Rename amount penalty to `liquidity_penalty_amount_multiplier_msat`

[rust-lightning] / lightning / src / routing / scoring.rs

// This file is Copyright its original authors, visible in version control
// history.
//
// This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
// or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
// You may not use this file except in accordance with one or both of these
// licenses.

//! Utilities for scoring payment channels.
//!
//! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
//! finding when a custom [`Score`] implementation is not needed.
//!
//! # Example
//!
//! ```
//! # extern crate bitcoin;
//! #
//! # use lightning::routing::gossip::NetworkGraph;
//! # use lightning::routing::router::{RouteParameters, find_route};
//! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
//! # use lightning::chain::keysinterface::{KeysManager, KeysInterface};
//! # use lightning::util::logger::{Logger, Record};
//! # use bitcoin::secp256k1::PublicKey;
//! #
//! # struct FakeLogger {};
//! # impl Logger for FakeLogger {
//! #     fn log(&self, record: &Record) { unimplemented!() }
//! # }
//! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
//! # let logger = FakeLogger {};
//! #
//! // Use the default channel penalties.
//! let params = ProbabilisticScoringParameters::default();
//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
//!
//! // Or use custom channel penalties.
//! let params = ProbabilisticScoringParameters {
//!     liquidity_penalty_multiplier_msat: 2 * 1000,
//!     ..ProbabilisticScoringParameters::default()
//! };
//! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
//! # let random_seed_bytes = [42u8; 32];
//!
//! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
//! # }
//! ```
//!
//! # Note
//!
//! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
//! different types and thus is undefined.
//!
//! [`find_route`]: crate::routing::router::find_route

use ln::msgs::DecodeError;
use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
use routing::router::RouteHop;
use util::ser::{Readable, ReadableArgs, Writeable, Writer};
use util::logger::Logger;
use util::time::Time;

use prelude::*;
use core::fmt;
use core::cell::{RefCell, RefMut};
use core::ops::{Deref, DerefMut};
use core::time::Duration;
use io::{self, Read};
use sync::{Mutex, MutexGuard};

/// We define Score ever-so-slightly differently based on whether we are being built for C bindings
/// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
/// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
/// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
///
/// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
/// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
/// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
/// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
/// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
/// do here by defining `Score` differently for `cfg(c_bindings)`.
macro_rules! define_score { ($($supertrait: path)*) => {
/// An interface used to score payment channels for path finding.
///
///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
pub trait Score $(: $supertrait)* {
        /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
        /// given channel in the direction from `source` to `target`.
        ///
        /// The channel's capacity (less any other MPP parts that are also being considered for use in
        /// the same payment) is given by `capacity_msat`. It may be determined from various sources
        /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
        /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
        /// Thus, implementations should be overflow-safe.
        fn channel_penalty_msat(
                &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
        ) -> u64;

        /// Handles updating channel penalties after failing to route through a channel.
        fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);

        /// Handles updating channel penalties after successfully routing along a path.
        fn payment_path_successful(&mut self, path: &[&RouteHop]);

        /// Handles updating channel penalties after a probe over the given path failed.
        fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);

        /// Handles updating channel penalties after a probe over the given path succeeded.
        fn probe_successful(&mut self, path: &[&RouteHop]);
}

impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
        fn channel_penalty_msat(
                &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
        ) -> u64 {
                self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
        }

        fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
                self.deref_mut().payment_path_failed(path, short_channel_id)
        }

        fn payment_path_successful(&mut self, path: &[&RouteHop]) {
                self.deref_mut().payment_path_successful(path)
        }

        fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
                self.deref_mut().probe_failed(path, short_channel_id)
        }

        fn probe_successful(&mut self, path: &[&RouteHop]) {
                self.deref_mut().probe_successful(path)
        }
}
} }

#[cfg(c_bindings)]
define_score!(Writeable);
#[cfg(not(c_bindings))]
define_score!();

/// A scorer that is accessed under a lock.
///
/// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
/// having shared ownership of a scorer but without requiring internal locking in [`Score`]
/// implementations. Internal locking would be detrimental to route finding performance and could
/// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
///
/// [`find_route`]: crate::routing::router::find_route
pub trait LockableScore<'a> {
        /// The locked [`Score`] type.
        type Locked: 'a + Score;

        /// Returns the locked scorer.
        fn lock(&'a self) -> Self::Locked;
}

/// Refers to a scorer that is accessible under lock and also writeable to disk
///
/// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
/// use the Persister to persist it.
pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}

impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}

/// (C-not exported)
impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
        type Locked = MutexGuard<'a, T>;

        fn lock(&'a self) -> MutexGuard<'a, T> {
                Mutex::lock(self).unwrap()
        }
}

impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
        type Locked = RefMut<'a, T>;

        fn lock(&'a self) -> RefMut<'a, T> {
                self.borrow_mut()
        }
}

#[cfg(c_bindings)]
/// A concrete implementation of [`LockableScore`] which supports multi-threading.
pub struct MultiThreadedLockableScore<S: Score> {
        score: Mutex<S>,
}
#[cfg(c_bindings)]
/// (C-not exported)
impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
        type Locked = MutexGuard<'a, T>;

        fn lock(&'a self) -> MutexGuard<'a, T> {
                Mutex::lock(&self.score).unwrap()
        }
}

#[cfg(c_bindings)]
impl<T: Score> MultiThreadedLockableScore<T> {
        /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
        pub fn new(score: T) -> Self {
                MultiThreadedLockableScore { score: Mutex::new(score) }
        }
}

#[cfg(c_bindings)]
/// (C-not exported)
impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
        fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
                T::write(&**self, writer)
        }
}

#[cfg(c_bindings)]
/// (C-not exported)
impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
        fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
                S::write(&**self, writer)
        }
}

/// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
#[derive(Clone, Copy)]
pub struct ChannelUsage {
        /// The amount to send through the channel, denominated in millisatoshis.
        pub amount_msat: u64,

