&scid) {
937 if let Some((directed_info, source)) = chan.as_directed_to(target) {
938 let amt = directed_info.effective_capacity().as_msat();
939 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
941 let (min_buckets, mut max_buckets) =
942 dir_liq.liquidity_history.get_decayed_buckets(
943 dir_liq.now, *dir_liq.last_updated,
944 self.decay_params.historical_no_updates_half_life
947 // Note that the liquidity buckets are an offset from the edge, so we inverse
948 // the max order to get the probabilities from zero.
949 max_buckets.reverse();
950 return Some((min_buckets, max_buckets));
957 /// Query the probability of payment success sending the given `amount_msat` over the channel
958 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
961 /// These are the same bounds as returned by
962 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
963 /// [`Self::estimated_channel_liquidity_range`]).
964 pub fn historical_estimated_payment_success_probability(
965 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
967 let graph = self.network_graph.read_only();
969 if let Some(chan) = graph.channels().get(&scid) {
970 if let Some(liq) = self.channel_liquidities.get(&scid) {
971 if let Some((directed_info, source)) = chan.as_directed_to(target) {
972 let capacity_msat = directed_info.effective_capacity().as_msat();
973 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
975 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
976 dir_liq.now, *dir_liq.last_updated,
977 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
979 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
987 impl<T: Time> ChannelLiquidity<T> {
991 min_liquidity_offset_msat: 0,
992 max_liquidity_offset_msat: 0,
993 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
994 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
995 last_updated: T::now(),
999 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1000 /// `capacity_msat`.
1002 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1003 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1004 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1005 if source < target {
1006 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1007 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1009 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1010 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1013 DirectedChannelLiquidity {
1014 min_liquidity_offset_msat,
1015 max_liquidity_offset_msat,
1016 liquidity_history: HistoricalMinMaxBuckets {
1017 min_liquidity_offset_history,
1018 max_liquidity_offset_history,
1021 last_updated: &self.last_updated,
1023 decay_params: decay_params,
1027 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1028 /// `capacity_msat`.
1030 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1031 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1032 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1033 if source < target {
1034 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1035 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1037 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1038 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1041 DirectedChannelLiquidity {
1042 min_liquidity_offset_msat,
1043 max_liquidity_offset_msat,
1044 liquidity_history: HistoricalMinMaxBuckets {
1045 min_liquidity_offset_history,
1046 max_liquidity_offset_history,
1049 last_updated: &mut self.last_updated,
1051 decay_params: decay_params,
1056 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1058 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1060 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1061 /// ratio, as X in 1/X.
1062 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1064 /// The divisor used when computing the amount penalty.
1065 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1066 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1068 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1070 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1071 (a * a * a, b * b * b, c * c * c)
1074 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1075 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1077 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1079 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1080 /// (recently) seen an HTLC successfully complete over this channel.
1082 fn success_probability(
1083 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1084 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1086 debug_assert!(min_liquidity_msat <= amount_msat);
1087 debug_assert!(amount_msat < max_liquidity_msat);
1088 debug_assert!(max_liquidity_msat <= capacity_msat);
1090 let (numerator, mut denominator) =
1091 if params.linear_success_probability {
1092 (max_liquidity_msat - amount_msat,
1093 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1095 let capacity = capacity_msat as f64;
1096 let min = (min_liquidity_msat as f64) / capacity;
1097 let max = (max_liquidity_msat as f64) / capacity;
1098 let amount = (amount_msat as f64) / capacity;
1100 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1101 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1102 // liquidity bounds is thus the integral under the curve from the amount to maximum
1103 // estimated liquidity, divided by the same integral from the minimum to the maximum
1104 // estimated liquidity bounds.
1106 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1107 // calculate the cumulative density function between the min/max bounds trivially. Note
1108 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1109 // division of num / den.
1110 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1111 let num = max_pow - amt_pow;
1112 let den = max_pow - min_pow;
1114 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1115 // quite a large factor to get something useful (ideally in the 2^30 range).
1116 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1117 let numerator = (num * BILLIONISH) as u64 + 1;
1118 let denominator = (den * BILLIONISH) as u64 + 1;
1119 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1120 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1121 (numerator, denominator)
1124 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1125 denominator < u64::max_value() / 21
1127 // If we have no knowledge of the channel, scale probability down by ~75%
1128 // Note that we prefer to increase the denominator rather than decrease the numerator as
1129 // the denominator is more likely to be larger and thus provide greater precision. This is
1130 // mostly an overoptimization but makes a large difference in tests.
1131 denominator = denominator * 21 / 16
1134 (numerator, denominator)
1137 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1138 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1140 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1141 let available_capacity = self.capacity_msat;
1142 let max_liquidity_msat = self.max_liquidity_msat();
1143 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1145 let mut res = if amount_msat <= min_liquidity_msat {
1147 } else if amount_msat >= max_liquidity_msat {
1148 // Equivalent to hitting the else clause below with the amount equal to the effective
1149 // capacity and without any certainty on the liquidity upper bound, plus the
1150 // impossibility penalty.
1151 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1152 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1153 score_params.liquidity_penalty_multiplier_msat,
1154 score_params.liquidity_penalty_amount_multiplier_msat)
1155 .saturating_add(score_params.considered_impossible_penalty_msat)
1157 let (numerator, denominator) = success_probability(amount_msat,
1158 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1159 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1160 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1161 // don't bother trying to use the log approximation as it gets too noisy to be
1162 // particularly helpful, instead just round down to 0.
1165 let negative_log10_times_2048 =
1166 approx::negative_log10_times_2048(numerator, denominator);
1167 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1168 score_params.liquidity_penalty_multiplier_msat,
1169 score_params.liquidity_penalty_amount_multiplier_msat)
1173 if amount_msat >= available_capacity {
1174 // We're trying to send more than the capacity, use a max penalty.
1175 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1176 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1177 score_params.historical_liquidity_penalty_multiplier_msat,
1178 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1182 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1183 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1184 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1185 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1186 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1189 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1190 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1191 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1192 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1194 // If we don't have any valid points (or, once decayed, we have less than a full
1195 // point), redo the non-historical calculation with no liquidity bounds tracked and
1196 // the historical penalty multipliers.
1197 let (numerator, denominator) = success_probability(amount_msat, 0,
1198 available_capacity, available_capacity, score_params, true);
1199 let negative_log10_times_2048 =
1200 approx::negative_log10_times_2048(numerator, denominator);
1201 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1202 score_params.historical_liquidity_penalty_multiplier_msat,
1203 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1210 /// Computes the liquidity penalty from the penalty multipliers.
1212 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1213 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1215 negative_log10_times_2048 =
1216 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1218 // Upper bound the liquidity penalty to ensure some channel is selected.
1219 let liquidity_penalty_msat = negative_log10_times_2048
1220 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1221 let amount_penalty_msat = negative_log10_times_2048
1222 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1223 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1225 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1228 /// Returns the lower bound of the channel liquidity balance in this direction.
1230 fn min_liquidity_msat(&self) -> u64 {
1231 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1234 /// Returns the upper bound of the channel liquidity balance in this direction.
1236 fn max_liquidity_msat(&self) -> u64 {
1238 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1241 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1242 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1244 // Decay the offset by the appropriate number of half lives. If half of the next half
1245 // life has passed, approximate an additional three-quarter life to help smooth out the
1247 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1248 let half_decays = elapsed_time / (half_life / 2);
1249 let decays = half_decays / 2;
1250 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1251 if half_decays % 2 == 0 {
1254 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1256 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1264 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1265 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1266 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1267 let existing_max_msat = self.max_liquidity_msat();
1268 if amount_msat < existing_max_msat {
1269 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1270 self.set_max_liquidity_msat(amount_msat);
1272 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1273 chan_descr, existing_max_msat, amount_msat);
1275 self.update_history_buckets(0);
1278 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1279 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1280 let existing_min_msat = self.min_liquidity_msat();
1281 if amount_msat > existing_min_msat {
1282 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1283 self.set_min_liquidity_msat(amount_msat);
1285 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1286 chan_descr, existing_min_msat, amount_msat);
1288 self.update_history_buckets(0);
1291 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1292 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1293 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1294 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1295 self.set_max_liquidity_msat(max_liquidity_msat);
1296 self.update_history_buckets(amount_msat);
1299 /// Updates the history buckets for this channel. Because the history buckets track what we now
1300 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1301 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1302 /// represents the amount of the successful payment we just made.
