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);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn time_passed(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn time_passed(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().time_passed(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn time_passed(&mut self, duration_since_epoch: Duration) {
376 self.0.time_passed(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 // TODO: Remove entries of closed channels.
497 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
500 /// Parameters for configuring [`ProbabilisticScorer`].
502 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
503 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
505 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
508 pub struct ProbabilisticScoringFeeParameters {
509 /// A fixed penalty in msats to apply to each channel.
511 /// Default value: 500 msat
512 pub base_penalty_msat: u64,
514 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
515 /// applied to each channel, in excess of the [`base_penalty_msat`].
517 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
518 /// fees plus penalty) for large payments. The penalty is computed as the product of this
519 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
520 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
522 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
524 /// Default value: 8,192 msat
526 /// [`base_penalty_msat`]: Self::base_penalty_msat
527 pub base_penalty_amount_multiplier_msat: u64,
529 /// A multiplier used in conjunction with the negative `log10` of the channel's success
530 /// probability for a payment, as determined by our latest estimates of the channel's
531 /// liquidity, to determine the liquidity penalty.
533 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
534 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
535 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
536 /// lower bounding the success probability to `0.01`) when the amount falls within the
537 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
538 /// result in a `u64::max_value` penalty, however.
540 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
542 /// Default value: 30,000 msat
544 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
545 pub liquidity_penalty_multiplier_msat: u64,
547 /// A multiplier used in conjunction with the total amount flowing over a channel and the
548 /// negative `log10` of the channel's success probability for the payment, as determined by our
549 /// latest estimates of the channel's liquidity, to determine the amount penalty.
551 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
552 /// fees plus penalty) for large payments. The penalty is computed as the product of this
553 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
554 /// `log10` of the success probability.
556 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
558 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
559 /// the amount will result in a penalty of the multiplier. And, as the success probability
560 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
561 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
564 /// Default value: 192 msat
565 pub liquidity_penalty_amount_multiplier_msat: u64,
567 /// A multiplier used in conjunction with the negative `log10` of the channel's success
568 /// probability for the payment, as determined based on the history of our estimates of the
569 /// channel's available liquidity, to determine a penalty.
571 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
572 /// only our latest estimate for the current liquidity available in the channel, it estimates
573 /// success probability based on the estimated liquidity available in the channel through
574 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
575 /// track which of several buckets those bounds fall into, exponentially decaying the
576 /// probability of each bucket as new samples are added.
578 /// Default value: 10,000 msat
580 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
581 pub historical_liquidity_penalty_multiplier_msat: u64,
583 /// A multiplier used in conjunction with the total amount flowing over a channel and the
584 /// negative `log10` of the channel's success probability for the payment, as determined based
585 /// on the history of our estimates of the channel's available liquidity, to determine a
588 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
589 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
590 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
593 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
594 /// of using only our latest estimate for the current liquidity available in the channel, it
595 /// estimates success probability based on the estimated liquidity available in the channel
596 /// through history. Specifically, every time we update our liquidity bounds on a given
597 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
598 /// the probability of each bucket as new samples are added.
600 /// Default value: 64 msat
602 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
603 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
605 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
606 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
607 /// considered during path finding.
609 /// This is not exported to bindings users
610 pub manual_node_penalties: HashMap<NodeId, u64>,
612 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
613 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
614 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
615 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
616 /// to restrict `htlc_maximum_msat` and improve privacy.
618 /// Default value: 250 msat
619 pub anti_probing_penalty_msat: u64,
621 /// This penalty is applied when the total amount flowing over a channel exceeds our current
622 /// estimate of the channel's available liquidity. The total amount is the amount of the
623 /// current HTLC plus any HTLCs which we've sent over the same channel.
625 /// Note that in this case all other penalties, including the
626 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
627 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
628 /// applicable, are still included in the overall penalty.
630 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
631 /// `u64::max_value()` will guarantee that.
633 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
635 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
636 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
637 /// [`base_penalty_msat`]: Self::base_penalty_msat
638 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
639 pub considered_impossible_penalty_msat: u64,
641 /// In order to calculate most of the scores above, we must first convert a lower and upper
642 /// bound on the available liquidity in a channel into the probability that we think a payment
643 /// will succeed. That probability is derived from a Probability Density Function for where we
644 /// think the liquidity in a channel likely lies, given such bounds.
646 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
647 /// liquidity in a channel is just as likely to be at any point between our lower and upper
650 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
651 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
652 /// matches experimental results - most routing nodes do not aggressively rebalance their
653 /// channels and flows in the network are often unbalanced, leaving liquidity usually
656 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
657 /// of floating-point multiplications in the hottest routing code, which may lead to routing
658 /// performance degradation on some machines.
660 /// Default value: false
661 pub linear_success_probability: bool,
664 impl Default for ProbabilisticScoringFeeParameters {
665 fn default() -> Self {
667 base_penalty_msat: 500,
668 base_penalty_amount_multiplier_msat: 8192,
669 liquidity_penalty_multiplier_msat: 30_000,
670 liquidity_penalty_amount_multiplier_msat: 192,
671 manual_node_penalties: HashMap::new(),
672 anti_probing_penalty_msat: 250,
673 considered_impossible_penalty_msat: 1_0000_0000_000,
674 historical_liquidity_penalty_multiplier_msat: 10_000,
675 historical_liquidity_penalty_amount_multiplier_msat: 64,
676 linear_success_probability: false,
681 impl ProbabilisticScoringFeeParameters {
682 /// Marks the node with the given `node_id` as banned,
683 /// i.e it will be avoided during path finding.
684 pub fn add_banned(&mut self, node_id: &NodeId) {
685 self.manual_node_penalties.insert(*node_id, u64::max_value());
688 /// Marks all nodes in the given list as banned, i.e.,
689 /// they will be avoided during path finding.
690 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
692 self.manual_node_penalties.insert(id, u64::max_value());
696 /// Removes the node with the given `node_id` from the list of nodes to avoid.
697 pub fn remove_banned(&mut self, node_id: &NodeId) {
698 self.manual_node_penalties.remove(node_id);
701 /// Sets a manual penalty for the given node.
702 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
703 self.manual_node_penalties.insert(*node_id, penalty);
706 /// Removes the node with the given `node_id` from the list of manual penalties.
707 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
708 self.manual_node_penalties.remove(node_id);
711 /// Clears the list of manual penalties that are applied during path finding.
712 pub fn clear_manual_penalties(&mut self) {
713 self.manual_node_penalties = HashMap::new();
718 impl ProbabilisticScoringFeeParameters {
719 fn zero_penalty() -> Self {
721 base_penalty_msat: 0,
722 base_penalty_amount_multiplier_msat: 0,
723 liquidity_penalty_multiplier_msat: 0,
724 liquidity_penalty_amount_multiplier_msat: 0,
725 historical_liquidity_penalty_multiplier_msat: 0,
726 historical_liquidity_penalty_amount_multiplier_msat: 0,
727 manual_node_penalties: HashMap::new(),
728 anti_probing_penalty_msat: 0,
729 considered_impossible_penalty_msat: 0,
730 linear_success_probability: true,
735 /// Parameters for configuring [`ProbabilisticScorer`].
737 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
738 /// these decay parameters affect the score of the channel penalty and are not changed on a
739 /// per-route penalty cost call.
740 #[derive(Copy, Clone)]
741 pub struct ProbabilisticScoringDecayParameters {
742 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
743 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
744 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
746 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
748 /// Note that after 16 or more half lives all historical data will be completely gone.
750 /// Default value: 14 days
752 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
753 pub historical_no_updates_half_life: Duration,
755 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
756 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
757 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
760 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
761 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
762 /// struct documentation for more info on the way the liquidity bounds are used.
764 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
765 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
766 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
768 /// Default value: 6 hours
772 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
773 /// liquidity knowledge will never decay except when the bounds cross.
774 pub liquidity_offset_half_life: Duration,
777 impl Default for ProbabilisticScoringDecayParameters {
778 fn default() -> Self {
780 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
781 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
787 impl ProbabilisticScoringDecayParameters {
788 fn zero_penalty() -> Self {
790 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
791 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
796 /// Accounting for channel liquidity balance uncertainty.
798 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
799 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
800 /// offset fields gives the opposite direction.
801 struct ChannelLiquidity<T: Time> {
802 /// Lower channel liquidity bound in terms of an offset from zero.
803 min_liquidity_offset_msat: u64,
805 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
806 max_liquidity_offset_msat: u64,
808 min_liquidity_offset_history: HistoricalBucketRangeTracker,
809 max_liquidity_offset_history: HistoricalBucketRangeTracker,
811 /// Time when the liquidity bounds were last modified.
814 /// Time when the historical liquidity bounds were last modified.
815 offset_history_last_updated: T,
818 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
819 /// decayed with a given half life.
820 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
821 min_liquidity_offset_msat: L,
822 max_liquidity_offset_msat: L,
823 liquidity_history: HistoricalMinMaxBuckets<BRT>,
826 offset_history_last_updated: U,
828 decay_params: ProbabilisticScoringDecayParameters,
831 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
832 /// Creates a new scorer using the given scoring parameters for sending payments from a node
833 /// through a network graph.
834 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
839 channel_liquidities: HashMap::new(),
844 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
845 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
849 /// Dump the contents of this scorer into the configured logger.
851 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
852 /// which may be a substantial amount of log output.
853 pub fn debug_log_liquidity_stats(&self) {
856 let graph = self.network_graph.read_only();
857 for (scid, liq) in self.channel_liquidities.iter() {
858 if let Some(chan_debug) = graph.channels().get(scid) {
859 let log_direction = |source, target| {
860 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
861 let amt = directed_info.effective_capacity().as_msat();
862 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
864 let (min_buckets, max_buckets) = dir_liq.liquidity_history
865 .get_decayed_buckets(now, *dir_liq.offset_history_last_updated,
866 self.decay_params.historical_no_updates_half_life)
867 .unwrap_or(([0; 32], [0; 32]));
869 log_debug!(self.logger, core::concat!(
870 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
871 "\tHistorical min liquidity bucket relative probabilities:\n",
872 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
873 "\tHistorical max liquidity bucket relative probabilities:\n",
874 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
875 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
876 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
877 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
878 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
879 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
880 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
881 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
882 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
883 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
884 // Note that the liquidity buckets are an offset from the edge, so we
885 // inverse the max order to get the probabilities from zero.
