1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
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, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
125 /// A trait which can both lookup and update routing channel penalty scores.
127 /// This is used in places where both bounds are required and implemented for all types which
128 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
130 /// Bindings users may need to manually implement this for their custom scoring implementations.
131 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
133 #[cfg(not(c_bindings))]
134 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
136 #[cfg(not(c_bindings))]
137 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
138 type ScoreParams = S::ScoreParams;
139 fn channel_penalty_msat(
140 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
142 self.deref().channel_penalty_msat(candidate, usage, score_params)
146 #[cfg(not(c_bindings))]
147 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
148 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
149 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
152 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
153 self.deref_mut().payment_path_successful(path, duration_since_epoch)
156 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
157 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
160 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
161 self.deref_mut().probe_successful(path, duration_since_epoch)
167 define_score!(Writeable);
169 #[cfg(not(c_bindings))]
172 /// A scorer that is accessed under a lock.
174 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
175 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
176 /// implementations. Internal locking would be detrimental to route finding performance and could
177 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
179 /// [`find_route`]: crate::routing::router::find_route
180 pub trait LockableScore<'a> {
181 /// The [`ScoreUpdate`] type.
182 type ScoreUpdate: 'a + ScoreUpdate;
183 /// The [`ScoreLookUp`] type.
184 type ScoreLookUp: 'a + ScoreLookUp;
186 /// The write locked [`ScoreUpdate`] type.
187 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
189 /// The read locked [`ScoreLookUp`] type.
190 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
192 /// Returns read locked scorer.
193 fn read_lock(&'a self) -> Self::ReadLocked;
195 /// Returns write locked scorer.
196 fn write_lock(&'a self) -> Self::WriteLocked;
199 /// Refers to a scorer that is accessible under lock and also writeable to disk
201 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
202 /// use the Persister to persist it.
203 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
205 #[cfg(not(c_bindings))]
206 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
207 #[cfg(not(c_bindings))]
208 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
209 type ScoreUpdate = T;
210 type ScoreLookUp = T;
212 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
213 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
215 fn read_lock(&'a self) -> Self::ReadLocked {
216 Mutex::lock(self).unwrap()
219 fn write_lock(&'a self) -> Self::WriteLocked {
220 Mutex::lock(self).unwrap()
224 #[cfg(not(c_bindings))]
225 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
226 type ScoreUpdate = T;
227 type ScoreLookUp = T;
229 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
230 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
232 fn write_lock(&'a self) -> Self::WriteLocked {
236 fn read_lock(&'a self) -> Self::ReadLocked {
241 #[cfg(not(c_bindings))]
242 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
243 type ScoreUpdate = T;
244 type ScoreLookUp = T;
246 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
247 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
249 fn read_lock(&'a self) -> Self::ReadLocked {
250 RwLock::read(self).unwrap()
253 fn write_lock(&'a self) -> Self::WriteLocked {
254 RwLock::write(self).unwrap()
259 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
260 pub struct MultiThreadedLockableScore<T: Score> {
265 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
266 type ScoreUpdate = T;
267 type ScoreLookUp = T;
268 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
269 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
271 fn read_lock(&'a self) -> Self::ReadLocked {
272 MultiThreadedScoreLockRead(self.score.read().unwrap())
275 fn write_lock(&'a self) -> Self::WriteLocked {
276 MultiThreadedScoreLockWrite(self.score.write().unwrap())
281 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
282 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
283 self.score.read().unwrap().write(writer)
288 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
291 impl<T: Score> MultiThreadedLockableScore<T> {
292 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
293 pub fn new(score: T) -> Self {
294 MultiThreadedLockableScore { score: RwLock::new(score) }
299 /// A locked `MultiThreadedLockableScore`.
300 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
303 /// A locked `MultiThreadedLockableScore`.
304 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
307 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
310 fn deref(&self) -> &Self::Target {
316 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
317 type ScoreParams = T::ScoreParams;
318 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
320 self.0.channel_penalty_msat(candidate, usage, score_params)
325 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
326 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
332 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
335 fn deref(&self) -> &Self::Target {
341 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
342 fn deref_mut(&mut self) -> &mut Self::Target {
348 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
349 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
350 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
353 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
354 self.0.payment_path_successful(path, duration_since_epoch)
357 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
358 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
361 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
362 self.0.probe_successful(path, duration_since_epoch)
367 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
368 #[derive(Clone, Copy, Debug, PartialEq)]
369 pub struct ChannelUsage {
370 /// The amount to send through the channel, denominated in millisatoshis.
371 pub amount_msat: u64,
373 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
374 /// as part of a multi-path payment.
375 pub inflight_htlc_msat: u64,
377 /// The effective capacity of the channel.
378 pub effective_capacity: EffectiveCapacity,
382 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
383 pub struct FixedPenaltyScorer {
387 impl FixedPenaltyScorer {
388 /// Creates a new scorer using `penalty_msat`.
389 pub fn with_penalty(penalty_msat: u64) -> Self {
390 Self { penalty_msat }
394 impl ScoreLookUp for FixedPenaltyScorer {
395 type ScoreParams = ();
396 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
401 impl ScoreUpdate for FixedPenaltyScorer {
402 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
404 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
406 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
408 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
411 impl Writeable for FixedPenaltyScorer {
413 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
414 write_tlv_fields!(w, {});
419 impl ReadableArgs<u64> for FixedPenaltyScorer {
421 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
422 read_tlv_fields!(r, {});
423 Ok(Self { penalty_msat })
427 #[cfg(not(feature = "no-std"))]
428 type ConfiguredTime = crate::util::time::MonotonicTime;
429 #[cfg(feature = "no-std")]
430 use crate::util::time::Eternity;
431 #[cfg(feature = "no-std")]
432 type ConfiguredTime = Eternity;
434 /// [`ScoreLookUp`] implementation using channel success probability distributions.
436 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
437 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
438 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
439 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
441 /// These bounds are then used to determine a success probability using the formula from
442 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
443 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
445 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
446 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
447 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
448 /// terms of the entire path's success probability. This allows the router to directly compare
449 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
451 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
453 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
454 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
455 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
456 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
461 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
464 /// [1]: https://arxiv.org/abs/2107.05322
465 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
466 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
467 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
468 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
469 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
470 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
472 /// Probabilistic [`ScoreLookUp`] implementation.
474 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
475 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
476 where L::Target: Logger {
477 decay_params: ProbabilisticScoringDecayParameters,
480 // TODO: Remove entries of closed channels.
481 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
484 /// Parameters for configuring [`ProbabilisticScorer`].
486 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
487 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
489 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
492 pub struct ProbabilisticScoringFeeParameters {
493 /// A fixed penalty in msats to apply to each channel.
495 /// Default value: 500 msat
496 pub base_penalty_msat: u64,
498 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
499 /// applied to each channel, in excess of the [`base_penalty_msat`].
501 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
502 /// fees plus penalty) for large payments. The penalty is computed as the product of this
503 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
504 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
506 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
508 /// Default value: 8,192 msat
510 /// [`base_penalty_msat`]: Self::base_penalty_msat
511 pub base_penalty_amount_multiplier_msat: u64,
513 /// A multiplier used in conjunction with the negative `log10` of the channel's success
514 /// probability for a payment, as determined by our latest estimates of the channel's
515 /// liquidity, to determine the liquidity penalty.
517 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
518 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
519 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
520 /// lower bounding the success probability to `0.01`) when the amount falls within the
521 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
522 /// result in a `u64::max_value` penalty, however.
524 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
526 /// Default value: 30,000 msat
528 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
529 pub liquidity_penalty_multiplier_msat: u64,
531 /// A multiplier used in conjunction with the total amount flowing over a channel and the
532 /// negative `log10` of the channel's success probability for the payment, as determined by our
533 /// latest estimates of the channel's liquidity, to determine the amount penalty.
535 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
536 /// fees plus penalty) for large payments. The penalty is computed as the product of this
537 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
538 /// `log10` of the success probability.
540 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
542 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
543 /// the amount will result in a penalty of the multiplier. And, as the success probability
544 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
545 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
548 /// Default value: 192 msat
549 pub liquidity_penalty_amount_multiplier_msat: u64,
551 /// A multiplier used in conjunction with the negative `log10` of the channel's success
552 /// probability for the payment, as determined based on the history of our estimates of the
553 /// channel's available liquidity, to determine a penalty.
555 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
556 /// only our latest estimate for the current liquidity available in the channel, it estimates
557 /// success probability based on the estimated liquidity available in the channel through
558 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
559 /// track which of several buckets those bounds fall into, exponentially decaying the
560 /// probability of each bucket as new samples are added.
562 /// Default value: 10,000 msat
564 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
565 pub historical_liquidity_penalty_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the total amount flowing over a channel and the
568 /// negative `log10` of the channel's success probability for the payment, as determined based
569 /// on the history of our estimates of the channel's available liquidity, to determine a
572 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
573 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
574 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
577 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
578 /// of using only our latest estimate for the current liquidity available in the channel, it
579 /// estimates success probability based on the estimated liquidity available in the channel
580 /// through history. Specifically, every time we update our liquidity bounds on a given
581 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
582 /// the probability of each bucket as new samples are added.
584 /// Default value: 64 msat
586 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
587 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
589 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
590 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
591 /// considered during path finding.
593 /// This is not exported to bindings users
594 pub manual_node_penalties: HashMap<NodeId, u64>,
596 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
597 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
598 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
599 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
600 /// to restrict `htlc_maximum_msat` and improve privacy.
602 /// Default value: 250 msat
603 pub anti_probing_penalty_msat: u64,
605 /// This penalty is applied when the total amount flowing over a channel exceeds our current
606 /// estimate of the channel's available liquidity. The total amount is the amount of the
607 /// current HTLC plus any HTLCs which we've sent over the same channel.
609 /// Note that in this case all other penalties, including the
610 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
611 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
612 /// applicable, are still included in the overall penalty.
614 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
615 /// `u64::max_value()` will guarantee that.
617 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
619 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
620 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
621 /// [`base_penalty_msat`]: Self::base_penalty_msat
622 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
623 pub considered_impossible_penalty_msat: u64,
625 /// In order to calculate most of the scores above, we must first convert a lower and upper
626 /// bound on the available liquidity in a channel into the probability that we think a payment
627 /// will succeed. That probability is derived from a Probability Density Function for where we
628 /// think the liquidity in a channel likely lies, given such bounds.
