Move the bucketed history tracking logic into a scoring submodule
[rust-lightning] / lightning / src / routing / scoring.rs
1 // This file is Copyright its original authors, visible in version control
2 // history.
3 //
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
8 // licenses.
9
10 //! Utilities for scoring payment channels.
11 //!
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
14 //!
15 //! # Example
16 //!
17 //! ```
18 //! # extern crate bitcoin;
19 //! #
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;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
33 //! #
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);
38 //!
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
42 //!     ..ProbabilisticScoringFeeParameters::default()
43 //! };
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
47 //!
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &params, &random_seed_bytes);
49 //! # }
50 //! ```
51 //!
52 //! # Note
53 //!
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
56 //!
57 //! [`find_route`]: crate::routing::router::find_route
58
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
65
66 use crate::prelude::*;
67 use core::{cmp, fmt};
68 use core::cell::{RefCell, RefMut};
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};
74
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`.
79 ///
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.
88 ///
89 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91         /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92         /// on a per-routefinding-call basis through to the scorer methods,
93         /// which are used to determine the parameters for the suitability of channels for use.
94         type ScoreParams;
95         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96         /// given channel in the direction from `source` to `target`.
97         ///
98         /// The channel's capacity (less any other MPP parts that are also being considered for use in
99         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102         /// Thus, implementations should be overflow-safe.
103         fn channel_penalty_msat(
104                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
105         ) -> u64;
106
107         /// Handles updating channel penalties after failing to route through a channel.
108         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
109
110         /// Handles updating channel penalties after successfully routing along a path.
111         fn payment_path_successful(&mut self, path: &Path);
112
113         /// Handles updating channel penalties after a probe over the given path failed.
114         fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
115
116         /// Handles updating channel penalties after a probe over the given path succeeded.
117         fn probe_successful(&mut self, path: &Path);
118 }
119
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121         type ScoreParams = S::ScoreParams;
122         fn channel_penalty_msat(
123                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
124         ) -> u64 {
125                 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
126         }
127
128         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129                 self.deref_mut().payment_path_failed(path, short_channel_id)
130         }
131
132         fn payment_path_successful(&mut self, path: &Path) {
133                 self.deref_mut().payment_path_successful(path)
134         }
135
136         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137                 self.deref_mut().probe_failed(path, short_channel_id)
138         }
139
140         fn probe_successful(&mut self, path: &Path) {
141                 self.deref_mut().probe_successful(path)
142         }
143 }
144 } }
145
146 #[cfg(c_bindings)]
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
149 define_score!();
150
151 /// A scorer that is accessed under a lock.
152 ///
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
157 ///
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160         /// The locked [`Score`] type.
161         type Locked: 'a + Score;
162
163         /// Returns the locked scorer.
164         fn lock(&'a self) -> Self::Locked;
165 }
166
167 /// Refers to a scorer that is accessible under lock and also writeable to disk
168 ///
169 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
170 /// use the Persister to persist it.
171 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
172
173 #[cfg(not(c_bindings))]
174 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
175 /// This is not exported to bindings users
176 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
177         type Locked = MutexGuard<'a, T>;
178
179         fn lock(&'a self) -> MutexGuard<'a, T> {
180                 Mutex::lock(self).unwrap()
181         }
182 }
183
184 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
185         type Locked = RefMut<'a, T>;
186
187         fn lock(&'a self) -> RefMut<'a, T> {
188                 self.borrow_mut()
189         }
190 }
191
192 #[cfg(c_bindings)]
193 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
194 pub struct MultiThreadedLockableScore<S: Score> {
195         score: Mutex<S>,
196 }
197 #[cfg(c_bindings)]
198 /// A locked `MultiThreadedLockableScore`.
199 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
200 #[cfg(c_bindings)]
201 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
202         type ScoreParams = <T as Score>::ScoreParams;
203         fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
204                 self.0.channel_penalty_msat(scid, source, target, usage, score_params)
205         }
206         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
207                 self.0.payment_path_failed(path, short_channel_id)
208         }
209         fn payment_path_successful(&mut self, path: &Path) {
210                 self.0.payment_path_successful(path)
211         }
212         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
213                 self.0.probe_failed(path, short_channel_id)
214         }
215         fn probe_successful(&mut self, path: &Path) {
216                 self.0.probe_successful(path)
217         }
218 }
219 #[cfg(c_bindings)]
220 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
221         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
222                 self.0.write(writer)
223         }
224 }
225
226 #[cfg(c_bindings)]
227 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
228         type Locked = MultiThreadedScoreLock<'a, T>;
229
230         fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
231                 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
232         }
233 }
234
235 #[cfg(c_bindings)]
236 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
237         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
238                 self.lock().write(writer)
239         }
240 }
241
242 #[cfg(c_bindings)]
243 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
244
245 #[cfg(c_bindings)]
246 impl<T: Score> MultiThreadedLockableScore<T> {
247         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
248         pub fn new(score: T) -> Self {
249                 MultiThreadedLockableScore { score: Mutex::new(score) }
250         }
251 }
252
253 #[cfg(c_bindings)]
254 /// This is not exported to bindings users
255 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
256         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
257                 T::write(&**self, writer)
258         }
259 }
260
261 #[cfg(c_bindings)]
262 /// This is not exported to bindings users
263 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
264         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
265                 S::write(&**self, writer)
266         }
267 }
268
269 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
270 #[derive(Clone, Copy, Debug, PartialEq)]
271 pub struct ChannelUsage {
272         /// The amount to send through the channel, denominated in millisatoshis.
273         pub amount_msat: u64,
274
275         /// Total amount, denominated in millisatoshis, already allocated to send through the channel
276         /// as part of a multi-path payment.
277         pub inflight_htlc_msat: u64,
278
279         /// The effective capacity of the channel.
280         pub effective_capacity: EffectiveCapacity,
281 }
282
283 #[derive(Clone)]
284 /// [`Score`] implementation that uses a fixed penalty.
285 pub struct FixedPenaltyScorer {
286         penalty_msat: u64,
287 }
288
289 impl FixedPenaltyScorer {
290         /// Creates a new scorer using `penalty_msat`.
291         pub fn with_penalty(penalty_msat: u64) -> Self {
292                 Self { penalty_msat }
293         }
294 }
295
296 impl Score for FixedPenaltyScorer {
297         type ScoreParams = ();
298         fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
299                 self.penalty_msat
300         }
301
302         fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
303
304         fn payment_path_successful(&mut self, _path: &Path) {}
305
306         fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
307
308         fn probe_successful(&mut self, _path: &Path) {}
309 }
310
311 impl Writeable for FixedPenaltyScorer {
312         #[inline]
313         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
314                 write_tlv_fields!(w, {});
315                 Ok(())
316         }
317 }
318
319 impl ReadableArgs<u64> for FixedPenaltyScorer {
320         #[inline]
321         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
322                 read_tlv_fields!(r, {});
323                 Ok(Self { penalty_msat })
324         }
325 }
326
327 #[cfg(not(feature = "no-std"))]
328 type ConfiguredTime = std::time::Instant;
329 #[cfg(feature = "no-std")]
330 use crate::util::time::Eternity;
331 #[cfg(feature = "no-std")]
332 type ConfiguredTime = Eternity;
333
334 /// [`Score`] implementation using channel success probability distributions.
335 ///
336 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
337 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
338 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
339 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
340 ///
341 /// These bounds are then used to determine a success probability using the formula from
342 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
343 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
344 ///
345 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
346 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
347 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
348 /// terms of the entire path's success probability. This allows the router to directly compare
349 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
350 ///
351 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
352 ///
353 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
354 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
355 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
356 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
357 /// bounds.
358 ///
359 /// # Note
360 ///
361 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
362 /// behavior.
363 ///
364 /// [1]: https://arxiv.org/abs/2107.05322
365 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
366 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
367 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
368 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
369 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
370 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
371
372 /// Probabilistic [`Score`] implementation.
373 ///
374 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
375 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
376 where L::Target: Logger {
377         decay_params: ProbabilisticScoringDecayParameters,
378         network_graph: G,
379         logger: L,
380         // TODO: Remove entries of closed channels.
381         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
382 }
383
384 /// Parameters for configuring [`ProbabilisticScorer`].
385 ///
386 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
387 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
388 ///
389 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
390 /// parameters here.
391 #[derive(Clone)]
392 pub struct ProbabilisticScoringFeeParameters {
393         /// A fixed penalty in msats to apply to each channel.
394         ///
395         /// Default value: 500 msat
396         pub base_penalty_msat: u64,
397
398         /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
399         /// channel, in excess of the [`base_penalty_msat`].
400         ///
401         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
402         /// fees plus penalty) for large payments. The penalty is computed as the product of this
403         /// multiplier and `2^30`ths of the payment amount.
404         ///
405         /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
406         ///
407         /// Default value: 8,192 msat
408         ///
409         /// [`base_penalty_msat`]: Self::base_penalty_msat
410         pub base_penalty_amount_multiplier_msat: u64,
411
412         /// A multiplier used in conjunction with the negative `log10` of the channel's success
413         /// probability for a payment, as determined by our latest estimates of the channel's
414         /// liquidity, to determine the liquidity penalty.
415         ///
416         /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
417         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
418         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
419         /// lower bounding the success probability to `0.01`) when the amount falls within the
420         /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
421         /// result in a `u64::max_value` penalty, however.
422         ///
423         /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
424         ///
425         /// Default value: 30,000 msat
426         ///
427         /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
428         pub liquidity_penalty_multiplier_msat: u64,
429
430         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
431         /// channel's success probability for the payment, as determined by our latest estimates of the
432         /// channel's liquidity, to determine the amount penalty.
433         ///
434         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
435         /// fees plus penalty) for large payments. The penalty is computed as the product of this
436         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
437         /// success probability.
438         ///
439         /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
440         ///
441         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
442         /// the amount will result in a penalty of the multiplier. And, as the success probability
443         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
444         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
445         /// fall below `1`.
446         ///
447         /// Default value: 192 msat
448         pub liquidity_penalty_amount_multiplier_msat: u64,
449
450         /// A multiplier used in conjunction with the negative `log10` of the channel's success
451         /// probability for the payment, as determined based on the history of our estimates of the
452         /// channel's available liquidity, to determine a penalty.
453         ///
454         /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
455         /// only our latest estimate for the current liquidity available in the channel, it estimates
456         /// success probability based on the estimated liquidity available in the channel through
457         /// history. Specifically, every time we update our liquidity bounds on a given channel, we
458         /// track which of several buckets those bounds fall into, exponentially decaying the
459         /// probability of each bucket as new samples are added.