886 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
887 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
888 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
889 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
890 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
891 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
892 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
893 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
895 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
899 log_direction(&chan_debug.node_one, &chan_debug.node_two);
900 log_direction(&chan_debug.node_two, &chan_debug.node_one);
902 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
907 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
908 /// channel with `scid` towards the given `target` node.
909 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
910 let graph = self.network_graph.read_only();
912 if let Some(chan) = graph.channels().get(&scid) {
913 if let Some(liq) = self.channel_liquidities.get(&scid) {
914 if let Some((directed_info, source)) = chan.as_directed_to(target) {
915 let amt = directed_info.effective_capacity().as_msat();
916 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
917 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
924 /// Query the historical estimated minimum and maximum liquidity available for sending a
925 /// payment over the channel with `scid` towards the given `target` node.
927 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
928 /// the second set describes the upper-bound liquidity history. Each bucket describes the
929 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
930 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
931 /// more recent data points are weighted more heavily than older datapoints.
933 /// Note that the range of each bucket varies by its location to provide more granular results
934 /// at the edges of a channel's capacity, where it is more likely to sit.
936 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
937 /// is calculated by dividing that bucket's value with the total value of all buckets.
939 /// For example, using a lower bucket count for illustrative purposes, a value of
940 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
941 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
942 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
943 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
945 /// Because the datapoints are decayed slowly over time, values will eventually return to
946 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
948 /// In order to fetch a single success probability from the buckets provided here, as used in
949 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
950 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
951 -> Option<([u16; 32], [u16; 32])> {
952 let graph = self.network_graph.read_only();
954 if let Some(chan) = graph.channels().get(&scid) {
955 if let Some(liq) = self.channel_liquidities.get(&scid) {
956 if let Some((directed_info, source)) = chan.as_directed_to(target) {
957 let amt = directed_info.effective_capacity().as_msat();
958 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
960 let (min_buckets, mut max_buckets) =
961 dir_liq.liquidity_history.get_decayed_buckets(
962 dir_liq.now, *dir_liq.offset_history_last_updated,
963 self.decay_params.historical_no_updates_half_life
966 // Note that the liquidity buckets are an offset from the edge, so we inverse
967 // the max order to get the probabilities from zero.
968 max_buckets.reverse();
969 return Some((min_buckets, max_buckets));
976 /// Query the probability of payment success sending the given `amount_msat` over the channel
977 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
980 /// These are the same bounds as returned by
981 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
982 /// [`Self::estimated_channel_liquidity_range`]).
983 pub fn historical_estimated_payment_success_probability(
984 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
986 let graph = self.network_graph.read_only();
988 if let Some(chan) = graph.channels().get(&scid) {
989 if let Some(liq) = self.channel_liquidities.get(&scid) {
990 if let Some((directed_info, source)) = chan.as_directed_to(target) {
991 let capacity_msat = directed_info.effective_capacity().as_msat();
992 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
994 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
995 dir_liq.now, *dir_liq.offset_history_last_updated,
996 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
998 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
1006 impl<T: Time> ChannelLiquidity<T> {
1010 min_liquidity_offset_msat: 0,
1011 max_liquidity_offset_msat: 0,
1012 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1013 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1014 last_updated: T::now(),
1015 offset_history_last_updated: T::now(),
1019 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1020 /// `capacity_msat`.
1022 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1023 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1024 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1025 if source < target {
1026 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1027 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1029 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1030 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1033 DirectedChannelLiquidity {
1034 min_liquidity_offset_msat,
1035 max_liquidity_offset_msat,
1036 liquidity_history: HistoricalMinMaxBuckets {
1037 min_liquidity_offset_history,
1038 max_liquidity_offset_history,
1041 last_updated: &self.last_updated,
1042 offset_history_last_updated: &self.offset_history_last_updated,
1044 decay_params: decay_params,
1048 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1049 /// `capacity_msat`.
1051 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1052 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1053 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1054 if source < target {
1055 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1056 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1058 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1059 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1062 DirectedChannelLiquidity {
1063 min_liquidity_offset_msat,
1064 max_liquidity_offset_msat,
1065 liquidity_history: HistoricalMinMaxBuckets {
1066 min_liquidity_offset_history,
1067 max_liquidity_offset_history,
1070 last_updated: &mut self.last_updated,
1071 offset_history_last_updated: &mut self.offset_history_last_updated,
1073 decay_params: decay_params,
1078 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1080 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1082 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1083 /// ratio, as X in 1/X.
1084 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1086 /// The divisor used when computing the amount penalty.
1087 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1088 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1090 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1092 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1093 (a * a * a, b * b * b, c * c * c)
1096 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1097 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1099 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1101 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1102 /// (recently) seen an HTLC successfully complete over this channel.
1104 fn success_probability(
1105 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1106 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1108 debug_assert!(min_liquidity_msat <= amount_msat);
1109 debug_assert!(amount_msat < max_liquidity_msat);
1110 debug_assert!(max_liquidity_msat <= capacity_msat);
1112 let (numerator, mut denominator) =
1113 if params.linear_success_probability {
1114 (max_liquidity_msat - amount_msat,
1115 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1117 let capacity = capacity_msat as f64;
1118 let min = (min_liquidity_msat as f64) / capacity;
1119 let max = (max_liquidity_msat as f64) / capacity;
1120 let amount = (amount_msat as f64) / capacity;
1122 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1123 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1124 // liquidity bounds is thus the integral under the curve from the amount to maximum
1125 // estimated liquidity, divided by the same integral from the minimum to the maximum
1126 // estimated liquidity bounds.
1128 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1129 // calculate the cumulative density function between the min/max bounds trivially. Note
1130 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1131 // division of num / den.
1132 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1133 let num = max_pow - amt_pow;
1134 let den = max_pow - min_pow;
1136 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1137 // quite a large factor to get something useful (ideally in the 2^30 range).
1138 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1139 let numerator = (num * BILLIONISH) as u64 + 1;
1140 let denominator = (den * BILLIONISH) as u64 + 1;
1141 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1142 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1143 (numerator, denominator)
1146 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1147 denominator < u64::max_value() / 21
1149 // If we have no knowledge of the channel, scale probability down by ~75%
1150 // Note that we prefer to increase the denominator rather than decrease the numerator as
1151 // the denominator is more likely to be larger and thus provide greater precision. This is
1152 // mostly an overoptimization but makes a large difference in tests.
1153 denominator = denominator * 21 / 16
1156 (numerator, denominator)
1159 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1160 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1162 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1163 let available_capacity = self.capacity_msat;
1164 let max_liquidity_msat = self.max_liquidity_msat();
1165 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1167 let mut res = if amount_msat <= min_liquidity_msat {
1169 } else if amount_msat >= max_liquidity_msat {
1170 // Equivalent to hitting the else clause below with the amount equal to the effective
1171 // capacity and without any certainty on the liquidity upper bound, plus the
1172 // impossibility penalty.
1173 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1174 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1175 score_params.liquidity_penalty_multiplier_msat,
1176 score_params.liquidity_penalty_amount_multiplier_msat)
1177 .saturating_add(score_params.considered_impossible_penalty_msat)
1179 let (numerator, denominator) = success_probability(amount_msat,
1180 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1181 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1182 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1183 // don't bother trying to use the log approximation as it gets too noisy to be
1184 // particularly helpful, instead just round down to 0.
1187 let negative_log10_times_2048 =
1188 approx::negative_log10_times_2048(numerator, denominator);
1189 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1190 score_params.liquidity_penalty_multiplier_msat,
1191 score_params.liquidity_penalty_amount_multiplier_msat)
1195 if amount_msat >= available_capacity {
1196 // We're trying to send more than the capacity, use a max penalty.
1197 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1198 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1199 score_params.historical_liquidity_penalty_multiplier_msat,
1200 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1204 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1205 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1206 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1207 .calculate_success_probability_times_billion(
1208 self.now, *self.offset_history_last_updated,
1209 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1212 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1213 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1214 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1215 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1217 // If we don't have any valid points (or, once decayed, we have less than a full
1218 // point), redo the non-historical calculation with no liquidity bounds tracked and
1219 // the historical penalty multipliers.
1220 let (numerator, denominator) = success_probability(amount_msat, 0,
1221 available_capacity, available_capacity, score_params, true);
1222 let negative_log10_times_2048 =
1223 approx::negative_log10_times_2048(numerator, denominator);
1224 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1225 score_params.historical_liquidity_penalty_multiplier_msat,
1226 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1233 /// Computes the liquidity penalty from the penalty multipliers.
1235 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1236 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1238 negative_log10_times_2048 =
1239 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1241 // Upper bound the liquidity penalty to ensure some channel is selected.
1242 let liquidity_penalty_msat = negative_log10_times_2048
1243 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1244 let amount_penalty_msat = negative_log10_times_2048
1245 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1246 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1248 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1251 /// Returns the lower bound of the channel liquidity balance in this direction.
1253 fn min_liquidity_msat(&self) -> u64 {
1254 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1257 /// Returns the upper bound of the channel liquidity balance in this direction.