        /// Total amount, denominated in millisatoshis, already allocated to send through the channel
        /// as part of a multi-path payment.
        pub inflight_htlc_msat: u64,

        /// The effective capacity of the channel.
        pub effective_capacity: EffectiveCapacity,
}

#[derive(Clone)]
/// [`Score`] implementation that uses a fixed penalty.
pub struct FixedPenaltyScorer {
        penalty_msat: u64,
}

impl FixedPenaltyScorer {
        /// Creates a new scorer using `penalty_msat`.
        pub fn with_penalty(penalty_msat: u64) -> Self {
                Self { penalty_msat }
        }
}

impl Score for FixedPenaltyScorer {
        fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
                self.penalty_msat
        }

        fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}

        fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}

        fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}

        fn probe_successful(&mut self, _path: &[&RouteHop]) {}
}

impl Writeable for FixedPenaltyScorer {
        #[inline]
        fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
                write_tlv_fields!(w, {});
                Ok(())
        }
}

impl ReadableArgs<u64> for FixedPenaltyScorer {
        #[inline]
        fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
                read_tlv_fields!(r, {});
                Ok(Self { penalty_msat })
        }
}

#[cfg(not(feature = "no-std"))]
type ConfiguredTime = std::time::Instant;
#[cfg(feature = "no-std")]
use util::time::Eternity;
#[cfg(feature = "no-std")]
type ConfiguredTime = Eternity;

/// [`Score`] implementation using channel success probability distributions.
///
/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
/// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
/// Then the negative `log10` of the success probability is used to determine the cost of routing a
/// specific HTLC amount through a channel.
///
/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
/// [`ProbabilisticScoringParameters`] for details.
///
/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
/// volume are more likely to experience failed payment paths, which would need to be retried.
///
/// # Note
///
/// Mixing the `no-std` feature between serialization and deserialization results in undefined
/// behavior.
///
/// [1]: https://arxiv.org/abs/2107.05322
pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;

/// Probabilistic [`Score`] implementation.
///
/// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
where L::Target: Logger {
        params: ProbabilisticScoringParameters,
        network_graph: G,
        logger: L,
        // TODO: Remove entries of closed channels.
        channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
}

/// Parameters for configuring [`ProbabilisticScorer`].
///
/// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
/// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
///
/// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
/// parameters here.
#[derive(Clone)]
pub struct ProbabilisticScoringParameters {
        /// A fixed penalty in msats to apply to each channel.
        ///
        /// Default value: 500 msat
        pub base_penalty_msat: u64,

        /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
        /// channel, in excess of the [`base_penalty_msat`].
        ///
        /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
        /// fees plus penalty) for large payments. The penalty is computed as the product of this
        /// multiplier and `2^30`ths of the payment amount.
        ///
        /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
        ///
        /// Default value: 8,192 msat
        ///
        /// [`base_penalty_msat`]: Self::base_penalty_msat
        pub base_penalty_amount_multiplier_msat: u64,

        /// A multiplier used in conjunction with the negative `log10` of the channel's success
        /// probability for a payment to determine the liquidity penalty.
        ///
        /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
        /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
        /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
        /// lower bounding the success probability to `0.01`) when the amount falls within the
        /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
        /// result in a `u64::max_value` penalty, however.
        ///
        /// Default value: 40,000 msat
        ///
        /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
        pub liquidity_penalty_multiplier_msat: u64,

        /// The time required to elapse before any knowledge learned about channel liquidity balances is
        /// cut in half.
        ///
        /// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
        /// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
        /// the certainty of the channel liquidity balance.
        ///
        /// Default value: 1 hour
        ///
        /// # Note
        ///
        /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
        /// liquidity knowledge will never decay except when the bounds cross.
        pub liquidity_offset_half_life: Duration,

        /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
        /// channel's success probability for the payment to determine the amount penalty.
        ///
        /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
        /// fees plus penalty) for large payments. The penalty is computed as the product of this
        /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
        /// success probability.
        ///
        /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
        ///
        /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
        /// the amount will result in a penalty of the multiplier. And, as the success probability
        /// decreases, the negative `log10` weighting will increase dramatically. For higher success
        /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
        /// fall below `1`.
        ///
        /// Default value: 256 msat
        pub liquidity_penalty_amount_multiplier_msat: u64,

        /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
        /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
        /// considered during path finding.
        ///
        /// (C-not exported)
        pub manual_node_penalties: HashMap<NodeId, u64>,

        /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
        /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
        /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
        /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
        ///
        /// Default value: 250 msat
        pub anti_probing_penalty_msat: u64,

        /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
        /// current estimate of the channel's available liquidity.
        ///
        /// Note that in this case all other penalties, including the
        /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
        /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
        /// applicable, are still included in the overall penalty.
        ///
        /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
        /// `u64::max_value()` will guarantee that.
        ///
        /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
        ///
        /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
        /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
        /// [`base_penalty_msat`]: Self::base_penalty_msat
        /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
        pub considered_impossible_penalty_msat: u64,
}

/// Accounting for channel liquidity balance uncertainty.
///
/// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
/// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
/// offset fields gives the opposite direction.
struct ChannelLiquidity<T: Time> {
        /// Lower channel liquidity bound in terms of an offset from zero.
        min_liquidity_offset_msat: u64,

        /// Upper channel liquidity bound in terms of an offset from the effective capacity.
        max_liquidity_offset_msat: u64,

        /// Time when the liquidity bounds were last modified.
        last_updated: T,
}

/// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
/// decayed with a given half life.
struct DirectedChannelLiquidity<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> {
        min_liquidity_offset_msat: L,
        max_liquidity_offset_msat: L,
        capacity_msat: u64,
        last_updated: U,
        now: T,
        half_life: Duration,
}

impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
        /// Creates a new scorer using the given scoring parameters for sending payments from a node
        /// through a network graph.
        pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
                Self {
                        params,
                        network_graph,
                        logger,
                        channel_liquidities: HashMap::new(),
                }
        }