630 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
631 /// liquidity in a channel is just as likely to be at any point between our lower and upper
634 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
635 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
636 /// matches experimental results - most routing nodes do not aggressively rebalance their
637 /// channels and flows in the network are often unbalanced, leaving liquidity usually
640 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
641 /// of floating-point multiplications in the hottest routing code, which may lead to routing
642 /// performance degradation on some machines.
644 /// Default value: false
645 pub linear_success_probability: bool,
648 impl Default for ProbabilisticScoringFeeParameters {
649 fn default() -> Self {
651 base_penalty_msat: 500,
652 base_penalty_amount_multiplier_msat: 8192,
653 liquidity_penalty_multiplier_msat: 30_000,
654 liquidity_penalty_amount_multiplier_msat: 192,
655 manual_node_penalties: HashMap::new(),
656 anti_probing_penalty_msat: 250,
657 considered_impossible_penalty_msat: 1_0000_0000_000,
658 historical_liquidity_penalty_multiplier_msat: 10_000,
659 historical_liquidity_penalty_amount_multiplier_msat: 64,
660 linear_success_probability: false,
665 impl ProbabilisticScoringFeeParameters {
666 /// Marks the node with the given `node_id` as banned,
667 /// i.e it will be avoided during path finding.
668 pub fn add_banned(&mut self, node_id: &NodeId) {
669 self.manual_node_penalties.insert(*node_id, u64::max_value());
672 /// Marks all nodes in the given list as banned, i.e.,
673 /// they will be avoided during path finding.
674 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
676 self.manual_node_penalties.insert(id, u64::max_value());
680 /// Removes the node with the given `node_id` from the list of nodes to avoid.
681 pub fn remove_banned(&mut self, node_id: &NodeId) {
682 self.manual_node_penalties.remove(node_id);
685 /// Sets a manual penalty for the given node.
686 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
687 self.manual_node_penalties.insert(*node_id, penalty);
690 /// Removes the node with the given `node_id` from the list of manual penalties.
691 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
692 self.manual_node_penalties.remove(node_id);
695 /// Clears the list of manual penalties that are applied during path finding.
696 pub fn clear_manual_penalties(&mut self) {
697 self.manual_node_penalties = HashMap::new();
702 impl ProbabilisticScoringFeeParameters {
703 fn zero_penalty() -> Self {
705 base_penalty_msat: 0,
706 base_penalty_amount_multiplier_msat: 0,
707 liquidity_penalty_multiplier_msat: 0,
708 liquidity_penalty_amount_multiplier_msat: 0,
709 historical_liquidity_penalty_multiplier_msat: 0,
710 historical_liquidity_penalty_amount_multiplier_msat: 0,
711 manual_node_penalties: HashMap::new(),
712 anti_probing_penalty_msat: 0,
713 considered_impossible_penalty_msat: 0,
714 linear_success_probability: true,
719 /// Parameters for configuring [`ProbabilisticScorer`].
721 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
722 /// these decay parameters affect the score of the channel penalty and are not changed on a
723 /// per-route penalty cost call.
724 #[derive(Copy, Clone)]
725 pub struct ProbabilisticScoringDecayParameters {
726 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
727 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
728 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
730 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
732 /// Note that after 16 or more half lives all historical data will be completely gone.
734 /// Default value: 14 days
736 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
737 pub historical_no_updates_half_life: Duration,
739 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
740 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
741 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
744 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
745 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
746 /// struct documentation for more info on the way the liquidity bounds are used.
748 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
749 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
750 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
752 /// Default value: 6 hours
756 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
757 /// liquidity knowledge will never decay except when the bounds cross.
758 pub liquidity_offset_half_life: Duration,
761 impl Default for ProbabilisticScoringDecayParameters {
762 fn default() -> Self {
764 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
765 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
771 impl ProbabilisticScoringDecayParameters {
772 fn zero_penalty() -> Self {
774 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
775 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
780 /// Accounting for channel liquidity balance uncertainty.
782 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
783 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
784 /// offset fields gives the opposite direction.
785 struct ChannelLiquidity<T: Time> {
786 /// Lower channel liquidity bound in terms of an offset from zero.
787 min_liquidity_offset_msat: u64,
789 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
790 max_liquidity_offset_msat: u64,
792 /// Time when the liquidity bounds were last modified.
795 min_liquidity_offset_history: HistoricalBucketRangeTracker,
796 max_liquidity_offset_history: HistoricalBucketRangeTracker,
799 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
800 /// decayed with a given half life.
801 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
802 min_liquidity_offset_msat: L,
803 max_liquidity_offset_msat: L,
804 liquidity_history: HistoricalMinMaxBuckets<BRT>,
808 decay_params: ProbabilisticScoringDecayParameters,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
836 let graph = self.network_graph.read_only();
837 for (scid, liq) in self.channel_liquidities.iter() {
838 if let Some(chan_debug) = graph.channels().get(scid) {
839 let log_direction = |source, target| {
840 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
841 let amt = directed_info.effective_capacity().as_msat();
842 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
844 let (min_buckets, max_buckets) = dir_liq.liquidity_history
845 .get_decayed_buckets(now, *dir_liq.last_updated,
846 self.decay_params.historical_no_updates_half_life)
847 .unwrap_or(([0; 32], [0; 32]));
849 log_debug!(self.logger, core::concat!(
850 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
851 "\tHistorical min liquidity bucket relative probabilities:\n",
852 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
853 "\tHistorical max liquidity bucket relative probabilities:\n",
854 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
855 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
856 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
857 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
858 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
859 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
860 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
861 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
862 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
863 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
864 // Note that the liquidity buckets are an offset from the edge, so we
865 // inverse the max order to get the probabilities from zero.
866 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
867 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
868 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
869 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
870 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
871 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
872 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
873 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
875 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
879 log_direction(&chan_debug.node_one, &chan_debug.node_two);
880 log_direction(&chan_debug.node_two, &chan_debug.node_one);
882 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
887 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
888 /// channel with `scid` towards the given `target` node.
889 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
890 let graph = self.network_graph.read_only();
892 if let Some(chan) = graph.channels().get(&scid) {
893 if let Some(liq) = self.channel_liquidities.get(&scid) {
894 if let Some((directed_info, source)) = chan.as_directed_to(target) {
895 let amt = directed_info.effective_capacity().as_msat();
896 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
897 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
904 /// Query the historical estimated minimum and maximum liquidity available for sending a
905 /// payment over the channel with `scid` towards the given `target` node.
907 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
908 /// the second set describes the upper-bound liquidity history. Each bucket describes the
909 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
910 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
911 /// more recent data points are weighted more heavily than older datapoints.
913 /// Note that the range of each bucket varies by its location to provide more granular results
914 /// at the edges of a channel's capacity, where it is more likely to sit.
916 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
917 /// is calculated by dividing that bucket's value with the total value of all buckets.
919 /// For example, using a lower bucket count for illustrative purposes, a value of
920 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
921 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
922 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
923 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
925 /// Because the datapoints are decayed slowly over time, values will eventually return to
926 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
928 /// In order to fetch a single success probability from the buckets provided here, as used in
929 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
930 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
931 -> Option<([u16; 32], [u16; 32])> {
932 let graph = self.network_graph.read_only();
934 if let Some(chan) = graph.channels().get(&scid) {
935 if let Some(liq) = self.channel_liquidities.get(&scid) {
936 if let Some((directed_info, source)) = chan.as_directed_to(target) {
937 let amt = directed_info.effective_capacity().as_msat();
938 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
940 let (min_buckets, mut max_buckets) =
941 dir_liq.liquidity_history.get_decayed_buckets(
942 dir_liq.now, *dir_liq.last_updated,
943 self.decay_params.historical_no_updates_half_life
946 // Note that the liquidity buckets are an offset from the edge, so we inverse
947 // the max order to get the probabilities from zero.
948 max_buckets.reverse();
949 return Some((min_buckets, max_buckets));
956 /// Query the probability of payment success sending the given `amount_msat` over the channel
957 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
960 /// These are the same bounds as returned by
961 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
962 /// [`Self::estimated_channel_liquidity_range`]).
963 pub fn historical_estimated_payment_success_probability(
964 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
966 let graph = self.network_graph.read_only();
968 if let Some(chan) = graph.channels().get(&scid) {
969 if let Some(liq) = self.channel_liquidities.get(&scid) {
970 if let Some((directed_info, source)) = chan.as_directed_to(target) {
971 let capacity_msat = directed_info.effective_capacity().as_msat();
972 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
974 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
975 dir_liq.now, *dir_liq.last_updated,
976 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
978 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
986 impl<T: Time> ChannelLiquidity<T> {
990 min_liquidity_offset_msat: 0,
991 max_liquidity_offset_msat: 0,
992 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
993 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
994 last_updated: T::now(),
998 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1001 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1002 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1003 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1004 if source < target {
1005 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1006 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1008 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1009 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1012 DirectedChannelLiquidity {
1013 min_liquidity_offset_msat,
1014 max_liquidity_offset_msat,
1015 liquidity_history: HistoricalMinMaxBuckets {
1016 min_liquidity_offset_history,
1017 max_liquidity_offset_history,
1020 last_updated: &self.last_updated,
1022 decay_params: decay_params,
1026 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1027 /// `capacity_msat`.
1029 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1030 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1031 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1032 if source < target {
1033 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1034 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1036 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1037 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1040 DirectedChannelLiquidity {
1041 min_liquidity_offset_msat,
1042 max_liquidity_offset_msat,
1043 liquidity_history: HistoricalMinMaxBuckets {
1044 min_liquidity_offset_history,
1045 max_liquidity_offset_history,
1048 last_updated: &mut self.last_updated,
1050 decay_params: decay_params,
1055 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1057 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1059 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1060 /// ratio, as X in 1/X.
1061 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1063 /// The divisor used when computing the amount penalty.
1064 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1065 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1067 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1069 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1070 (a * a * a, b * b * b, c * c * c)
1073 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1074 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1076 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1078 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1079 /// (recently) seen an HTLC successfully complete over this channel.
1081 fn success_probability(
1082 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1083 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1085 debug_assert!(min_liquidity_msat <= amount_msat);
1086 debug_assert!(amount_msat < max_liquidity_msat);
1087 debug_assert!(max_liquidity_msat <= capacity_msat);
1089 let (numerator, mut denominator) =
1090 if params.linear_success_probability {
1091 (max_liquidity_msat - amount_msat,
1092 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1094 let capacity = capacity_msat as f64;
1095 let min = (min_liquidity_msat as f64) / capacity;
1096 let max = (max_liquidity_msat as f64) / capacity;
1097 let amount = (amount_msat as f64) / capacity;
1099 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1100 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1101 // liquidity bounds is thus the integral under the curve from the amount to maximum
1102 // estimated liquidity, divided by the same integral from the minimum to the maximum
1103 // estimated liquidity bounds.