1259 fn max_liquidity_msat(&self) -> u64 {
1261 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1264 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1265 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1267 // Decay the offset by the appropriate number of half lives. If half of the next half
1268 // life has passed, approximate an additional three-quarter life to help smooth out the
1270 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1271 let half_decays = elapsed_time / (half_life / 2);
1272 let decays = half_decays / 2;
1273 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1274 if half_decays % 2 == 0 {
1277 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1279 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1287 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1288 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1289 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1290 let existing_max_msat = self.max_liquidity_msat();
1291 if amount_msat < existing_max_msat {
1292 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1293 self.set_max_liquidity_msat(amount_msat);
1295 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1296 chan_descr, existing_max_msat, amount_msat);
1298 self.update_history_buckets(0);
1301 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1302 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1303 let existing_min_msat = self.min_liquidity_msat();
1304 if amount_msat > existing_min_msat {
1305 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1306 self.set_min_liquidity_msat(amount_msat);
1308 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1309 chan_descr, existing_min_msat, amount_msat);
1311 self.update_history_buckets(0);
1314 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1315 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1316 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1317 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1318 self.set_max_liquidity_msat(max_liquidity_msat);
1319 self.update_history_buckets(amount_msat);
1322 /// Updates the history buckets for this channel. Because the history buckets track what we now
1323 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1324 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1325 /// represents the amount of the successful payment we just made.
1326 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1327 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1328 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1329 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1330 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1331 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1333 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1334 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1335 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1337 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1338 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1339 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1343 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1344 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1345 *self.min_liquidity_offset_msat = amount_msat;
1346 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1349 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1351 *self.last_updated = self.now;
1352 *self.offset_history_last_updated = self.now;
1355 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1356 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1357 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1358 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1361 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1363 *self.last_updated = self.now;
1364 *self.offset_history_last_updated = self.now;
1368 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1369 type ScoreParams = ProbabilisticScoringFeeParameters;
1370 fn channel_penalty_msat(
1371 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1373 let (scid, target) = match candidate {
1374 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1375 (short_channel_id, info.target())
1379 let source = candidate.source();
1380 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1384 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1385 score_params.base_penalty_amount_multiplier_msat
1386 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1388 let mut anti_probing_penalty_msat = 0;
1389 match usage.effective_capacity {
1390 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1391 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1393 if usage.amount_msat > amount_msat {
1394 return u64::max_value();
1396 return base_penalty_msat;
1399 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1400 if htlc_maximum_msat >= capacity_msat/2 {
1401 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1407 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1408 let capacity_msat = usage.effective_capacity.as_msat();
1409 self.channel_liquidities
1411 .unwrap_or(&ChannelLiquidity::new())
1412 .as_directed(&source, &target, capacity_msat, self.decay_params)
1413 .penalty_msat(amount_msat, score_params)
1414 .saturating_add(anti_probing_penalty_msat)
1415 .saturating_add(base_penalty_msat)
1419 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1420 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1421 let amount_msat = path.final_value_msat();
1422 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1423 let network_graph = self.network_graph.read_only();
1424 for (hop_idx, hop) in path.hops.iter().enumerate() {
1425 let target = NodeId::from_pubkey(&hop.pubkey);
1426 let channel_directed_from_source = network_graph.channels()
1427 .get(&hop.short_channel_id)
1428 .and_then(|channel| channel.as_directed_to(&target));
1430 let at_failed_channel = hop.short_channel_id == short_channel_id;
1431 if at_failed_channel && hop_idx == 0 {
1432 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);
1435 // Only score announced channels.
1436 if let Some((channel, source)) = channel_directed_from_source {
1437 let capacity_msat = channel.effective_capacity().as_msat();
1438 if at_failed_channel {
1439 self.channel_liquidities
1440 .entry(hop.short_channel_id)
1441 .or_insert_with(ChannelLiquidity::new)
1442 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1443 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1445 self.channel_liquidities
1446 .entry(hop.short_channel_id)
1447 .or_insert_with(ChannelLiquidity::new)
1448 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1449 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1452 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).",
1453 hop.short_channel_id);
1455 if at_failed_channel { break; }
1459 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1460 let amount_msat = path.final_value_msat();
1461 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1462 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1463 let network_graph = self.network_graph.read_only();
1464 for hop in &path.hops {
1465 let target = NodeId::from_pubkey(&hop.pubkey);
1466 let channel_directed_from_source = network_graph.channels()
1467 .get(&hop.short_channel_id)
1468 .and_then(|channel| channel.as_directed_to(&target));
1470 // Only score announced channels.
1471 if let Some((channel, source)) = channel_directed_from_source {
1472 let capacity_msat = channel.effective_capacity().as_msat();
1473 self.channel_liquidities
1474 .entry(hop.short_channel_id)
1475 .or_insert_with(ChannelLiquidity::new)
1476 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1477 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1479 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).",
1480 hop.short_channel_id);
1485 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1486 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1489 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1490 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1493 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
1497 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1498 where L::Target: Logger {}
1500 #[cfg(feature = "std")]
1502 fn powf64(n: f64, exp: f64) -> f64 {
1505 #[cfg(not(feature = "std"))]
1506 fn powf64(n: f64, exp: f64) -> f64 {
1507 libm::powf(n as f32, exp as f32) as f64
1511 const BITS: u32 = 64;
1512 const HIGHEST_BIT: u32 = BITS - 1;
1513 const LOWER_BITS: u32 = 6;
1514 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1515 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1517 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1518 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1519 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1520 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1521 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1522 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1523 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1524 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1525 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1526 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1527 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1528 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1529 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1530 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1531 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1532 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1533 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1534 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1535 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1536 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1537 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1538 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1539 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1540 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1541 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1542 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1543 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1544 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1545 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1546 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1547 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1548 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1549 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1550 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1551 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1552 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1553 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1554 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1555 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1556 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1557 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1558 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1559 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1560 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1561 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1562 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1563 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1564 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1565 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1566 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1567 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1568 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1569 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1570 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1571 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1572 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1573 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1574 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1575 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1576 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1577 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1578 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1579 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1580 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1581 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1582 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1583 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1584 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1585 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1586 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1587 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1588 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1589 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1590 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1591 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1592 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1593 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1594 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1595 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1596 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1597 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1598 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1599 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1600 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1601 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1602 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1603 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1604 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1605 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1606 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1607 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1608 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1609 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1610 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1611 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1612 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1613 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1614 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1615 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1616 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1617 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1618 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1619 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1620 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1621 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1622 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1623 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1624 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1625 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1626 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1627 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1628 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1629 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1630 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1631 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1632 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1633 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1634 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1635 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1636 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1637 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1638 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1639 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1640 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1641 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1642 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1643 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1644 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1645 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1646 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1647 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1648 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1649 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1650 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1651 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1652 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1653 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1654 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1655 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1656 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1657 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1658 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1659 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1660 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1661 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1662 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1663 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1664 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1665 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1666 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1667 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1668 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1669 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1670 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1671 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1672 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1673 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1674 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1675 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1676 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1677 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1678 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1679 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1680 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1681 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1682 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1683 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1684 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1685 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1686 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1687 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1688 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1689 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1690 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1691 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1692 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1693 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1694 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1695 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1696 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1697 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1698 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1699 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1700 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1701 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1702 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1703 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1704 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1705 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1706 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1707 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1708 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1709 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1710 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1711 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1712 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1713 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1714 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1715 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1716 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1717 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1718 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1719 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1720 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1721 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1722 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1723 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1724 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1725 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1726 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1727 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1728 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1729 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1730 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1731 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1732 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1733 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1734 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1735 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1736 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1737 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1738 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1739 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1740 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1741 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1742 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1743 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1744 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1745 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1746 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1747 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1748 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1749 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1750 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1751 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1752 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1753 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1754 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1755 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1756 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1757 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1758 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1759 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1760 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1761 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1762 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1763 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1764 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1765 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1766 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1767 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1768 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1769 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1770 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1771 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1772 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1773 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1774 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1775 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1778 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1780 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1781 // Multiply the -1 through to avoid needing to use signed numbers.
1782 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1786 fn log10_times_2048(x: u64) -> u16 {
1787 debug_assert_ne!(x, 0);
1788 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1789 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1790 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1798 fn prints_negative_log10_times_2048_lookup_table() {
1799 for msb in 0..BITS {
1800 for i in 0..LOWER_BITS_BOUND {
1801 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1802 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1803 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1805 if i % LOWER_BITS_BOUND == 0 {
1806 print!("\t\t[{}, ", log10_times_2048);
1807 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1808 println!("{}],", log10_times_2048);
1809 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1810 print!("{},\n\t\t\t", log10_times_2048);
1812 print!("{}, ", log10_times_2048);
1820 mod bucketed_history {
1823 // Because liquidity is often skewed heavily in one direction, we store historical state
1824 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1825 // must fit evenly into the buckets here.
1827 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1828 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1829 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1830 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1832 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1833 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1834 // buckets in total.
1836 const BUCKET_START_POS: [u16; 33] = [
1837 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1838 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1841 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1842 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1845 const POSITION_TICKS: u16 = 1 << 14;
1847 fn pos_to_bucket(pos: u16) -> usize {
1848 for bucket in 0..32 {
1849 if pos < BUCKET_START_POS[bucket + 1] {
1853 debug_assert!(false);
1859 fn check_bucket_maps() {
1860 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1861 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1862 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1864 let mut min_size_iter = 0;
1865 let mut legacy_bucket_iter = 0;
1866 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1867 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1868 for i in 0..*width {
1869 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1871 min_size_iter += *width;
1872 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1873 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1874 if legacy_bucket_iter + 1 < 8 {
1875 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1877 legacy_bucket_iter += 1;
1880 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1881 assert_eq!(min_size_iter, POSITION_TICKS);
1885 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1886 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1887 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1888 .try_into().unwrap_or(POSITION_TICKS)
1890 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1891 // division. This branch should only be hit in fuzz testing since the amount would
1892 // need to be over 2.88 million BTC in practice.
1893 ((amount_msat as u128) * (POSITION_TICKS as u128)
1894 / (capacity_msat as u128).saturating_add(1))
1895 .try_into().unwrap_or(POSITION_TICKS)
1897 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1898 // capacity to change due to a `channel_update` message which, if received while a payment
1899 // is in-flight, could cause this to fail. Thus, we only assert in test.