1303 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1304 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1305 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1306 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1307 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1308 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1310 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1311 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1312 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1314 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1315 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1316 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1320 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1321 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1322 *self.min_liquidity_offset_msat = amount_msat;
1323 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1326 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1328 *self.last_updated = self.now;
1331 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1332 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1333 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1334 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1337 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1339 *self.last_updated = self.now;
1343 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1344 type ScoreParams = ProbabilisticScoringFeeParameters;
1345 fn channel_penalty_msat(
1346 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1348 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1352 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1353 score_params.base_penalty_amount_multiplier_msat
1354 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1356 let mut anti_probing_penalty_msat = 0;
1357 match usage.effective_capacity {
1358 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1359 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1361 if usage.amount_msat > amount_msat {
1362 return u64::max_value();
1364 return base_penalty_msat;
1367 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1368 if htlc_maximum_msat >= capacity_msat/2 {
1369 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1375 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1376 let capacity_msat = usage.effective_capacity.as_msat();
1377 self.channel_liquidities
1378 .get(&short_channel_id)
1379 .unwrap_or(&ChannelLiquidity::new())
1380 .as_directed(source, target, capacity_msat, self.decay_params)
1381 .penalty_msat(amount_msat, score_params)
1382 .saturating_add(anti_probing_penalty_msat)
1383 .saturating_add(base_penalty_msat)
1387 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1388 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1389 let amount_msat = path.final_value_msat();
1390 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1391 let network_graph = self.network_graph.read_only();
1392 for (hop_idx, hop) in path.hops.iter().enumerate() {
1393 let target = NodeId::from_pubkey(&hop.pubkey);
1394 let channel_directed_from_source = network_graph.channels()
1395 .get(&hop.short_channel_id)
1396 .and_then(|channel| channel.as_directed_to(&target));
1398 let at_failed_channel = hop.short_channel_id == short_channel_id;
1399 if at_failed_channel && hop_idx == 0 {
1400 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);
1403 // Only score announced channels.
1404 if let Some((channel, source)) = channel_directed_from_source {
1405 let capacity_msat = channel.effective_capacity().as_msat();
1406 if at_failed_channel {
1407 self.channel_liquidities
1408 .entry(hop.short_channel_id)
1409 .or_insert_with(ChannelLiquidity::new)
1410 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1411 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1413 self.channel_liquidities
1414 .entry(hop.short_channel_id)
1415 .or_insert_with(ChannelLiquidity::new)
1416 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1417 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1420 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).",
1421 hop.short_channel_id);
1423 if at_failed_channel { break; }
1427 fn payment_path_successful(&mut self, path: &Path) {
1428 let amount_msat = path.final_value_msat();
1429 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1430 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1431 let network_graph = self.network_graph.read_only();
1432 for hop in &path.hops {
1433 let target = NodeId::from_pubkey(&hop.pubkey);
1434 let channel_directed_from_source = network_graph.channels()
1435 .get(&hop.short_channel_id)
1436 .and_then(|channel| channel.as_directed_to(&target));
1438 // Only score announced channels.
1439 if let Some((channel, source)) = channel_directed_from_source {
1440 let capacity_msat = channel.effective_capacity().as_msat();
1441 self.channel_liquidities
1442 .entry(hop.short_channel_id)
1443 .or_insert_with(ChannelLiquidity::new)
1444 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1445 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1447 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).",
1448 hop.short_channel_id);
1453 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1454 self.payment_path_failed(path, short_channel_id)
1457 fn probe_successful(&mut self, path: &Path) {
1458 self.payment_path_failed(path, u64::max_value())
1463 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1464 where L::Target: Logger {}
1467 const BITS: u32 = 64;
1468 const HIGHEST_BIT: u32 = BITS - 1;
1469 const LOWER_BITS: u32 = 6;
1470 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1471 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1473 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1474 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1475 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1476 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1477 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1478 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1479 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1480 [617, 617, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977,
1481 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977,
1482 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977,
1483 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977, 617, 977],
1484 [1233, 1233, 1233, 1233, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731,
1485 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731,
1486 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731,
1487 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731, 1233, 1431, 1594, 1731],
1488 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409,
1489 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409, 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409,
1490 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409, 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409,
1491 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409, 1850, 1954, 2048, 2133, 2210, 2281, 2347, 2409],
1492 [2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466, 2466,
1493 2466, 2520, 2571, 2619, 2665, 2708, 2749, 2789, 2827, 2863, 2898, 2931, 2964, 2995, 3025, 3054,
1494 2466, 2520, 2571, 2619, 2665, 2708, 2749, 2789, 2827, 2863, 2898, 2931, 2964, 2995, 3025, 3054,
1495 2466, 2520, 2571, 2619, 2665, 2708, 2749, 2789, 2827, 2863, 2898, 2931, 2964, 2995, 3025, 3054],
1496 [3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083,
1497 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083, 3083,
1498 3083, 3110, 3136, 3162, 3187, 3212, 3235, 3259, 3281, 3303, 3324, 3345, 3366, 3386, 3405, 3424,
1499 3443, 3462, 3479, 3497, 3514, 3531, 3548, 3564, 3580, 3596, 3612, 3627, 3642, 3656, 3671, 3685],
1500 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1501 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1502 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1503 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1504 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1505 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1506 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1507 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1508 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1509 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1510 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1511 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1512 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1513 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1514 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1515 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1516 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1517 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1518 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1519 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1520 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1521 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1522 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1523 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1524 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1525 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1526 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1527 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1528 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1529 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1530 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1531 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1532 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1533 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1534 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1535 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1536 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1537 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1538 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1539 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1540 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1541 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1542 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1543 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1544 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1545 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1546 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1547 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1548 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1549 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1550 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1551 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1552 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1553 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1554 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1555 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1556 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1557 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1558 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1559 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1560 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1561 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1562 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1563 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1564 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1565 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1566 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1567 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1568 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1569 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1570 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1571 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1572 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
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1574 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1575 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1576 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1577 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1578 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1579 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
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1581 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1582 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1583 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1584 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1585 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1586 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1587 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1588 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1589 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1590 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1591 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1592 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1593 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1594 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1595 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1596 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1597 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1598 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1599 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1600 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1601 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1602 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1603 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1604 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
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1606 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1607 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1608 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1609 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1610 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1611 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1612 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1613 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1614 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1615 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1616 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1617 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1618 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1619 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1620 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1621 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1622 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1623 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1624 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1625 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1626 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1627 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1628 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1629 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1630 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1631 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1632 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1633 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1634 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1635 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1636 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1637 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1638 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1639 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1640 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1641 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1642 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1643 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1644 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1645 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1646 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1647 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1648 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1649 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1650 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1651 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1652 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1653 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1654 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1655 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1656 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1657 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1658 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1659 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1660 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1661 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1662 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1663 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1664 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1665 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1666 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1667 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1668 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1669 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1670 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1671 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1672 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1673 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1674 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1675 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1676 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1677 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1678 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1679 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1680 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1681 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1682 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1683 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1684 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1685 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1686 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1687 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1688 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1689 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1690 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1691 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1692 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1693 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1694 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1695 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1696 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1697 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1698 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1699 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1700 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1701 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1702 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1703 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1704 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1705 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1706 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1707 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1708 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1709 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1710 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1711 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1712 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1713 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1714 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1715 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1716 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1717 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1718 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1719 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1720 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1721 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1722 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1723 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1724 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1725 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1726 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1727 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1728 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1729 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1730 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1731 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1734 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1736 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1737 // Multiply the -1 through to avoid needing to use signed numbers.