1105 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1106 // calculate the cumulative density function between the min/max bounds trivially. Note
1107 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1108 // division of num / den.
1109 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1110 let num = max_pow - amt_pow;
1111 let den = max_pow - min_pow;
1113 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1114 // quite a large factor to get something useful (ideally in the 2^30 range).
1115 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1116 let numerator = (num * BILLIONISH) as u64 + 1;
1117 let denominator = (den * BILLIONISH) as u64 + 1;
1118 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1119 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1120 (numerator, denominator)
1123 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1124 denominator < u64::max_value() / 21
1126 // If we have no knowledge of the channel, scale probability down by ~75%
1127 // Note that we prefer to increase the denominator rather than decrease the numerator as
1128 // the denominator is more likely to be larger and thus provide greater precision. This is
1129 // mostly an overoptimization but makes a large difference in tests.
1130 denominator = denominator * 21 / 16
1133 (numerator, denominator)
1136 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1137 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1139 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1140 let available_capacity = self.capacity_msat;
1141 let max_liquidity_msat = self.max_liquidity_msat();
1142 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1144 let mut res = if amount_msat <= min_liquidity_msat {
1146 } else if amount_msat >= max_liquidity_msat {
1147 // Equivalent to hitting the else clause below with the amount equal to the effective
1148 // capacity and without any certainty on the liquidity upper bound, plus the
1149 // impossibility penalty.
1150 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1151 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1152 score_params.liquidity_penalty_multiplier_msat,
1153 score_params.liquidity_penalty_amount_multiplier_msat)
1154 .saturating_add(score_params.considered_impossible_penalty_msat)
1156 let (numerator, denominator) = success_probability(amount_msat,
1157 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1158 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1159 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1160 // don't bother trying to use the log approximation as it gets too noisy to be
1161 // particularly helpful, instead just round down to 0.
1164 let negative_log10_times_2048 =
1165 approx::negative_log10_times_2048(numerator, denominator);
1166 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1167 score_params.liquidity_penalty_multiplier_msat,
1168 score_params.liquidity_penalty_amount_multiplier_msat)
1172 if amount_msat >= available_capacity {
1173 // We're trying to send more than the capacity, use a max penalty.
1174 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1175 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1176 score_params.historical_liquidity_penalty_multiplier_msat,
1177 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1181 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1182 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1183 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1184 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1185 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1188 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1189 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1190 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1191 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1193 // If we don't have any valid points (or, once decayed, we have less than a full
1194 // point), redo the non-historical calculation with no liquidity bounds tracked and
1195 // the historical penalty multipliers.
1196 let (numerator, denominator) = success_probability(amount_msat, 0,
1197 available_capacity, available_capacity, score_params, true);
1198 let negative_log10_times_2048 =
1199 approx::negative_log10_times_2048(numerator, denominator);
1200 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1201 score_params.historical_liquidity_penalty_multiplier_msat,
1202 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1209 /// Computes the liquidity penalty from the penalty multipliers.
1211 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1212 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1214 negative_log10_times_2048 =
1215 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1217 // Upper bound the liquidity penalty to ensure some channel is selected.
1218 let liquidity_penalty_msat = negative_log10_times_2048
1219 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1220 let amount_penalty_msat = negative_log10_times_2048
1221 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1222 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1224 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1227 /// Returns the lower bound of the channel liquidity balance in this direction.
1229 fn min_liquidity_msat(&self) -> u64 {
1230 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1233 /// Returns the upper bound of the channel liquidity balance in this direction.
1235 fn max_liquidity_msat(&self) -> u64 {
1237 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1240 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1241 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1243 // Decay the offset by the appropriate number of half lives. If half of the next half
1244 // life has passed, approximate an additional three-quarter life to help smooth out the
1246 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1247 let half_decays = elapsed_time / (half_life / 2);
1248 let decays = half_decays / 2;
1249 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1250 if half_decays % 2 == 0 {
1253 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1255 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1263 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1264 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1265 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1266 let existing_max_msat = self.max_liquidity_msat();
1267 if amount_msat < existing_max_msat {
1268 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1269 self.set_max_liquidity_msat(amount_msat);
1271 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1272 chan_descr, existing_max_msat, amount_msat);
1274 self.update_history_buckets(0);
1277 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1278 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1279 let existing_min_msat = self.min_liquidity_msat();
1280 if amount_msat > existing_min_msat {
1281 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1282 self.set_min_liquidity_msat(amount_msat);
1284 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1285 chan_descr, existing_min_msat, amount_msat);
1287 self.update_history_buckets(0);
1290 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1291 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1292 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1293 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1294 self.set_max_liquidity_msat(max_liquidity_msat);
1295 self.update_history_buckets(amount_msat);
1298 /// Updates the history buckets for this channel. Because the history buckets track what we now
1299 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1300 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1301 /// represents the amount of the successful payment we just made.
1302 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1303 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1304 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1305 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1306 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1307 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1309 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1310 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1311 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1313 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1314 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1315 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1319 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1320 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1321 *self.min_liquidity_offset_msat = amount_msat;
1322 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1325 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1327 *self.last_updated = self.now;
1330 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1331 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1332 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1333 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1336 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1338 *self.last_updated = self.now;
1342 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1343 type ScoreParams = ProbabilisticScoringFeeParameters;
1344 fn channel_penalty_msat(
1345 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1347 let (scid, target) = match candidate {
1348 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1349 (short_channel_id, info.target())
1353 let source = candidate.source();
1354 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1358 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1359 score_params.base_penalty_amount_multiplier_msat
1360 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1362 let mut anti_probing_penalty_msat = 0;
1363 match usage.effective_capacity {
1364 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1365 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1367 if usage.amount_msat > amount_msat {
1368 return u64::max_value();
1370 return base_penalty_msat;
1373 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1374 if htlc_maximum_msat >= capacity_msat/2 {
1375 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1381 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1382 let capacity_msat = usage.effective_capacity.as_msat();
1383 self.channel_liquidities
1385 .unwrap_or(&ChannelLiquidity::new())
1386 .as_directed(&source, &target, capacity_msat, self.decay_params)
1387 .penalty_msat(amount_msat, score_params)
1388 .saturating_add(anti_probing_penalty_msat)
1389 .saturating_add(base_penalty_msat)
1393 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1394 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1395 let amount_msat = path.final_value_msat();
1396 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1397 let network_graph = self.network_graph.read_only();
1398 for (hop_idx, hop) in path.hops.iter().enumerate() {
1399 let target = NodeId::from_pubkey(&hop.pubkey);
1400 let channel_directed_from_source = network_graph.channels()
1401 .get(&hop.short_channel_id)
1402 .and_then(|channel| channel.as_directed_to(&target));
1404 let at_failed_channel = hop.short_channel_id == short_channel_id;
1405 if at_failed_channel && hop_idx == 0 {
1406 log_warn!(self.logger, "Payment failed at the first hop - we do not attempt to learn channel info in such cases as we can directly observe local state.\n\tBecause we know the local state, we should generally not see failures here - this may be an indication that your channel peer on channel {} is broken and you may wish to close the channel.", hop.short_channel_id);
1409 // Only score announced channels.
1410 if let Some((channel, source)) = channel_directed_from_source {
1411 let capacity_msat = channel.effective_capacity().as_msat();
1412 if at_failed_channel {
1413 self.channel_liquidities
1414 .entry(hop.short_channel_id)
1415 .or_insert_with(ChannelLiquidity::new)
1416 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1417 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1419 self.channel_liquidities
1420 .entry(hop.short_channel_id)
1421 .or_insert_with(ChannelLiquidity::new)
1422 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1423 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1426 log_debug!(self.logger, "Not able to penalize channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1427 hop.short_channel_id);
1429 if at_failed_channel { break; }
1433 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1434 let amount_msat = path.final_value_msat();
1435 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1436 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1437 let network_graph = self.network_graph.read_only();
1438 for hop in &path.hops {
1439 let target = NodeId::from_pubkey(&hop.pubkey);
1440 let channel_directed_from_source = network_graph.channels()
1441 .get(&hop.short_channel_id)
1442 .and_then(|channel| channel.as_directed_to(&target));
1444 // Only score announced channels.
1445 if let Some((channel, source)) = channel_directed_from_source {
1446 let capacity_msat = channel.effective_capacity().as_msat();
1447 self.channel_liquidities
1448 .entry(hop.short_channel_id)
1449 .or_insert_with(ChannelLiquidity::new)
1450 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1451 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1453 log_debug!(self.logger, "Not able to learn for channel with SCID {} as we do not have graph info for it (likely a route-hint last-hop).",
1454 hop.short_channel_id);
1459 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1460 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1463 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1464 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1469 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1470 where L::Target: Logger {}
1472 #[cfg(feature = "std")]
1474 fn powf64(n: f64, exp: f64) -> f64 {
1477 #[cfg(not(feature = "std"))]
1478 fn powf64(n: f64, exp: f64) -> f64 {
1479 libm::powf(n as f32, exp as f32) as f64
1483 const BITS: u32 = 64;
1484 const HIGHEST_BIT: u32 = BITS - 1;
1485 const LOWER_BITS: u32 = 6;
1486 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1487 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1489 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1490 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1491 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1492 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1493 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1494 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1495 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1496 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1497 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1498 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1499 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1500 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1501 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1502 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1503 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1504 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1505 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1506 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1507 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1508 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1509 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1510 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1511 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1512 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1513 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1514 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1515 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1516 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1517 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1518 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1519 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1520 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1521 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1522 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1523 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1524 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1525 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1526 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1527 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1528 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1529 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1530 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1531 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1532 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1533 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1534 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1535 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1536 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1537 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1538 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1539 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1540 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1541 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1542 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1543 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1544 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1545 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1546 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1547 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1548 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1549 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1550 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1551 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1552 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1553 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1554 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1555 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1556 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1557 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1558 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1559 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1560 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1561 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1562 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1563 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1564 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1565 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1566 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1567 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1568 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1569 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1570 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1571 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1572 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1573 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1574 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1575 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1576 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1577 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1578 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1579 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1580 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1581 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1582 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1583 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1584 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1585 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1586 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1587 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1588 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1589 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1590 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1591 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1592 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1593 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1594 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1595 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1596 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1597 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1598 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1599 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1600 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1601 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1602 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1603 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1604 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1605 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1606 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1607 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1608 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1609 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1610 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1611 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1612 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1613 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1614 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1615 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1616 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1617 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1618 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1619 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1620 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1621 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1622 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1623 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1624 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1625 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1626 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1627 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1628 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1629 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1630 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1631 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1632 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1633 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1634 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1635 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1636 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1637 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1638 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1639 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1640 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1641 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1642 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1643 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1644 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1645 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1646 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1647 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1648 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1649 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1650 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1651 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1652 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1653 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1654 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1655 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1656 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1657 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1658 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1659 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1660 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1661 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1662 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1663 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1664 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1665 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1666 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1667 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1668 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1669 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1670 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1671 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1672 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1673 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1674 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1675 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1676 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1677 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1678 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1679 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1680 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1681 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1682 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1683 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1684 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1685 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1686 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1687 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1688 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1689 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1690 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1691 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1692 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1693 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1694 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1695 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1696 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1697 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1698 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1699 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1700 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1701 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1702 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1703 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1704 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1705 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1706 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1707 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1708 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1709 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1710 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1711 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1712 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1713 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1714 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1715 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1716 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1717 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1718 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1719 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1720 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1721 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1722 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1723 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1724 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1725 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1726 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1727 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1728 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1729 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1730 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1731 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1732 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1733 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1734 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1735 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1736 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1737 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1738 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1739 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1740 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1741 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1742 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1743 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1744 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1745 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1746 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1747 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1750 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1752 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1753 // Multiply the -1 through to avoid needing to use signed numbers.