1901 debug_assert!(pos < POSITION_TICKS);
1905 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1906 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1907 /// support reading the legacy values here for backwards compatibility.
1908 pub(super) struct LegacyHistoricalBucketRangeTracker {
1912 impl LegacyHistoricalBucketRangeTracker {
1913 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1914 let mut buckets = [0; 32];
1915 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1916 let mut new_val = *legacy_bucket;
1917 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1918 new_val /= (end - start) as u16;
1919 for i in start..end {
1920 buckets[i as usize] = new_val;
1923 HistoricalBucketRangeTracker { buckets }
1927 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1928 /// in each of 32 buckets.
1929 #[derive(Clone, Copy)]
1930 pub(super) struct HistoricalBucketRangeTracker {
1934 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1935 /// "one" is 32, or this constant.
1936 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1938 impl HistoricalBucketRangeTracker {
1939 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1940 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1941 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1942 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1944 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1945 // the buckets for the current min and max liquidity offset positions.
1947 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1948 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1949 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1951 // In total, this allows us to track data for the last 8,000 or so payments across a given
1954 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1955 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1956 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1959 // The constants were picked experimentally, selecting a decay amount that restricts us
1960 // from overflowing buckets without having to cap them manually.
1962 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1963 if pos < POSITION_TICKS {
1964 for e in self.buckets.iter_mut() {
1965 *e = ((*e as u32) * 2047 / 2048) as u16;
1967 let bucket = pos_to_bucket(pos);
1968 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1971 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1972 /// datapoints as we receive newer information.
1974 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1975 for e in self.buckets.iter_mut() {
1976 *e = e.checked_shr(half_lives).unwrap_or(0);
1981 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1982 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1984 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1985 /// liquidity bounds for a given channel.
1986 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1987 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1989 pub(super) min_liquidity_offset_history: D,
1990 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1992 pub(super) max_liquidity_offset_history: D,
1995 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1996 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
1997 -> Option<([u16; 32], [u16; 32])> {
1998 let (_, required_decays) = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
2000 let mut min_buckets = *self.min_liquidity_offset_history;
2001 min_buckets.time_decay_data(required_decays);
2002 let mut max_buckets = *self.max_liquidity_offset_history;
2003 max_buckets.time_decay_data(required_decays);
2004 Some((min_buckets.buckets, max_buckets.buckets))
2007 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
2008 -> Option<(u64, u32)> {
2009 let required_decays = now.duration_since(offset_history_last_updated).as_secs()
2010 .checked_div(half_life.as_secs())
2011 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
2013 let mut total_valid_points_tracked = 0;
2014 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2015 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2016 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2020 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2021 // treat it as if we were fully decayed.
2022 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2023 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
2027 Some((total_valid_points_tracked, required_decays))
2031 pub(super) fn calculate_success_probability_times_billion<T: Time>(
2032 &self, now: T, offset_history_last_updated: T, half_life: Duration,
2033 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
2035 // If historical penalties are enabled, we try to calculate a probability of success
2036 // given our historical distribution of min- and max-liquidity bounds in a channel.
2037 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2038 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2039 // state). For each pair, we calculate the probability as if the bucket's corresponding
2040 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2041 // that probability by the weight of the selected buckets.
2042 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2043 if payment_pos >= POSITION_TICKS { return None; }
2045 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2046 // don't actually use the decayed buckets, though, as that would lose precision.
2047 let (total_valid_points_tracked, _)
2048 = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
2050 let mut cumulative_success_prob_times_billion = 0;
2051 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2052 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2053 // points against the 0th min bucket. This avoids the case where we fail to route
2054 // increasingly lower values over a channel, but treat each failure as a separate
2055 // datapoint, many of which may have relatively high maximum-available-liquidity
2056 // values, which will result in us thinking we have some nontrivial probability of
2057 // routing up to that amount.
2058 if self.min_liquidity_offset_history.buckets[0] != 0 {
2059 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2060 let mut total_max_points = 0; // Total points in max-buckets to consider
2061 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2062 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2063 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2065 total_max_points += *max_bucket as u64;
2067 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2068 if payment_pos < max_bucket_end_pos {
2069 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2070 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2071 let bucket_prob_times_billion =
2072 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2073 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2074 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2075 numerator / denominator;
2079 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2080 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2081 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2082 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2083 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2084 // 30 bits is 62 bits.
2085 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2086 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2087 if payment_pos >= max_bucket_end_pos {
2088 // Success probability 0, the payment amount may be above the max liquidity
2090 } else if payment_pos < min_bucket_start_pos {
2091 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2093 let (numerator, denominator) = success_probability(payment_pos as u64,
2094 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2095 POSITION_TICKS as u64 - 1, params, true);
2096 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2097 numerator / denominator;
2102 Some(cumulative_success_prob_times_billion)
2106 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2108 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2110 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2111 write_tlv_fields!(w, {
2112 (0, self.channel_liquidities, required),
2118 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2119 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2122 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2123 ) -> Result<Self, DecodeError> {
2124 let (decay_params, network_graph, logger) = args;
2125 let mut channel_liquidities = HashMap::new();
2126 read_tlv_fields!(r, {
2127 (0, channel_liquidities, required),
2133 channel_liquidities,
2138 impl<T: Time> Writeable for ChannelLiquidity<T> {
2140 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2141 let offset_history_duration_since_epoch =
2142 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2143 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2144 write_tlv_fields!(w, {
2145 (0, self.min_liquidity_offset_msat, required),
2146 // 1 was the min_liquidity_offset_history in octile form
2147 (2, self.max_liquidity_offset_msat, required),
2148 // 3 was the max_liquidity_offset_history in octile form
2149 (4, duration_since_epoch, required),
2150 (5, Some(self.min_liquidity_offset_history), option),
2151 (7, Some(self.max_liquidity_offset_history), option),
2152 (9, offset_history_duration_since_epoch, required),
2158 impl<T: Time> Readable for ChannelLiquidity<T> {
2160 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2161 let mut min_liquidity_offset_msat = 0;
2162 let mut max_liquidity_offset_msat = 0;
2163 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2164 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2165 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2166 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2167 let mut duration_since_epoch = Duration::from_secs(0);
2168 let mut offset_history_duration_since_epoch = None;
2169 read_tlv_fields!(r, {
2170 (0, min_liquidity_offset_msat, required),
2171 (1, legacy_min_liq_offset_history, option),
2172 (2, max_liquidity_offset_msat, required),
2173 (3, legacy_max_liq_offset_history, option),
2174 (4, duration_since_epoch, required),
2175 (5, min_liquidity_offset_history, option),
2176 (7, max_liquidity_offset_history, option),
2177 (9, offset_history_duration_since_epoch, option),
2179 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2180 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2181 // is a time from a monotonic clock usually represented as an offset against boot time).
2182 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2183 // from the one that was written. However, because `Instant` can panic if we construct one
2184 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2185 // using `Instant::now()` in that case.
2186 let wall_clock_now = T::duration_since_epoch();
2188 let last_updated = if wall_clock_now > duration_since_epoch {
2189 now - (wall_clock_now - duration_since_epoch)
2192 let offset_history_duration_since_epoch =
2193 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2194 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2195 now - (wall_clock_now - offset_history_duration_since_epoch)
2198 if min_liquidity_offset_history.is_none() {
2199 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2200 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2202 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2205 if max_liquidity_offset_history.is_none() {
2206 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2207 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2209 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2213 min_liquidity_offset_msat,
2214 max_liquidity_offset_msat,
2215 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2216 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2218 offset_history_last_updated,
2225 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2226 use crate::blinded_path::{BlindedHop, BlindedPath};
2227 use crate::util::config::UserConfig;
2228 use crate::util::time::Time;
2229 use crate::util::time::tests::SinceEpoch;
2231 use crate::ln::channelmanager;
2232 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2233 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2234 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2235 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2236 use crate::util::ser::{ReadableArgs, Writeable};
2237 use crate::util::test_utils::{self, TestLogger};
2239 use bitcoin::blockdata::constants::ChainHash;
2240 use bitcoin::hashes::Hash;
2241 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2242 use bitcoin::network::constants::Network;
2243 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2244 use core::time::Duration;
2247 fn source_privkey() -> SecretKey {
2248 SecretKey::from_slice(&[42; 32]).unwrap()
2251 fn target_privkey() -> SecretKey {
2252 SecretKey::from_slice(&[43; 32]).unwrap()
2255 fn source_pubkey() -> PublicKey {
2256 let secp_ctx = Secp256k1::new();
2257 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2260 fn target_pubkey() -> PublicKey {
2261 let secp_ctx = Secp256k1::new();
2262 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2265 fn source_node_id() -> NodeId {
2266 NodeId::from_pubkey(&source_pubkey())
2269 fn target_node_id() -> NodeId {
2270 NodeId::from_pubkey(&target_pubkey())
2273 // `ProbabilisticScorer` tests
2275 /// A probabilistic scorer for testing with time that can be manually advanced.