        #[cfg(test)]
        fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
                assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
                self
        }

        /// Dump the contents of this scorer into the configured logger.
        ///
        /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
        /// which may be a substantial amount of log output.
        pub fn debug_log_liquidity_stats(&self) {
                let graph = self.network_graph.read_only();
                for (scid, liq) in self.channel_liquidities.iter() {
                        if let Some(chan_debug) = graph.channels().get(scid) {
                                let log_direction = |source, target| {
                                        if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
                                                let amt = directed_info.effective_capacity().as_msat();
                                                let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life);
                                                log_debug!(self.logger, "Liquidity from {:?} to {:?} via {} is in the range ({}, {})",
                                                        source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat());
                                        } else {
                                                log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
                                        }
                                };

                                log_direction(&chan_debug.node_one, &chan_debug.node_two);
                                log_direction(&chan_debug.node_two, &chan_debug.node_one);
                        } else {
                                log_debug!(self.logger, "No network graph entry for SCID {}", scid);
                        }
                }
        }

        /// Query the estimated minimum and maximum liquidity available for sending a payment over the
        /// channel with `scid` towards the given `target` node.
        pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
                let graph = self.network_graph.read_only();

                if let Some(chan) = graph.channels().get(&scid) {
                        if let Some(liq) = self.channel_liquidities.get(&scid) {
                                if let Some((directed_info, source)) = chan.as_directed_to(target) {
                                        let amt = directed_info.effective_capacity().as_msat();
                                        let dir_liq = liq.as_directed(source, target, amt, self.params.liquidity_offset_half_life);
                                        return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
                                }
                        }
                }
                None
        }

        /// Marks the node with the given `node_id` as banned, i.e.,
        /// it will be avoided during path finding.
        pub fn add_banned(&mut self, node_id: &NodeId) {
                self.params.manual_node_penalties.insert(*node_id, u64::max_value());
        }

        /// Removes the node with the given `node_id` from the list of nodes to avoid.
        pub fn remove_banned(&mut self, node_id: &NodeId) {
                self.params.manual_node_penalties.remove(node_id);
        }

        /// Sets a manual penalty for the given node.
        pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
                self.params.manual_node_penalties.insert(*node_id, penalty);
        }

        /// Removes the node with the given `node_id` from the list of manual penalties.
        pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
                self.params.manual_node_penalties.remove(node_id);
        }

        /// Clears the list of manual penalties that are applied during path finding.
        pub fn clear_manual_penalties(&mut self) {
                self.params.manual_node_penalties = HashMap::new();
        }
}

impl ProbabilisticScoringParameters {
        #[cfg(test)]
        fn zero_penalty() -> Self {
                Self {
                        base_penalty_msat: 0,
                        base_penalty_amount_multiplier_msat: 0,
                        liquidity_penalty_multiplier_msat: 0,
                        liquidity_offset_half_life: Duration::from_secs(3600),
                        liquidity_penalty_amount_multiplier_msat: 0,
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 0,
                        considered_impossible_penalty_msat: 0,
                }
        }

        /// Marks all nodes in the given list as banned, i.e.,
        /// they will be avoided during path finding.
        pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
                for id in node_ids {
                        self.manual_node_penalties.insert(id, u64::max_value());
                }
        }
}

impl Default for ProbabilisticScoringParameters {
        fn default() -> Self {
                Self {
                        base_penalty_msat: 500,
                        base_penalty_amount_multiplier_msat: 8192,
                        liquidity_penalty_multiplier_msat: 40_000,
                        liquidity_offset_half_life: Duration::from_secs(3600),
                        liquidity_penalty_amount_multiplier_msat: 256,
                        manual_node_penalties: HashMap::new(),
                        anti_probing_penalty_msat: 250,
                        considered_impossible_penalty_msat: 1_0000_0000_000,
                }
        }
}

impl<T: Time> ChannelLiquidity<T> {
        #[inline]
        fn new() -> Self {
                Self {
                        min_liquidity_offset_msat: 0,
                        max_liquidity_offset_msat: 0,
                        last_updated: T::now(),
                }
        }

        /// Returns a view of the channel liquidity directed from `source` to `target` assuming
        /// `capacity_msat`.
        fn as_directed(
                &self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
        ) -> DirectedChannelLiquidity<&u64, T, &T> {
                let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
                        (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat)
                } else {
                        (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat)
                };

                DirectedChannelLiquidity {
                        min_liquidity_offset_msat,
                        max_liquidity_offset_msat,
                        capacity_msat,
                        last_updated: &self.last_updated,
                        now: T::now(),
                        half_life,
                }
        }

        /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
        /// `capacity_msat`.
        fn as_directed_mut(
                &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, half_life: Duration
        ) -> DirectedChannelLiquidity<&mut u64, T, &mut T> {
                let (min_liquidity_offset_msat, max_liquidity_offset_msat) = if source < target {
                        (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat)
                } else {
                        (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat)
                };

                DirectedChannelLiquidity {
                        min_liquidity_offset_msat,
                        max_liquidity_offset_msat,
                        capacity_msat,
                        last_updated: &mut self.last_updated,
                        now: T::now(),
                        half_life,
                }
        }
}

/// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
/// probabilities.
const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;

/// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
/// ratio, as X in 1/X.
const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;