1738 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1742 fn log10_times_2048(x: u64) -> u16 {
1743 debug_assert_ne!(x, 0);
1744 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1745 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1746 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1754 fn prints_negative_log10_times_2048_lookup_table() {
1755 for msb in 0..BITS {
1756 for i in 0..LOWER_BITS_BOUND {
1757 let mut x = 1 << msb;
1758 if msb >= LOWER_BITS || i >= (1 << msb) {
1759 x |= i << msb.saturating_sub(LOWER_BITS);
1763 if x == 0 { x = 1; }
1764 let calc_log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1765 assert_eq!(calc_log10_times_2048, log10_times_2048(x));
1766 assert_eq!(calc_log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1768 if i % LOWER_BITS_BOUND == 0 {
1769 print!("\t\t[{}, ", calc_log10_times_2048);
1770 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1771 println!("{}],", calc_log10_times_2048);
1772 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1773 print!("{},\n\t\t\t", calc_log10_times_2048);
1775 print!("{}, ", calc_log10_times_2048);
1783 mod bucketed_history {
1786 // Because liquidity is often skewed heavily in one direction, we store historical state
1787 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1788 // must fit evenly into the buckets here.
1790 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1791 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1792 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1793 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1795 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1796 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1797 // buckets in total.
1799 const BUCKET_START_POS: [u16; 33] = [
1800 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1801 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1804 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1805 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1808 const POSITION_TICKS: u16 = 1 << 14;
1810 fn pos_to_bucket(pos: u16) -> usize {
1811 for bucket in 0..32 {
1812 if pos < BUCKET_START_POS[bucket + 1] {
1816 debug_assert!(false);
1822 fn check_bucket_maps() {
1823 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1824 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1825 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1827 let mut min_size_iter = 0;
1828 let mut legacy_bucket_iter = 0;
1829 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1830 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1831 for i in 0..*width {
1832 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1834 min_size_iter += *width;
1835 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1836 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1837 if legacy_bucket_iter + 1 < 8 {
1838 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1840 legacy_bucket_iter += 1;
1843 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1844 assert_eq!(min_size_iter, POSITION_TICKS);
1848 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1849 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1850 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1851 .try_into().unwrap_or(POSITION_TICKS)
1853 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1854 // division. This branch should only be hit in fuzz testing since the amount would
1855 // need to be over 2.88 million BTC in practice.
1856 ((amount_msat as u128) * (POSITION_TICKS as u128)
1857 / (capacity_msat as u128).saturating_add(1))
1858 .try_into().unwrap_or(POSITION_TICKS)
1860 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1861 // capacity to change due to a `channel_update` message which, if received while a payment
1862 // is in-flight, could cause this to fail. Thus, we only assert in test.
1864 debug_assert!(pos < POSITION_TICKS);
1868 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1869 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1870 /// support reading the legacy values here for backwards compatibility.
1871 pub(super) struct LegacyHistoricalBucketRangeTracker {
1875 impl LegacyHistoricalBucketRangeTracker {
1876 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1877 let mut buckets = [0; 32];
1878 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1879 let mut new_val = *legacy_bucket;
1880 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1881 new_val /= (end - start) as u16;
1882 for i in start..end {
1883 buckets[i as usize] = new_val;
1886 HistoricalBucketRangeTracker { buckets }
1890 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1891 /// in each of 32 buckets.
1892 #[derive(Clone, Copy)]
1893 pub(super) struct HistoricalBucketRangeTracker {
1897 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1898 /// "one" is 32, or this constant.
1899 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1901 impl HistoricalBucketRangeTracker {
1902 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1903 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1904 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1905 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1907 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1908 // the buckets for the current min and max liquidity offset positions.
1910 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1911 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1912 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1914 // In total, this allows us to track data for the last 8,000 or so payments across a given
1917 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1918 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1919 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1922 // The constants were picked experimentally, selecting a decay amount that restricts us
1923 // from overflowing buckets without having to cap them manually.
1925 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1926 if pos < POSITION_TICKS {
1927 for e in self.buckets.iter_mut() {
1928 *e = ((*e as u32) * 2047 / 2048) as u16;
1930 let bucket = pos_to_bucket(pos);
1931 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1934 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1935 /// datapoints as we receive newer information.
1937 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1938 for e in self.buckets.iter_mut() {
1939 *e = e.checked_shr(half_lives).unwrap_or(0);
1944 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1945 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1947 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1948 /// liquidity bounds for a given channel.
1949 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1950 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1952 pub(super) min_liquidity_offset_history: D,
1953 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1955 pub(super) max_liquidity_offset_history: D,
1958 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1959 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1960 -> Option<([u16; 32], [u16; 32])> {
1961 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1963 let mut min_buckets = *self.min_liquidity_offset_history;
1964 min_buckets.time_decay_data(required_decays);
1965 let mut max_buckets = *self.max_liquidity_offset_history;
1966 max_buckets.time_decay_data(required_decays);
1967 Some((min_buckets.buckets, max_buckets.buckets))
1970 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1971 -> Option<(u64, u32)> {
1972 let required_decays = now.duration_since(last_updated).as_secs()
1973 .checked_div(half_life.as_secs())
1974 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1976 let mut total_valid_points_tracked = 0;
1977 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1978 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1979 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1983 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1984 // treat it as if we were fully decayed.
1985 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1986 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1990 Some((total_valid_points_tracked, required_decays))
1994 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1995 &self, now: T, last_updated: T, half_life: Duration,
1996 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
1998 // If historical penalties are enabled, we try to calculate a probability of success
1999 // given our historical distribution of min- and max-liquidity bounds in a channel.
2000 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2001 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2002 // state). For each pair, we calculate the probability as if the bucket's corresponding
2003 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2004 // that probability by the weight of the selected buckets.
2005 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2006 if payment_pos >= POSITION_TICKS { return None; }
2008 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2009 // don't actually use the decayed buckets, though, as that would lose precision.
2010 let (total_valid_points_tracked, _)
2011 = self.get_total_valid_points(now, last_updated, half_life)?;
2013 let mut cumulative_success_prob_times_billion = 0;
2014 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2015 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2016 // points against the 0th min bucket. This avoids the case where we fail to route
2017 // increasingly lower values over a channel, but treat each failure as a separate
2018 // datapoint, many of which may have relatively high maximum-available-liquidity
2019 // values, which will result in us thinking we have some nontrivial probability of
2020 // routing up to that amount.
2021 if self.min_liquidity_offset_history.buckets[0] != 0 {
2022 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2023 let mut total_max_points = 0; // Total points in max-buckets to consider
2024 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2025 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2026 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2028 total_max_points += *max_bucket as u64;
2030 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2031 if payment_pos < max_bucket_end_pos {
2032 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2033 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2034 let bucket_prob_times_billion =
2035 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2036 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2037 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2038 numerator / denominator;
2042 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2043 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2044 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2045 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2046 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2047 // 30 bits is 62 bits.