2276 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2278 fn sender_privkey() -> SecretKey {
2279 SecretKey::from_slice(&[41; 32]).unwrap()
2282 fn recipient_privkey() -> SecretKey {
2283 SecretKey::from_slice(&[45; 32]).unwrap()
2286 fn sender_pubkey() -> PublicKey {
2287 let secp_ctx = Secp256k1::new();
2288 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2291 fn recipient_pubkey() -> PublicKey {
2292 let secp_ctx = Secp256k1::new();
2293 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2296 fn recipient_node_id() -> NodeId {
2297 NodeId::from_pubkey(&recipient_pubkey())
2300 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2301 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2302 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2303 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2309 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2310 node_2_key: SecretKey
2312 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2313 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2314 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2315 let secp_ctx = Secp256k1::new();
2316 let unsigned_announcement = UnsignedChannelAnnouncement {
2317 features: channelmanager::provided_channel_features(&UserConfig::default()),
2318 chain_hash: genesis_hash,
2320 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2321 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2322 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2323 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2324 excess_data: Vec::new(),
2326 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2327 let signed_announcement = ChannelAnnouncement {
2328 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2329 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2330 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2331 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2332 contents: unsigned_announcement,
2334 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2335 network_graph.update_channel_from_announcement(
2336 &signed_announcement, &chain_source).unwrap();
2337 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2338 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2342 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2343 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2345 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2346 let secp_ctx = Secp256k1::new();
2347 let unsigned_update = UnsignedChannelUpdate {
2348 chain_hash: genesis_hash,
2352 cltv_expiry_delta: 18,
2353 htlc_minimum_msat: 0,
2356 fee_proportional_millionths: 0,
2357 excess_data: Vec::new(),
2359 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2360 let signed_update = ChannelUpdate {
2361 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2362 contents: unsigned_update,
2364 network_graph.update_channel(&signed_update).unwrap();
2367 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2368 let config = UserConfig::default();
2371 node_features: channelmanager::provided_node_features(&config),
2373 channel_features: channelmanager::provided_channel_features(&config),
2375 cltv_expiry_delta: 18,
2376 maybe_announced_channel: true,
2380 fn payment_path_for_amount(amount_msat: u64) -> Path {
2383 path_hop(source_pubkey(), 41, 1),
2384 path_hop(target_pubkey(), 42, 2),
2385 path_hop(recipient_pubkey(), 43, amount_msat),
2386 ], blinded_tail: None,
2391 fn liquidity_bounds_directed_from_lowest_node_id() {
2392 let logger = TestLogger::new();
2393 let last_updated = SinceEpoch::now();
2394 let offset_history_last_updated = SinceEpoch::now();
2395 let network_graph = network_graph(&logger);
2396 let decay_params = ProbabilisticScoringDecayParameters::default();
2397 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2400 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2401 last_updated, offset_history_last_updated,
2402 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2403 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2407 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2408 last_updated, offset_history_last_updated,
2409 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2410 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2412 let source = source_node_id();
2413 let target = target_node_id();
2414 let recipient = recipient_node_id();
2415 assert!(source > target);
2416 assert!(target < recipient);
2418 // Update minimum liquidity.
2420 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2421 .as_directed(&source, &target, 1_000, decay_params);
2422 assert_eq!(liquidity.min_liquidity_msat(), 100);
2423 assert_eq!(liquidity.max_liquidity_msat(), 300);
2425 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2426 .as_directed(&target, &source, 1_000, decay_params);
2427 assert_eq!(liquidity.min_liquidity_msat(), 700);
2428 assert_eq!(liquidity.max_liquidity_msat(), 900);
2430 scorer.channel_liquidities.get_mut(&42).unwrap()
2431 .as_directed_mut(&source, &target, 1_000, decay_params)
2432 .set_min_liquidity_msat(200);
2434 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2435 .as_directed(&source, &target, 1_000, decay_params);
2436 assert_eq!(liquidity.min_liquidity_msat(), 200);
2437 assert_eq!(liquidity.max_liquidity_msat(), 300);
2439 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2440 .as_directed(&target, &source, 1_000, decay_params);
2441 assert_eq!(liquidity.min_liquidity_msat(), 700);
2442 assert_eq!(liquidity.max_liquidity_msat(), 800);
2444 // Update maximum liquidity.
2446 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2447 .as_directed(&target, &recipient, 1_000, decay_params);
2448 assert_eq!(liquidity.min_liquidity_msat(), 700);
2449 assert_eq!(liquidity.max_liquidity_msat(), 900);
2451 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2452 .as_directed(&recipient, &target, 1_000, decay_params);
2453 assert_eq!(liquidity.min_liquidity_msat(), 100);
2454 assert_eq!(liquidity.max_liquidity_msat(), 300);
2456 scorer.channel_liquidities.get_mut(&43).unwrap()
2457 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2458 .set_max_liquidity_msat(200);
2460 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2461 .as_directed(&target, &recipient, 1_000, decay_params);
2462 assert_eq!(liquidity.min_liquidity_msat(), 0);
2463 assert_eq!(liquidity.max_liquidity_msat(), 200);
2465 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2466 .as_directed(&recipient, &target, 1_000, decay_params);
2467 assert_eq!(liquidity.min_liquidity_msat(), 800);
2468 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2472 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2473 let logger = TestLogger::new();
2474 let last_updated = SinceEpoch::now();
2475 let offset_history_last_updated = SinceEpoch::now();
2476 let network_graph = network_graph(&logger);
2477 let decay_params = ProbabilisticScoringDecayParameters::default();
2478 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2481 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2482 last_updated, offset_history_last_updated,
2483 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2484 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2486 let source = source_node_id();
2487 let target = target_node_id();
2488 assert!(source > target);
2490 // Check initial bounds.
2491 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2492 .as_directed(&source, &target, 1_000, decay_params);
2493 assert_eq!(liquidity.min_liquidity_msat(), 400);
2494 assert_eq!(liquidity.max_liquidity_msat(), 800);
2496 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2497 .as_directed(&target, &source, 1_000, decay_params);
2498 assert_eq!(liquidity.min_liquidity_msat(), 200);
2499 assert_eq!(liquidity.max_liquidity_msat(), 600);
2501 // Reset from source to target.
2502 scorer.channel_liquidities.get_mut(&42).unwrap()
2503 .as_directed_mut(&source, &target, 1_000, decay_params)
2504 .set_min_liquidity_msat(900);
2506 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2507 .as_directed(&source, &target, 1_000, decay_params);
2508 assert_eq!(liquidity.min_liquidity_msat(), 900);
2509 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2511 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2512 .as_directed(&target, &source, 1_000, decay_params);
2513 assert_eq!(liquidity.min_liquidity_msat(), 0);
2514 assert_eq!(liquidity.max_liquidity_msat(), 100);
2516 // Reset from target to source.
2517 scorer.channel_liquidities.get_mut(&42).unwrap()
2518 .as_directed_mut(&target, &source, 1_000, decay_params)
2519 .set_min_liquidity_msat(400);
2521 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2522 .as_directed(&source, &target, 1_000, decay_params);
2523 assert_eq!(liquidity.min_liquidity_msat(), 0);
2524 assert_eq!(liquidity.max_liquidity_msat(), 600);
2526 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2527 .as_directed(&target, &source, 1_000, decay_params);
2528 assert_eq!(liquidity.min_liquidity_msat(), 400);
2529 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2533 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2534 let logger = TestLogger::new();
2535 let last_updated = SinceEpoch::now();
2536 let offset_history_last_updated = SinceEpoch::now();
2537 let network_graph = network_graph(&logger);
2538 let decay_params = ProbabilisticScoringDecayParameters::default();
2539 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2542 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2543 last_updated, offset_history_last_updated,
2544 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2545 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2547 let source = source_node_id();
2548 let target = target_node_id();
2549 assert!(source > target);
2551 // Check initial bounds.
2552 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2553 .as_directed(&source, &target, 1_000, decay_params);
2554 assert_eq!(liquidity.min_liquidity_msat(), 400);
2555 assert_eq!(liquidity.max_liquidity_msat(), 800);
2557 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2558 .as_directed(&target, &source, 1_000, decay_params);
2559 assert_eq!(liquidity.min_liquidity_msat(), 200);
2560 assert_eq!(liquidity.max_liquidity_msat(), 600);
2562 // Reset from source to target.
2563 scorer.channel_liquidities.get_mut(&42).unwrap()
2564 .as_directed_mut(&source, &target, 1_000, decay_params)
2565 .set_max_liquidity_msat(300);
2567 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2568 .as_directed(&source, &target, 1_000, decay_params);
2569 assert_eq!(liquidity.min_liquidity_msat(), 0);
2570 assert_eq!(liquidity.max_liquidity_msat(), 300);
2572 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2573 .as_directed(&target, &source, 1_000, decay_params);
2574 assert_eq!(liquidity.min_liquidity_msat(), 700);
2575 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2577 // Reset from target to source.