/// The divisor used when computing the amount penalty.
const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;

impl<L: Deref<Target = u64>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<L, T, U> {
        /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
        /// this direction.
        fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
                let max_liquidity_msat = self.max_liquidity_msat();
                let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
                if amount_msat <= min_liquidity_msat {
                        0
                } else if amount_msat >= max_liquidity_msat {
                        // Equivalent to hitting the else clause below with the amount equal to the effective
                        // capacity and without any certainty on the liquidity upper bound, plus the
                        // impossibility penalty.
                        let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
                        self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
                                .saturating_add(params.considered_impossible_penalty_msat)
                } else {
                        let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
                        let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
                        if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
                                // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
                                // don't bother trying to use the log approximation as it gets too noisy to be
                                // particularly helpful, instead just round down to 0.
                                0
                        } else {
                                let negative_log10_times_2048 =
                                        approx::negative_log10_times_2048(numerator, denominator);
                                self.combined_penalty_msat(amount_msat, negative_log10_times_2048, params)
                        }
                }
        }

        /// Computes the liquidity penalty from the penalty multipliers.
        #[inline(always)]
        fn combined_penalty_msat(
                &self, amount_msat: u64, negative_log10_times_2048: u64,
                params: &ProbabilisticScoringParameters
        ) -> u64 {
                let liquidity_penalty_msat = {
                        // Upper bound the liquidity penalty to ensure some channel is selected.
                        let multiplier_msat = params.liquidity_penalty_multiplier_msat;
                        let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
                        (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
                };
                let amount_penalty_msat = negative_log10_times_2048
                        .saturating_mul(params.liquidity_penalty_amount_multiplier_msat)
                        .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;

                liquidity_penalty_msat.saturating_add(amount_penalty_msat)
        }

        /// Returns the lower bound of the channel liquidity balance in this direction.
        fn min_liquidity_msat(&self) -> u64 {
                self.decayed_offset_msat(*self.min_liquidity_offset_msat)
        }

        /// Returns the upper bound of the channel liquidity balance in this direction.
        fn max_liquidity_msat(&self) -> u64 {
                self.capacity_msat
                        .checked_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
                        .unwrap_or(0)
        }

        fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
                self.now.duration_since(*self.last_updated).as_secs()
                        .checked_div(self.half_life.as_secs())
                        .and_then(|decays| offset_msat.checked_shr(decays as u32))
                        .unwrap_or(0)
        }
}

impl<L: DerefMut<Target = u64>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, T, U> {
        /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
        fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
                if amount_msat < self.max_liquidity_msat() {
                        log_debug!(logger, "Setting max liquidity of {} to {}", chan_descr, amount_msat);
                        self.set_max_liquidity_msat(amount_msat);
                } else {
                        log_trace!(logger, "Max liquidity of {} already more than {}", chan_descr, amount_msat);
                }
        }

        /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
        fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
                if amount_msat > self.min_liquidity_msat() {
                        log_debug!(logger, "Setting min liquidity of {} to {}", chan_descr, amount_msat);
                        self.set_min_liquidity_msat(amount_msat);
                } else {
                        log_trace!(logger, "Min liquidity of {} already less than {}", chan_descr, amount_msat);
                }
        }

        /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
        fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
                let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
                log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
                self.set_max_liquidity_msat(max_liquidity_msat);
        }

        /// Adjusts the lower bound of the channel liquidity balance in this direction.
        fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
                *self.min_liquidity_offset_msat = amount_msat;
                *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
                        0
                } else {
                        self.decayed_offset_msat(*self.max_liquidity_offset_msat)
                };
                *self.last_updated = self.now;
        }

        /// Adjusts the upper bound of the channel liquidity balance in this direction.
        fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
                *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
                *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
                        0
                } else {
                        self.decayed_offset_msat(*self.min_liquidity_offset_msat)
                };
                *self.last_updated = self.now;
        }
}

impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
        fn channel_penalty_msat(
                &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
        ) -> u64 {
                if let Some(penalty) = self.params.manual_node_penalties.get(target) {
                        return *penalty;
                }

                let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
                        self.params.base_penalty_amount_multiplier_msat
                                .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);

                let mut anti_probing_penalty_msat = 0;
                match usage.effective_capacity {
                        EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
                                if usage.amount_msat > liquidity_msat {
                                        return u64::max_value();
                                } else {
                                        return base_penalty_msat;
                                }
                        },
                        EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: Some(htlc_maximum_msat) } => {
                                if htlc_maximum_msat >= capacity_msat/2 {
                                        anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
                                }
                        },
                        _ => {},
                }

                let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
                let amount_msat = usage.amount_msat;
                let capacity_msat = usage.effective_capacity.as_msat()
                        .saturating_sub(usage.inflight_htlc_msat);
                self.channel_liquidities
                        .get(&short_channel_id)
                        .unwrap_or(&ChannelLiquidity::new())
                        .as_directed(source, target, capacity_msat, liquidity_offset_half_life)
                        .penalty_msat(amount_msat, &self.params)
                        .saturating_add(anti_probing_penalty_msat)
                        .saturating_add(base_penalty_msat)
        }

        fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
                let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
                let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
                log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
                let network_graph = self.network_graph.read_only();
                for (hop_idx, hop) in path.iter().enumerate() {
                        let target = NodeId::from_pubkey(&hop.pubkey);
                        let channel_directed_from_source = network_graph.channels()
                                .get(&hop.short_channel_id)
                                .and_then(|channel| channel.as_directed_to(&target));

                        if hop.short_channel_id == short_channel_id && hop_idx == 0 {
                                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);
                        }

                        // Only score announced channels.
                        if let Some((channel, source)) = channel_directed_from_source {
                                let capacity_msat = channel.effective_capacity().as_msat();
                                if hop.short_channel_id == short_channel_id {
                                        self.channel_liquidities
                                                .entry(hop.short_channel_id)
                                                .or_insert_with(ChannelLiquidity::new)
                                                .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
                                                .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                                        break;
                                }

                                self.channel_liquidities
                                        .entry(hop.short_channel_id)
                                        .or_insert_with(ChannelLiquidity::new)
                                        .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
                                        .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                        } else {
                                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).",
                                        hop.short_channel_id);
                        }
                }
        }

        fn payment_path_successful(&mut self, path: &[&RouteHop]) {
                let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
                let liquidity_offset_half_life = self.params.liquidity_offset_half_life;
                log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
                        path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
                let network_graph = self.network_graph.read_only();
                for hop in path {
                        let target = NodeId::from_pubkey(&hop.pubkey);
                        let channel_directed_from_source = network_graph.channels()
                                .get(&hop.short_channel_id)
                                .and_then(|channel| channel.as_directed_to(&target));