2048 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2049 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2050 if payment_pos >= max_bucket_end_pos {
2051 // Success probability 0, the payment amount may be above the max liquidity
2053 } else if payment_pos < min_bucket_start_pos {
2054 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2056 let (numerator, denominator) = success_probability(payment_pos as u64,
2057 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2058 POSITION_TICKS as u64 - 1, params, true);
2059 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2060 numerator / denominator;
2065 Some(cumulative_success_prob_times_billion)
2069 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2071 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2073 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2074 write_tlv_fields!(w, {
2075 (0, self.channel_liquidities, required),
2081 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2082 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2085 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2086 ) -> Result<Self, DecodeError> {
2087 let (decay_params, network_graph, logger) = args;
2088 let mut channel_liquidities = HashMap::new();
2089 read_tlv_fields!(r, {
2090 (0, channel_liquidities, required),
2096 channel_liquidities,
2101 impl<T: Time> Writeable for ChannelLiquidity<T> {
2103 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2104 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2105 write_tlv_fields!(w, {
2106 (0, self.min_liquidity_offset_msat, required),
2107 // 1 was the min_liquidity_offset_history in octile form
2108 (2, self.max_liquidity_offset_msat, required),
2109 // 3 was the max_liquidity_offset_history in octile form
2110 (4, duration_since_epoch, required),
2111 (5, Some(self.min_liquidity_offset_history), option),
2112 (7, Some(self.max_liquidity_offset_history), option),
2118 impl<T: Time> Readable for ChannelLiquidity<T> {
2120 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2121 let mut min_liquidity_offset_msat = 0;
2122 let mut max_liquidity_offset_msat = 0;
2123 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2124 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2125 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2126 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2127 let mut duration_since_epoch = Duration::from_secs(0);
2128 read_tlv_fields!(r, {
2129 (0, min_liquidity_offset_msat, required),
2130 (1, legacy_min_liq_offset_history, option),
2131 (2, max_liquidity_offset_msat, required),
2132 (3, legacy_max_liq_offset_history, option),
2133 (4, duration_since_epoch, required),
2134 (5, min_liquidity_offset_history, option),
2135 (7, max_liquidity_offset_history, option),
2137 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2138 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2139 // is a time from a monotonic clock usually represented as an offset against boot time).
2140 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2141 // from the one that was written. However, because `Instant` can panic if we construct one
2142 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2143 // using `Instant::now()` in that case.
2144 let wall_clock_now = T::duration_since_epoch();
2146 let last_updated = if wall_clock_now > duration_since_epoch {
2147 now - (wall_clock_now - duration_since_epoch)
2149 if min_liquidity_offset_history.is_none() {
2150 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2151 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2153 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2156 if max_liquidity_offset_history.is_none() {
2157 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2158 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2160 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2164 min_liquidity_offset_msat,
2165 max_liquidity_offset_msat,
2166 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2167 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2175 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2176 use crate::blinded_path::{BlindedHop, BlindedPath};
2177 use crate::util::config::UserConfig;
2178 use crate::util::time::Time;
2179 use crate::util::time::tests::SinceEpoch;
2181 use crate::ln::channelmanager;
2182 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2183 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2184 use crate::routing::router::{BlindedTail, Path, RouteHop};
2185 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2186 use crate::util::ser::{ReadableArgs, Writeable};
2187 use crate::util::test_utils::{self, TestLogger};
2189 use bitcoin::blockdata::constants::ChainHash;
2190 use bitcoin::hashes::Hash;
2191 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2192 use bitcoin::network::constants::Network;
2193 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2194 use core::time::Duration;
2197 fn source_privkey() -> SecretKey {
2198 SecretKey::from_slice(&[42; 32]).unwrap()
2201 fn target_privkey() -> SecretKey {
2202 SecretKey::from_slice(&[43; 32]).unwrap()
2205 fn source_pubkey() -> PublicKey {
2206 let secp_ctx = Secp256k1::new();
2207 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2210 fn target_pubkey() -> PublicKey {
2211 let secp_ctx = Secp256k1::new();
2212 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2215 fn source_node_id() -> NodeId {
2216 NodeId::from_pubkey(&source_pubkey())
2219 fn target_node_id() -> NodeId {
2220 NodeId::from_pubkey(&target_pubkey())
2223 // `ProbabilisticScorer` tests
2225 /// A probabilistic scorer for testing with time that can be manually advanced.
2226 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2228 fn sender_privkey() -> SecretKey {
2229 SecretKey::from_slice(&[41; 32]).unwrap()
2232 fn recipient_privkey() -> SecretKey {
2233 SecretKey::from_slice(&[45; 32]).unwrap()
2236 fn sender_pubkey() -> PublicKey {
2237 let secp_ctx = Secp256k1::new();
2238 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2241 fn recipient_pubkey() -> PublicKey {
2242 let secp_ctx = Secp256k1::new();
2243 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2246 fn sender_node_id() -> NodeId {
2247 NodeId::from_pubkey(&sender_pubkey())
2250 fn recipient_node_id() -> NodeId {
2251 NodeId::from_pubkey(&recipient_pubkey())
2254 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2255 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2256 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2257 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2263 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2264 node_2_key: SecretKey
2266 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2267 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2268 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2269 let secp_ctx = Secp256k1::new();
2270 let unsigned_announcement = UnsignedChannelAnnouncement {
2271 features: channelmanager::provided_channel_features(&UserConfig::default()),
2272 chain_hash: genesis_hash,
2274 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2275 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2276 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2277 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2278 excess_data: Vec::new(),
2280 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2281 let signed_announcement = ChannelAnnouncement {
2282 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2283 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2284 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2285 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2286 contents: unsigned_announcement,
2288 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2289 network_graph.update_channel_from_announcement(
2290 &signed_announcement, &chain_source).unwrap();
2291 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2292 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2296 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2297 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2299 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2300 let secp_ctx = Secp256k1::new();
2301 let unsigned_update = UnsignedChannelUpdate {
2302 chain_hash: genesis_hash,
2306 cltv_expiry_delta: 18,
2307 htlc_minimum_msat: 0,
2310 fee_proportional_millionths: 0,
2311 excess_data: Vec::new(),
2313 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2314 let signed_update = ChannelUpdate {
2315 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2316 contents: unsigned_update,
2318 network_graph.update_channel(&signed_update).unwrap();
2321 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2322 let config = UserConfig::default();
2325 node_features: channelmanager::provided_node_features(&config),
2327 channel_features: channelmanager::provided_channel_features(&config),
2329 cltv_expiry_delta: 18,
2330 maybe_announced_channel: true,
2334 fn payment_path_for_amount(amount_msat: u64) -> Path {
2337 path_hop(source_pubkey(), 41, 1),
2338 path_hop(target_pubkey(), 42, 2),
2339 path_hop(recipient_pubkey(), 43, amount_msat),
2340 ], blinded_tail: None,
2345 fn liquidity_bounds_directed_from_lowest_node_id() {
2346 let logger = TestLogger::new();
2347 let last_updated = SinceEpoch::now();
2348 let network_graph = network_graph(&logger);
2349 let decay_params = ProbabilisticScoringDecayParameters::default();
2350 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2353 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2354 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2355 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2359 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2360 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2361 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2363 let source = source_node_id();
2364 let target = target_node_id();
2365 let recipient = recipient_node_id();
2366 assert!(source > target);
2367 assert!(target < recipient);
2369 // Update minimum liquidity.
2371 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2372 .as_directed(&source, &target, 1_000, decay_params);
2373 assert_eq!(liquidity.min_liquidity_msat(), 100);
2374 assert_eq!(liquidity.max_liquidity_msat(), 300);
2376 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2377 .as_directed(&target, &source, 1_000, decay_params);
2378 assert_eq!(liquidity.min_liquidity_msat(), 700);
2379 assert_eq!(liquidity.max_liquidity_msat(), 900);
2381 scorer.channel_liquidities.get_mut(&42).unwrap()
2382 .as_directed_mut(&source, &target, 1_000, decay_params)
2383 .set_min_liquidity_msat(200);
2385 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2386 .as_directed(&source, &target, 1_000, decay_params);
2387 assert_eq!(liquidity.min_liquidity_msat(), 200);
2388 assert_eq!(liquidity.max_liquidity_msat(), 300);
2390 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2391 .as_directed(&target, &source, 1_000, decay_params);
2392 assert_eq!(liquidity.min_liquidity_msat(), 700);
2393 assert_eq!(liquidity.max_liquidity_msat(), 800);
2395 // Update maximum liquidity.