2578 scorer.channel_liquidities.get_mut(&42).unwrap()
2579 .as_directed_mut(&target, &source, 1_000, decay_params)
2580 .set_max_liquidity_msat(600);
2582 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2583 .as_directed(&source, &target, 1_000, decay_params);
2584 assert_eq!(liquidity.min_liquidity_msat(), 400);
2585 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2587 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2588 .as_directed(&target, &source, 1_000, decay_params);
2589 assert_eq!(liquidity.min_liquidity_msat(), 0);
2590 assert_eq!(liquidity.max_liquidity_msat(), 600);
2594 fn increased_penalty_nearing_liquidity_upper_bound() {
2595 let logger = TestLogger::new();
2596 let network_graph = network_graph(&logger);
2597 let params = ProbabilisticScoringFeeParameters {
2598 liquidity_penalty_multiplier_msat: 1_000,
2599 ..ProbabilisticScoringFeeParameters::zero_penalty()
2601 let decay_params = ProbabilisticScoringDecayParameters::default();
2602 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2603 let source = source_node_id();
2605 let usage = ChannelUsage {
2607 inflight_htlc_msat: 0,
2608 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2610 let network_graph = network_graph.read_only();
2611 let channel = network_graph.channel(42).unwrap();
2612 let (info, _) = channel.as_directed_from(&source).unwrap();
2613 let candidate = CandidateRouteHop::PublicHop {
2615 short_channel_id: 42,
2617 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2618 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2619 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2620 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2621 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2622 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2623 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2625 let usage = ChannelUsage {
2627 inflight_htlc_msat: 0,
2628 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2630 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2631 let usage = ChannelUsage { amount_msat: 256, ..usage };
2632 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2633 let usage = ChannelUsage { amount_msat: 374, ..usage };
2634 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2635 let usage = ChannelUsage { amount_msat: 512, ..usage };
2636 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2637 let usage = ChannelUsage { amount_msat: 640, ..usage };
2638 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2639 let usage = ChannelUsage { amount_msat: 768, ..usage };
2640 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2641 let usage = ChannelUsage { amount_msat: 896, ..usage };
2642 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2646 fn constant_penalty_outside_liquidity_bounds() {
2647 let logger = TestLogger::new();
2648 let last_updated = SinceEpoch::now();
2649 let offset_history_last_updated = SinceEpoch::now();
2650 let network_graph = network_graph(&logger);
2651 let params = ProbabilisticScoringFeeParameters {
2652 liquidity_penalty_multiplier_msat: 1_000,
2653 considered_impossible_penalty_msat: u64::max_value(),
2654 ..ProbabilisticScoringFeeParameters::zero_penalty()
2656 let decay_params = ProbabilisticScoringDecayParameters {
2657 ..ProbabilisticScoringDecayParameters::zero_penalty()
2659 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2662 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2663 last_updated, offset_history_last_updated,
2664 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2665 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2667 let source = source_node_id();
2669 let usage = ChannelUsage {
2671 inflight_htlc_msat: 0,
2672 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2674 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2675 let (info, _) = channel.as_directed_from(&source).unwrap();
2676 let candidate = CandidateRouteHop::PublicHop {
2678 short_channel_id: 42,
2680 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2681 let usage = ChannelUsage { amount_msat: 50, ..usage };
2682 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2683 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2684 let usage = ChannelUsage { amount_msat: 61, ..usage };
2685 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2689 fn does_not_further_penalize_own_channel() {
2690 let logger = TestLogger::new();
2691 let network_graph = network_graph(&logger);
2692 let params = ProbabilisticScoringFeeParameters {
2693 liquidity_penalty_multiplier_msat: 1_000,
2694 ..ProbabilisticScoringFeeParameters::zero_penalty()
2696 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2697 let source = source_node_id();
2698 let usage = ChannelUsage {
2700 inflight_htlc_msat: 0,
2701 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2703 let failed_path = payment_path_for_amount(500);
2704 let successful_path = payment_path_for_amount(200);
2705 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2706 let (info, _) = channel.as_directed_from(&source).unwrap();
2707 let candidate = CandidateRouteHop::PublicHop {
2709 short_channel_id: 41,
2712 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2714 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2715 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2717 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2718 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2722 fn sets_liquidity_lower_bound_on_downstream_failure() {
2723 let logger = TestLogger::new();
2724 let network_graph = network_graph(&logger);
2725 let params = ProbabilisticScoringFeeParameters {
2726 liquidity_penalty_multiplier_msat: 1_000,
2727 ..ProbabilisticScoringFeeParameters::zero_penalty()
2729 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2730 let source = source_node_id();
2731 let path = payment_path_for_amount(500);
2733 let usage = ChannelUsage {
2735 inflight_htlc_msat: 0,
2736 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2738 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2739 let (info, _) = channel.as_directed_from(&source).unwrap();
2740 let candidate = CandidateRouteHop::PublicHop {
2742 short_channel_id: 42,
2744 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2745 let usage = ChannelUsage { amount_msat: 500, ..usage };
2746 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2747 let usage = ChannelUsage { amount_msat: 750, ..usage };
2748 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2750 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2752 let usage = ChannelUsage { amount_msat: 250, ..usage };
2753 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2754 let usage = ChannelUsage { amount_msat: 500, ..usage };
2755 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2756 let usage = ChannelUsage { amount_msat: 750, ..usage };
2757 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2761 fn sets_liquidity_upper_bound_on_failure() {
2762 let logger = TestLogger::new();
2763 let network_graph = network_graph(&logger);
2764 let params = ProbabilisticScoringFeeParameters {
2765 liquidity_penalty_multiplier_msat: 1_000,
2766 considered_impossible_penalty_msat: u64::max_value(),
2767 ..ProbabilisticScoringFeeParameters::zero_penalty()
2769 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2770 let source = source_node_id();
2771 let path = payment_path_for_amount(500);
2773 let usage = ChannelUsage {
2775 inflight_htlc_msat: 0,
2776 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2778 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2779 let (info, _) = channel.as_directed_from(&source).unwrap();
2780 let candidate = CandidateRouteHop::PublicHop {
2782 short_channel_id: 42,
2784 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2785 let usage = ChannelUsage { amount_msat: 500, ..usage };
2786 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2787 let usage = ChannelUsage { amount_msat: 750, ..usage };
2788 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2790 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2792 let usage = ChannelUsage { amount_msat: 250, ..usage };
2793 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2794 let usage = ChannelUsage { amount_msat: 500, ..usage };
2795 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2796 let usage = ChannelUsage { amount_msat: 750, ..usage };
2797 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2801 fn ignores_channels_after_removed_failed_channel() {
2802 // Previously, if we'd tried to send over a channel which was removed from the network
2803 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2804 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2805 // channels in the route, even ones which they payment never reached. This tests to ensure
2806 // we do not score such channels.
2807 let secp_ctx = Secp256k1::new();
2808 let logger = TestLogger::new();
2809 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2810 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2811 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2812 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2813 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2814 add_channel(&mut network_graph, 42, secret_a, secret_b);
2815 // Don't add the channel from B -> C.
2816 add_channel(&mut network_graph, 44, secret_c, secret_d);
2818 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2819 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2820 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2821 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2824 path_hop(pub_b, 42, 1),
2825 path_hop(pub_c, 43, 2),
2826 path_hop(pub_d, 44, 100),
2829 let node_a = NodeId::from_pubkey(&pub_a);
2830 let node_b = NodeId::from_pubkey(&pub_b);
2831 let node_c = NodeId::from_pubkey(&pub_c);
2833 let params = ProbabilisticScoringFeeParameters {
2834 liquidity_penalty_multiplier_msat: 1_000,
2835 ..ProbabilisticScoringFeeParameters::zero_penalty()
2837 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2839 let usage = ChannelUsage {
2841 inflight_htlc_msat: 0,
2842 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2844 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2845 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2846 let candidate = CandidateRouteHop::PublicHop {
2848 short_channel_id: 42,
2850 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2851 // Note that a default liquidity bound is used for B -> C as no channel exists
2852 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2853 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2854 let candidate = CandidateRouteHop::PublicHop {
2856 short_channel_id: 43,
2858 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2859 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2860 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2861 let candidate = CandidateRouteHop::PublicHop {
2863 short_channel_id: 44,
2865 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2867 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2869 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2870 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2871 let candidate = CandidateRouteHop::PublicHop {
2873 short_channel_id: 42,
2875 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2876 // Note that a default liquidity bound is used for B -> C as no channel exists
2877 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2878 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2879 let candidate = CandidateRouteHop::PublicHop {
2881 short_channel_id: 43,
2883 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2884 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2885 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2886 let candidate = CandidateRouteHop::PublicHop {
2888 short_channel_id: 44,
2890 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2894 fn reduces_liquidity_upper_bound_along_path_on_success() {
2895 let logger = TestLogger::new();
2896 let network_graph = network_graph(&logger);
2897 let params = ProbabilisticScoringFeeParameters {
2898 liquidity_penalty_multiplier_msat: 1_000,
2899 ..ProbabilisticScoringFeeParameters::zero_penalty()
2901 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2902 let source = source_node_id();
2903 let usage = ChannelUsage {
2905 inflight_htlc_msat: 0,
2906 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2908 let network_graph = network_graph.read_only().channels().clone();
2909 let channel_42 = network_graph.get(&42).unwrap();
2910 let channel_43 = network_graph.get(&43).unwrap();
2911 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2912 let candidate_41 = CandidateRouteHop::PublicHop {
2914 short_channel_id: 41,
2916 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2917 let candidate_42 = CandidateRouteHop::PublicHop {
2919 short_channel_id: 42,
2921 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2922 let candidate_43 = CandidateRouteHop::PublicHop {
2924 short_channel_id: 43,
2926 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2927 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2928 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2930 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2932 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2933 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2934 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2938 fn decays_liquidity_bounds_over_time() {
2939 let logger = TestLogger::new();
2940 let network_graph = network_graph(&logger);
2941 let params = ProbabilisticScoringFeeParameters {
2942 liquidity_penalty_multiplier_msat: 1_000,
2943 considered_impossible_penalty_msat: u64::max_value(),
2944 ..ProbabilisticScoringFeeParameters::zero_penalty()
2946 let decay_params = ProbabilisticScoringDecayParameters {
2947 liquidity_offset_half_life: Duration::from_secs(10),
2948 ..ProbabilisticScoringDecayParameters::zero_penalty()
2950 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2951 let source = source_node_id();
2953 let usage = ChannelUsage {
2955 inflight_htlc_msat: 0,
2956 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2958 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2959 let (info, _) = channel.as_directed_from(&source).unwrap();
2960 let candidate = CandidateRouteHop::PublicHop {
2962 short_channel_id: 42,
2964 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2965 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2966 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2968 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2969 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2971 // Initial penalties
2972 let usage = ChannelUsage { amount_msat: 128, ..usage };
2973 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2974 let usage = ChannelUsage { amount_msat: 256, ..usage };
2975 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2976 let usage = ChannelUsage { amount_msat: 768, ..usage };
2977 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2978 let usage = ChannelUsage { amount_msat: 896, ..usage };
2979 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2982 SinceEpoch::advance(Duration::from_secs(4));
2983 let usage = ChannelUsage { amount_msat: 128, ..usage };
2984 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2985 let usage = ChannelUsage { amount_msat: 256, ..usage };
2986 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2987 let usage = ChannelUsage { amount_msat: 768, ..usage };
2988 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2989 let usage = ChannelUsage { amount_msat: 896, ..usage };
2990 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2992 // Half decay (i.e., three-quarter life)
2993 SinceEpoch::advance(Duration::from_secs(1));
2994 let usage = ChannelUsage { amount_msat: 128, ..usage };
2995 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2996 let usage = ChannelUsage { amount_msat: 256, ..usage };
2997 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2998 let usage = ChannelUsage { amount_msat: 768, ..usage };
2999 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
3000 let usage = ChannelUsage { amount_msat: 896, ..usage };
3001 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3003 // One decay (i.e., half life)
3004 SinceEpoch::advance(Duration::from_secs(5));
3005 let usage = ChannelUsage { amount_msat: 64, ..usage };
3006 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3007 let usage = ChannelUsage { amount_msat: 128, ..usage };
3008 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
3009 let usage = ChannelUsage { amount_msat: 896, ..usage };
3010 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
3011 let usage = ChannelUsage { amount_msat: 960, ..usage };
3012 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3014 // Fully decay liquidity lower bound.