460         ///
461         /// Default value: 10,000 msat
462         ///
463         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
464         pub historical_liquidity_penalty_multiplier_msat: u64,
465
466         /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
467         /// channel's success probability for the payment, as determined based on the history of our
468         /// estimates of the channel's available liquidity, to determine a penalty.
469         ///
470         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
471         /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
472         /// of the payment amount, weighted by the negative `log10` of the success probability.
473         ///
474         /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
475         /// of using only our latest estimate for the current liquidity available in the channel, it
476         /// estimates success probability based on the estimated liquidity available in the channel
477         /// through history. Specifically, every time we update our liquidity bounds on a given
478         /// channel, we track which of several buckets those bounds fall into, exponentially decaying
479         /// the probability of each bucket as new samples are added.
480         ///
481         /// Default value: 64 msat
482         ///
483         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
484         pub historical_liquidity_penalty_amount_multiplier_msat: u64,
485
486         /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
487         /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
488         /// considered during path finding.
489         ///
490         /// This is not exported to bindings users
491         pub manual_node_penalties: HashMap<NodeId, u64>,
492
493         /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
494         /// channel's capacity, (ie. htlc_maximum_msat â‰¥ 0.5 * channel_capacity) which makes us
495         /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
496         /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
497         /// to restrict `htlc_maximum_msat` and improve privacy.
498         ///
499         /// Default value: 250 msat
500         pub anti_probing_penalty_msat: u64,
501
502         /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
503         /// current estimate of the channel's available liquidity.
504         ///
505         /// Note that in this case all other penalties, including the
506         /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
507         /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
508         /// applicable, are still included in the overall penalty.
509         ///
510         /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
511         /// `u64::max_value()` will guarantee that.
512         ///
513         /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
514         ///
515         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
516         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
517         /// [`base_penalty_msat`]: Self::base_penalty_msat
518         /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
519         pub considered_impossible_penalty_msat: u64,
520 }
521
522 impl Default for ProbabilisticScoringFeeParameters {
523         fn default() -> Self {
524                 Self {
525                         base_penalty_msat: 500,
526                         base_penalty_amount_multiplier_msat: 8192,
527                         liquidity_penalty_multiplier_msat: 30_000,
528                         liquidity_penalty_amount_multiplier_msat: 192,
529                         manual_node_penalties: HashMap::new(),
530                         anti_probing_penalty_msat: 250,
531                         considered_impossible_penalty_msat: 1_0000_0000_000,
532                         historical_liquidity_penalty_multiplier_msat: 10_000,
533                         historical_liquidity_penalty_amount_multiplier_msat: 64,
534                 }
535         }
536 }
537
538 impl ProbabilisticScoringFeeParameters {
539         /// Marks the node with the given `node_id` as banned,
540         /// i.e it will be avoided during path finding.
541         pub fn add_banned(&mut self, node_id: &NodeId) {
542                 self.manual_node_penalties.insert(*node_id, u64::max_value());
543         }
544
545         /// Marks all nodes in the given list as banned, i.e.,
546         /// they will be avoided during path finding.
547         pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
548                 for id in node_ids {
549                         self.manual_node_penalties.insert(id, u64::max_value());
550                 }
551         }
552
553         /// Removes the node with the given `node_id` from the list of nodes to avoid.
554         pub fn remove_banned(&mut self, node_id: &NodeId) {
555                 self.manual_node_penalties.remove(node_id);
556         }
557
558         /// Sets a manual penalty for the given node.
559         pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
560                 self.manual_node_penalties.insert(*node_id, penalty);
561         }
562
563         /// Removes the node with the given `node_id` from the list of manual penalties.
564         pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
565                 self.manual_node_penalties.remove(node_id);
566         }
567
568         /// Clears the list of manual penalties that are applied during path finding.
569         pub fn clear_manual_penalties(&mut self) {
570                 self.manual_node_penalties = HashMap::new();
571         }
572 }
573
574 #[cfg(test)]
575 impl ProbabilisticScoringFeeParameters {
576         fn zero_penalty() -> Self {
577                 Self {
578                         base_penalty_msat: 0,
579                         base_penalty_amount_multiplier_msat: 0,
580                         liquidity_penalty_multiplier_msat: 0,
581                         liquidity_penalty_amount_multiplier_msat: 0,
582                         historical_liquidity_penalty_multiplier_msat: 0,
583                         historical_liquidity_penalty_amount_multiplier_msat: 0,
584                         manual_node_penalties: HashMap::new(),
585                         anti_probing_penalty_msat: 0,
586                         considered_impossible_penalty_msat: 0,
587                 }
588         }
589 }
590
591 /// Parameters for configuring [`ProbabilisticScorer`].
592 ///
593 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
594 /// these decay parameters affect the score of the channel penalty and are not changed on a
595 /// per-route penalty cost call.
596 #[derive(Copy, Clone)]
597 pub struct ProbabilisticScoringDecayParameters {
598         /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
599         /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
600         /// seen a liquidity estimate update for this amount of time, the historical datapoints are
601         /// decayed by half.
602         /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
603         ///
604         /// Note that after 16 or more half lives all historical data will be completely gone.
605         ///
606         /// Default value: 14 days
607         ///
608         /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
609         pub historical_no_updates_half_life: Duration,
610
611         /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
612         /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
613         /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
614         /// capacity.
615         ///
616         /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
617         /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
618         /// struct documentation for more info on the way the liquidity bounds are used.
619         ///
620         /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
621         /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
622         /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
623         ///
624         /// Default value: 6 hours
625         ///
626         /// # Note
627         ///
628         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
629         /// liquidity knowledge will never decay except when the bounds cross.
630         pub liquidity_offset_half_life: Duration,
631 }
632
633 impl Default for ProbabilisticScoringDecayParameters {
634         fn default() -> Self {
635                 Self {
636                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
637                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
638                 }
639         }
640 }
641
642 #[cfg(test)]
643 impl ProbabilisticScoringDecayParameters {
644         fn zero_penalty() -> Self {
645                 Self {
646                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
647                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
648                 }
649         }
650 }
651
652 /// Accounting for channel liquidity balance uncertainty.
653 ///
654 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
655 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
656 /// offset fields gives the opposite direction.
657 struct ChannelLiquidity<T: Time> {
658         /// Lower channel liquidity bound in terms of an offset from zero.
659         min_liquidity_offset_msat: u64,
660
661         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
662         max_liquidity_offset_msat: u64,
663
664         /// Time when the liquidity bounds were last modified.
665         last_updated: T,
666
667         min_liquidity_offset_history: HistoricalBucketRangeTracker,
668         max_liquidity_offset_history: HistoricalBucketRangeTracker,
669 }
670
671 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
672 /// decayed with a given half life.
673 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
674         min_liquidity_offset_msat: L,
675         max_liquidity_offset_msat: L,
676         min_liquidity_offset_history: BRT,
677         max_liquidity_offset_history: BRT,
678         inflight_htlc_msat: u64,
679         capacity_msat: u64,
680         last_updated: U,
681         now: T,
682         decay_params: ProbabilisticScoringDecayParameters,
683 }
684
685 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
686         /// Creates a new scorer using the given scoring parameters for sending payments from a node
687         /// through a network graph.
688         pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
689                 Self {
690                         decay_params,
691                         network_graph,
692                         logger,
693                         channel_liquidities: HashMap::new(),
694                 }
695         }
696
697         #[cfg(test)]
698         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
699                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
700                 self
701         }
702
703         /// Dump the contents of this scorer into the configured logger.
704         ///
705         /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
706         /// which may be a substantial amount of log output.
707         pub fn debug_log_liquidity_stats(&self) {
708                 let now = T::now();
709
710                 let graph = self.network_graph.read_only();
711                 for (scid, liq) in self.channel_liquidities.iter() {
712                         if let Some(chan_debug) = graph.channels().get(scid) {
713                                 let log_direction = |source, target| {
714                                         if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
715                                                 let amt = directed_info.effective_capacity().as_msat();
716                                                 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
717
718                                                 let buckets = HistoricalMinMaxBuckets {
719                                                         min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
720                                                         max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
721                                                 };
722                                                 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
723                                                         *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
724
725                                                 log_debug!(self.logger, core::concat!(
726                                                         "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
727                                                         "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
728                                                         "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
729                                                         source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
730                                                         min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
731                                                         min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
732                                                         // Note that the liquidity buckets are an offset from the edge, so we
733                                                         // inverse the max order to get the probabilities from zero.
734                                                         max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
735                                                         max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
736                                         } else {
737                                                 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
738                                         }
739                                 };
740
741                                 log_direction(&chan_debug.node_one, &chan_debug.node_two);
742                                 log_direction(&chan_debug.node_two, &chan_debug.node_one);
743                         } else {
744                                 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
745                         }
746                 }
747         }
748
749         /// Query the estimated minimum and maximum liquidity available for sending a payment over the
750         /// channel with `scid` towards the given `target` node.
751         pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
752                 let graph = self.network_graph.read_only();
753
754                 if let Some(chan) = graph.channels().get(&scid) {
755                         if let Some(liq) = self.channel_liquidities.get(&scid) {
756                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
757                                         let amt = directed_info.effective_capacity().as_msat();
758                                         let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
759                                         return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
760                                 }
761                         }
762                 }
763                 None
764         }
765
766         /// Query the historical estimated minimum and maximum liquidity available for sending a
767         /// payment over the channel with `scid` towards the given `target` node.
768         ///
769         /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
770         /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
771         /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
772         /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
773         /// Because the values are slowly decayed, more recent data points are weighted more heavily
774         /// than older datapoints.
775         ///
776         /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
777         /// relative to the channel's total capacity is calculated by dividing that bucket's value with
778         /// the total of all buckets for the given bound.
779         ///
780         /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
781         /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
782         /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
783         /// both in the top and bottom octile, and roughly with similar (recent) frequency.
784         ///
785         /// Because the datapoints are decayed slowly over time, values will eventually return to
786         /// `Some(([0; 8], [0; 8]))`.
787         ///
788         /// In order to fetch a single success probability from the buckets provided here, as used in
789         /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
790         pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
791         -> Option<([u16; 8], [u16; 8])> {
792                 let graph = self.network_graph.read_only();
793
794                 if let Some(chan) = graph.channels().get(&scid) {
795                         if let Some(liq) = self.channel_liquidities.get(&scid) {
796                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
797                                         let amt = directed_info.effective_capacity().as_msat();
798                                         let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
799
800                                         let buckets = HistoricalMinMaxBuckets {
801                                                 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
802                                                 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
803                                         };
804                                         let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(dir_liq.now,
805                                                 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
806                                         // Note that the liquidity buckets are an offset from the edge, so we inverse
807                                         // the max order to get the probabilities from zero.