2397 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2398 .as_directed(&target, &recipient, 1_000, decay_params);
2399 assert_eq!(liquidity.min_liquidity_msat(), 700);
2400 assert_eq!(liquidity.max_liquidity_msat(), 900);
2402 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2403 .as_directed(&recipient, &target, 1_000, decay_params);
2404 assert_eq!(liquidity.min_liquidity_msat(), 100);
2405 assert_eq!(liquidity.max_liquidity_msat(), 300);
2407 scorer.channel_liquidities.get_mut(&43).unwrap()
2408 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2409 .set_max_liquidity_msat(200);
2411 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2412 .as_directed(&target, &recipient, 1_000, decay_params);
2413 assert_eq!(liquidity.min_liquidity_msat(), 0);
2414 assert_eq!(liquidity.max_liquidity_msat(), 200);
2416 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2417 .as_directed(&recipient, &target, 1_000, decay_params);
2418 assert_eq!(liquidity.min_liquidity_msat(), 800);
2419 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2423 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2424 let logger = TestLogger::new();
2425 let last_updated = SinceEpoch::now();
2426 let network_graph = network_graph(&logger);
2427 let decay_params = ProbabilisticScoringDecayParameters::default();
2428 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2431 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2432 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2433 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2435 let source = source_node_id();
2436 let target = target_node_id();
2437 assert!(source > target);
2439 // Check initial bounds.
2440 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2441 .as_directed(&source, &target, 1_000, decay_params);
2442 assert_eq!(liquidity.min_liquidity_msat(), 400);
2443 assert_eq!(liquidity.max_liquidity_msat(), 800);
2445 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2446 .as_directed(&target, &source, 1_000, decay_params);
2447 assert_eq!(liquidity.min_liquidity_msat(), 200);
2448 assert_eq!(liquidity.max_liquidity_msat(), 600);
2450 // Reset from source to target.
2451 scorer.channel_liquidities.get_mut(&42).unwrap()
2452 .as_directed_mut(&source, &target, 1_000, decay_params)
2453 .set_min_liquidity_msat(900);
2455 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2456 .as_directed(&source, &target, 1_000, decay_params);
2457 assert_eq!(liquidity.min_liquidity_msat(), 900);
2458 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2460 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2461 .as_directed(&target, &source, 1_000, decay_params);
2462 assert_eq!(liquidity.min_liquidity_msat(), 0);
2463 assert_eq!(liquidity.max_liquidity_msat(), 100);
2465 // Reset from target to source.
2466 scorer.channel_liquidities.get_mut(&42).unwrap()
2467 .as_directed_mut(&target, &source, 1_000, decay_params)
2468 .set_min_liquidity_msat(400);
2470 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2471 .as_directed(&source, &target, 1_000, decay_params);
2472 assert_eq!(liquidity.min_liquidity_msat(), 0);
2473 assert_eq!(liquidity.max_liquidity_msat(), 600);
2475 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2476 .as_directed(&target, &source, 1_000, decay_params);
2477 assert_eq!(liquidity.min_liquidity_msat(), 400);
2478 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2482 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2483 let logger = TestLogger::new();
2484 let last_updated = SinceEpoch::now();
2485 let network_graph = network_graph(&logger);
2486 let decay_params = ProbabilisticScoringDecayParameters::default();
2487 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2490 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2491 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2492 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2494 let source = source_node_id();
2495 let target = target_node_id();
2496 assert!(source > target);
2498 // Check initial bounds.
2499 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2500 .as_directed(&source, &target, 1_000, decay_params);
2501 assert_eq!(liquidity.min_liquidity_msat(), 400);
2502 assert_eq!(liquidity.max_liquidity_msat(), 800);
2504 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2505 .as_directed(&target, &source, 1_000, decay_params);
2506 assert_eq!(liquidity.min_liquidity_msat(), 200);
2507 assert_eq!(liquidity.max_liquidity_msat(), 600);
2509 // Reset from source to target.
2510 scorer.channel_liquidities.get_mut(&42).unwrap()
2511 .as_directed_mut(&source, &target, 1_000, decay_params)
2512 .set_max_liquidity_msat(300);
2514 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2515 .as_directed(&source, &target, 1_000, decay_params);
2516 assert_eq!(liquidity.min_liquidity_msat(), 0);
2517 assert_eq!(liquidity.max_liquidity_msat(), 300);
2519 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2520 .as_directed(&target, &source, 1_000, decay_params);
2521 assert_eq!(liquidity.min_liquidity_msat(), 700);
2522 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2524 // Reset from target to source.
2525 scorer.channel_liquidities.get_mut(&42).unwrap()
2526 .as_directed_mut(&target, &source, 1_000, decay_params)
2527 .set_max_liquidity_msat(600);
2529 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2530 .as_directed(&source, &target, 1_000, decay_params);
2531 assert_eq!(liquidity.min_liquidity_msat(), 400);
2532 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2534 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2535 .as_directed(&target, &source, 1_000, decay_params);
2536 assert_eq!(liquidity.min_liquidity_msat(), 0);
2537 assert_eq!(liquidity.max_liquidity_msat(), 600);
2541 fn increased_penalty_nearing_liquidity_upper_bound() {
2542 let logger = TestLogger::new();
2543 let network_graph = network_graph(&logger);
2544 let params = ProbabilisticScoringFeeParameters {
2545 liquidity_penalty_multiplier_msat: 1_000,
2546 ..ProbabilisticScoringFeeParameters::zero_penalty()
2548 let decay_params = ProbabilisticScoringDecayParameters::default();
2549 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2550 let source = source_node_id();
2551 let target = target_node_id();
2553 let usage = ChannelUsage {
2555 inflight_htlc_msat: 0,
2556 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2558 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2559 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2560 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2561 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2562 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2563 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2564 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2566 let usage = ChannelUsage {
2568 inflight_htlc_msat: 0,
2569 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2571 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2572 let usage = ChannelUsage { amount_msat: 256, ..usage };
2573 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2574 let usage = ChannelUsage { amount_msat: 374, ..usage };
2575 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2576 let usage = ChannelUsage { amount_msat: 512, ..usage };
2577 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2578 let usage = ChannelUsage { amount_msat: 640, ..usage };
2579 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2580 let usage = ChannelUsage { amount_msat: 768, ..usage };
2581 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2582 let usage = ChannelUsage { amount_msat: 896, ..usage };
2583 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2587 fn constant_penalty_outside_liquidity_bounds() {
2588 let logger = TestLogger::new();
2589 let last_updated = SinceEpoch::now();
2590 let network_graph = network_graph(&logger);
2591 let params = ProbabilisticScoringFeeParameters {
2592 liquidity_penalty_multiplier_msat: 1_000,
2593 considered_impossible_penalty_msat: u64::max_value(),
2594 ..ProbabilisticScoringFeeParameters::zero_penalty()
2596 let decay_params = ProbabilisticScoringDecayParameters {
2597 ..ProbabilisticScoringDecayParameters::zero_penalty()
2599 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2602 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2603 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2604 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2606 let source = source_node_id();
2607 let target = target_node_id();
2609 let usage = ChannelUsage {
2611 inflight_htlc_msat: 0,
2612 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2614 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2615 let usage = ChannelUsage { amount_msat: 50, ..usage };
2616 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2617 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2618 let usage = ChannelUsage { amount_msat: 61, ..usage };
2619 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2623 fn does_not_further_penalize_own_channel() {
2624 let logger = TestLogger::new();
2625 let network_graph = network_graph(&logger);
2626 let params = ProbabilisticScoringFeeParameters {
2627 liquidity_penalty_multiplier_msat: 1_000,
2628 ..ProbabilisticScoringFeeParameters::zero_penalty()
2630 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2631 let sender = sender_node_id();
2632 let source = source_node_id();
2633 let usage = ChannelUsage {
2635 inflight_htlc_msat: 0,
2636 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2638 let failed_path = payment_path_for_amount(500);
2639 let successful_path = payment_path_for_amount(200);
2641 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2643 scorer.payment_path_failed(&failed_path, 41);
2644 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2646 scorer.payment_path_successful(&successful_path);