3015 SinceEpoch::advance(Duration::from_secs(10 * 7));
3016 let usage = ChannelUsage { amount_msat: 0, ..usage };
3017 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3018 let usage = ChannelUsage { amount_msat: 1, ..usage };
3019 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3020 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3021 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3022 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3023 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3025 // Fully decay liquidity upper bound.
3026 SinceEpoch::advance(Duration::from_secs(10));
3027 let usage = ChannelUsage { amount_msat: 0, ..usage };
3028 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3029 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3030 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3032 SinceEpoch::advance(Duration::from_secs(10));
3033 let usage = ChannelUsage { amount_msat: 0, ..usage };
3034 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3035 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3036 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3040 fn decays_liquidity_bounds_without_shift_overflow() {
3041 let logger = TestLogger::new();
3042 let network_graph = network_graph(&logger);
3043 let params = ProbabilisticScoringFeeParameters {
3044 liquidity_penalty_multiplier_msat: 1_000,
3045 ..ProbabilisticScoringFeeParameters::zero_penalty()
3047 let decay_params = ProbabilisticScoringDecayParameters {
3048 liquidity_offset_half_life: Duration::from_secs(10),
3049 ..ProbabilisticScoringDecayParameters::default()
3051 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3052 let source = source_node_id();
3053 let usage = ChannelUsage {
3055 inflight_htlc_msat: 0,
3056 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3058 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3059 let (info, _) = channel.as_directed_from(&source).unwrap();
3060 let candidate = CandidateRouteHop::PublicHop {
3062 short_channel_id: 42,
3064 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3066 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3067 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3069 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3070 // would cause an overflow.
3071 SinceEpoch::advance(Duration::from_secs(10 * 64));
3072 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3074 SinceEpoch::advance(Duration::from_secs(10));
3075 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3079 fn restricts_liquidity_bounds_after_decay() {
3080 let logger = TestLogger::new();
3081 let network_graph = network_graph(&logger);
3082 let params = ProbabilisticScoringFeeParameters {
3083 liquidity_penalty_multiplier_msat: 1_000,
3084 ..ProbabilisticScoringFeeParameters::zero_penalty()
3086 let decay_params = ProbabilisticScoringDecayParameters {
3087 liquidity_offset_half_life: Duration::from_secs(10),
3088 ..ProbabilisticScoringDecayParameters::default()
3090 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3091 let source = source_node_id();
3092 let usage = ChannelUsage {
3094 inflight_htlc_msat: 0,
3095 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3097 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3098 let (info, _) = channel.as_directed_from(&source).unwrap();
3099 let candidate = CandidateRouteHop::PublicHop {
3101 short_channel_id: 42,
3104 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3106 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3107 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3108 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3109 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3111 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3112 SinceEpoch::advance(Duration::from_secs(10));
3113 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3115 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3116 // is closer to the upper bound, meaning a higher penalty.
3117 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3118 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3120 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3121 // is closer to the lower bound, meaning a lower penalty.
3122 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3123 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3125 // Further decaying affects the lower bound more than the upper bound (128, 928).
3126 SinceEpoch::advance(Duration::from_secs(10));
3127 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3131 fn restores_persisted_liquidity_bounds() {
3132 let logger = TestLogger::new();
3133 let network_graph = network_graph(&logger);
3134 let params = ProbabilisticScoringFeeParameters {
3135 liquidity_penalty_multiplier_msat: 1_000,
3136 considered_impossible_penalty_msat: u64::max_value(),
3137 ..ProbabilisticScoringFeeParameters::zero_penalty()
3139 let decay_params = ProbabilisticScoringDecayParameters {
3140 liquidity_offset_half_life: Duration::from_secs(10),
3141 ..ProbabilisticScoringDecayParameters::default()
3143 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3144 let source = source_node_id();
3145 let usage = ChannelUsage {
3147 inflight_htlc_msat: 0,
3148 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3151 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3152 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3153 let (info, _) = channel.as_directed_from(&source).unwrap();
3154 let candidate = CandidateRouteHop::PublicHop {
3156 short_channel_id: 42,
3158 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3160 SinceEpoch::advance(Duration::from_secs(10));
3161 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3163 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3164 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3166 let mut serialized_scorer = Vec::new();
3167 scorer.write(&mut serialized_scorer).unwrap();
3169 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3170 let deserialized_scorer =
3171 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3172 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3176 fn decays_persisted_liquidity_bounds() {
3177 let logger = TestLogger::new();
3178 let network_graph = network_graph(&logger);
3179 let params = ProbabilisticScoringFeeParameters {
3180 liquidity_penalty_multiplier_msat: 1_000,
3181 considered_impossible_penalty_msat: u64::max_value(),
3182 ..ProbabilisticScoringFeeParameters::zero_penalty()
3184 let decay_params = ProbabilisticScoringDecayParameters {
3185 liquidity_offset_half_life: Duration::from_secs(10),
3186 ..ProbabilisticScoringDecayParameters::zero_penalty()
3188 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3189 let source = source_node_id();
3190 let usage = ChannelUsage {
3192 inflight_htlc_msat: 0,
3193 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3196 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3197 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3198 let (info, _) = channel.as_directed_from(&source).unwrap();
3199 let candidate = CandidateRouteHop::PublicHop {
3201 short_channel_id: 42,
3203 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3205 let mut serialized_scorer = Vec::new();
3206 scorer.write(&mut serialized_scorer).unwrap();
3208 SinceEpoch::advance(Duration::from_secs(10));
3210 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3211 let deserialized_scorer =
3212 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3213 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3215 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3216 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3218 SinceEpoch::advance(Duration::from_secs(10));
3219 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3223 fn scores_realistic_payments() {
3224 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3225 // 50k sat reserve).
3226 let logger = TestLogger::new();
3227 let network_graph = network_graph(&logger);
3228 let params = ProbabilisticScoringFeeParameters::default();
3229 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3230 let source = source_node_id();
3232 let usage = ChannelUsage {
3233 amount_msat: 100_000_000,
3234 inflight_htlc_msat: 0,
3235 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3237 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3238 let (info, _) = channel.as_directed_from(&source).unwrap();
3239 let candidate = CandidateRouteHop::PublicHop {
3241 short_channel_id: 42,
3243 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3244 let usage = ChannelUsage {
3245 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3247 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3248 let usage = ChannelUsage {
3249 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3251 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3252 let usage = ChannelUsage {
3253 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3255 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3256 let usage = ChannelUsage {
3257 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3259 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3260 let usage = ChannelUsage {
3261 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3263 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3264 let usage = ChannelUsage {
3265 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3267 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3268 let usage = ChannelUsage {
3269 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3271 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3272 let usage = ChannelUsage {
3273 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3275 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3276 let usage = ChannelUsage {
3277 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3279 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3280 let usage = ChannelUsage {
3281 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3283 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3287 fn adds_base_penalty_to_liquidity_penalty() {
3288 let logger = TestLogger::new();
3289 let network_graph = network_graph(&logger);
3290 let source = source_node_id();
3291 let usage = ChannelUsage {
3293 inflight_htlc_msat: 0,
3294 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3297 let params = ProbabilisticScoringFeeParameters {
3298 liquidity_penalty_multiplier_msat: 1_000,
3299 ..ProbabilisticScoringFeeParameters::zero_penalty()
3301 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3302 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3303 let (info, _) = channel.as_directed_from(&source).unwrap();
3304 let candidate = CandidateRouteHop::PublicHop {
3306 short_channel_id: 42,
3308 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3310 let params = ProbabilisticScoringFeeParameters {
3311 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3312 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3314 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3315 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3317 let params = ProbabilisticScoringFeeParameters {
3318 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3319 base_penalty_amount_multiplier_msat: (1 << 30),
3320 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3323 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3324 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3328 fn adds_amount_penalty_to_liquidity_penalty() {
3329 let logger = TestLogger::new();
3330 let network_graph = network_graph(&logger);
3331 let source = source_node_id();
3332 let usage = ChannelUsage {
3333 amount_msat: 512_000,
3334 inflight_htlc_msat: 0,
3335 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3338 let params = ProbabilisticScoringFeeParameters {
3339 liquidity_penalty_multiplier_msat: 1_000,
3340 liquidity_penalty_amount_multiplier_msat: 0,
3341 ..ProbabilisticScoringFeeParameters::zero_penalty()
3343 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3344 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3345 let (info, _) = channel.as_directed_from(&source).unwrap();
3346 let candidate = CandidateRouteHop::PublicHop {
3348 short_channel_id: 42,
3350 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3352 let params = ProbabilisticScoringFeeParameters {
3353 liquidity_penalty_multiplier_msat: 1_000,
3354 liquidity_penalty_amount_multiplier_msat: 256,
3355 ..ProbabilisticScoringFeeParameters::zero_penalty()
3357 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3358 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3362 fn calculates_log10_without_overflowing_u64_max_value() {
3363 let logger = TestLogger::new();
3364 let network_graph = network_graph(&logger);
3365 let source = source_node_id();
3366 let usage = ChannelUsage {
3367 amount_msat: u64::max_value(),
3368 inflight_htlc_msat: 0,
3369 effective_capacity: EffectiveCapacity::Infinite,
3371 let params = ProbabilisticScoringFeeParameters {
3372 liquidity_penalty_multiplier_msat: 40_000,
3373 ..ProbabilisticScoringFeeParameters::zero_penalty()
3375 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3376 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3377 let (info, _) = channel.as_directed_from(&source).unwrap();
3378 let candidate = CandidateRouteHop::PublicHop {
3380 short_channel_id: 42,
3382 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3383 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3387 fn accounts_for_inflight_htlc_usage() {
3388 let logger = TestLogger::new();
3389 let network_graph = network_graph(&logger);
3390 let params = ProbabilisticScoringFeeParameters {
3391 considered_impossible_penalty_msat: u64::max_value(),
3392 ..ProbabilisticScoringFeeParameters::zero_penalty()
3394 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3395 let source = source_node_id();
3397 let usage = ChannelUsage {
3399 inflight_htlc_msat: 0,
3400 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3402 let network_graph = network_graph.read_only();
3403 let channel = network_graph.channel(42).unwrap();
3404 let (info, _) = channel.as_directed_from(&source).unwrap();
3405 let candidate = CandidateRouteHop::PublicHop {
3407 short_channel_id: 42,
3409 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3411 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3412 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3416 fn removes_uncertainity_when_exact_liquidity_known() {
3417 let logger = TestLogger::new();
3418 let network_graph = network_graph(&logger);
3419 let params = ProbabilisticScoringFeeParameters::default();
3420 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3421 let source = source_node_id();
3423 let base_penalty_msat = params.base_penalty_msat;
3424 let usage = ChannelUsage {
3426 inflight_htlc_msat: 0,
3427 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3429 let network_graph = network_graph.read_only();
3430 let channel = network_graph.channel(42).unwrap();
3431 let (info, _) = channel.as_directed_from(&source).unwrap();
3432 let candidate = CandidateRouteHop::PublicHop {
3434 short_channel_id: 42,
3436 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3438 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3439 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3441 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3442 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3446 fn remembers_historical_failures() {
3447 let logger = TestLogger::new();
3448 let network_graph = network_graph(&logger);
3449 let params = ProbabilisticScoringFeeParameters {
3450 historical_liquidity_penalty_multiplier_msat: 1024,
3451 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3452 ..ProbabilisticScoringFeeParameters::zero_penalty()
3454 let decay_params = ProbabilisticScoringDecayParameters {
3455 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3456 historical_no_updates_half_life: Duration::from_secs(10),
3458 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3459 let source = source_node_id();
3460 let target = target_node_id();
3462 let usage = ChannelUsage {
3464 inflight_htlc_msat: 0,
3465 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3467 let usage_1 = ChannelUsage {
3469 inflight_htlc_msat: 0,
3470 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3474 let network_graph = network_graph.read_only();
3475 let channel = network_graph.channel(42).unwrap();
3476 let (info, _) = channel.as_directed_from(&source).unwrap();
3477 let candidate = CandidateRouteHop::PublicHop {
3479 short_channel_id: 42,
3482 // With no historical data the normal liquidity penalty calculation is used.