808                                         max_buckets.reverse();
809                                         return Some((min_buckets, max_buckets));
810                                 }
811                         }
812                 }
813                 None
814         }
815
816         /// Query the probability of payment success sending the given `amount_msat` over the channel
817         /// with `scid` towards the given `target` node, based on the historical estimated liquidity
818         /// bounds.
819         ///
820         /// These are the same bounds as returned by
821         /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
822         /// [`Self::estimated_channel_liquidity_range`]).
823         pub fn historical_estimated_payment_success_probability(
824                 &self, scid: u64, target: &NodeId, amount_msat: u64)
825         -> Option<f64> {
826                 let graph = self.network_graph.read_only();
827
828                 if let Some(chan) = graph.channels().get(&scid) {
829                         if let Some(liq) = self.channel_liquidities.get(&scid) {
830                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
831                                         let capacity_msat = directed_info.effective_capacity().as_msat();
832                                         let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
833
834                                         let buckets = HistoricalMinMaxBuckets {
835                                                 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
836                                                 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
837                                         };
838
839                                         return buckets.calculate_success_probability_times_billion(dir_liq.now,
840                                                 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life,
841                                                 amount_msat, capacity_msat
842                                         ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
843                                 }
844                         }
845                 }
846                 None
847         }
848 }
849
850 impl<T: Time> ChannelLiquidity<T> {
851         #[inline]
852         fn new() -> Self {
853                 Self {
854                         min_liquidity_offset_msat: 0,
855                         max_liquidity_offset_msat: 0,
856                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
857                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
858                         last_updated: T::now(),
859                 }
860         }
861
862         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
863         /// `capacity_msat`.
864         fn as_directed(
865                 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
866         ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
867                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
868                         if source < target {
869                                 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
870                                         &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
871                         } else {
872                                 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
873                                         &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
874                         };
875
876                 DirectedChannelLiquidity {
877                         min_liquidity_offset_msat,
878                         max_liquidity_offset_msat,
879                         min_liquidity_offset_history,
880                         max_liquidity_offset_history,
881                         inflight_htlc_msat,
882                         capacity_msat,
883                         last_updated: &self.last_updated,
884                         now: T::now(),
885                         decay_params: decay_params,
886                 }
887         }
888
889         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
890         /// `capacity_msat`.
891         fn as_directed_mut(
892                 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
893         ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
894                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
895                         if source < target {
896                                 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
897                                         &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
898                         } else {
899                                 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
900                                         &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
901                         };
902
903                 DirectedChannelLiquidity {
904                         min_liquidity_offset_msat,
905                         max_liquidity_offset_msat,
906                         min_liquidity_offset_history,
907                         max_liquidity_offset_history,
908                         inflight_htlc_msat,
909                         capacity_msat,
910                         last_updated: &mut self.last_updated,
911                         now: T::now(),
912                         decay_params: decay_params,
913                 }
914         }
915 }
916
917 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
918 /// probabilities.
919 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
920
921 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
922 /// ratio, as X in 1/X.
923 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
924
925 /// The divisor used when computing the amount penalty.
926 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
927 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
928
929 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
930         /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
931         /// this direction.
932         fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
933                 let available_capacity = self.available_capacity();
934                 let max_liquidity_msat = self.max_liquidity_msat();
935                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
936
937                 let mut res = if amount_msat <= min_liquidity_msat {
938                         0
939                 } else if amount_msat >= max_liquidity_msat {
940                         // Equivalent to hitting the else clause below with the amount equal to the effective
941                         // capacity and without any certainty on the liquidity upper bound, plus the
942                         // impossibility penalty.
943                         let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
944                         Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
945                                         score_params.liquidity_penalty_multiplier_msat,
946                                         score_params.liquidity_penalty_amount_multiplier_msat)
947                                 .saturating_add(score_params.considered_impossible_penalty_msat)
948                 } else {
949                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
950                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
951                         if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
952                                 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
953                                 // don't bother trying to use the log approximation as it gets too noisy to be
954                                 // particularly helpful, instead just round down to 0.
955                                 0
956                         } else {
957                                 let negative_log10_times_2048 =
958                                         approx::negative_log10_times_2048(numerator, denominator);
959                                 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
960                                         score_params.liquidity_penalty_multiplier_msat,
961                                         score_params.liquidity_penalty_amount_multiplier_msat)
962                         }
963                 };
964
965                 if amount_msat >= available_capacity {
966                         // We're trying to send more than the capacity, use a max penalty.
967                         res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
968                                 NEGATIVE_LOG10_UPPER_BOUND * 2048,
969                                 score_params.historical_liquidity_penalty_multiplier_msat,
970                                 score_params.historical_liquidity_penalty_amount_multiplier_msat));
971                         return res;
972                 }
973
974                 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
975                    score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
976                         let buckets = HistoricalMinMaxBuckets {
977                                 min_liquidity_offset_history: &self.min_liquidity_offset_history,
978                                 max_liquidity_offset_history: &self.max_liquidity_offset_history,
979                         };
980                         if let Some(cumulative_success_prob_times_billion) = buckets
981                                 .calculate_success_probability_times_billion(self.now, *self.last_updated,
982                                         self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
983                         {
984                                 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
985                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
986                                         historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
987                                         score_params.historical_liquidity_penalty_amount_multiplier_msat));
988                         } else {
989                                 // If we don't have any valid points (or, once decayed, we have less than a full
990                                 // point), redo the non-historical calculation with no liquidity bounds tracked and
991                                 // the historical penalty multipliers.
992                                 let available_capacity = self.available_capacity();
993                                 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
994                                 let denominator = available_capacity.saturating_add(1);
995                                 let negative_log10_times_2048 =
996                                         approx::negative_log10_times_2048(numerator, denominator);
997                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
998                                         score_params.historical_liquidity_penalty_multiplier_msat,
999                                         score_params.historical_liquidity_penalty_amount_multiplier_msat));
1000                         }
1001                 }
1002
1003                 res
1004         }
1005
1006         /// Computes the liquidity penalty from the penalty multipliers.
1007         #[inline(always)]
1008         fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1009                 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1010         ) -> u64 {
1011                 negative_log10_times_2048 =
1012                         negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1013
1014                 // Upper bound the liquidity penalty to ensure some channel is selected.
1015                 let liquidity_penalty_msat = negative_log10_times_2048
1016                         .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1017                 let amount_penalty_msat = negative_log10_times_2048
1018                         .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1019                         .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1020
1021                 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1022         }
1023
1024         /// Returns the lower bound of the channel liquidity balance in this direction.
1025         #[inline(always)]
1026         fn min_liquidity_msat(&self) -> u64 {
1027                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1028         }
1029
1030         /// Returns the upper bound of the channel liquidity balance in this direction.
1031         #[inline(always)]
1032         fn max_liquidity_msat(&self) -> u64 {
1033                 self.available_capacity()
1034                         .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1035         }
1036
1037         /// Returns the capacity minus the in-flight HTLCs in this direction.
1038         #[inline(always)]
1039         fn available_capacity(&self) -> u64 {
1040                 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1041         }
1042
1043         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1044                 self.now.duration_since(*self.last_updated).as_secs()
1045                         .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1046                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
1047                         .unwrap_or(0)
1048         }
1049 }
1050
1051 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1052         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1053         fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1054                 let existing_max_msat = self.max_liquidity_msat();
1055                 if amount_msat < existing_max_msat {
1056                         log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1057                         self.set_max_liquidity_msat(amount_msat);
1058                 } else {
1059                         log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1060                                 chan_descr, existing_max_msat, amount_msat);
1061                 }
1062                 self.update_history_buckets();
1063         }
1064
1065         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1066         fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1067                 let existing_min_msat = self.min_liquidity_msat();
1068                 if amount_msat > existing_min_msat {
1069                         log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1070                         self.set_min_liquidity_msat(amount_msat);
1071                 } else {
1072                         log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1073                                 chan_descr, existing_min_msat, amount_msat);
1074                 }
1075                 self.update_history_buckets();
1076         }
1077
1078         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1079         fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1080                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1081                 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1082                 self.set_max_liquidity_msat(max_liquidity_msat);
1083                 self.update_history_buckets();
1084         }
1085
1086         fn update_history_buckets(&mut self) {
1087                 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1088                         .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1089                         .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1090                 self.min_liquidity_offset_history.time_decay_data(half_lives);
1091                 self.max_liquidity_offset_history.time_decay_data(half_lives);
1092
1093                 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1094                 self.min_liquidity_offset_history.track_datapoint(
1095                         min_liquidity_offset_msat, self.capacity_msat
1096                 );
1097                 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1098                 self.max_liquidity_offset_history.track_datapoint(
1099                         max_liquidity_offset_msat, self.capacity_msat
1100                 );
1101         }
1102
1103         /// Adjusts the lower bound of the channel liquidity balance in this direction.
1104         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1105                 *self.min_liquidity_offset_msat = amount_msat;
1106                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1107                         0
1108                 } else {
1109                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1110                 };
1111                 *self.last_updated = self.now;
1112         }
1113
1114         /// Adjusts the upper bound of the channel liquidity balance in this direction.
1115         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1116                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1117                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1118                         0
1119                 } else {
1120                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1121                 };
1122                 *self.last_updated = self.now;
1123         }
1124 }
1125
1126 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1127         type ScoreParams = ProbabilisticScoringFeeParameters;
1128         fn channel_penalty_msat(
1129                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1130         ) -> u64 {
1131                 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1132                         return *penalty;
1133                 }
1134
1135                 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1136                         score_params.base_penalty_amount_multiplier_msat
1137                                 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1138
1139                 let mut anti_probing_penalty_msat = 0;
1140                 match usage.effective_capacity {
1141                         EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1142                                 if usage.amount_msat > liquidity_msat {
1143                                         return u64::max_value();
1144                                 } else {
1145                                         return base_penalty_msat;
1146                                 }
1147                         },
1148                         EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1149                                 if htlc_maximum_msat >= capacity_msat/2 {
1150                                         anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1151                                 }
1152                         },
1153                         _ => {},
1154                 }
1155
1156                 let amount_msat = usage.amount_msat;
1157                 let capacity_msat = usage.effective_capacity.as_msat();
1158                 let inflight_htlc_msat = usage.inflight_htlc_msat;
1159                 self.channel_liquidities
1160                         .get(&short_channel_id)
1161                         .unwrap_or(&ChannelLiquidity::new())
1162                         .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1163                         .penalty_msat(amount_msat, score_params)
1164                         .saturating_add(anti_probing_penalty_msat)
1165                         .saturating_add(base_penalty_msat)
1166         }
1167
1168         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1169                 let amount_msat = path.final_value_msat();
1170                 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1171                 let network_graph = self.network_graph.read_only();
1172                 for (hop_idx, hop) in path.hops.iter().enumerate() {
1173                         let target = NodeId::from_pubkey(&hop.pubkey);
1174                         let channel_directed_from_source = network_graph.channels()
1175                                 .get(&hop.short_channel_id)
1176                                 .and_then(|channel| channel.as_directed_to(&target));
1177
1178                         let at_failed_channel = hop.short_channel_id == short_channel_id;
1179                         if at_failed_channel && hop_idx == 0 {
1180                                 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);
1181                         }
1182
1183                         // Only score announced channels.