2647 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2651 fn sets_liquidity_lower_bound_on_downstream_failure() {
2652 let logger = TestLogger::new();
2653 let network_graph = network_graph(&logger);
2654 let params = ProbabilisticScoringFeeParameters {
2655 liquidity_penalty_multiplier_msat: 1_000,
2656 ..ProbabilisticScoringFeeParameters::zero_penalty()
2658 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2659 let source = source_node_id();
2660 let target = target_node_id();
2661 let path = payment_path_for_amount(500);
2663 let usage = ChannelUsage {
2665 inflight_htlc_msat: 0,
2666 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2668 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2669 let usage = ChannelUsage { amount_msat: 500, ..usage };
2670 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2671 let usage = ChannelUsage { amount_msat: 750, ..usage };
2672 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2674 scorer.payment_path_failed(&path, 43);
2676 let usage = ChannelUsage { amount_msat: 250, ..usage };
2677 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2678 let usage = ChannelUsage { amount_msat: 500, ..usage };
2679 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2680 let usage = ChannelUsage { amount_msat: 750, ..usage };
2681 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2685 fn sets_liquidity_upper_bound_on_failure() {
2686 let logger = TestLogger::new();
2687 let network_graph = network_graph(&logger);
2688 let params = ProbabilisticScoringFeeParameters {
2689 liquidity_penalty_multiplier_msat: 1_000,
2690 considered_impossible_penalty_msat: u64::max_value(),
2691 ..ProbabilisticScoringFeeParameters::zero_penalty()
2693 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2694 let source = source_node_id();
2695 let target = target_node_id();
2696 let path = payment_path_for_amount(500);
2698 let usage = ChannelUsage {
2700 inflight_htlc_msat: 0,
2701 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2703 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2704 let usage = ChannelUsage { amount_msat: 500, ..usage };
2705 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2706 let usage = ChannelUsage { amount_msat: 750, ..usage };
2707 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2709 scorer.payment_path_failed(&path, 42);
2711 let usage = ChannelUsage { amount_msat: 250, ..usage };
2712 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2713 let usage = ChannelUsage { amount_msat: 500, ..usage };
2714 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2715 let usage = ChannelUsage { amount_msat: 750, ..usage };
2716 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2720 fn ignores_channels_after_removed_failed_channel() {
2721 // Previously, if we'd tried to send over a channel which was removed from the network
2722 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2723 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2724 // channels in the route, even ones which they payment never reached. This tests to ensure
2725 // we do not score such channels.
2726 let secp_ctx = Secp256k1::new();
2727 let logger = TestLogger::new();
2728 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2729 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2730 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2731 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2732 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2733 add_channel(&mut network_graph, 42, secret_a, secret_b);
2734 // Don't add the channel from B -> C.
2735 add_channel(&mut network_graph, 44, secret_c, secret_d);
2737 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2738 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2739 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2740 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2743 path_hop(pub_b, 42, 1),
2744 path_hop(pub_c, 43, 2),
2745 path_hop(pub_d, 44, 100),
2748 let node_a = NodeId::from_pubkey(&pub_a);
2749 let node_b = NodeId::from_pubkey(&pub_b);
2750 let node_c = NodeId::from_pubkey(&pub_c);
2751 let node_d = NodeId::from_pubkey(&pub_d);
2753 let params = ProbabilisticScoringFeeParameters {
2754 liquidity_penalty_multiplier_msat: 1_000,
2755 ..ProbabilisticScoringFeeParameters::zero_penalty()
2757 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2759 let usage = ChannelUsage {
2761 inflight_htlc_msat: 0,
2762 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2764 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2765 // Note that a default liquidity bound is used for B -> C as no channel exists
2766 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2767 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2769 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2771 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2772 // Note that a default liquidity bound is used for B -> C as no channel exists
2773 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2774 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2778 fn reduces_liquidity_upper_bound_along_path_on_success() {
2779 let logger = TestLogger::new();
2780 let network_graph = network_graph(&logger);
2781 let params = ProbabilisticScoringFeeParameters {
2782 liquidity_penalty_multiplier_msat: 1_000,
2783 ..ProbabilisticScoringFeeParameters::zero_penalty()
2785 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2786 let sender = sender_node_id();
2787 let source = source_node_id();
2788 let target = target_node_id();
2789 let recipient = recipient_node_id();
2790 let usage = ChannelUsage {
2792 inflight_htlc_msat: 0,
2793 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2796 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2797 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2798 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2800 scorer.payment_path_successful(&payment_path_for_amount(500));
2802 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2803 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2804 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2808 fn decays_liquidity_bounds_over_time() {
2809 let logger = TestLogger::new();
2810 let network_graph = network_graph(&logger);
2811 let params = ProbabilisticScoringFeeParameters {
2812 liquidity_penalty_multiplier_msat: 1_000,
2813 considered_impossible_penalty_msat: u64::max_value(),
2814 ..ProbabilisticScoringFeeParameters::zero_penalty()
2816 let decay_params = ProbabilisticScoringDecayParameters {
2817 liquidity_offset_half_life: Duration::from_secs(10),
2818 ..ProbabilisticScoringDecayParameters::zero_penalty()
2820 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2821 let source = source_node_id();
2822 let target = target_node_id();
2824 let usage = ChannelUsage {
2826 inflight_htlc_msat: 0,
2827 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2829 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2830 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2831 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2833 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2834 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2836 // Initial penalties
2837 let usage = ChannelUsage { amount_msat: 128, ..usage };
2838 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2839 let usage = ChannelUsage { amount_msat: 256, ..usage };
2840 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2841 let usage = ChannelUsage { amount_msat: 768, ..usage };
2842 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2843 let usage = ChannelUsage { amount_msat: 896, ..usage };
2844 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2847 SinceEpoch::advance(Duration::from_secs(4));
2848 let usage = ChannelUsage { amount_msat: 128, ..usage };
2849 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2850 let usage = ChannelUsage { amount_msat: 256, ..usage };
2851 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2852 let usage = ChannelUsage { amount_msat: 768, ..usage };
2853 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2854 let usage = ChannelUsage { amount_msat: 896, ..usage };
2855 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2857 // Half decay (i.e., three-quarter life)
2858 SinceEpoch::advance(Duration::from_secs(1));
2859 let usage = ChannelUsage { amount_msat: 128, ..usage };
2860 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2861 let usage = ChannelUsage { amount_msat: 256, ..usage };
2862 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2863 let usage = ChannelUsage { amount_msat: 768, ..usage };
2864 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 921);
2865 let usage = ChannelUsage { amount_msat: 896, ..usage };
2866 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2868 // One decay (i.e., half life)
2869 SinceEpoch::advance(Duration::from_secs(5));
2870 let usage = ChannelUsage { amount_msat: 64, ..usage };
2871 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2872 let usage = ChannelUsage { amount_msat: 128, ..usage };
2873 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2874 let usage = ChannelUsage { amount_msat: 896, ..usage };
2875 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2876 let usage = ChannelUsage { amount_msat: 960, ..usage };
2877 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2879 // Fully decay liquidity lower bound.
2880 SinceEpoch::advance(Duration::from_secs(10 * 7));
2881 let usage = ChannelUsage { amount_msat: 0, ..usage };
2882 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2883 let usage = ChannelUsage { amount_msat: 1, ..usage };
2884 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2885 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2886 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2887 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2888 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2890 // Fully decay liquidity upper bound.