                        // Only score announced channels.
                        if let Some((channel, source)) = channel_directed_from_source {
                                let capacity_msat = channel.effective_capacity().as_msat();
                                self.channel_liquidities
                                        .entry(hop.short_channel_id)
                                        .or_insert_with(ChannelLiquidity::new)
                                        .as_directed_mut(source, &target, capacity_msat, liquidity_offset_half_life)
                                        .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
                        } else {
                                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).",
                                        hop.short_channel_id);
                        }
                }
        }

        fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
                self.payment_path_failed(path, short_channel_id)
        }

        fn probe_successful(&mut self, path: &[&RouteHop]) {
                self.payment_path_failed(path, u64::max_value())
        }
}

mod approx {
        const BITS: u32 = 64;
        const HIGHEST_BIT: u32 = BITS - 1;
        const LOWER_BITS: u32 = 6;
        pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
        const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;

        /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
        /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
        const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
                [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                        0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                        0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
                        0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
                [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
                        617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
                        977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
                        977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
                [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
                        1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
                        1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
                        1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
                [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
                        2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
                        2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
                        2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
                [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
                        2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
                        2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
                        2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
                [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
                        3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
                        3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
                        3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
                [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
                        3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
                        4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
                        4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
                [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
                        4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
                        4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
                        4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
                [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
                        5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
                        5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
                        5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
                [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
                        5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
                        5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
                        6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
                [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
                        6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
                        6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
                        6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
                [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
                        6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
                        7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
                        7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
                [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
                        7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
                        7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
                        7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
                [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
                        8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
                        8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
                        8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
                [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
                        8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
                        8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
                        9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
                [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
                        9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
                        9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
                        9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
                [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
                        10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
                        10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
                        10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
                [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
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                        34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
                        34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
                        35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
                [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
                        35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
                        35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
                        35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
                [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
                        35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
                        36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
                        36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
                [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
                        36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
                        36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
                        36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
                [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
                        37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
                        37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
                        37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
                [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
                        37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
                        37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
                        38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
                [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
                        38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
                        38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
                        38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
                [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
                        39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
                        39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
                        39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
        ];

        /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
        #[inline]
        pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
                // Multiply the -1 through to avoid needing to use signed numbers.
                (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
        }

        #[inline]
        fn log10_times_2048(x: u64) -> u16 {
                debug_assert_ne!(x, 0);
                let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
                let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
                LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
        }

        #[cfg(test)]
        mod tests {
                use super::*;

                #[test]
                fn prints_negative_log10_times_2048_lookup_table() {
                        for msb in 0..BITS {
                                for i in 0..LOWER_BITS_BOUND {
                                        let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
                                        let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
                                        assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);

                                        if i % LOWER_BITS_BOUND == 0 {
                                                print!("\t\t[{}, ", log10_times_2048);
                                        } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
                                                println!("{}],", log10_times_2048);
                                        } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
                                                print!("{},\n\t\t\t", log10_times_2048);
                                        } else {
                                                print!("{}, ", log10_times_2048);
                                        }
                                }
                        }
                }
        }
}

impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
        #[inline]
        fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
                write_tlv_fields!(w, {
                        (0, self.channel_liquidities, required),
                });
                Ok(())
        }
}

impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
        #[inline]
        fn read<R: Read>(
                r: &mut R, args: (ProbabilisticScoringParameters, G, L)
        ) -> Result<Self, DecodeError> {
                let (params, network_graph, logger) = args;
                let mut channel_liquidities = HashMap::new();
                read_tlv_fields!(r, {
                        (0, channel_liquidities, required),
                });
                Ok(Self {
                        params,
                        network_graph,
                        logger,
                        channel_liquidities,
                })
        }
}

impl<T: Time> Writeable for ChannelLiquidity<T> {
        #[inline]
        fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
                let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
                write_tlv_fields!(w, {
                        (0, self.min_liquidity_offset_msat, required),
                        (2, self.max_liquidity_offset_msat, required),
                        (4, duration_since_epoch, required),
                });
                Ok(())
        }
}

impl<T: Time> Readable for ChannelLiquidity<T> {
        #[inline]
        fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
                let mut min_liquidity_offset_msat = 0;
                let mut max_liquidity_offset_msat = 0;
                let mut duration_since_epoch = Duration::from_secs(0);
                read_tlv_fields!(r, {
                        (0, min_liquidity_offset_msat, required),
                        (2, max_liquidity_offset_msat, required),
                        (4, duration_since_epoch, required),
                });
                // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
                // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
                // is a time from a monotonic clock usually represented as an offset against boot time).
                // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
                // from the one that was written. However, because `Instant` can panic if we construct one
                // in the future, we must handle wallclock time jumping backwards, which we do by simply
                // using `Instant::now()` in that case.
                let wall_clock_now = T::duration_since_epoch();
                let now = T::now();
                let last_updated = if wall_clock_now > duration_since_epoch {
                        now - (wall_clock_now - duration_since_epoch)
                } else { now };
                Ok(Self {
                        min_liquidity_offset_msat,
                        max_liquidity_offset_msat,
                        last_updated,
                })
        }
}