3483 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3485 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3487 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3490 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3492 let network_graph = network_graph.read_only();
3493 let channel = network_graph.channel(42).unwrap();
3494 let (info, _) = channel.as_directed_from(&source).unwrap();
3495 let candidate = CandidateRouteHop::PublicHop {
3497 short_channel_id: 42,
3500 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3501 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3503 // The "it failed" increment is 32, where the probability should lie several buckets into
3504 // the first octile.
3505 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3506 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],
3507 [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])));
3508 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3510 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3513 // Even after we tell the scorer we definitely have enough available liquidity, it will
3514 // still remember that there was some failure in the past, and assign a non-0 penalty.
3515 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3517 let network_graph = network_graph.read_only();
3518 let channel = network_graph.channel(42).unwrap();
3519 let (info, _) = channel.as_directed_from(&source).unwrap();
3520 let candidate = CandidateRouteHop::PublicHop {
3522 short_channel_id: 42,
3525 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3527 // The first points should be decayed just slightly and the last bucket has a new point.
3528 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3529 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],
3530 [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])));
3532 // The exact success probability is a bit complicated and involves integer rounding, so we
3533 // simply check bounds here.
3534 let five_hundred_prob =
3535 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3536 assert!(five_hundred_prob > 0.59);
3537 assert!(five_hundred_prob < 0.60);
3539 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3540 assert!(one_prob < 0.85);
3541 assert!(one_prob > 0.84);
3543 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3544 // gone), and check that we're back to where we started.
3545 SinceEpoch::advance(Duration::from_secs(10 * 16));
3547 let network_graph = network_graph.read_only();
3548 let channel = network_graph.channel(42).unwrap();
3549 let (info, _) = channel.as_directed_from(&source).unwrap();
3550 let candidate = CandidateRouteHop::PublicHop {
3552 short_channel_id: 42,
3555 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3557 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3558 // data entirely instead.
3559 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3561 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3563 let mut usage = ChannelUsage {
3565 inflight_htlc_msat: 1024,
3566 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3568 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
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,
3578 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3579 usage.inflight_htlc_msat = 0;
3580 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3582 let usage = ChannelUsage {
3584 inflight_htlc_msat: 0,
3585 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3587 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3590 // Advance to decay all liquidity offsets to zero.
3591 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3593 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3594 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3596 path_hop(target_pubkey(), 43, 2),
3597 path_hop(source_pubkey(), 42, 1),
3598 path_hop(sender_pubkey(), 41, 0),
3600 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3604 fn adds_anti_probing_penalty() {
3605 let logger = TestLogger::new();
3606 let network_graph = network_graph(&logger);
3607 let source = source_node_id();
3608 let params = ProbabilisticScoringFeeParameters {
3609 anti_probing_penalty_msat: 500,
3610 ..ProbabilisticScoringFeeParameters::zero_penalty()
3612 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3614 // Check we receive no penalty for a low htlc_maximum_msat.
3615 let usage = ChannelUsage {
3616 amount_msat: 512_000,
3617 inflight_htlc_msat: 0,
3618 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3620 let network_graph = network_graph.read_only();
3621 let channel = network_graph.channel(42).unwrap();
3622 let (info, _) = 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), 0);
3629 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3630 let usage = ChannelUsage {
3631 amount_msat: 512_000,
3632 inflight_htlc_msat: 0,
3633 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3635 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3637 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3638 let usage = ChannelUsage {
3639 amount_msat: 512_000,
3640 inflight_htlc_msat: 0,
3641 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3643 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3645 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3646 let usage = ChannelUsage {
3647 amount_msat: 512_000,
3648 inflight_htlc_msat: 0,
3649 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3651 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3655 fn scores_with_blinded_path() {
3656 // Make sure we'll account for a blinded path's final_value_msat in scoring
3657 let logger = TestLogger::new();
3658 let network_graph = network_graph(&logger);
3659 let params = ProbabilisticScoringFeeParameters {
3660 liquidity_penalty_multiplier_msat: 1_000,
3661 ..ProbabilisticScoringFeeParameters::zero_penalty()
3663 let decay_params = ProbabilisticScoringDecayParameters::default();
3664 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3665 let source = source_node_id();
3666 let usage = ChannelUsage {
3668 inflight_htlc_msat: 0,
3669 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3671 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3672 let (info, target) = channel.as_directed_from(&source).unwrap();
3673 let candidate = CandidateRouteHop::PublicHop {
3675 short_channel_id: 42,
3677 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3679 let mut path = payment_path_for_amount(768);
3680 let recipient_hop = path.hops.pop().unwrap();
3681 let blinded_path = BlindedPath {
3682 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3683 blinding_point: test_utils::pubkey(42),
3685 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3688 path.blinded_tail = Some(BlindedTail {
3689 hops: blinded_path.blinded_hops,
3690 blinding_point: blinded_path.blinding_point,
3691 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3692 final_value_msat: recipient_hop.fee_msat,
3695 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3696 // final value is taken into account.
3697 assert!(scorer.channel_liquidities.get(&42).is_none());
3699 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3700 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3701 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3703 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3704 .as_directed(&source, &target, 1_000, decay_params);
3705 assert_eq!(liquidity.min_liquidity_msat(), 256);
3706 assert_eq!(liquidity.max_liquidity_msat(), 768);
3710 fn realistic_historical_failures() {
3711 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3712 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3714 let logger = TestLogger::new();
3715 let mut network_graph = network_graph(&logger);
3716 let params = ProbabilisticScoringFeeParameters {
3717 historical_liquidity_penalty_multiplier_msat: 1024,
3718 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3719 ..ProbabilisticScoringFeeParameters::zero_penalty()
3721 let decay_params = ProbabilisticScoringDecayParameters {
3722 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3723 historical_no_updates_half_life: Duration::from_secs(10),
3724 ..ProbabilisticScoringDecayParameters::default()
3727 let capacity_msat = 100_000_000_000;
3728 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3729 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3731 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3732 let source = source_node_id();
3734 let mut amount_msat = 10_000_000;
3735 let usage = ChannelUsage {
3737 inflight_htlc_msat: 0,
3738 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3740 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3741 let (info, target) = channel.as_directed_from(&source).unwrap();
3742 let candidate = CandidateRouteHop::PublicHop {
3744 short_channel_id: 42,
3746 // With no historical data the normal liquidity penalty calculation is used, which results
3747 // in a success probability of ~75%.
3748 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3749 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3751 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3754 // Fail to pay once, and then check the buckets and penalty.
3755 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3756 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3757 // same bucket which is the only maximum datapoint.
3758 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3759 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3760 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3761 // 6k sats and 12k sats).
3762 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3763 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],
3764 [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])));
3765 // The success probability estimate itself should be zero.
3766 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3769 // Now test again with the amount in the bottom bucket.
3771 // The new amount is entirely within the only minimum bucket with score, so the probability
3772 // we assign is 1/2.
3773 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3776 // ...but once we see a failure, we consider the payment to be substantially less likely,
3777 // even though not a probability of zero as we still look at the second max bucket which
3779 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3780 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3781 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],
3782 [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])));
3783 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),