1754 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1758 fn log10_times_2048(x: u64) -> u16 {
1759 debug_assert_ne!(x, 0);
1760 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1761 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1762 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1770 fn prints_negative_log10_times_2048_lookup_table() {
1771 for msb in 0..BITS {
1772 for i in 0..LOWER_BITS_BOUND {
1773 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1774 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1775 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1777 if i % LOWER_BITS_BOUND == 0 {
1778 print!("\t\t[{}, ", log10_times_2048);
1779 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1780 println!("{}],", log10_times_2048);
1781 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1782 print!("{},\n\t\t\t", log10_times_2048);
1784 print!("{}, ", log10_times_2048);
1792 mod bucketed_history {
1795 // Because liquidity is often skewed heavily in one direction, we store historical state
1796 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1797 // must fit evenly into the buckets here.
1799 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1800 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1801 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1802 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1804 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1805 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1806 // buckets in total.
1808 const BUCKET_START_POS: [u16; 33] = [
1809 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1810 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1813 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1814 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1817 const POSITION_TICKS: u16 = 1 << 14;
1819 fn pos_to_bucket(pos: u16) -> usize {
1820 for bucket in 0..32 {
1821 if pos < BUCKET_START_POS[bucket + 1] {
1825 debug_assert!(false);
1831 fn check_bucket_maps() {
1832 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1833 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1834 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1836 let mut min_size_iter = 0;
1837 let mut legacy_bucket_iter = 0;
1838 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1839 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1840 for i in 0..*width {
1841 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1843 min_size_iter += *width;
1844 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1845 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1846 if legacy_bucket_iter + 1 < 8 {
1847 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1849 legacy_bucket_iter += 1;
1852 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1853 assert_eq!(min_size_iter, POSITION_TICKS);
1857 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1858 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1859 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1860 .try_into().unwrap_or(POSITION_TICKS)
1862 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1863 // division. This branch should only be hit in fuzz testing since the amount would
1864 // need to be over 2.88 million BTC in practice.
1865 ((amount_msat as u128) * (POSITION_TICKS as u128)
1866 / (capacity_msat as u128).saturating_add(1))
1867 .try_into().unwrap_or(POSITION_TICKS)
1869 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1870 // capacity to change due to a `channel_update` message which, if received while a payment
1871 // is in-flight, could cause this to fail. Thus, we only assert in test.
1873 debug_assert!(pos < POSITION_TICKS);
1877 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1878 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1879 /// support reading the legacy values here for backwards compatibility.
1880 pub(super) struct LegacyHistoricalBucketRangeTracker {
1884 impl LegacyHistoricalBucketRangeTracker {
1885 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1886 let mut buckets = [0; 32];
1887 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1888 let mut new_val = *legacy_bucket;
1889 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1890 new_val /= (end - start) as u16;
1891 for i in start..end {
1892 buckets[i as usize] = new_val;
1895 HistoricalBucketRangeTracker { buckets }
1899 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1900 /// in each of 32 buckets.
1901 #[derive(Clone, Copy)]
1902 pub(super) struct HistoricalBucketRangeTracker {
1906 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1907 /// "one" is 32, or this constant.
1908 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1910 impl HistoricalBucketRangeTracker {
1911 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1912 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1913 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1914 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1916 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1917 // the buckets for the current min and max liquidity offset positions.
1919 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1920 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1921 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1923 // In total, this allows us to track data for the last 8,000 or so payments across a given
1926 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1927 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1928 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1931 // The constants were picked experimentally, selecting a decay amount that restricts us
1932 // from overflowing buckets without having to cap them manually.
1934 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1935 if pos < POSITION_TICKS {
1936 for e in self.buckets.iter_mut() {
1937 *e = ((*e as u32) * 2047 / 2048) as u16;
1939 let bucket = pos_to_bucket(pos);
1940 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1943 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1944 /// datapoints as we receive newer information.
1946 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1947 for e in self.buckets.iter_mut() {
1948 *e = e.checked_shr(half_lives).unwrap_or(0);
1953 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1954 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1956 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1957 /// liquidity bounds for a given channel.
1958 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1959 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1961 pub(super) min_liquidity_offset_history: D,
1962 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1964 pub(super) max_liquidity_offset_history: D,
1967 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1968 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1969 -> Option<([u16; 32], [u16; 32])> {
1970 let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1972 let mut min_buckets = *self.min_liquidity_offset_history;
1973 min_buckets.time_decay_data(required_decays);
1974 let mut max_buckets = *self.max_liquidity_offset_history;
1975 max_buckets.time_decay_data(required_decays);
1976 Some((min_buckets.buckets, max_buckets.buckets))
1979 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1980 -> Option<(u64, u32)> {
1981 let required_decays = now.duration_since(last_updated).as_secs()
1982 .checked_div(half_life.as_secs())
1983 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1985 let mut total_valid_points_tracked = 0;
1986 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1987 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1988 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1992 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1993 // treat it as if we were fully decayed.
1994 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1995 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
1999 Some((total_valid_points_tracked, required_decays))
2003 pub(super) fn calculate_success_probability_times_billion<T: Time>(
2004 &self, now: T, last_updated: T, half_life: Duration,
2005 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
2007 // If historical penalties are enabled, we try to calculate a probability of success
2008 // given our historical distribution of min- and max-liquidity bounds in a channel.
2009 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2010 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2011 // state). For each pair, we calculate the probability as if the bucket's corresponding
2012 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2013 // that probability by the weight of the selected buckets.
2014 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2015 if payment_pos >= POSITION_TICKS { return None; }
2017 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2018 // don't actually use the decayed buckets, though, as that would lose precision.
2019 let (total_valid_points_tracked, _)
2020 = self.get_total_valid_points(now, last_updated, half_life)?;
2022 let mut cumulative_success_prob_times_billion = 0;
2023 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2024 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2025 // points against the 0th min bucket. This avoids the case where we fail to route
2026 // increasingly lower values over a channel, but treat each failure as a separate
2027 // datapoint, many of which may have relatively high maximum-available-liquidity
2028 // values, which will result in us thinking we have some nontrivial probability of
2029 // routing up to that amount.
2030 if self.min_liquidity_offset_history.buckets[0] != 0 {
2031 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2032 let mut total_max_points = 0; // Total points in max-buckets to consider
2033 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2034 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2035 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2037 total_max_points += *max_bucket as u64;
2039 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2040 if payment_pos < max_bucket_end_pos {
2041 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2042 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2043 let bucket_prob_times_billion =
2044 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2045 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2046 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2047 numerator / denominator;
2051 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2052 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2053 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2054 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2055 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2056 // 30 bits is 62 bits.
2057 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2058 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2059 if payment_pos >= max_bucket_end_pos {
2060 // Success probability 0, the payment amount may be above the max liquidity
2062 } else if payment_pos < min_bucket_start_pos {
2063 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2065 let (numerator, denominator) = success_probability(payment_pos as u64,
2066 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2067 POSITION_TICKS as u64 - 1, params, true);
2068 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2069 numerator / denominator;
2074 Some(cumulative_success_prob_times_billion)
2078 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2080 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2082 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2083 write_tlv_fields!(w, {
2084 (0, self.channel_liquidities, required),
2090 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2091 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2094 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2095 ) -> Result<Self, DecodeError> {
2096 let (decay_params, network_graph, logger) = args;
2097 let mut channel_liquidities = HashMap::new();
2098 read_tlv_fields!(r, {
2099 (0, channel_liquidities, required),
2105 channel_liquidities,
2110 impl<T: Time> Writeable for ChannelLiquidity<T> {
2112 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2113 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2114 write_tlv_fields!(w, {
2115 (0, self.min_liquidity_offset_msat, required),
2116 // 1 was the min_liquidity_offset_history in octile form
2117 (2, self.max_liquidity_offset_msat, required),
2118 // 3 was the max_liquidity_offset_history in octile form
2119 (4, duration_since_epoch, required),
2120 (5, Some(self.min_liquidity_offset_history), option),
2121 (7, Some(self.max_liquidity_offset_history), option),
2127 impl<T: Time> Readable for ChannelLiquidity<T> {
2129 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2130 let mut min_liquidity_offset_msat = 0;
2131 let mut max_liquidity_offset_msat = 0;
2132 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2133 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2134 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2135 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2136 let mut duration_since_epoch = Duration::from_secs(0);
2137 read_tlv_fields!(r, {
2138 (0, min_liquidity_offset_msat, required),
2139 (1, legacy_min_liq_offset_history, option),
2140 (2, max_liquidity_offset_msat, required),
2141 (3, legacy_max_liq_offset_history, option),
2142 (4, duration_since_epoch, required),
2143 (5, min_liquidity_offset_history, option),
2144 (7, max_liquidity_offset_history, option),
2146 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2147 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2148 // is a time from a monotonic clock usually represented as an offset against boot time).
2149 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2150 // from the one that was written. However, because `Instant` can panic if we construct one
2151 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2152 // using `Instant::now()` in that case.