2891 SinceEpoch::advance(Duration::from_secs(10));
2892 let usage = ChannelUsage { amount_msat: 0, ..usage };
2893 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2894 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2895 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2897 SinceEpoch::advance(Duration::from_secs(10));
2898 let usage = ChannelUsage { amount_msat: 0, ..usage };
2899 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2900 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2901 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2905 fn decays_liquidity_bounds_without_shift_overflow() {
2906 let logger = TestLogger::new();
2907 let network_graph = network_graph(&logger);
2908 let params = ProbabilisticScoringFeeParameters {
2909 liquidity_penalty_multiplier_msat: 1_000,
2910 ..ProbabilisticScoringFeeParameters::zero_penalty()
2912 let decay_params = ProbabilisticScoringDecayParameters {
2913 liquidity_offset_half_life: Duration::from_secs(10),
2914 ..ProbabilisticScoringDecayParameters::default()
2916 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2917 let source = source_node_id();
2918 let target = target_node_id();
2919 let usage = ChannelUsage {
2921 inflight_htlc_msat: 0,
2922 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2924 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2926 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2927 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2929 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2930 // would cause an overflow.
2931 SinceEpoch::advance(Duration::from_secs(10 * 64));
2932 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2934 SinceEpoch::advance(Duration::from_secs(10));
2935 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2939 fn restricts_liquidity_bounds_after_decay() {
2940 let logger = TestLogger::new();
2941 let network_graph = network_graph(&logger);
2942 let params = ProbabilisticScoringFeeParameters {
2943 liquidity_penalty_multiplier_msat: 1_000,
2944 ..ProbabilisticScoringFeeParameters::zero_penalty()
2946 let decay_params = ProbabilisticScoringDecayParameters {
2947 liquidity_offset_half_life: Duration::from_secs(10),
2948 ..ProbabilisticScoringDecayParameters::default()
2950 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2951 let source = source_node_id();
2952 let target = target_node_id();
2953 let usage = ChannelUsage {
2955 inflight_htlc_msat: 0,
2956 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2959 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2961 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2962 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2963 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2964 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2966 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2967 SinceEpoch::advance(Duration::from_secs(10));
2968 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2970 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2971 // is closer to the upper bound, meaning a higher penalty.
2972 scorer.payment_path_successful(&payment_path_for_amount(64));
2973 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2975 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2976 // is closer to the lower bound, meaning a lower penalty.
2977 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2978 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2980 // Further decaying affects the lower bound more than the upper bound (128, 928).
2981 SinceEpoch::advance(Duration::from_secs(10));
2982 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2986 fn restores_persisted_liquidity_bounds() {
2987 let logger = TestLogger::new();
2988 let network_graph = network_graph(&logger);
2989 let params = ProbabilisticScoringFeeParameters {
2990 liquidity_penalty_multiplier_msat: 1_000,
2991 considered_impossible_penalty_msat: u64::max_value(),
2992 ..ProbabilisticScoringFeeParameters::zero_penalty()
2994 let decay_params = ProbabilisticScoringDecayParameters {
2995 liquidity_offset_half_life: Duration::from_secs(10),
2996 ..ProbabilisticScoringDecayParameters::default()
2998 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2999 let source = source_node_id();
3000 let target = target_node_id();
3001 let usage = ChannelUsage {
3003 inflight_htlc_msat: 0,
3004 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3007 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3008 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3010 SinceEpoch::advance(Duration::from_secs(10));
3011 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
3013 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3014 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3016 let mut serialized_scorer = Vec::new();
3017 scorer.write(&mut serialized_scorer).unwrap();
3019 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3020 let deserialized_scorer =
3021 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3022 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3026 fn decays_persisted_liquidity_bounds() {
3027 let logger = TestLogger::new();
3028 let network_graph = network_graph(&logger);
3029 let params = ProbabilisticScoringFeeParameters {
3030 liquidity_penalty_multiplier_msat: 1_000,
3031 considered_impossible_penalty_msat: u64::max_value(),
3032 ..ProbabilisticScoringFeeParameters::zero_penalty()
3034 let decay_params = ProbabilisticScoringDecayParameters {
3035 liquidity_offset_half_life: Duration::from_secs(10),
3036 ..ProbabilisticScoringDecayParameters::zero_penalty()
3038 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3039 let source = source_node_id();
3040 let target = target_node_id();
3041 let usage = ChannelUsage {
3043 inflight_htlc_msat: 0,
3044 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3047 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
3048 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3050 let mut serialized_scorer = Vec::new();
3051 scorer.write(&mut serialized_scorer).unwrap();
3053 SinceEpoch::advance(Duration::from_secs(10));
3055 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3056 let deserialized_scorer =
3057 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3058 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
3060 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
3061 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3063 SinceEpoch::advance(Duration::from_secs(10));
3064 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 370);
3068 fn scores_realistic_payments() {
3069 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3070 // 50k sat reserve).
3071 let logger = TestLogger::new();
3072 let network_graph = network_graph(&logger);
3073 let params = ProbabilisticScoringFeeParameters::default();
3074 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3075 let source = source_node_id();
3076 let target = target_node_id();
3078 let usage = ChannelUsage {
3079 amount_msat: 100_000_000,
3080 inflight_htlc_msat: 0,
3081 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3083 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 11497);
3084 let usage = ChannelUsage {
3085 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3087 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 7408);
3088 let usage = ChannelUsage {
3089 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3091 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 6151);
3092 let usage = ChannelUsage {
3093 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3095 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 5427);
3096 let usage = ChannelUsage {
3097 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3099 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4955);
3100 let usage = ChannelUsage {
3101 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3103 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4736);
3104 let usage = ChannelUsage {
3105 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3107 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4484);
3108 let usage = ChannelUsage {
3109 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3111 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4484);
3112 let usage = ChannelUsage {
3113 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3115 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4263);
3116 let usage = ChannelUsage {
3117 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3119 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4263);
3120 let usage = ChannelUsage {
3121 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3123 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4044);
3127 fn adds_base_penalty_to_liquidity_penalty() {
3128 let logger = TestLogger::new();
3129 let network_graph = network_graph(&logger);
3130 let source = source_node_id();
3131 let target = target_node_id();
3132 let usage = ChannelUsage {
3134 inflight_htlc_msat: 0,
3135 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3138 let params = ProbabilisticScoringFeeParameters {
3139 liquidity_penalty_multiplier_msat: 1_000,
3140 ..ProbabilisticScoringFeeParameters::zero_penalty()
3142 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3143 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
3145 let params = ProbabilisticScoringFeeParameters {
3146 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3147 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3149 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3150 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
3152 let params = ProbabilisticScoringFeeParameters {
3153 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3154 base_penalty_amount_multiplier_msat: (1 << 30),
3155 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3158 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3159 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
3163 fn adds_amount_penalty_to_liquidity_penalty() {
3164 let logger = TestLogger::new();
3165 let network_graph = network_graph(&logger);
3166 let source = source_node_id();
3167 let target = target_node_id();
3168 let usage = ChannelUsage {
3169 amount_msat: 512_000,
3170 inflight_htlc_msat: 0,
3171 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3174 let params = ProbabilisticScoringFeeParameters {
3175 liquidity_penalty_multiplier_msat: 1_000,
3176 liquidity_penalty_amount_multiplier_msat: 0,
3177 ..ProbabilisticScoringFeeParameters::zero_penalty()
3179 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3180 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3182 let params = ProbabilisticScoringFeeParameters {
3183 liquidity_penalty_multiplier_msat: 1_000,
3184 liquidity_penalty_amount_multiplier_msat: 256,
3185 ..ProbabilisticScoringFeeParameters::zero_penalty()
3187 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3188 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
3192 fn calculates_log10_without_overflowing_u64_max_value() {
3193 let logger = TestLogger::new();
3194 let network_graph = network_graph(&logger);
3195 let source = source_node_id();
3196 let target = target_node_id();
3197 let usage = ChannelUsage {
3198 amount_msat: u64::max_value(),
3199 inflight_htlc_msat: 0,
3200 effective_capacity: EffectiveCapacity::Infinite,
3203 let params = ProbabilisticScoringFeeParameters {
3204 liquidity_penalty_multiplier_msat: 40_000,
3205 ..ProbabilisticScoringFeeParameters::zero_penalty()
3207 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3208 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3209 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
3213 fn accounts_for_inflight_htlc_usage() {
3214 let logger = TestLogger::new();
3215 let network_graph = network_graph(&logger);
3216 let params = ProbabilisticScoringFeeParameters {
3217 considered_impossible_penalty_msat: u64::max_value(),
3218 ..ProbabilisticScoringFeeParameters::zero_penalty()
3220 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3221 let source = source_node_id();
3222 let target = target_node_id();
3224 let usage = ChannelUsage {
3226 inflight_htlc_msat: 0,
3227 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3229 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3231 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3232 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3236 fn removes_uncertainity_when_exact_liquidity_known() {
3237 let logger = TestLogger::new();
3238 let network_graph = network_graph(&logger);
3239 let params = ProbabilisticScoringFeeParameters::default();
3240 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3241 let source = source_node_id();
3242 let target = target_node_id();
3244 let base_penalty_msat = params.base_penalty_msat;
3245 let usage = ChannelUsage {
3247 inflight_htlc_msat: 0,
3248 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3250 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3252 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3253 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3255 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3256 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3260 fn remembers_historical_failures() {
3261 let logger = TestLogger::new();
3262 let network_graph = network_graph(&logger);
3263 let params = ProbabilisticScoringFeeParameters {
3264 historical_liquidity_penalty_multiplier_msat: 1024,
3265 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3266 ..ProbabilisticScoringFeeParameters::zero_penalty()
3268 let decay_params = ProbabilisticScoringDecayParameters {
3269 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3270 historical_no_updates_half_life: Duration::from_secs(10),
3272 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3273 let source = source_node_id();
3274 let target = target_node_id();
3276 let usage = ChannelUsage {
3278 inflight_htlc_msat: 0,
3279 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3281 let usage_1 = ChannelUsage {
3283 inflight_htlc_msat: 0,
3284 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3287 // With no historical data the normal liquidity penalty calculation is used.