1184                         if let Some((channel, source)) = channel_directed_from_source {
1185                                 let capacity_msat = channel.effective_capacity().as_msat();
1186                                 if at_failed_channel {
1187                                         self.channel_liquidities
1188                                                 .entry(hop.short_channel_id)
1189                                                 .or_insert_with(ChannelLiquidity::new)
1190                                                 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1191                                                 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1192                                 } else {
1193                                         self.channel_liquidities
1194                                                 .entry(hop.short_channel_id)
1195                                                 .or_insert_with(ChannelLiquidity::new)
1196                                                 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1197                                                 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1198                                 }
1199                         } else {
1200                                 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).",
1201                                         hop.short_channel_id);
1202                         }
1203                         if at_failed_channel { break; }
1204                 }
1205         }
1206
1207         fn payment_path_successful(&mut self, path: &Path) {
1208                 let amount_msat = path.final_value_msat();
1209                 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1210                         path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1211                 let network_graph = self.network_graph.read_only();
1212                 for hop in &path.hops {
1213                         let target = NodeId::from_pubkey(&hop.pubkey);
1214                         let channel_directed_from_source = network_graph.channels()
1215                                 .get(&hop.short_channel_id)
1216                                 .and_then(|channel| channel.as_directed_to(&target));
1217
1218                         // Only score announced channels.
1219                         if let Some((channel, source)) = channel_directed_from_source {
1220                                 let capacity_msat = channel.effective_capacity().as_msat();
1221                                 self.channel_liquidities
1222                                         .entry(hop.short_channel_id)
1223                                         .or_insert_with(ChannelLiquidity::new)
1224                                         .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1225                                         .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1226                         } else {
1227                                 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).",
1228                                         hop.short_channel_id);
1229                         }
1230                 }
1231         }
1232
1233         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1234                 self.payment_path_failed(path, short_channel_id)
1235         }
1236
1237         fn probe_successful(&mut self, path: &Path) {
1238                 self.payment_path_failed(path, u64::max_value())
1239         }
1240 }
1241
1242 mod approx {
1243         const BITS: u32 = 64;
1244         const HIGHEST_BIT: u32 = BITS - 1;
1245         const LOWER_BITS: u32 = 6;
1246         pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1247         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1248
1249         /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1250         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1251         const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1252                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1253                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1254                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1255                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1256                 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1257                         617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1258                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1259                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1260                 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1261                         1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1262                         1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1263                         1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1264                 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1265                         2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1266                         2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1267                         2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1268                 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1269                         2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1270                         2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1271                         2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1272                 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1273                         3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1274                         3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1275                         3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1276                 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1277                         3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1278                         4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1279                         4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1280                 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1281                         4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1282                         4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1283                         4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1284                 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1285                         5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1286                         5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1287                         5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1288                 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1289                         5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1290                         5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1291                         6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1292                 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1293                         6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1294                         6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1295                         6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1296                 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1297                         6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1298                         7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1299                         7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1300                 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1301                         7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1302                         7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1303                         7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1304                 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1305                         8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1306                         8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1307                         8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1308                 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1309                         8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1310                         8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1311                         9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1312                 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1313                         9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1314                         9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1315                         9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1316                 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1317                         10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1318                         10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1319                         10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1320                 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1321                         10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1322                         10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1323                         10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1324                 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1325                         11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1326                         11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1327                         11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1328                 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1329                         11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1330                         12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1331                         12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1332                 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1333                         12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1334                         12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1335                         12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1336                 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1337                         13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1338                         13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1339                         13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1340                 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1341                         13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1342                         13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1343                         14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1344                 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1345                         14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1346                         14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1347                         14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1348                 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1349                         14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1350                         15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1351                         15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1352                 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1353                         15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1354                         15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1355                         15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1356                 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1357                         16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1358                         16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1359                         16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1360                 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1361                         16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1362                         17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1363                         17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1364                 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1365                         17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1366                         17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1367                         17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1368                 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1369                         18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1370                         18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1371                         18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1372                 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1373                         18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1374                         18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1375                         18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1376                 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1377                         19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1378                         19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1379                         19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1380                 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1381                         19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1382                         20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1383                         20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1384                 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1385                         20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1386                         20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1387                         20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1388                 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1389                         21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1390                         21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1391                         21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1392                 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1393                         21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1394                         21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1395                         22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1396                 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1397                         22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1398                         22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1399                         22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1400                 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1401                         23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1402                         23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1403                         23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1404                 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1405                         23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1406                         23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1407                         23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1408                 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1409                         24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1410                         24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1411                         24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1412                 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1413                         24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1414                         25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1415                         25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1416                 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1417                         25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1418                         25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1419                         25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1420                 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1421                         26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1422                         26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1423                         26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1424                 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1425                         26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1426                         26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1427                         27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1428                 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1429                         27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1430                         27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1431                         27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1432                 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1433                         27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1434                         28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1435                         28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1436                 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1437                         28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1438                         28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1439                         28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1440                 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1441                         29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1442                         29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1443                         29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1444                 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1445                         29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1446                         29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1447                         30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1448                 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1449                         30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1450                         30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1451                         30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1452                 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1453                         31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1454                         31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1455                         31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1456                 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1457                         31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1458                         31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1459                         31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1460                 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1461                         32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1462                         32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1463                         32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1464                 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1465                         32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1466                         33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1467                         33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1468                 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1469                         33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1470                         33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1471                         33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1472                 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1473                         34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1474                         34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1475                         34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1476                 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1477                         34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1478                         34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1479                         35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1480                 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1481                         35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1482                         35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1483                         35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1484                 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1485                         35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1486                         36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1487                         36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1488                 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1489                         36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1490                         36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1491                         36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1492                 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1493                         37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1494                         37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1495                         37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1496                 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1497                         37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1498                         37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1499                         38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1500                 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1501                         38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1502                         38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1503                         38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1504                 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1505                         39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1506                         39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1507                         39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1508         ];
1509
1510         /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1511         #[inline]
1512         pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1513                 // Multiply the -1 through to avoid needing to use signed numbers.
1514                 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1515         }
1516
1517         #[inline]
1518         fn log10_times_2048(x: u64) -> u16 {
1519                 debug_assert_ne!(x, 0);
1520                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1521                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1522                 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1523         }
1524
1525         #[cfg(test)]
1526         mod tests {
1527                 use super::*;
1528
1529                 #[test]
1530                 fn prints_negative_log10_times_2048_lookup_table() {
1531                         for msb in 0..BITS {
1532                                 for i in 0..LOWER_BITS_BOUND {
1533                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1534                                         let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1535                                         assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1536
1537                                         if i % LOWER_BITS_BOUND == 0 {
1538                                                 print!("\t\t[{}, ", log10_times_2048);
1539                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1540                                                 println!("{}],", log10_times_2048);
1541                                         } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1542                                                 print!("{},\n\t\t\t", log10_times_2048);
1543                                         } else {
1544                                                 print!("{}, ", log10_times_2048);
1545                                         }
1546                                 }
1547                         }
1548                 }
1549         }
1550 }
1551
1552 mod bucketed_history {
1553         use super::*;
1554
1555         /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1556         /// in each of 8 buckets.
1557         #[derive(Clone, Copy)]
1558         pub(super) struct HistoricalBucketRangeTracker {
1559                 buckets: [u16; 8],
1560         }
1561
1562         impl HistoricalBucketRangeTracker {
1563                 pub(super) fn new() -> Self { Self { buckets: [0; 8] } }
1564                 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1565                         // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1566                         // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1567                         //
1568                         // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1569                         // the buckets for the current min and max liquidity offset positions.
1570                         //
1571                         // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1572                         // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1573                         // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1574                         //
1575                         // In total, this allows us to track data for the last 8,000 or so payments across a given
1576                         // channel.
1577                         //
1578                         // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1579                         // and need to balance having more bits in the decimal part (to ensure decay isn't too
1580                         // non-linear) with having too few bits in the mantissa, causing us to not store very many
1581                         // datapoints.
1582                         //
1583                         // The constants were picked experimentally, selecting a decay amount that restricts us
1584                         // from overflowing buckets without having to cap them manually.
1585
1586                         // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
1587                         // the channel's capacity, though the second should generally never happen.
1588                         debug_assert!(liquidity_offset_msat <= capacity_msat);
1589                         let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
1590                                 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
1591                         debug_assert!(bucket_idx < 8);
1592                         if bucket_idx < 8 {
1593                                 for e in self.buckets.iter_mut() {
1594                                         *e = ((*e as u32) * 2047 / 2048) as u16;
1595                                 }
1596                                 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
1597                         }
1598                 }
1599                 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1600                 /// datapoints as we receive newer information.
1601                 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1602                         for e in self.buckets.iter_mut() {
1603                                 *e = e.checked_shr(half_lives).unwrap_or(0);
1604                         }
1605                 }
1606         }
1607
1608         impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1609
1610         pub(super) struct HistoricalMinMaxBuckets<'a> {
1611                 pub(super) min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
1612                 pub(super) max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
1613         }
1614
1615         impl HistoricalMinMaxBuckets<'_> {
1616                 #[inline]
1617                 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1618                 -> ([u16; 8], [u16; 8], u32) {
1619                         let required_decays = now.duration_since(last_updated).as_secs()
1620                                 .checked_div(half_life.as_secs())
1621                                 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1622                         let mut min_buckets = *self.min_liquidity_offset_history;
1623                         min_buckets.time_decay_data(required_decays);
1624                         let mut max_buckets = *self.max_liquidity_offset_history;
1625                         max_buckets.time_decay_data(required_decays);
1626                         (min_buckets.buckets, max_buckets.buckets, required_decays)
1627                 }
1628
1629                 #[inline]
1630                 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1631                         &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1632                 -> Option<u64> {
1633                         // If historical penalties are enabled, calculate the penalty by walking the set of
1634                         // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
1635                         // each, calculate the probability of success given our payment amount, then total the
1636                         // weighted average probability of success.