2153 let wall_clock_now = T::duration_since_epoch();
2155 let last_updated = if wall_clock_now > duration_since_epoch {
2156 now - (wall_clock_now - duration_since_epoch)
2158 if min_liquidity_offset_history.is_none() {
2159 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2160 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2162 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2165 if max_liquidity_offset_history.is_none() {
2166 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2167 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2169 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2173 min_liquidity_offset_msat,
2174 max_liquidity_offset_msat,
2175 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2176 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2184 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2185 use crate::blinded_path::{BlindedHop, BlindedPath};
2186 use crate::util::config::UserConfig;
2187 use crate::util::time::Time;
2188 use crate::util::time::tests::SinceEpoch;
2190 use crate::ln::channelmanager;
2191 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2192 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2193 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2194 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2195 use crate::util::ser::{ReadableArgs, Writeable};
2196 use crate::util::test_utils::{self, TestLogger};
2198 use bitcoin::blockdata::constants::ChainHash;
2199 use bitcoin::hashes::Hash;
2200 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2201 use bitcoin::network::constants::Network;
2202 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2203 use core::time::Duration;
2206 fn source_privkey() -> SecretKey {
2207 SecretKey::from_slice(&[42; 32]).unwrap()
2210 fn target_privkey() -> SecretKey {
2211 SecretKey::from_slice(&[43; 32]).unwrap()
2214 fn source_pubkey() -> PublicKey {
2215 let secp_ctx = Secp256k1::new();
2216 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2219 fn target_pubkey() -> PublicKey {
2220 let secp_ctx = Secp256k1::new();
2221 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2224 fn source_node_id() -> NodeId {
2225 NodeId::from_pubkey(&source_pubkey())
2228 fn target_node_id() -> NodeId {
2229 NodeId::from_pubkey(&target_pubkey())
2232 // `ProbabilisticScorer` tests
2234 /// A probabilistic scorer for testing with time that can be manually advanced.
2235 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2237 fn sender_privkey() -> SecretKey {
2238 SecretKey::from_slice(&[41; 32]).unwrap()
2241 fn recipient_privkey() -> SecretKey {
2242 SecretKey::from_slice(&[45; 32]).unwrap()
2245 fn sender_pubkey() -> PublicKey {
2246 let secp_ctx = Secp256k1::new();
2247 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2250 fn recipient_pubkey() -> PublicKey {
2251 let secp_ctx = Secp256k1::new();
2252 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2255 fn recipient_node_id() -> NodeId {
2256 NodeId::from_pubkey(&recipient_pubkey())
2259 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2260 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2261 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2262 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2268 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2269 node_2_key: SecretKey
2271 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2272 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2273 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2274 let secp_ctx = Secp256k1::new();
2275 let unsigned_announcement = UnsignedChannelAnnouncement {
2276 features: channelmanager::provided_channel_features(&UserConfig::default()),
2277 chain_hash: genesis_hash,
2279 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2280 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2281 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2282 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2283 excess_data: Vec::new(),
2285 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2286 let signed_announcement = ChannelAnnouncement {
2287 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2288 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2289 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2290 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2291 contents: unsigned_announcement,
2293 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2294 network_graph.update_channel_from_announcement(
2295 &signed_announcement, &chain_source).unwrap();
2296 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2297 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2301 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2302 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2304 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2305 let secp_ctx = Secp256k1::new();
2306 let unsigned_update = UnsignedChannelUpdate {
2307 chain_hash: genesis_hash,
2311 cltv_expiry_delta: 18,
2312 htlc_minimum_msat: 0,
2315 fee_proportional_millionths: 0,
2316 excess_data: Vec::new(),
2318 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2319 let signed_update = ChannelUpdate {
2320 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2321 contents: unsigned_update,
2323 network_graph.update_channel(&signed_update).unwrap();
2326 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2327 let config = UserConfig::default();
2330 node_features: channelmanager::provided_node_features(&config),
2332 channel_features: channelmanager::provided_channel_features(&config),
2334 cltv_expiry_delta: 18,
2335 maybe_announced_channel: true,
2339 fn payment_path_for_amount(amount_msat: u64) -> Path {
2342 path_hop(source_pubkey(), 41, 1),
2343 path_hop(target_pubkey(), 42, 2),
2344 path_hop(recipient_pubkey(), 43, amount_msat),
2345 ], blinded_tail: None,
2350 fn liquidity_bounds_directed_from_lowest_node_id() {
2351 let logger = TestLogger::new();
2352 let last_updated = SinceEpoch::now();
2353 let network_graph = network_graph(&logger);
2354 let decay_params = ProbabilisticScoringDecayParameters::default();
2355 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2358 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2359 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2360 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2364 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2365 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2366 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2368 let source = source_node_id();
2369 let target = target_node_id();
2370 let recipient = recipient_node_id();
2371 assert!(source > target);
2372 assert!(target < recipient);
2374 // Update minimum liquidity.
2376 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2377 .as_directed(&source, &target, 1_000, decay_params);
2378 assert_eq!(liquidity.min_liquidity_msat(), 100);
2379 assert_eq!(liquidity.max_liquidity_msat(), 300);
2381 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2382 .as_directed(&target, &source, 1_000, decay_params);
2383 assert_eq!(liquidity.min_liquidity_msat(), 700);
2384 assert_eq!(liquidity.max_liquidity_msat(), 900);
2386 scorer.channel_liquidities.get_mut(&42).unwrap()
2387 .as_directed_mut(&source, &target, 1_000, decay_params)
2388 .set_min_liquidity_msat(200);
2390 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2391 .as_directed(&source, &target, 1_000, decay_params);
2392 assert_eq!(liquidity.min_liquidity_msat(), 200);
2393 assert_eq!(liquidity.max_liquidity_msat(), 300);
2395 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2396 .as_directed(&target, &source, 1_000, decay_params);
2397 assert_eq!(liquidity.min_liquidity_msat(), 700);
2398 assert_eq!(liquidity.max_liquidity_msat(), 800);
2400 // Update maximum liquidity.
2402 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2403 .as_directed(&target, &recipient, 1_000, decay_params);
2404 assert_eq!(liquidity.min_liquidity_msat(), 700);
2405 assert_eq!(liquidity.max_liquidity_msat(), 900);
2407 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2408 .as_directed(&recipient, &target, 1_000, decay_params);
2409 assert_eq!(liquidity.min_liquidity_msat(), 100);
2410 assert_eq!(liquidity.max_liquidity_msat(), 300);
2412 scorer.channel_liquidities.get_mut(&43).unwrap()
2413 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2414 .set_max_liquidity_msat(200);
2416 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2417 .as_directed(&target, &recipient, 1_000, decay_params);
2418 assert_eq!(liquidity.min_liquidity_msat(), 0);
2419 assert_eq!(liquidity.max_liquidity_msat(), 200);
2421 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2422 .as_directed(&recipient, &target, 1_000, decay_params);
2423 assert_eq!(liquidity.min_liquidity_msat(), 800);
2424 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2428 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2429 let logger = TestLogger::new();
2430 let last_updated = SinceEpoch::now();
2431 let network_graph = network_graph(&logger);
2432 let decay_params = ProbabilisticScoringDecayParameters::default();
2433 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2436 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2437 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2438 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2440 let source = source_node_id();
2441 let target = target_node_id();
2442 assert!(source > target);
2444 // Check initial bounds.
2445 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2446 .as_directed(&source, &target, 1_000, decay_params);
2447 assert_eq!(liquidity.min_liquidity_msat(), 400);
2448 assert_eq!(liquidity.max_liquidity_msat(), 800);
2450 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2451 .as_directed(&target, &source, 1_000, decay_params);
2452 assert_eq!(liquidity.min_liquidity_msat(), 200);
2453 assert_eq!(liquidity.max_liquidity_msat(), 600);
2455 // Reset from source to target.
2456 scorer.channel_liquidities.get_mut(&42).unwrap()
2457 .as_directed_mut(&source, &target, 1_000, decay_params)
2458 .set_min_liquidity_msat(900);
2460 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2461 .as_directed(&source, &target, 1_000, decay_params);
2462 assert_eq!(liquidity.min_liquidity_msat(), 900);
2463 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2465 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2466 .as_directed(&target, &source, 1_000, decay_params);
2467 assert_eq!(liquidity.min_liquidity_msat(), 0);
2468 assert_eq!(liquidity.max_liquidity_msat(), 100);
2470 // Reset from target to source.
2471 scorer.channel_liquidities.get_mut(&42).unwrap()
2472 .as_directed_mut(&target, &source, 1_000, decay_params)
2473 .set_min_liquidity_msat(400);
2475 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2476 .as_directed(&source, &target, 1_000, decay_params);
2477 assert_eq!(liquidity.min_liquidity_msat(), 0);
2478 assert_eq!(liquidity.max_liquidity_msat(), 600);
2480 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2481 .as_directed(&target, &source, 1_000, decay_params);
2482 assert_eq!(liquidity.min_liquidity_msat(), 400);
2483 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2487 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2488 let logger = TestLogger::new();
2489 let last_updated = SinceEpoch::now();
2490 let network_graph = network_graph(&logger);
2491 let decay_params = ProbabilisticScoringDecayParameters::default();
2492 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2495 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2496 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2497 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2499 let source = source_node_id();
2500 let target = target_node_id();
2501 assert!(source > target);
2503 // Check initial bounds.
2504 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2505 .as_directed(&source, &target, 1_000, decay_params);
2506 assert_eq!(liquidity.min_liquidity_msat(), 400);
2507 assert_eq!(liquidity.max_liquidity_msat(), 800);
2509 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2510 .as_directed(&target, &source, 1_000, decay_params);
2511 assert_eq!(liquidity.min_liquidity_msat(), 200);
2512 assert_eq!(liquidity.max_liquidity_msat(), 600);
2514 // Reset from source to target.
2515 scorer.channel_liquidities.get_mut(&42).unwrap()
2516 .as_directed_mut(&source, &target, 1_000, decay_params)
2517 .set_max_liquidity_msat(300);
2519 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2520 .as_directed(&source, &target, 1_000, decay_params);
2521 assert_eq!(liquidity.min_liquidity_msat(), 0);
2522 assert_eq!(liquidity.max_liquidity_msat(), 300);
2524 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2525 .as_directed(&target, &source, 1_000, decay_params);
2526 assert_eq!(liquidity.min_liquidity_msat(), 700);
2527 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2529 // Reset from target to source.