3288 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
3289 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3291 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3294 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3295 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3296 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 249);
3297 // The "it failed" increment is 32, where the probability should lie several buckets into
3298 // the first octile.
3299 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3300 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3301 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3302 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3304 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3307 // Even after we tell the scorer we definitely have enough available liquidity, it will
3308 // still remember that there was some failure in the past, and assign a non-0 penalty.
3309 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3310 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 105);
3311 // The first points should be decayed just slightly and the last bucket has a new point.
3312 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3313 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3314 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3316 // The exact success probability is a bit complicated and involves integer rounding, so we
3317 // simply check bounds here.
3318 let five_hundred_prob =
3319 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3320 assert!(five_hundred_prob > 0.59);
3321 assert!(five_hundred_prob < 0.60);
3323 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3324 assert!(one_prob < 0.85);
3325 assert!(one_prob > 0.84);
3327 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3328 // gone), and check that we're back to where we started.
3329 SinceEpoch::advance(Duration::from_secs(10 * 16));
3330 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 168);
3331 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3332 // data entirely instead.
3333 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3335 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3337 let mut usage = ChannelUsage {
3339 inflight_htlc_msat: 1024,
3340 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3342 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3343 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2050);
3344 usage.inflight_htlc_msat = 0;
3345 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3347 let usage = ChannelUsage {
3349 inflight_htlc_msat: 0,
3350 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3352 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3354 // Advance to decay all liquidity offsets to zero.
3355 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3357 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3358 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3360 path_hop(target_pubkey(), 43, 2),
3361 path_hop(source_pubkey(), 42, 1),
3362 path_hop(sender_pubkey(), 41, 0),
3364 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3368 fn adds_anti_probing_penalty() {
3369 let logger = TestLogger::new();
3370 let network_graph = network_graph(&logger);
3371 let source = source_node_id();
3372 let target = target_node_id();
3373 let params = ProbabilisticScoringFeeParameters {
3374 anti_probing_penalty_msat: 500,
3375 ..ProbabilisticScoringFeeParameters::zero_penalty()
3377 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3379 // Check we receive no penalty for a low htlc_maximum_msat.
3380 let usage = ChannelUsage {
3381 amount_msat: 512_000,
3382 inflight_htlc_msat: 0,
3383 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3385 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3387 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3388 let usage = ChannelUsage {
3389 amount_msat: 512_000,
3390 inflight_htlc_msat: 0,
3391 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3393 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3395 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3396 let usage = ChannelUsage {
3397 amount_msat: 512_000,
3398 inflight_htlc_msat: 0,
3399 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3401 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3403 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3404 let usage = ChannelUsage {
3405 amount_msat: 512_000,
3406 inflight_htlc_msat: 0,
3407 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3409 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3413 fn scores_with_blinded_path() {
3414 // Make sure we'll account for a blinded path's final_value_msat in scoring
3415 let logger = TestLogger::new();
3416 let network_graph = network_graph(&logger);
3417 let params = ProbabilisticScoringFeeParameters {
3418 liquidity_penalty_multiplier_msat: 1_000,
3419 ..ProbabilisticScoringFeeParameters::zero_penalty()
3421 let decay_params = ProbabilisticScoringDecayParameters::default();
3422 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3423 let source = source_node_id();
3424 let target = target_node_id();
3425 let usage = ChannelUsage {
3427 inflight_htlc_msat: 0,
3428 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3430 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3432 let mut path = payment_path_for_amount(768);
3433 let recipient_hop = path.hops.pop().unwrap();
3434 let blinded_path = BlindedPath {
3435 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3436 blinding_point: test_utils::pubkey(42),
3438 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3441 path.blinded_tail = Some(BlindedTail {
3442 hops: blinded_path.blinded_hops,
3443 blinding_point: blinded_path.blinding_point,
3444 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3445 final_value_msat: recipient_hop.fee_msat,
3448 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3449 // final value is taken into account.
3450 assert!(scorer.channel_liquidities.get(&42).is_none());
3452 scorer.payment_path_failed(&path, 42);
3453 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3454 scorer.payment_path_failed(&path, 43);
3456 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3457 .as_directed(&source, &target, 1_000, decay_params);
3458 assert_eq!(liquidity.min_liquidity_msat(), 256);
3459 assert_eq!(liquidity.max_liquidity_msat(), 768);
3463 fn realistic_historical_failures() {
3464 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3465 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3467 let logger = TestLogger::new();
3468 let mut network_graph = network_graph(&logger);
3469 let params = ProbabilisticScoringFeeParameters {
3470 historical_liquidity_penalty_multiplier_msat: 1024,
3471 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3472 ..ProbabilisticScoringFeeParameters::zero_penalty()
3474 let decay_params = ProbabilisticScoringDecayParameters {
3475 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3476 historical_no_updates_half_life: Duration::from_secs(10),
3477 ..ProbabilisticScoringDecayParameters::default()
3480 let capacity_msat = 100_000_000_000;
3481 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3482 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3484 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3485 let source = source_node_id();
3486 let target = target_node_id();
3488 let mut amount_msat = 10_000_000;
3489 let usage = ChannelUsage {
3491 inflight_htlc_msat: 0,
3492 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3494 // With no historical data the normal liquidity penalty calculation is used, which results
3495 // in a success probability of ~75%.
3496 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1269);
3497 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3499 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3502 // Fail to pay once, and then check the buckets and penalty.
3503 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3504 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3505 // same bucket which is the only maximum datapoint.
3506 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3507 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3508 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3509 // 6k sats and 12k sats).
3510 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3511 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3512 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3513 // The success probability estimate itself should be zero.
3514 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3517 // Now test again with the amount in the bottom bucket.
3519 // The new amount is entirely within the only minimum bucket with score, so the probability
3520 // we assign is 1/2.
3521 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3524 // ...but once we see a failure, we consider the payment to be substantially less likely,
3525 // even though not a probability of zero as we still look at the second max bucket which
3527 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3528 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3529 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3530 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3531 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),