1637                         //
1638                         // We use a sliding scale to decide which point within a given bucket will be compared to
1639                         // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
1640                         // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
1641                         // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
1642                         // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
1643                         // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
1644                         // penalties to channels at the edges.
1645                         //
1646                         // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
1647                         // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
1648                         // for a 1 BTC channel!).
1649                         //
1650                         // If we used the middle of each bucket we'd never assign any penalty at all when sending
1651                         // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
1652                         let mut total_valid_points_tracked = 0;
1653
1654                         let payment_amt_64th_bucket: u8 = if amount_msat < u64::max_value() / 64 {
1655                                 (amount_msat * 64 / capacity_msat.saturating_add(1))
1656                                         .try_into().unwrap_or(65)
1657                         } else {
1658                                 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1659                                 // division. This branch should only be hit in fuzz testing since the amount would
1660                                 // need to be over 2.88 million BTC in practice.
1661                                 ((amount_msat as u128) * 64 / (capacity_msat as u128).saturating_add(1))
1662                                         .try_into().unwrap_or(65)
1663                         };
1664                         #[cfg(not(fuzzing))]
1665                         debug_assert!(payment_amt_64th_bucket <= 64);
1666                         if payment_amt_64th_bucket >= 64 { return None; }
1667
1668                         // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1669                         // don't actually use the decayed buckets, though, as that would lose precision.
1670                         let (decayed_min_buckets, decayed_max_buckets, required_decays) =
1671                                 self.get_decayed_buckets(now, last_updated, half_life);
1672                         if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
1673                                 return None;
1674                         }
1675
1676                         for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1677                                 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
1678                                         total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1679                                 }
1680                         }
1681                         // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
1682                         // it as if we were fully decayed.
1683                         if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1684                                 return None;
1685                         }
1686
1687                         let mut cumulative_success_prob_times_billion = 0;
1688                         for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1689                                 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
1690                                         let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
1691                                                 * 1024 * 1024 / total_valid_points_tracked;
1692                                         let min_64th_bucket = min_idx as u8 * 9;
1693                                         let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
1694                                         if payment_amt_64th_bucket > max_64th_bucket {
1695                                                 // Success probability 0, the payment amount is above the max liquidity
1696                                         } else if payment_amt_64th_bucket <= min_64th_bucket {
1697                                                 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
1698                                         } else {
1699                                                 cumulative_success_prob_times_billion += bucket_prob_times_million *
1700                                                         ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
1701                                                         ((max_64th_bucket - min_64th_bucket) as u64);
1702                                         }
1703                                 }
1704                         }
1705
1706                         Some(cumulative_success_prob_times_billion)
1707                 }
1708         }
1709 }
1710 use bucketed_history::{HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1711
1712 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1713         #[inline]
1714         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1715                 write_tlv_fields!(w, {
1716                         (0, self.channel_liquidities, required),
1717                 });
1718                 Ok(())
1719         }
1720 }
1721
1722 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1723 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1724         #[inline]
1725         fn read<R: Read>(
1726                 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1727         ) -> Result<Self, DecodeError> {
1728                 let (decay_params, network_graph, logger) = args;
1729                 let mut channel_liquidities = HashMap::new();
1730                 read_tlv_fields!(r, {
1731                         (0, channel_liquidities, required),
1732                 });
1733                 Ok(Self {
1734                         decay_params,
1735                         network_graph,
1736                         logger,
1737                         channel_liquidities,
1738                 })
1739         }
1740 }
1741
1742 impl<T: Time> Writeable for ChannelLiquidity<T> {
1743         #[inline]
1744         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1745                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1746                 write_tlv_fields!(w, {
1747                         (0, self.min_liquidity_offset_msat, required),
1748                         (1, Some(self.min_liquidity_offset_history), option),
1749                         (2, self.max_liquidity_offset_msat, required),
1750                         (3, Some(self.max_liquidity_offset_history), option),
1751                         (4, duration_since_epoch, required),
1752                 });
1753                 Ok(())
1754         }
1755 }
1756
1757 impl<T: Time> Readable for ChannelLiquidity<T> {
1758         #[inline]
1759         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1760                 let mut min_liquidity_offset_msat = 0;
1761                 let mut max_liquidity_offset_msat = 0;
1762                 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1763                 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1764                 let mut duration_since_epoch = Duration::from_secs(0);
1765                 read_tlv_fields!(r, {
1766                         (0, min_liquidity_offset_msat, required),
1767                         (1, min_liquidity_offset_history, option),
1768                         (2, max_liquidity_offset_msat, required),
1769                         (3, max_liquidity_offset_history, option),
1770                         (4, duration_since_epoch, required),
1771                 });
1772                 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1773                 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1774                 // is a time from a monotonic clock usually represented as an offset against boot time).
1775                 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1776                 // from the one that was written. However, because `Instant` can panic if we construct one
1777                 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1778                 // using `Instant::now()` in that case.
1779                 let wall_clock_now = T::duration_since_epoch();
1780                 let now = T::now();
1781                 let last_updated = if wall_clock_now > duration_since_epoch {
1782                         now - (wall_clock_now - duration_since_epoch)
1783                 } else { now };
1784                 Ok(Self {
1785                         min_liquidity_offset_msat,
1786                         max_liquidity_offset_msat,
1787                         min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1788                         max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1789                         last_updated,
1790                 })
1791         }
1792 }
1793
1794 #[cfg(test)]
1795 mod tests {
1796         use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1797         use crate::blinded_path::{BlindedHop, BlindedPath};
1798         use crate::util::config::UserConfig;
1799         use crate::util::time::Time;
1800         use crate::util::time::tests::SinceEpoch;
1801
1802         use crate::ln::channelmanager;
1803         use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1804         use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1805         use crate::routing::router::{BlindedTail, Path, RouteHop};
1806         use crate::routing::scoring::{ChannelUsage, Score};
1807         use crate::util::ser::{ReadableArgs, Writeable};
1808         use crate::util::test_utils::{self, TestLogger};
1809
1810         use bitcoin::blockdata::constants::genesis_block;
1811         use bitcoin::hashes::Hash;
1812         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1813         use bitcoin::network::constants::Network;
1814         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1815         use core::time::Duration;
1816         use crate::io;
1817
1818         fn source_privkey() -> SecretKey {
1819                 SecretKey::from_slice(&[42; 32]).unwrap()
1820         }
1821
1822         fn target_privkey() -> SecretKey {
1823                 SecretKey::from_slice(&[43; 32]).unwrap()
1824         }
1825
1826         fn source_pubkey() -> PublicKey {
1827                 let secp_ctx = Secp256k1::new();
1828                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1829         }
1830
1831         fn target_pubkey() -> PublicKey {
1832                 let secp_ctx = Secp256k1::new();
1833                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1834         }
1835
1836         fn source_node_id() -> NodeId {
1837                 NodeId::from_pubkey(&source_pubkey())
1838         }
1839
1840         fn target_node_id() -> NodeId {
1841                 NodeId::from_pubkey(&target_pubkey())
1842         }
1843
1844         // `ProbabilisticScorer` tests
1845
1846         /// A probabilistic scorer for testing with time that can be manually advanced.
1847         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1848
1849         fn sender_privkey() -> SecretKey {
1850                 SecretKey::from_slice(&[41; 32]).unwrap()
1851         }
1852
1853         fn recipient_privkey() -> SecretKey {
1854                 SecretKey::from_slice(&[45; 32]).unwrap()
1855         }
1856
1857         fn sender_pubkey() -> PublicKey {
1858                 let secp_ctx = Secp256k1::new();
1859                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1860         }
1861
1862         fn recipient_pubkey() -> PublicKey {
1863                 let secp_ctx = Secp256k1::new();
1864                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1865         }
1866
1867         fn sender_node_id() -> NodeId {
1868                 NodeId::from_pubkey(&sender_pubkey())
1869         }
1870
1871         fn recipient_node_id() -> NodeId {
1872                 NodeId::from_pubkey(&recipient_pubkey())
1873         }
1874
1875         fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1876                 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1877                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1878                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1879
1880                 network_graph
1881         }
1882
1883         fn add_channel(
1884                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1885                 node_2_key: SecretKey
1886         ) {
1887                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1888                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1889                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1890                 let secp_ctx = Secp256k1::new();
1891                 let unsigned_announcement = UnsignedChannelAnnouncement {
1892                         features: channelmanager::provided_channel_features(&UserConfig::default()),
1893                         chain_hash: genesis_hash,
1894                         short_channel_id,
1895                         node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1896                         node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1897                         bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1898                         bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1899                         excess_data: Vec::new(),
1900                 };
1901                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1902                 let signed_announcement = ChannelAnnouncement {
1903                         node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1904                         node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1905                         bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1906                         bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1907                         contents: unsigned_announcement,
1908                 };
1909                 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1910                 network_graph.update_channel_from_announcement(
1911                         &signed_announcement, &chain_source).unwrap();
1912                 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1913                 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1914         }
1915
1916         fn update_channel(
1917                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1918                 flags: u8, htlc_maximum_msat: u64
1919         ) {
1920                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1921                 let secp_ctx = Secp256k1::new();
1922                 let unsigned_update = UnsignedChannelUpdate {
1923                         chain_hash: genesis_hash,
1924                         short_channel_id,
1925                         timestamp: 100,
1926                         flags,
1927                         cltv_expiry_delta: 18,
1928                         htlc_minimum_msat: 0,
1929                         htlc_maximum_msat,
1930                         fee_base_msat: 1,
1931                         fee_proportional_millionths: 0,
1932                         excess_data: Vec::new(),
1933                 };
1934                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1935                 let signed_update = ChannelUpdate {
1936                         signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1937                         contents: unsigned_update,
1938                 };
1939                 network_graph.update_channel(&signed_update).unwrap();
1940         }
1941
1942         fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1943                 let config = UserConfig::default();
1944                 RouteHop {
1945                         pubkey,
1946                         node_features: channelmanager::provided_node_features(&config),
1947                         short_channel_id,
1948                         channel_features: channelmanager::provided_channel_features(&config),
1949                         fee_msat,
1950                         cltv_expiry_delta: 18,
1951                 }
1952         }
1953
1954         fn payment_path_for_amount(amount_msat: u64) -> Path {
1955                 Path {
1956                         hops: vec![
1957                                 path_hop(source_pubkey(), 41, 1),
1958                                 path_hop(target_pubkey(), 42, 2),
1959                                 path_hop(recipient_pubkey(), 43, amount_msat),
1960                         ], blinded_tail: None,
1961                 }
1962         }
1963
1964         #[test]
1965         fn liquidity_bounds_directed_from_lowest_node_id() {
1966                 let logger = TestLogger::new();
1967                 let last_updated = SinceEpoch::now();
1968                 let network_graph = network_graph(&logger);
1969                 let decay_params = ProbabilisticScoringDecayParameters::default();
1970                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1971                         .with_channel(42,
1972                                 ChannelLiquidity {
1973                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1974                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1975                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1976                                 })
1977                         .with_channel(43,
1978                                 ChannelLiquidity {
1979                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1980                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1981                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1982                                 });
1983                 let source = source_node_id();
1984                 let target = target_node_id();
1985                 let recipient = recipient_node_id();
1986                 assert!(source > target);
1987                 assert!(target < recipient);
1988
1989                 // Update minimum liquidity.