#[cfg(test)]
mod tests {
        use super::{ChannelLiquidity, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
        use util::time::Time;
        use util::time::tests::SinceEpoch;

        use ln::features::{ChannelFeatures, NodeFeatures};
        use ln::msgs::{ChannelAnnouncement, ChannelUpdate, OptionalField, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
        use routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
        use routing::router::RouteHop;
        use routing::scoring::{ChannelUsage, Score};
        use util::ser::{ReadableArgs, Writeable};
        use util::test_utils::TestLogger;

        use bitcoin::blockdata::constants::genesis_block;
        use bitcoin::hashes::Hash;
        use bitcoin::hashes::sha256d::Hash as Sha256dHash;
        use bitcoin::network::constants::Network;
        use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
        use core::time::Duration;
        use io;

        fn source_privkey() -> SecretKey {
                SecretKey::from_slice(&[42; 32]).unwrap()
        }

        fn target_privkey() -> SecretKey {
                SecretKey::from_slice(&[43; 32]).unwrap()
        }

        fn source_pubkey() -> PublicKey {
                let secp_ctx = Secp256k1::new();
                PublicKey::from_secret_key(&secp_ctx, &source_privkey())
        }

        fn target_pubkey() -> PublicKey {
                let secp_ctx = Secp256k1::new();
                PublicKey::from_secret_key(&secp_ctx, &target_privkey())
        }

        fn source_node_id() -> NodeId {
                NodeId::from_pubkey(&source_pubkey())
        }

        fn target_node_id() -> NodeId {
                NodeId::from_pubkey(&target_pubkey())
        }

        // `ProbabilisticScorer` tests

        /// A probabilistic scorer for testing with time that can be manually advanced.
        type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;

        fn sender_privkey() -> SecretKey {
                SecretKey::from_slice(&[41; 32]).unwrap()
        }

        fn recipient_privkey() -> SecretKey {
                SecretKey::from_slice(&[45; 32]).unwrap()
        }

        fn sender_pubkey() -> PublicKey {
                let secp_ctx = Secp256k1::new();
                PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
        }

        fn recipient_pubkey() -> PublicKey {
                let secp_ctx = Secp256k1::new();
                PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
        }

        fn sender_node_id() -> NodeId {
                NodeId::from_pubkey(&sender_pubkey())
        }

        fn recipient_node_id() -> NodeId {
                NodeId::from_pubkey(&recipient_pubkey())
        }

        fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
                let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
                let mut network_graph = NetworkGraph::new(genesis_hash, logger);
                add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
                add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());

                network_graph
        }

        fn add_channel(
                network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
                node_2_key: SecretKey
        ) {
                let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
                let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
                let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
                let secp_ctx = Secp256k1::new();
                let unsigned_announcement = UnsignedChannelAnnouncement {
                        features: ChannelFeatures::known(),
                        chain_hash: genesis_hash,
                        short_channel_id,
                        node_id_1: PublicKey::from_secret_key(&secp_ctx, &node_1_key),
                        node_id_2: PublicKey::from_secret_key(&secp_ctx, &node_2_key),
                        bitcoin_key_1: PublicKey::from_secret_key(&secp_ctx, &node_1_secret),
                        bitcoin_key_2: PublicKey::from_secret_key(&secp_ctx, &node_2_secret),
                        excess_data: Vec::new(),
                };
                let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
                let signed_announcement = ChannelAnnouncement {
                        node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
                        node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
                        bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
                        bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
                        contents: unsigned_announcement,
                };
                let chain_source: Option<&::util::test_utils::TestChainSource> = None;
                network_graph.update_channel_from_announcement(
                        &signed_announcement, &chain_source).unwrap();
                update_channel(network_graph, short_channel_id, node_1_key, 0);
                update_channel(network_graph, short_channel_id, node_2_key, 1);
        }

        fn update_channel(
                network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
                flags: u8
        ) {
                let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
                let secp_ctx = Secp256k1::new();
                let unsigned_update = UnsignedChannelUpdate {
                        chain_hash: genesis_hash,
                        short_channel_id,
                        timestamp: 100,
                        flags,
                        cltv_expiry_delta: 18,
                        htlc_minimum_msat: 0,
                        htlc_maximum_msat: OptionalField::Present(1_000),
                        fee_base_msat: 1,
                        fee_proportional_millionths: 0,
                        excess_data: Vec::new(),
                };
                let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
                let signed_update = ChannelUpdate {
                        signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
                        contents: unsigned_update,
                };
                network_graph.update_channel(&signed_update).unwrap();
        }

        fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
                vec![
                        RouteHop {
                                pubkey: source_pubkey(),
                                node_features: NodeFeatures::known(),
                                short_channel_id: 41,
                                channel_features: ChannelFeatures::known(),
                                fee_msat: 1,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: target_pubkey(),
                                node_features: NodeFeatures::known(),
                                short_channel_id: 42,
                                channel_features: ChannelFeatures::known(),
                                fee_msat: 2,
                                cltv_expiry_delta: 18,
                        },
                        RouteHop {
                                pubkey: recipient_pubkey(),
                                node_features: NodeFeatures::known(),
                                short_channel_id: 43,
                                channel_features: ChannelFeatures::known(),
                                fee_msat: amount_msat,
                                cltv_expiry_delta: 18,
                        },
                ]
        }

        #[test]
        fn liquidity_bounds_directed_from_lowest_node_id() {
                let logger = TestLogger::new();
                let last_updated = SinceEpoch::now();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters::default();
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
                        .with_channel(42,
                                ChannelLiquidity {
                                        min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
                                })
                        .with_channel(43,
                                ChannelLiquidity {
                                        min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated
                                });
                let source = source_node_id();
                let target = target_node_id();
                let recipient = recipient_node_id();
                assert!(source > target);
                assert!(target < recipient);

                // Update minimum liquidity.

                let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 100);
                assert_eq!(liquidity.max_liquidity_msat(), 300);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 900);

                scorer.channel_liquidities.get_mut(&42).unwrap()
                        .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
                        .set_min_liquidity_msat(200);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 200);
                assert_eq!(liquidity.max_liquidity_msat(), 300);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 800);

                // Update maximum liquidity.