2530 scorer.channel_liquidities.get_mut(&42).unwrap()
2531 .as_directed_mut(&target, &source, 1_000, decay_params)
2532 .set_max_liquidity_msat(600);
2534 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2535 .as_directed(&source, &target, 1_000, decay_params);
2536 assert_eq!(liquidity.min_liquidity_msat(), 400);
2537 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2539 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2540 .as_directed(&target, &source, 1_000, decay_params);
2541 assert_eq!(liquidity.min_liquidity_msat(), 0);
2542 assert_eq!(liquidity.max_liquidity_msat(), 600);
2546 fn increased_penalty_nearing_liquidity_upper_bound() {
2547 let logger = TestLogger::new();
2548 let network_graph = network_graph(&logger);
2549 let params = ProbabilisticScoringFeeParameters {
2550 liquidity_penalty_multiplier_msat: 1_000,
2551 ..ProbabilisticScoringFeeParameters::zero_penalty()
2553 let decay_params = ProbabilisticScoringDecayParameters::default();
2554 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2555 let source = source_node_id();
2557 let usage = ChannelUsage {
2559 inflight_htlc_msat: 0,
2560 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2562 let network_graph = network_graph.read_only();
2563 let channel = network_graph.channel(42).unwrap();
2564 let (info, _) = channel.as_directed_from(&source).unwrap();
2565 let candidate = CandidateRouteHop::PublicHop {
2567 short_channel_id: 42,
2569 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2570 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2571 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2572 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2573 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2574 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2575 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2577 let usage = ChannelUsage {
2579 inflight_htlc_msat: 0,
2580 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2582 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2583 let usage = ChannelUsage { amount_msat: 256, ..usage };
2584 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2585 let usage = ChannelUsage { amount_msat: 374, ..usage };
2586 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2587 let usage = ChannelUsage { amount_msat: 512, ..usage };
2588 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2589 let usage = ChannelUsage { amount_msat: 640, ..usage };
2590 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2591 let usage = ChannelUsage { amount_msat: 768, ..usage };
2592 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2593 let usage = ChannelUsage { amount_msat: 896, ..usage };
2594 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2598 fn constant_penalty_outside_liquidity_bounds() {
2599 let logger = TestLogger::new();
2600 let last_updated = SinceEpoch::now();
2601 let network_graph = network_graph(&logger);
2602 let params = ProbabilisticScoringFeeParameters {
2603 liquidity_penalty_multiplier_msat: 1_000,
2604 considered_impossible_penalty_msat: u64::max_value(),
2605 ..ProbabilisticScoringFeeParameters::zero_penalty()
2607 let decay_params = ProbabilisticScoringDecayParameters {
2608 ..ProbabilisticScoringDecayParameters::zero_penalty()
2610 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2613 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2614 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2615 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2617 let source = source_node_id();
2619 let usage = ChannelUsage {
2621 inflight_htlc_msat: 0,
2622 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2624 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2625 let (info, _) = channel.as_directed_from(&source).unwrap();
2626 let candidate = CandidateRouteHop::PublicHop {
2628 short_channel_id: 42,
2630 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2631 let usage = ChannelUsage { amount_msat: 50, ..usage };
2632 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2633 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2634 let usage = ChannelUsage { amount_msat: 61, ..usage };
2635 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2639 fn does_not_further_penalize_own_channel() {
2640 let logger = TestLogger::new();
2641 let network_graph = network_graph(&logger);
2642 let params = ProbabilisticScoringFeeParameters {
2643 liquidity_penalty_multiplier_msat: 1_000,
2644 ..ProbabilisticScoringFeeParameters::zero_penalty()
2646 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2647 let source = source_node_id();
2648 let usage = ChannelUsage {
2650 inflight_htlc_msat: 0,
2651 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2653 let failed_path = payment_path_for_amount(500);
2654 let successful_path = payment_path_for_amount(200);
2655 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2656 let (info, _) = channel.as_directed_from(&source).unwrap();
2657 let candidate = CandidateRouteHop::PublicHop {
2659 short_channel_id: 41,
2662 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2664 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2665 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2667 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2668 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2672 fn sets_liquidity_lower_bound_on_downstream_failure() {
2673 let logger = TestLogger::new();
2674 let network_graph = network_graph(&logger);
2675 let params = ProbabilisticScoringFeeParameters {
2676 liquidity_penalty_multiplier_msat: 1_000,
2677 ..ProbabilisticScoringFeeParameters::zero_penalty()
2679 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2680 let source = source_node_id();
2681 let path = payment_path_for_amount(500);
2683 let usage = ChannelUsage {
2685 inflight_htlc_msat: 0,
2686 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2688 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2689 let (info, _) = channel.as_directed_from(&source).unwrap();
2690 let candidate = CandidateRouteHop::PublicHop {
2692 short_channel_id: 42,
2694 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2695 let usage = ChannelUsage { amount_msat: 500, ..usage };
2696 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2697 let usage = ChannelUsage { amount_msat: 750, ..usage };
2698 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2700 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2702 let usage = ChannelUsage { amount_msat: 250, ..usage };
2703 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2704 let usage = ChannelUsage { amount_msat: 500, ..usage };
2705 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2706 let usage = ChannelUsage { amount_msat: 750, ..usage };
2707 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2711 fn sets_liquidity_upper_bound_on_failure() {
2712 let logger = TestLogger::new();
2713 let network_graph = network_graph(&logger);
2714 let params = ProbabilisticScoringFeeParameters {
2715 liquidity_penalty_multiplier_msat: 1_000,
2716 considered_impossible_penalty_msat: u64::max_value(),
2717 ..ProbabilisticScoringFeeParameters::zero_penalty()
2719 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2720 let source = source_node_id();
2721 let path = payment_path_for_amount(500);
2723 let usage = ChannelUsage {
2725 inflight_htlc_msat: 0,
2726 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2728 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2729 let (info, _) = channel.as_directed_from(&source).unwrap();
2730 let candidate = CandidateRouteHop::PublicHop {
2732 short_channel_id: 42,
2734 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2735 let usage = ChannelUsage { amount_msat: 500, ..usage };
2736 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2737 let usage = ChannelUsage { amount_msat: 750, ..usage };
2738 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2740 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2742 let usage = ChannelUsage { amount_msat: 250, ..usage };
2743 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2744 let usage = ChannelUsage { amount_msat: 500, ..usage };
2745 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2746 let usage = ChannelUsage { amount_msat: 750, ..usage };
2747 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2751 fn ignores_channels_after_removed_failed_channel() {
2752 // Previously, if we'd tried to send over a channel which was removed from the network
2753 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2754 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2755 // channels in the route, even ones which they payment never reached. This tests to ensure
2756 // we do not score such channels.
2757 let secp_ctx = Secp256k1::new();
2758 let logger = TestLogger::new();
2759 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2760 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2761 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2762 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2763 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2764 add_channel(&mut network_graph, 42, secret_a, secret_b);
2765 // Don't add the channel from B -> C.
2766 add_channel(&mut network_graph, 44, secret_c, secret_d);
2768 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2769 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2770 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2771 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2774 path_hop(pub_b, 42, 1),
2775 path_hop(pub_c, 43, 2),
2776 path_hop(pub_d, 44, 100),
2779 let node_a = NodeId::from_pubkey(&pub_a);
2780 let node_b = NodeId::from_pubkey(&pub_b);
2781 let node_c = NodeId::from_pubkey(&pub_c);
2783 let params = ProbabilisticScoringFeeParameters {
2784 liquidity_penalty_multiplier_msat: 1_000,
2785 ..ProbabilisticScoringFeeParameters::zero_penalty()
2787 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2789 let usage = ChannelUsage {
2791 inflight_htlc_msat: 0,
2792 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2794 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2795 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2796 let candidate = CandidateRouteHop::PublicHop {
2798 short_channel_id: 42,
2800 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2801 // Note that a default liquidity bound is used for B -> C as no channel exists
2802 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2803 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2804 let candidate = CandidateRouteHop::PublicHop {
2806 short_channel_id: 43,
2808 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2809 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2810 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2811 let candidate = CandidateRouteHop::PublicHop {
2813 short_channel_id: 44,
2815 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2817 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2819 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2820 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2821 let candidate = CandidateRouteHop::PublicHop {
2823 short_channel_id: 42,
2825 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2826 // Note that a default liquidity bound is used for B -> C as no channel exists
2827 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2828 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2829 let candidate = CandidateRouteHop::PublicHop {
2831 short_channel_id: 43,
2833 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2834 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2835 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2836 let candidate = CandidateRouteHop::PublicHop {
2838 short_channel_id: 44,
2840 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2844 fn reduces_liquidity_upper_bound_along_path_on_success() {
2845 let logger = TestLogger::new();
2846 let network_graph = network_graph(&logger);
2847 let params = ProbabilisticScoringFeeParameters {
2848 liquidity_penalty_multiplier_msat: 1_000,
2849 ..ProbabilisticScoringFeeParameters::zero_penalty()
2851 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2852 let source = source_node_id();
2853 let usage = ChannelUsage {
2855 inflight_htlc_msat: 0,
2856 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2858 let network_graph = network_graph.read_only().channels().clone();
2859 let channel_42 = network_graph.get(&42).unwrap();
2860 let channel_43 = network_graph.get(&43).unwrap();
2861 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2862 let candidate_41 = CandidateRouteHop::PublicHop {
2864 short_channel_id: 41,
2866 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2867 let candidate_42 = CandidateRouteHop::PublicHop {
2869 short_channel_id: 42,
2871 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2872 let candidate_43 = CandidateRouteHop::PublicHop {
2874 short_channel_id: 43,
2876 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2877 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2878 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2880 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2882 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2883 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2884 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2888 fn decays_liquidity_bounds_over_time() {
2889 let logger = TestLogger::new();
2890 let network_graph = network_graph(&logger);
2891 let params = ProbabilisticScoringFeeParameters {
2892 liquidity_penalty_multiplier_msat: 1_000,
2893 considered_impossible_penalty_msat: u64::max_value(),
2894 ..ProbabilisticScoringFeeParameters::zero_penalty()
2896 let decay_params = ProbabilisticScoringDecayParameters {
2897 liquidity_offset_half_life: Duration::from_secs(10),
2898 ..ProbabilisticScoringDecayParameters::zero_penalty()
2900 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2901 let source = source_node_id();
2903 let usage = ChannelUsage {
2905 inflight_htlc_msat: 0,
2906 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2908 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2909 let (info, _) = channel.as_directed_from(&source).unwrap();
2910 let candidate = CandidateRouteHop::PublicHop {
2912 short_channel_id: 42,
2914 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2915 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2916 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2918 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2919 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2921 // Initial penalties
2922 let usage = ChannelUsage { amount_msat: 128, ..usage };
2923 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2924 let usage = ChannelUsage { amount_msat: 256, ..usage };
2925 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2926 let usage = ChannelUsage { amount_msat: 768, ..usage };
2927 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2928 let usage = ChannelUsage { amount_msat: 896, ..usage };
2929 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2932 SinceEpoch::advance(Duration::from_secs(4));
2933 let usage = ChannelUsage { amount_msat: 128, ..usage };
2934 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2935 let usage = ChannelUsage { amount_msat: 256, ..usage };
2936 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2937 let usage = ChannelUsage { amount_msat: 768, ..usage };
2938 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2939 let usage = ChannelUsage { amount_msat: 896, ..usage };
2940 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2942 // Half decay (i.e., three-quarter life)
2943 SinceEpoch::advance(Duration::from_secs(1));
2944 let usage = ChannelUsage { amount_msat: 128, ..usage };
2945 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2946 let usage = ChannelUsage { amount_msat: 256, ..usage };
2947 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2948 let usage = ChannelUsage { amount_msat: 768, ..usage };
2949 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2950 let usage = ChannelUsage { amount_msat: 896, ..usage };
2951 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2953 // One decay (i.e., half life)
2954 SinceEpoch::advance(Duration::from_secs(5));
2955 let usage = ChannelUsage { amount_msat: 64, ..usage };
2956 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2957 let usage = ChannelUsage { amount_msat: 128, ..usage };
2958 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2959 let usage = ChannelUsage { amount_msat: 896, ..usage };
2960 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2961 let usage = ChannelUsage { amount_msat: 960, ..usage };
2962 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2964 // Fully decay liquidity lower bound.