1990
1991                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1992                         .as_directed(&source, &target, 0, 1_000, decay_params);
1993                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1994                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1995
1996                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1997                         .as_directed(&target, &source, 0, 1_000, decay_params);
1998                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1999                 assert_eq!(liquidity.max_liquidity_msat(), 900);
2000
2001                 scorer.channel_liquidities.get_mut(&42).unwrap()
2002                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2003                         .set_min_liquidity_msat(200);
2004
2005                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2006                         .as_directed(&source, &target, 0, 1_000, decay_params);
2007                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2008                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2009
2010                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2011                         .as_directed(&target, &source, 0, 1_000, decay_params);
2012                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2013                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2014
2015                 // Update maximum liquidity.
2016
2017                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2018                         .as_directed(&target, &recipient, 0, 1_000, decay_params);
2019                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2020                 assert_eq!(liquidity.max_liquidity_msat(), 900);
2021
2022                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2023                         .as_directed(&recipient, &target, 0, 1_000, decay_params);
2024                 assert_eq!(liquidity.min_liquidity_msat(), 100);
2025                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2026
2027                 scorer.channel_liquidities.get_mut(&43).unwrap()
2028                         .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2029                         .set_max_liquidity_msat(200);
2030
2031                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2032                         .as_directed(&target, &recipient, 0, 1_000, decay_params);
2033                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2034                 assert_eq!(liquidity.max_liquidity_msat(), 200);
2035
2036                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2037                         .as_directed(&recipient, &target, 0, 1_000, decay_params);
2038                 assert_eq!(liquidity.min_liquidity_msat(), 800);
2039                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2040         }
2041
2042         #[test]
2043         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2044                 let logger = TestLogger::new();
2045                 let last_updated = SinceEpoch::now();
2046                 let network_graph = network_graph(&logger);
2047                 let decay_params = ProbabilisticScoringDecayParameters::default();
2048                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2049                         .with_channel(42,
2050                                 ChannelLiquidity {
2051                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2052                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2053                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2054                                 });
2055                 let source = source_node_id();
2056                 let target = target_node_id();
2057                 assert!(source > target);
2058
2059                 // Check initial bounds.
2060                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2061                         .as_directed(&source, &target, 0, 1_000, decay_params);
2062                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2063                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2064
2065                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2066                         .as_directed(&target, &source, 0, 1_000, decay_params);
2067                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2068                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2069
2070                 // Reset from source to target.
2071                 scorer.channel_liquidities.get_mut(&42).unwrap()
2072                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2073                         .set_min_liquidity_msat(900);
2074
2075                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2076                         .as_directed(&source, &target, 0, 1_000, decay_params);
2077                 assert_eq!(liquidity.min_liquidity_msat(), 900);
2078                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2079
2080                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2081                         .as_directed(&target, &source, 0, 1_000, decay_params);
2082                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2083                 assert_eq!(liquidity.max_liquidity_msat(), 100);
2084
2085                 // Reset from target to source.
2086                 scorer.channel_liquidities.get_mut(&42).unwrap()
2087                         .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2088                         .set_min_liquidity_msat(400);
2089
2090                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2091                         .as_directed(&source, &target, 0, 1_000, decay_params);
2092                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2093                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2094
2095                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2096                         .as_directed(&target, &source, 0, 1_000, decay_params);
2097                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2098                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2099         }
2100
2101         #[test]
2102         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2103                 let logger = TestLogger::new();
2104                 let last_updated = SinceEpoch::now();
2105                 let network_graph = network_graph(&logger);
2106                 let decay_params = ProbabilisticScoringDecayParameters::default();
2107                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2108                         .with_channel(42,
2109                                 ChannelLiquidity {
2110                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2111                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2112                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2113                                 });
2114                 let source = source_node_id();
2115                 let target = target_node_id();
2116                 assert!(source > target);
2117
2118                 // Check initial bounds.
2119                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2120                         .as_directed(&source, &target, 0, 1_000, decay_params);
2121                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2122                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2123
2124                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2125                         .as_directed(&target, &source, 0, 1_000, decay_params);
2126                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2127                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2128
2129                 // Reset from source to target.
2130                 scorer.channel_liquidities.get_mut(&42).unwrap()
2131                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2132                         .set_max_liquidity_msat(300);
2133
2134                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2135                         .as_directed(&source, &target, 0, 1_000, decay_params);
2136                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2137                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2138
2139                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2140                         .as_directed(&target, &source, 0, 1_000, decay_params);
2141                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2142                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2143
2144                 // Reset from target to source.
2145                 scorer.channel_liquidities.get_mut(&42).unwrap()
2146                         .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2147                         .set_max_liquidity_msat(600);
2148
2149                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2150                         .as_directed(&source, &target, 0, 1_000, decay_params);
2151                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2152                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2153
2154                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2155                         .as_directed(&target, &source, 0, 1_000, decay_params);
2156                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2157                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2158         }
2159
2160         #[test]
2161         fn increased_penalty_nearing_liquidity_upper_bound() {
2162                 let logger = TestLogger::new();
2163                 let network_graph = network_graph(&logger);
2164                 let params = ProbabilisticScoringFeeParameters {
2165                         liquidity_penalty_multiplier_msat: 1_000,
2166                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2167                 };
2168                 let decay_params = ProbabilisticScoringDecayParameters::default();
2169                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2170                 let source = source_node_id();
2171                 let target = target_node_id();
2172
2173                 let usage = ChannelUsage {
2174                         amount_msat: 1_024,
2175                         inflight_htlc_msat: 0,
2176                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2177                 };
2178                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2179                 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2180                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2181                 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2182                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2183                 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2184                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2185
2186                 let usage = ChannelUsage {
2187                         amount_msat: 128,
2188                         inflight_htlc_msat: 0,
2189                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2190                 };
2191                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2192                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2193                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2194                 let usage = ChannelUsage { amount_msat: 374, ..usage };
2195                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2196                 let usage = ChannelUsage { amount_msat: 512, ..usage };
2197                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2198                 let usage = ChannelUsage { amount_msat: 640, ..usage };
2199                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 425);
2200                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2201                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2202                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2203                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 902);
2204         }
2205
2206         #[test]
2207         fn constant_penalty_outside_liquidity_bounds() {
2208                 let logger = TestLogger::new();
2209                 let last_updated = SinceEpoch::now();
2210                 let network_graph = network_graph(&logger);
2211                 let params = ProbabilisticScoringFeeParameters {
2212                         liquidity_penalty_multiplier_msat: 1_000,
2213                         considered_impossible_penalty_msat: u64::max_value(),
2214                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2215                 };
2216                 let decay_params = ProbabilisticScoringDecayParameters {
2217                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2218                 };
2219                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2220                         .with_channel(42,
2221                                 ChannelLiquidity {
2222                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2223                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2224                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2225                                 });
2226                 let source = source_node_id();
2227                 let target = target_node_id();
2228
2229                 let usage = ChannelUsage {
2230                         amount_msat: 39,
2231                         inflight_htlc_msat: 0,
2232                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2233                 };
2234                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2235                 let usage = ChannelUsage { amount_msat: 50, ..usage };
2236                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2237                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2238                 let usage = ChannelUsage { amount_msat: 61, ..usage };
2239                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2240         }
2241
2242         #[test]
2243         fn does_not_further_penalize_own_channel() {
2244                 let logger = TestLogger::new();
2245                 let network_graph = network_graph(&logger);
2246                 let params = ProbabilisticScoringFeeParameters {
2247                         liquidity_penalty_multiplier_msat: 1_000,
2248                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2249                 };
2250                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2251                 let sender = sender_node_id();
2252                 let source = source_node_id();
2253                 let usage = ChannelUsage {
2254                         amount_msat: 500,
2255                         inflight_htlc_msat: 0,
2256                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2257                 };
2258                 let failed_path = payment_path_for_amount(500);
2259                 let successful_path = payment_path_for_amount(200);
2260
2261                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2262
2263                 scorer.payment_path_failed(&failed_path, 41);
2264                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2265
2266                 scorer.payment_path_successful(&successful_path);
2267                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2268         }
2269
2270         #[test]
2271         fn sets_liquidity_lower_bound_on_downstream_failure() {
2272                 let logger = TestLogger::new();
2273                 let network_graph = network_graph(&logger);
2274                 let params = ProbabilisticScoringFeeParameters {
2275                         liquidity_penalty_multiplier_msat: 1_000,
2276                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2277                 };
2278                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2279                 let source = source_node_id();
2280                 let target = target_node_id();
2281                 let path = payment_path_for_amount(500);
2282
2283                 let usage = ChannelUsage {
2284                         amount_msat: 250,
2285                         inflight_htlc_msat: 0,
2286                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2287                 };
2288                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2289                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2290                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2291                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2292                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2293
2294                 scorer.payment_path_failed(&path, 43);
2295
2296                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2297                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2298                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2299                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2300                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2301                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2302         }
2303
2304         #[test]
2305         fn sets_liquidity_upper_bound_on_failure() {
2306                 let logger = TestLogger::new();
2307                 let network_graph = network_graph(&logger);
2308                 let params = ProbabilisticScoringFeeParameters {
2309                         liquidity_penalty_multiplier_msat: 1_000,
2310                         considered_impossible_penalty_msat: u64::max_value(),
2311                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2312                 };
2313                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2314                 let source = source_node_id();
2315                 let target = target_node_id();
2316                 let path = payment_path_for_amount(500);
2317
2318                 let usage = ChannelUsage {
2319                         amount_msat: 250,
2320                         inflight_htlc_msat: 0,
2321                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2322                 };
2323                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2324                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2325                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2326                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2327                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2328
2329                 scorer.payment_path_failed(&path, 42);
2330
2331                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2332                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2333                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2334                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2335                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2336                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2337         }
2338
2339         #[test]
2340         fn ignores_channels_after_removed_failed_channel() {
2341                 // Previously, if we'd tried to send over a channel which was removed from the network
2342                 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2343                 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2344                 // channels in the route, even ones which they payment never reached. This tests to ensure
2345                 // we do not score such channels.