                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
                        .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 900);

                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
                        .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 100);
                assert_eq!(liquidity.max_liquidity_msat(), 300);

                scorer.channel_liquidities.get_mut(&43).unwrap()
                        .as_directed_mut(&target, &recipient, 1_000, liquidity_offset_half_life)
                        .set_max_liquidity_msat(200);

                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
                        .as_directed(&target, &recipient, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 200);

                let liquidity = scorer.channel_liquidities.get(&43).unwrap()
                        .as_directed(&recipient, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 800);
                assert_eq!(liquidity.max_liquidity_msat(), 1000);
        }

        #[test]
        fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
                let logger = TestLogger::new();
                let last_updated = SinceEpoch::now();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters::default();
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
                        .with_channel(42,
                                ChannelLiquidity {
                                        min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
                                });
                let source = source_node_id();
                let target = target_node_id();
                assert!(source > target);

                // Check initial bounds.
                let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 800);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 200);
                assert_eq!(liquidity.max_liquidity_msat(), 600);

                // Reset from source to target.
                scorer.channel_liquidities.get_mut(&42).unwrap()
                        .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
                        .set_min_liquidity_msat(900);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 900);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 100);

                // Reset from target to source.
                scorer.channel_liquidities.get_mut(&42).unwrap()
                        .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
                        .set_min_liquidity_msat(400);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 600);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);
        }

        #[test]
        fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
                let logger = TestLogger::new();
                let last_updated = SinceEpoch::now();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters::default();
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
                        .with_channel(42,
                                ChannelLiquidity {
                                        min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated
                                });
                let source = source_node_id();
                let target = target_node_id();
                assert!(source > target);

                // Check initial bounds.
                let liquidity_offset_half_life = scorer.params.liquidity_offset_half_life;
                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 800);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 200);
                assert_eq!(liquidity.max_liquidity_msat(), 600);

                // Reset from source to target.
                scorer.channel_liquidities.get_mut(&42).unwrap()
                        .as_directed_mut(&source, &target, 1_000, liquidity_offset_half_life)
                        .set_max_liquidity_msat(300);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 300);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 700);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);

                // Reset from target to source.
                scorer.channel_liquidities.get_mut(&42).unwrap()
                        .as_directed_mut(&target, &source, 1_000, liquidity_offset_half_life)
                        .set_max_liquidity_msat(600);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&source, &target, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 400);
                assert_eq!(liquidity.max_liquidity_msat(), 1_000);

                let liquidity = scorer.channel_liquidities.get(&42).unwrap()
                        .as_directed(&target, &source, 1_000, liquidity_offset_half_life);
                assert_eq!(liquidity.min_liquidity_msat(), 0);
                assert_eq!(liquidity.max_liquidity_msat(), 600);
        }

        #[test]
        fn increased_penalty_nearing_liquidity_upper_bound() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();

                let usage = ChannelUsage {
                        amount_msat: 1_024,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 10_240, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 102_400, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
                let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);

                let usage = ChannelUsage {
                        amount_msat: 128,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
                let usage = ChannelUsage { amount_msat: 256, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
                let usage = ChannelUsage { amount_msat: 374, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
                let usage = ChannelUsage { amount_msat: 512, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
                let usage = ChannelUsage { amount_msat: 640, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
                let usage = ChannelUsage { amount_msat: 768, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
                let usage = ChannelUsage { amount_msat: 896, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
        }

        #[test]
        fn constant_penalty_outside_liquidity_bounds() {
                let logger = TestLogger::new();
                let last_updated = SinceEpoch::now();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        considered_impossible_penalty_msat: u64::max_value(),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
                        .with_channel(42,
                                ChannelLiquidity {
                                        min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated
                                });
                let source = source_node_id();
                let target = target_node_id();

                let usage = ChannelUsage {
                        amount_msat: 39,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 50, ..usage };
                assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
                let usage = ChannelUsage { amount_msat: 61, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
        }

        #[test]
        fn does_not_further_penalize_own_channel() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let sender = sender_node_id();
                let source = source_node_id();
                let usage = ChannelUsage {
                        amount_msat: 500,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };
                let failed_path = payment_path_for_amount(500);
                let successful_path = payment_path_for_amount(200);

                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);

                scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);

                scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
        }

        #[test]
        fn sets_liquidity_lower_bound_on_downstream_failure() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();
                let path = payment_path_for_amount(500);

                let usage = ChannelUsage {
                        amount_msat: 250,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
                let usage = ChannelUsage { amount_msat: 500, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);

                scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);

                let usage = ChannelUsage { amount_msat: 250, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 500, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
        }

        #[test]
        fn sets_liquidity_upper_bound_on_failure() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        considered_impossible_penalty_msat: u64::max_value(),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();
                let path = payment_path_for_amount(500);

                let usage = ChannelUsage {
                        amount_msat: 250,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
                let usage = ChannelUsage { amount_msat: 500, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);

                scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);

                let usage = ChannelUsage { amount_msat: 250, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
                let usage = ChannelUsage { amount_msat: 500, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
                let usage = ChannelUsage { amount_msat: 750, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
        }

        #[test]
        fn reduces_liquidity_upper_bound_along_path_on_success() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let sender = sender_node_id();
                let source = source_node_id();
                let target = target_node_id();
                let recipient = recipient_node_id();
                let usage = ChannelUsage {
                        amount_msat: 250,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };
                let path = payment_path_for_amount(500);

                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);

                scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());

                assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
                assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
        }