2965 SinceEpoch::advance(Duration::from_secs(10 * 7));
2966 let usage = ChannelUsage { amount_msat: 0, ..usage };
2967 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2968 let usage = ChannelUsage { amount_msat: 1, ..usage };
2969 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2970 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2971 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2972 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2973 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2975 // Fully decay liquidity upper bound.
2976 SinceEpoch::advance(Duration::from_secs(10));
2977 let usage = ChannelUsage { amount_msat: 0, ..usage };
2978 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2979 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2982 SinceEpoch::advance(Duration::from_secs(10));
2983 let usage = ChannelUsage { amount_msat: 0, ..usage };
2984 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2985 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2986 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2990 fn decays_liquidity_bounds_without_shift_overflow() {
2991 let logger = TestLogger::new();
2992 let network_graph = network_graph(&logger);
2993 let params = ProbabilisticScoringFeeParameters {
2994 liquidity_penalty_multiplier_msat: 1_000,
2995 ..ProbabilisticScoringFeeParameters::zero_penalty()
2997 let decay_params = ProbabilisticScoringDecayParameters {
2998 liquidity_offset_half_life: Duration::from_secs(10),
2999 ..ProbabilisticScoringDecayParameters::default()
3001 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3002 let source = source_node_id();
3003 let usage = ChannelUsage {
3005 inflight_htlc_msat: 0,
3006 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3008 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3009 let (info, _) = channel.as_directed_from(&source).unwrap();
3010 let candidate = CandidateRouteHop::PublicHop {
3012 short_channel_id: 42,
3014 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3016 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3017 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3019 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3020 // would cause an overflow.
3021 SinceEpoch::advance(Duration::from_secs(10 * 64));
3022 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3024 SinceEpoch::advance(Duration::from_secs(10));
3025 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3029 fn restricts_liquidity_bounds_after_decay() {
3030 let logger = TestLogger::new();
3031 let network_graph = network_graph(&logger);
3032 let params = ProbabilisticScoringFeeParameters {
3033 liquidity_penalty_multiplier_msat: 1_000,
3034 ..ProbabilisticScoringFeeParameters::zero_penalty()
3036 let decay_params = ProbabilisticScoringDecayParameters {
3037 liquidity_offset_half_life: Duration::from_secs(10),
3038 ..ProbabilisticScoringDecayParameters::default()
3040 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3041 let source = source_node_id();
3042 let usage = ChannelUsage {
3044 inflight_htlc_msat: 0,
3045 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3047 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3048 let (info, _) = channel.as_directed_from(&source).unwrap();
3049 let candidate = CandidateRouteHop::PublicHop {
3051 short_channel_id: 42,
3054 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3056 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3057 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3058 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3059 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3061 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3062 SinceEpoch::advance(Duration::from_secs(10));
3063 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3065 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3066 // is closer to the upper bound, meaning a higher penalty.
3067 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3068 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3070 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3071 // is closer to the lower bound, meaning a lower penalty.
3072 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3073 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3075 // Further decaying affects the lower bound more than the upper bound (128, 928).
3076 SinceEpoch::advance(Duration::from_secs(10));
3077 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3081 fn restores_persisted_liquidity_bounds() {
3082 let logger = TestLogger::new();
3083 let network_graph = network_graph(&logger);
3084 let params = ProbabilisticScoringFeeParameters {
3085 liquidity_penalty_multiplier_msat: 1_000,
3086 considered_impossible_penalty_msat: u64::max_value(),
3087 ..ProbabilisticScoringFeeParameters::zero_penalty()
3089 let decay_params = ProbabilisticScoringDecayParameters {
3090 liquidity_offset_half_life: Duration::from_secs(10),
3091 ..ProbabilisticScoringDecayParameters::default()
3093 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3094 let source = source_node_id();
3095 let usage = ChannelUsage {
3097 inflight_htlc_msat: 0,
3098 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3101 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3102 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3103 let (info, _) = channel.as_directed_from(&source).unwrap();
3104 let candidate = CandidateRouteHop::PublicHop {
3106 short_channel_id: 42,
3108 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3110 SinceEpoch::advance(Duration::from_secs(10));
3111 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3113 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3114 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3116 let mut serialized_scorer = Vec::new();
3117 scorer.write(&mut serialized_scorer).unwrap();
3119 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3120 let deserialized_scorer =
3121 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3122 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3126 fn decays_persisted_liquidity_bounds() {
3127 let logger = TestLogger::new();
3128 let network_graph = network_graph(&logger);
3129 let params = ProbabilisticScoringFeeParameters {
3130 liquidity_penalty_multiplier_msat: 1_000,
3131 considered_impossible_penalty_msat: u64::max_value(),
3132 ..ProbabilisticScoringFeeParameters::zero_penalty()
3134 let decay_params = ProbabilisticScoringDecayParameters {
3135 liquidity_offset_half_life: Duration::from_secs(10),
3136 ..ProbabilisticScoringDecayParameters::zero_penalty()
3138 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3139 let source = source_node_id();
3140 let usage = ChannelUsage {
3142 inflight_htlc_msat: 0,
3143 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3146 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3147 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3148 let (info, _) = channel.as_directed_from(&source).unwrap();
3149 let candidate = CandidateRouteHop::PublicHop {
3151 short_channel_id: 42,
3153 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3155 let mut serialized_scorer = Vec::new();
3156 scorer.write(&mut serialized_scorer).unwrap();
3158 SinceEpoch::advance(Duration::from_secs(10));
3160 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3161 let deserialized_scorer =
3162 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3163 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3165 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3166 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3168 SinceEpoch::advance(Duration::from_secs(10));
3169 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3173 fn scores_realistic_payments() {
3174 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3175 // 50k sat reserve).
3176 let logger = TestLogger::new();
3177 let network_graph = network_graph(&logger);
3178 let params = ProbabilisticScoringFeeParameters::default();
3179 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3180 let source = source_node_id();
3182 let usage = ChannelUsage {
3183 amount_msat: 100_000_000,
3184 inflight_htlc_msat: 0,
3185 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3187 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3188 let (info, _) = channel.as_directed_from(&source).unwrap();
3189 let candidate = CandidateRouteHop::PublicHop {
3191 short_channel_id: 42,
3193 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3194 let usage = ChannelUsage {
3195 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3197 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3198 let usage = ChannelUsage {
3199 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3201 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3202 let usage = ChannelUsage {
3203 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3205 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3206 let usage = ChannelUsage {
3207 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3209 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3210 let usage = ChannelUsage {
3211 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3213 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3214 let usage = ChannelUsage {
3215 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3217 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3218 let usage = ChannelUsage {
3219 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3221 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3222 let usage = ChannelUsage {
3223 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3225 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3226 let usage = ChannelUsage {
3227 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3229 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3230 let usage = ChannelUsage {
3231 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3233 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3237 fn adds_base_penalty_to_liquidity_penalty() {
3238 let logger = TestLogger::new();
3239 let network_graph = network_graph(&logger);
3240 let source = source_node_id();
3241 let usage = ChannelUsage {
3243 inflight_htlc_msat: 0,
3244 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3247 let params = ProbabilisticScoringFeeParameters {
3248 liquidity_penalty_multiplier_msat: 1_000,
3249 ..ProbabilisticScoringFeeParameters::zero_penalty()
3251 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3252 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3253 let (info, _) = channel.as_directed_from(&source).unwrap();
3254 let candidate = CandidateRouteHop::PublicHop {
3256 short_channel_id: 42,
3258 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3260 let params = ProbabilisticScoringFeeParameters {
3261 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3262 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3264 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3265 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3267 let params = ProbabilisticScoringFeeParameters {
3268 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3269 base_penalty_amount_multiplier_msat: (1 << 30),
3270 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3273 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3274 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3278 fn adds_amount_penalty_to_liquidity_penalty() {
3279 let logger = TestLogger::new();
3280 let network_graph = network_graph(&logger);
3281 let source = source_node_id();
3282 let usage = ChannelUsage {
3283 amount_msat: 512_000,
3284 inflight_htlc_msat: 0,
3285 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3288 let params = ProbabilisticScoringFeeParameters {
3289 liquidity_penalty_multiplier_msat: 1_000,
3290 liquidity_penalty_amount_multiplier_msat: 0,
3291 ..ProbabilisticScoringFeeParameters::zero_penalty()
3293 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3294 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3295 let (info, _) = channel.as_directed_from(&source).unwrap();
3296 let candidate = CandidateRouteHop::PublicHop {
3298 short_channel_id: 42,
3300 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3302 let params = ProbabilisticScoringFeeParameters {
3303 liquidity_penalty_multiplier_msat: 1_000,
3304 liquidity_penalty_amount_multiplier_msat: 256,
3305 ..ProbabilisticScoringFeeParameters::zero_penalty()
3307 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3308 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3312 fn calculates_log10_without_overflowing_u64_max_value() {
3313 let logger = TestLogger::new();
3314 let network_graph = network_graph(&logger);
3315 let source = source_node_id();
3316 let usage = ChannelUsage {
3317 amount_msat: u64::max_value(),
3318 inflight_htlc_msat: 0,
3319 effective_capacity: EffectiveCapacity::Infinite,
3321 let params = ProbabilisticScoringFeeParameters {
3322 liquidity_penalty_multiplier_msat: 40_000,
3323 ..ProbabilisticScoringFeeParameters::zero_penalty()
3325 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3326 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3327 let (info, _) = channel.as_directed_from(&source).unwrap();
3328 let candidate = CandidateRouteHop::PublicHop {
3330 short_channel_id: 42,
3332 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3333 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3337 fn accounts_for_inflight_htlc_usage() {
3338 let logger = TestLogger::new();
3339 let network_graph = network_graph(&logger);
3340 let params = ProbabilisticScoringFeeParameters {
3341 considered_impossible_penalty_msat: u64::max_value(),
3342 ..ProbabilisticScoringFeeParameters::zero_penalty()
3344 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3345 let source = source_node_id();
3347 let usage = ChannelUsage {
3349 inflight_htlc_msat: 0,
3350 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3352 let network_graph = network_graph.read_only();
3353 let channel = network_graph.channel(42).unwrap();
3354 let (info, _) = channel.as_directed_from(&source).unwrap();
3355 let candidate = CandidateRouteHop::PublicHop {
3357 short_channel_id: 42,
3359 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3361 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3362 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3366 fn removes_uncertainity_when_exact_liquidity_known() {
3367 let logger = TestLogger::new();
3368 let network_graph = network_graph(&logger);
3369 let params = ProbabilisticScoringFeeParameters::default();
3370 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3371 let source = source_node_id();
3373 let base_penalty_msat = params.base_penalty_msat;
3374 let usage = ChannelUsage {
3376 inflight_htlc_msat: 0,
3377 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3379 let network_graph = network_graph.read_only();
3380 let channel = network_graph.channel(42).unwrap();
3381 let (info, _) = channel.as_directed_from(&source).unwrap();
3382 let candidate = CandidateRouteHop::PublicHop {
3384 short_channel_id: 42,
3386 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3388 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3389 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3391 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3392 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3396 fn remembers_historical_failures() {
3397 let logger = TestLogger::new();
3398 let network_graph = network_graph(&logger);
3399 let params = ProbabilisticScoringFeeParameters {
3400 historical_liquidity_penalty_multiplier_msat: 1024,
3401 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3402 ..ProbabilisticScoringFeeParameters::zero_penalty()
3404 let decay_params = ProbabilisticScoringDecayParameters {
3405 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3406 historical_no_updates_half_life: Duration::from_secs(10),
3408 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3409 let source = source_node_id();
3410 let target = target_node_id();
3412 let usage = ChannelUsage {
3414 inflight_htlc_msat: 0,
3415 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3417 let usage_1 = ChannelUsage {
3419 inflight_htlc_msat: 0,
3420 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3424 let network_graph = network_graph.read_only();
3425 let channel = network_graph.channel(42).unwrap();
3426 let (info, _) = channel.as_directed_from(&source).unwrap();
3427 let candidate = CandidateRouteHop::PublicHop {
3429 short_channel_id: 42,
3432 // With no historical data the normal liquidity penalty calculation is used.