2346                 let secp_ctx = Secp256k1::new();
2347                 let logger = TestLogger::new();
2348                 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2349                 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2350                 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2351                 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2352                 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2353                 add_channel(&mut network_graph, 42, secret_a, secret_b);
2354                 // Don't add the channel from B -> C.
2355                 add_channel(&mut network_graph, 44, secret_c, secret_d);
2356
2357                 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2358                 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2359                 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2360                 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2361
2362                 let path = vec![
2363                         path_hop(pub_b, 42, 1),
2364                         path_hop(pub_c, 43, 2),
2365                         path_hop(pub_d, 44, 100),
2366                 ];
2367
2368                 let node_a = NodeId::from_pubkey(&pub_a);
2369                 let node_b = NodeId::from_pubkey(&pub_b);
2370                 let node_c = NodeId::from_pubkey(&pub_c);
2371                 let node_d = NodeId::from_pubkey(&pub_d);
2372
2373                 let params = ProbabilisticScoringFeeParameters {
2374                         liquidity_penalty_multiplier_msat: 1_000,
2375                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2376                 };
2377                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2378
2379                 let usage = ChannelUsage {
2380                         amount_msat: 250,
2381                         inflight_htlc_msat: 0,
2382                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2383                 };
2384                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 128);
2385                 // Note that a default liquidity bound is used for B -> C as no channel exists
2386                 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, &params), 128);
2387                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2388
2389                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2390
2391                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 80);
2392                 // Note that a default liquidity bound is used for B -> C as no channel exists
2393                 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, &params), 128);
2394                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2395         }
2396
2397         #[test]
2398         fn reduces_liquidity_upper_bound_along_path_on_success() {
2399                 let logger = TestLogger::new();
2400                 let network_graph = network_graph(&logger);
2401                 let params = ProbabilisticScoringFeeParameters {
2402                         liquidity_penalty_multiplier_msat: 1_000,
2403                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2404                 };
2405                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2406                 let sender = sender_node_id();
2407                 let source = source_node_id();
2408                 let target = target_node_id();
2409                 let recipient = recipient_node_id();
2410                 let usage = ChannelUsage {
2411                         amount_msat: 250,
2412                         inflight_htlc_msat: 0,
2413                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2414                 };
2415
2416                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2417                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2418                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 128);
2419
2420                 scorer.payment_path_successful(&payment_path_for_amount(500));
2421
2422                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2423                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2424                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 300);
2425         }
2426
2427         #[test]
2428         fn decays_liquidity_bounds_over_time() {
2429                 let logger = TestLogger::new();
2430                 let network_graph = network_graph(&logger);
2431                 let params = ProbabilisticScoringFeeParameters {
2432                         liquidity_penalty_multiplier_msat: 1_000,
2433                         considered_impossible_penalty_msat: u64::max_value(),
2434                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2435                 };
2436                 let decay_params = ProbabilisticScoringDecayParameters {
2437                         liquidity_offset_half_life: Duration::from_secs(10),
2438                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2439                 };
2440                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2441                 let source = source_node_id();
2442                 let target = target_node_id();
2443
2444                 let usage = ChannelUsage {
2445                         amount_msat: 0,
2446                         inflight_htlc_msat: 0,
2447                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2448                 };
2449                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2450                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2451                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2452
2453                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2454                 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2455
2456                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2457                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2458                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2459                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2460                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2461                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2462                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2463                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2464
2465                 SinceEpoch::advance(Duration::from_secs(9));
2466                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2467                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2468                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2469                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2470                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2471                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2472                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2473                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2474
2475                 SinceEpoch::advance(Duration::from_secs(1));
2476                 let usage = ChannelUsage { amount_msat: 64, ..usage };
2477                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2478                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2479                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 34);
2480                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2481                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_970);
2482                 let usage = ChannelUsage { amount_msat: 960, ..usage };
2483                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2484
2485                 // Fully decay liquidity lower bound.
2486                 SinceEpoch::advance(Duration::from_secs(10 * 7));
2487                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2488                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2489                 let usage = ChannelUsage { amount_msat: 1, ..usage };
2490                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2491                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2492                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2493                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2494                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2495
2496                 // Fully decay liquidity upper bound.
2497                 SinceEpoch::advance(Duration::from_secs(10));
2498                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2499                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2500                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2501                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2502
2503                 SinceEpoch::advance(Duration::from_secs(10));
2504                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2505                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2506                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2507                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2508         }
2509
2510         #[test]
2511         fn decays_liquidity_bounds_without_shift_overflow() {
2512                 let logger = TestLogger::new();
2513                 let network_graph = network_graph(&logger);
2514                 let params = ProbabilisticScoringFeeParameters {
2515                         liquidity_penalty_multiplier_msat: 1_000,
2516                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2517                 };
2518                 let decay_params = ProbabilisticScoringDecayParameters {
2519                         liquidity_offset_half_life: Duration::from_secs(10),
2520                         ..ProbabilisticScoringDecayParameters::default()
2521                 };
2522                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2523                 let source = source_node_id();
2524                 let target = target_node_id();
2525                 let usage = ChannelUsage {
2526                         amount_msat: 256,
2527                         inflight_htlc_msat: 0,
2528                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2529                 };
2530                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2531
2532                 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2533                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2534
2535                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2536                 // would cause an overflow.
2537                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2538                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2539
2540                 SinceEpoch::advance(Duration::from_secs(10));
2541                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2542         }
2543
2544         #[test]
2545         fn restricts_liquidity_bounds_after_decay() {
2546                 let logger = TestLogger::new();
2547                 let network_graph = network_graph(&logger);
2548                 let params = ProbabilisticScoringFeeParameters {
2549                         liquidity_penalty_multiplier_msat: 1_000,
2550                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2551                 };
2552                 let decay_params = ProbabilisticScoringDecayParameters {
2553                         liquidity_offset_half_life: Duration::from_secs(10),
2554                         ..ProbabilisticScoringDecayParameters::default()
2555                 };
2556                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2557                 let source = source_node_id();
2558                 let target = target_node_id();
2559                 let usage = ChannelUsage {
2560                         amount_msat: 512,
2561                         inflight_htlc_msat: 0,
2562                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2563                 };
2564
2565                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2566
2567                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2568                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2569                 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2570                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2571
2572                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2573                 SinceEpoch::advance(Duration::from_secs(10));
2574                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 291);
2575
2576                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2577                 // is closer to the upper bound, meaning a higher penalty.
2578                 scorer.payment_path_successful(&payment_path_for_amount(64));
2579                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 331);
2580
2581                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2582                 // is closer to the lower bound, meaning a lower penalty.
2583                 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2584                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 245);
2585
2586                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2587                 SinceEpoch::advance(Duration::from_secs(10));
2588                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 280);
2589         }
2590
2591         #[test]
2592         fn restores_persisted_liquidity_bounds() {
2593                 let logger = TestLogger::new();
2594                 let network_graph = network_graph(&logger);
2595                 let params = ProbabilisticScoringFeeParameters {
2596                         liquidity_penalty_multiplier_msat: 1_000,
2597                         considered_impossible_penalty_msat: u64::max_value(),
2598                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2599                 };
2600                 let decay_params = ProbabilisticScoringDecayParameters {
2601                         liquidity_offset_half_life: Duration::from_secs(10),
2602                         ..ProbabilisticScoringDecayParameters::default()
2603                 };
2604                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2605                 let source = source_node_id();
2606                 let target = target_node_id();
2607                 let usage = ChannelUsage {
2608                         amount_msat: 500,
2609                         inflight_htlc_msat: 0,
2610                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2611                 };
2612
2613                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2614                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2615
2616                 SinceEpoch::advance(Duration::from_secs(10));
2617                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2618
2619                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2620                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2621
2622                 let mut serialized_scorer = Vec::new();
2623                 scorer.write(&mut serialized_scorer).unwrap();
2624
2625                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2626                 let deserialized_scorer =
2627                         <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2628                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2629         }
2630
2631         #[test]
2632         fn decays_persisted_liquidity_bounds() {
2633                 let logger = TestLogger::new();
2634                 let network_graph = network_graph(&logger);
2635                 let params = ProbabilisticScoringFeeParameters {
2636                         liquidity_penalty_multiplier_msat: 1_000,
2637                         considered_impossible_penalty_msat: u64::max_value(),
2638                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2639                 };
2640                 let decay_params = ProbabilisticScoringDecayParameters {
2641                         liquidity_offset_half_life: Duration::from_secs(10),
2642                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2643                 };
2644                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2645                 let source = source_node_id();
2646                 let target = target_node_id();
2647                 let usage = ChannelUsage {
2648                         amount_msat: 500,
2649                         inflight_htlc_msat: 0,
2650                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2651                 };
2652
2653                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2654                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2655
2656                 let mut serialized_scorer = Vec::new();
2657                 scorer.write(&mut serialized_scorer).unwrap();
2658
2659                 SinceEpoch::advance(Duration::from_secs(10));
2660
2661                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2662                 let deserialized_scorer =
2663                         <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2664                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2665
2666                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2667                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2668
2669                 SinceEpoch::advance(Duration::from_secs(10));
2670                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 365);
2671         }
2672
2673         #[test]
2674         fn scores_realistic_payments() {
2675                 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2676                 // 50k sat reserve).