        #[test]
        fn decays_liquidity_bounds_over_time() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_offset_half_life: Duration::from_secs(10),
                        considered_impossible_penalty_msat: u64::max_value(),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();

                let usage = ChannelUsage {
                        amount_msat: 0,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_024) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 1_023, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);

                scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
                scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);

                let usage = ChannelUsage { amount_msat: 128, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 256, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
                let usage = ChannelUsage { amount_msat: 768, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
                let usage = ChannelUsage { amount_msat: 896, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                SinceEpoch::advance(Duration::from_secs(9));
                let usage = ChannelUsage { amount_msat: 128, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 256, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
                let usage = ChannelUsage { amount_msat: 768, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
                let usage = ChannelUsage { amount_msat: 896, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                SinceEpoch::advance(Duration::from_secs(1));
                let usage = ChannelUsage { amount_msat: 64, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 128, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
                let usage = ChannelUsage { amount_msat: 896, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
                let usage = ChannelUsage { amount_msat: 960, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                // Fully decay liquidity lower bound.
                SinceEpoch::advance(Duration::from_secs(10 * 7));
                let usage = ChannelUsage { amount_msat: 0, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 1, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 1_023, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
                let usage = ChannelUsage { amount_msat: 1_024, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                // Fully decay liquidity upper bound.
                SinceEpoch::advance(Duration::from_secs(10));
                let usage = ChannelUsage { amount_msat: 0, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 1_024, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                SinceEpoch::advance(Duration::from_secs(10));
                let usage = ChannelUsage { amount_msat: 0, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
                let usage = ChannelUsage { amount_msat: 1_024, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
        }

        #[test]
        fn decays_liquidity_bounds_without_shift_overflow() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_offset_half_life: Duration::from_secs(10),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: 256,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);

                scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);

                // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
                // would cause an overflow.
                SinceEpoch::advance(Duration::from_secs(10 * 64));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);

                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
        }

        #[test]
        fn restricts_liquidity_bounds_after_decay() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_offset_half_life: Duration::from_secs(10),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: 512,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
                };

                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);

                // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
                scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
                scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);

                // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);

                // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
                // is closer to the upper bound, meaning a higher penalty.
                scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);

                // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
                // is closer to the lower bound, meaning a lower penalty.
                scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);

                // Further decaying affects the lower bound more than the upper bound (128, 928).
                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
        }

        #[test]
        fn restores_persisted_liquidity_bounds() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_offset_half_life: Duration::from_secs(10),
                        considered_impossible_penalty_msat: u64::max_value(),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: 500,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };

                scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);

                scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);

                let mut serialized_scorer = Vec::new();
                scorer.write(&mut serialized_scorer).unwrap();

                let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
                let deserialized_scorer =
                        <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
                assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
        }

        #[test]
        fn decays_persisted_liquidity_bounds() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_offset_half_life: Duration::from_secs(10),
                        considered_impossible_penalty_msat: u64::max_value(),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: 500,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };

                scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                let mut serialized_scorer = Vec::new();
                scorer.write(&mut serialized_scorer).unwrap();

                SinceEpoch::advance(Duration::from_secs(10));

                let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
                let deserialized_scorer =
                        <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
                assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);

                scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);

                SinceEpoch::advance(Duration::from_secs(10));
                assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
        }

        #[test]
        fn scores_realistic_payments() {
                // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
                // 50k sat reserve).
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters::default();
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();

                let usage = ChannelUsage {
                        amount_msat: 100_000_000,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1985);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1639);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1607);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
                let usage = ChannelUsage {
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: Some(1_000) }, ..usage
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1262);
        }

        #[test]
        fn adds_base_penalty_to_liquidity_penalty() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: 128,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: Some(1_000) },
                };

                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);

                let params = ProbabilisticScoringParameters {
                        base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
                        anti_probing_penalty_msat: 0, ..Default::default()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);

                let params = ProbabilisticScoringParameters {
                        base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
                        base_penalty_amount_multiplier_msat: (1 << 30),
                        anti_probing_penalty_msat: 0, ..Default::default()
                };

                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
        }

        #[test]
        fn adds_amount_penalty_to_liquidity_penalty() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: 512_000,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
                };

                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_penalty_amount_multiplier_msat: 0,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);

                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 1_000,
                        liquidity_penalty_amount_multiplier_msat: 256,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
        }

        #[test]
        fn calculates_log10_without_overflowing_u64_max_value() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let source = source_node_id();
                let target = target_node_id();
                let usage = ChannelUsage {
                        amount_msat: u64::max_value(),
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Infinite,
                };

                let params = ProbabilisticScoringParameters {
                        liquidity_penalty_multiplier_msat: 40_000,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
        }

        #[test]
        fn accounts_for_inflight_htlc_usage() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters {
                        considered_impossible_penalty_msat: u64::max_value(),
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();

                let usage = ChannelUsage {
                        amount_msat: 750,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: Some(1_000) },
                };
                assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());

                let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
        }

        #[test]
        fn removes_uncertainity_when_exact_liquidity_known() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let params = ProbabilisticScoringParameters::default();
                let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
                let source = source_node_id();
                let target = target_node_id();

                let base_penalty_msat = params.base_penalty_msat;
                let usage = ChannelUsage {
                        amount_msat: 750,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);

                let usage = ChannelUsage { amount_msat: 1_000, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);

                let usage = ChannelUsage { amount_msat: 1_001, ..usage };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
        }

        #[test]
        fn adds_anti_probing_penalty() {
                let logger = TestLogger::new();
                let network_graph = network_graph(&logger);
                let source = source_node_id();
                let target = target_node_id();
                let params = ProbabilisticScoringParameters {
                        anti_probing_penalty_msat: 500,
                        ..ProbabilisticScoringParameters::zero_penalty()
                };
                let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);

                // Check we receive no penalty for a low htlc_maximum_msat.
                let usage = ChannelUsage {
                        amount_msat: 512_000,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);

                // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
                let usage = ChannelUsage {
                        amount_msat: 512_000,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(1_024_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);

                // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
                let usage = ChannelUsage {
                        amount_msat: 512_000,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(512_000) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);

                // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
                let usage = ChannelUsage {
                        amount_msat: 512_000,
                        inflight_htlc_msat: 0,
                        effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: Some(511_999) },
                };
                assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
        }
}