3433 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3435 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3437 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3440 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3442 let network_graph = network_graph.read_only();
3443 let channel = network_graph.channel(42).unwrap();
3444 let (info, _) = channel.as_directed_from(&source).unwrap();
3445 let candidate = CandidateRouteHop::PublicHop {
3447 short_channel_id: 42,
3450 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3451 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3453 // The "it failed" increment is 32, where the probability should lie several buckets into
3454 // the first octile.
3455 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3456 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],
3457 [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])));
3458 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3460 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3463 // Even after we tell the scorer we definitely have enough available liquidity, it will
3464 // still remember that there was some failure in the past, and assign a non-0 penalty.
3465 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3467 let network_graph = network_graph.read_only();
3468 let channel = network_graph.channel(42).unwrap();
3469 let (info, _) = channel.as_directed_from(&source).unwrap();
3470 let candidate = CandidateRouteHop::PublicHop {
3472 short_channel_id: 42,
3475 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3477 // The first points should be decayed just slightly and the last bucket has a new point.
3478 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3479 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],
3480 [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])));
3482 // The exact success probability is a bit complicated and involves integer rounding, so we
3483 // simply check bounds here.
3484 let five_hundred_prob =
3485 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3486 assert!(five_hundred_prob > 0.59);
3487 assert!(five_hundred_prob < 0.60);
3489 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3490 assert!(one_prob < 0.85);
3491 assert!(one_prob > 0.84);
3493 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3494 // gone), and check that we're back to where we started.
3495 SinceEpoch::advance(Duration::from_secs(10 * 16));
3497 let network_graph = network_graph.read_only();
3498 let channel = network_graph.channel(42).unwrap();
3499 let (info, _) = channel.as_directed_from(&source).unwrap();
3500 let candidate = CandidateRouteHop::PublicHop {
3502 short_channel_id: 42,
3505 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3507 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3508 // data entirely instead.
3509 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3511 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3513 let mut usage = ChannelUsage {
3515 inflight_htlc_msat: 1024,
3516 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3518 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3520 let network_graph = network_graph.read_only();
3521 let channel = network_graph.channel(42).unwrap();
3522 let (info, _) = channel.as_directed_from(&source).unwrap();
3523 let candidate = CandidateRouteHop::PublicHop {
3525 short_channel_id: 42,
3528 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3529 usage.inflight_htlc_msat = 0;
3530 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3532 let usage = ChannelUsage {
3534 inflight_htlc_msat: 0,
3535 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3537 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3540 // Advance to decay all liquidity offsets to zero.
3541 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3543 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3544 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3546 path_hop(target_pubkey(), 43, 2),
3547 path_hop(source_pubkey(), 42, 1),
3548 path_hop(sender_pubkey(), 41, 0),
3550 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3554 fn adds_anti_probing_penalty() {
3555 let logger = TestLogger::new();
3556 let network_graph = network_graph(&logger);
3557 let source = source_node_id();
3558 let params = ProbabilisticScoringFeeParameters {
3559 anti_probing_penalty_msat: 500,
3560 ..ProbabilisticScoringFeeParameters::zero_penalty()
3562 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3564 // Check we receive no penalty for a low htlc_maximum_msat.
3565 let usage = ChannelUsage {
3566 amount_msat: 512_000,
3567 inflight_htlc_msat: 0,
3568 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3570 let network_graph = network_graph.read_only();
3571 let channel = network_graph.channel(42).unwrap();
3572 let (info, _) = channel.as_directed_from(&source).unwrap();
3573 let candidate = CandidateRouteHop::PublicHop {
3575 short_channel_id: 42,
3577 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3579 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3580 let usage = ChannelUsage {
3581 amount_msat: 512_000,
3582 inflight_htlc_msat: 0,
3583 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3585 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3587 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3588 let usage = ChannelUsage {
3589 amount_msat: 512_000,
3590 inflight_htlc_msat: 0,
3591 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3593 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3595 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3596 let usage = ChannelUsage {
3597 amount_msat: 512_000,
3598 inflight_htlc_msat: 0,
3599 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3601 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3605 fn scores_with_blinded_path() {
3606 // Make sure we'll account for a blinded path's final_value_msat in scoring
3607 let logger = TestLogger::new();
3608 let network_graph = network_graph(&logger);
3609 let params = ProbabilisticScoringFeeParameters {
3610 liquidity_penalty_multiplier_msat: 1_000,
3611 ..ProbabilisticScoringFeeParameters::zero_penalty()
3613 let decay_params = ProbabilisticScoringDecayParameters::default();
3614 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3615 let source = source_node_id();
3616 let usage = ChannelUsage {
3618 inflight_htlc_msat: 0,
3619 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3621 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3622 let (info, target) = channel.as_directed_from(&source).unwrap();
3623 let candidate = CandidateRouteHop::PublicHop {
3625 short_channel_id: 42,
3627 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3629 let mut path = payment_path_for_amount(768);
3630 let recipient_hop = path.hops.pop().unwrap();
3631 let blinded_path = BlindedPath {
3632 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3633 blinding_point: test_utils::pubkey(42),
3635 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3638 path.blinded_tail = Some(BlindedTail {
3639 hops: blinded_path.blinded_hops,
3640 blinding_point: blinded_path.blinding_point,
3641 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3642 final_value_msat: recipient_hop.fee_msat,
3645 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3646 // final value is taken into account.
3647 assert!(scorer.channel_liquidities.get(&42).is_none());
3649 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3650 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3651 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3653 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3654 .as_directed(&source, &target, 1_000, decay_params);
3655 assert_eq!(liquidity.min_liquidity_msat(), 256);
3656 assert_eq!(liquidity.max_liquidity_msat(), 768);
3660 fn realistic_historical_failures() {
3661 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3662 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3664 let logger = TestLogger::new();
3665 let mut network_graph = network_graph(&logger);
3666 let params = ProbabilisticScoringFeeParameters {
3667 historical_liquidity_penalty_multiplier_msat: 1024,
3668 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3669 ..ProbabilisticScoringFeeParameters::zero_penalty()
3671 let decay_params = ProbabilisticScoringDecayParameters {
3672 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3673 historical_no_updates_half_life: Duration::from_secs(10),
3674 ..ProbabilisticScoringDecayParameters::default()
3677 let capacity_msat = 100_000_000_000;
3678 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3679 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3681 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3682 let source = source_node_id();
3684 let mut amount_msat = 10_000_000;
3685 let usage = ChannelUsage {
3687 inflight_htlc_msat: 0,
3688 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3690 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3691 let (info, target) = channel.as_directed_from(&source).unwrap();
3692 let candidate = CandidateRouteHop::PublicHop {
3694 short_channel_id: 42,
3696 // With no historical data the normal liquidity penalty calculation is used, which results
3697 // in a success probability of ~75%.
3698 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3699 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3701 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3704 // Fail to pay once, and then check the buckets and penalty.
3705 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3706 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3707 // same bucket which is the only maximum datapoint.
3708 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3709 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3710 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3711 // 6k sats and 12k sats).
3712 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3713 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],
3714 [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])));
3715 // The success probability estimate itself should be zero.
3716 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3719 // Now test again with the amount in the bottom bucket.
3721 // The new amount is entirely within the only minimum bucket with score, so the probability
3722 // we assign is 1/2.
3723 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3726 // ...but once we see a failure, we consider the payment to be substantially less likely,
3727 // even though not a probability of zero as we still look at the second max bucket which
3729 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3730 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3731 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],
3732 [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])));
3733 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),