2677                 let logger = TestLogger::new();
2678                 let network_graph = network_graph(&logger);
2679                 let params = ProbabilisticScoringFeeParameters::default();
2680                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2681                 let source = source_node_id();
2682                 let target = target_node_id();
2683
2684                 let usage = ChannelUsage {
2685                         amount_msat: 100_000_000,
2686                         inflight_htlc_msat: 0,
2687                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2688                 };
2689                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4375);
2690                 let usage = ChannelUsage {
2691                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2692                 };
2693                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2739);
2694                 let usage = ChannelUsage {
2695                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2696                 };
2697                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2236);
2698                 let usage = ChannelUsage {
2699                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2700                 };
2701                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1983);
2702                 let usage = ChannelUsage {
2703                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2704                 };
2705                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1637);
2706                 let usage = ChannelUsage {
2707                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2708                 };
2709                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1606);
2710                 let usage = ChannelUsage {
2711                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2712                 };
2713                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1331);
2714                 let usage = ChannelUsage {
2715                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2716                 };
2717                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1387);
2718                 let usage = ChannelUsage {
2719                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2720                 };
2721                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1379);
2722                 let usage = ChannelUsage {
2723                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2724                 };
2725                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1363);
2726                 let usage = ChannelUsage {
2727                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2728                 };
2729                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1355);
2730         }
2731
2732         #[test]
2733         fn adds_base_penalty_to_liquidity_penalty() {
2734                 let logger = TestLogger::new();
2735                 let network_graph = network_graph(&logger);
2736                 let source = source_node_id();
2737                 let target = target_node_id();
2738                 let usage = ChannelUsage {
2739                         amount_msat: 128,
2740                         inflight_htlc_msat: 0,
2741                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2742                 };
2743
2744                 let params = ProbabilisticScoringFeeParameters {
2745                         liquidity_penalty_multiplier_msat: 1_000,
2746                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2747                 };
2748                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2749                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2750
2751                 let params = ProbabilisticScoringFeeParameters {
2752                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2753                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2754                 };
2755                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2756                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558);
2757
2758                 let params = ProbabilisticScoringFeeParameters {
2759                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2760                         base_penalty_amount_multiplier_msat: (1 << 30),
2761                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2762                 };
2763
2764                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2765                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558 + 128);
2766         }
2767
2768         #[test]
2769         fn adds_amount_penalty_to_liquidity_penalty() {
2770                 let logger = TestLogger::new();
2771                 let network_graph = network_graph(&logger);
2772                 let source = source_node_id();
2773                 let target = target_node_id();
2774                 let usage = ChannelUsage {
2775                         amount_msat: 512_000,
2776                         inflight_htlc_msat: 0,
2777                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2778                 };
2779
2780                 let params = ProbabilisticScoringFeeParameters {
2781                         liquidity_penalty_multiplier_msat: 1_000,
2782                         liquidity_penalty_amount_multiplier_msat: 0,
2783                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2784                 };
2785                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2786                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2787
2788                 let params = ProbabilisticScoringFeeParameters {
2789                         liquidity_penalty_multiplier_msat: 1_000,
2790                         liquidity_penalty_amount_multiplier_msat: 256,
2791                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2792                 };
2793                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2794                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 337);
2795         }
2796
2797         #[test]
2798         fn calculates_log10_without_overflowing_u64_max_value() {
2799                 let logger = TestLogger::new();
2800                 let network_graph = network_graph(&logger);
2801                 let source = source_node_id();
2802                 let target = target_node_id();
2803                 let usage = ChannelUsage {
2804                         amount_msat: u64::max_value(),
2805                         inflight_htlc_msat: 0,
2806                         effective_capacity: EffectiveCapacity::Infinite,
2807                 };
2808
2809                 let params = ProbabilisticScoringFeeParameters {
2810                         liquidity_penalty_multiplier_msat: 40_000,
2811                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2812                 };
2813                 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2814                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2815                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 80_000);
2816         }
2817
2818         #[test]
2819         fn accounts_for_inflight_htlc_usage() {
2820                 let logger = TestLogger::new();
2821                 let network_graph = network_graph(&logger);
2822                 let params = ProbabilisticScoringFeeParameters {
2823                         considered_impossible_penalty_msat: u64::max_value(),
2824                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2825                 };
2826                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2827                 let source = source_node_id();
2828                 let target = target_node_id();
2829
2830                 let usage = ChannelUsage {
2831                         amount_msat: 750,
2832                         inflight_htlc_msat: 0,
2833                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2834                 };
2835                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2836
2837                 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2838                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2839         }
2840
2841         #[test]
2842         fn removes_uncertainity_when_exact_liquidity_known() {
2843                 let logger = TestLogger::new();
2844                 let network_graph = network_graph(&logger);
2845                 let params = ProbabilisticScoringFeeParameters::default();
2846                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2847                 let source = source_node_id();
2848                 let target = target_node_id();
2849
2850                 let base_penalty_msat = params.base_penalty_msat;
2851                 let usage = ChannelUsage {
2852                         amount_msat: 750,
2853                         inflight_htlc_msat: 0,
2854                         effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2855                 };
2856                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2857
2858                 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2859                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2860
2861                 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2862                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2863         }
2864
2865         #[test]
2866         fn remembers_historical_failures() {
2867                 let logger = TestLogger::new();
2868                 let network_graph = network_graph(&logger);
2869                 let params = ProbabilisticScoringFeeParameters {
2870                         historical_liquidity_penalty_multiplier_msat: 1024,
2871                         historical_liquidity_penalty_amount_multiplier_msat: 1024,
2872                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2873                 };
2874                 let decay_params = ProbabilisticScoringDecayParameters {
2875                         liquidity_offset_half_life: Duration::from_secs(60 * 60),
2876                         historical_no_updates_half_life: Duration::from_secs(10),
2877                 };
2878                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2879                 let source = source_node_id();
2880                 let target = target_node_id();
2881
2882                 let usage = ChannelUsage {
2883                         amount_msat: 100,
2884                         inflight_htlc_msat: 0,
2885                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2886                 };
2887                 // With no historical data the normal liquidity penalty calculation is used.
2888                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2889                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2890                         None);
2891                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
2892                         None);
2893
2894                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2895                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
2896                 // The "it failed" increment is 32, where the probability should lie fully in the first
2897                 // octile.
2898                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2899                         Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2900                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1),
2901                         Some(1.0));
2902                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
2903                         Some(0.0));
2904
2905                 // Even after we tell the scorer we definitely have enough available liquidity, it will
2906                 // still remember that there was some failure in the past, and assign a non-0 penalty.
2907                 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2908                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2909                 // The first octile should be decayed just slightly and the last octile has a new point.
2910                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2911                         Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2912
2913                 // The exact success probability is a bit complicated and involves integer rounding, so we
2914                 // simply check bounds here.
2915                 let five_hundred_prob =
2916                         scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
2917                 assert!(five_hundred_prob > 0.5);
2918                 assert!(five_hundred_prob < 0.52);
2919                 let one_prob =
2920                         scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
2921                 assert!(one_prob < 1.0);
2922                 assert!(one_prob > 0.99);
2923
2924                 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2925                 // gone), and check that we're back to where we started.
2926                 SinceEpoch::advance(Duration::from_secs(10 * 16));
2927                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2928                 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2929                 // data entirely instead.
2930                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2931                         Some(([0; 8], [0; 8])));
2932                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
2933
2934                 let mut usage = ChannelUsage {
2935                         amount_msat: 100,
2936                         inflight_htlc_msat: 1024,
2937                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2938                 };
2939                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2940                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
2941                 usage.inflight_htlc_msat = 0;
2942                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 409);
2943
2944                 let usage = ChannelUsage {
2945                         amount_msat: 1,
2946                         inflight_htlc_msat: 0,
2947                         effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 },
2948                 };
2949                 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, &params), 2048);
2950
2951                 // Advance to decay all liquidity offsets to zero.
2952                 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2953
2954                 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2955                 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2956                 let path = vec![
2957                         path_hop(target_pubkey(), 43, 2),
2958                         path_hop(source_pubkey(), 42, 1),
2959                         path_hop(sender_pubkey(), 41, 0),
2960                 ];
2961                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2962         }
2963
2964         #[test]
2965         fn adds_anti_probing_penalty() {
2966                 let logger = TestLogger::new();
2967                 let network_graph = network_graph(&logger);
2968                 let source = source_node_id();
2969                 let target = target_node_id();
2970                 let params = ProbabilisticScoringFeeParameters {
2971                         anti_probing_penalty_msat: 500,
2972                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2973                 };
2974                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2975
2976                 // Check we receive no penalty for a low htlc_maximum_msat.
2977                 let usage = ChannelUsage {
2978                         amount_msat: 512_000,
2979                         inflight_htlc_msat: 0,
2980                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2981                 };
2982                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2983
2984                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2985                 let usage = ChannelUsage {
2986                         amount_msat: 512_000,
2987                         inflight_htlc_msat: 0,
2988                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2989                 };
2990                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
2991
2992                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2993                 let usage = ChannelUsage {
2994                         amount_msat: 512_000,
2995                         inflight_htlc_msat: 0,
2996                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2997                 };
2998                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
2999
3000                 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3001                 let usage = ChannelUsage {
3002                         amount_msat: 512_000,
3003                         inflight_htlc_msat: 0,
3004                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3005                 };
3006                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3007         }
3008
3009         #[test]
3010         fn scores_with_blinded_path() {
3011                 // Make sure we'll account for a blinded path's final_value_msat in scoring
3012                 let logger = TestLogger::new();
3013                 let network_graph = network_graph(&logger);
3014                 let params = ProbabilisticScoringFeeParameters {
3015                         liquidity_penalty_multiplier_msat: 1_000,
3016                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3017                 };
3018                 let decay_params = ProbabilisticScoringDecayParameters::default();
3019                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3020                 let source = source_node_id();
3021                 let target = target_node_id();
3022                 let usage = ChannelUsage {
3023                         amount_msat: 512,
3024                         inflight_htlc_msat: 0,
3025                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3026                 };
3027                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
3028
3029                 let mut path = payment_path_for_amount(768);
3030                 let recipient_hop = path.hops.pop().unwrap();
3031                 let blinded_path = BlindedPath {
3032                         introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3033                         blinding_point: test_utils::pubkey(42),
3034                         blinded_hops: vec![
3035                                 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3036                         ],
3037                 };
3038                 path.blinded_tail = Some(BlindedTail {
3039                         hops: blinded_path.blinded_hops,
3040                         blinding_point: blinded_path.blinding_point,
3041                         excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3042                         final_value_msat: recipient_hop.fee_msat,
3043                 });
3044
3045                 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3046                 // final value is taken into account.
3047                 assert!(scorer.channel_liquidities.get(&42).is_none());
3048
3049                 scorer.payment_path_failed(&path, 42);
3050                 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3051                 scorer.payment_path_failed(&path, 43);
3052
3053                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3054                         .as_directed(&source, &target, 0, 1_000, decay_params);
3055                 assert_eq!(liquidity.min_liquidity_msat(), 256);
3056                 assert_eq!(liquidity.max_liquidity_msat(), 768);
3057         }
3058 }