1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn time_passed(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn time_passed(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().time_passed(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn time_passed(&mut self, duration_since_epoch: Duration) {
376 self.0.time_passed(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
853 let graph = self.network_graph.read_only();
854 for (scid, liq) in self.channel_liquidities.iter() {
855 if let Some(chan_debug) = graph.channels().get(scid) {
856 let log_direction = |source, target| {
857 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
858 let amt = directed_info.effective_capacity().as_msat();
859 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
861 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
862 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
864 log_debug!(self.logger, core::concat!(
865 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
866 "\tHistorical min liquidity bucket relative probabilities:\n",
867 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
868 "\tHistorical max liquidity bucket relative probabilities:\n",
869 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
870 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
871 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
872 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
873 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
874 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
875 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
876 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
877 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
878 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
879 // Note that the liquidity buckets are an offset from the edge, so we
880 // inverse the max order to get the probabilities from zero.
881 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
882 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
883 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
884 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
885 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
886 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
887 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
888 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
890 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
894 log_direction(&chan_debug.node_one, &chan_debug.node_two);
895 log_direction(&chan_debug.node_two, &chan_debug.node_one);
897 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
902 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
903 /// channel with `scid` towards the given `target` node.
904 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
905 let graph = self.network_graph.read_only();
907 if let Some(chan) = graph.channels().get(&scid) {
908 if let Some(liq) = self.channel_liquidities.get(&scid) {
909 if let Some((directed_info, source)) = chan.as_directed_to(target) {
910 let amt = directed_info.effective_capacity().as_msat();
911 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
912 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
919 /// Query the historical estimated minimum and maximum liquidity available for sending a
920 /// payment over the channel with `scid` towards the given `target` node.
922 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
923 /// the second set describes the upper-bound liquidity history. Each bucket describes the
924 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
925 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
926 /// more recent data points are weighted more heavily than older datapoints.
928 /// Note that the range of each bucket varies by its location to provide more granular results
929 /// at the edges of a channel's capacity, where it is more likely to sit.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
932 /// is calculated by dividing that bucket's value with the total value of all buckets.
934 /// For example, using a lower bucket count for illustrative purposes, a value of
935 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
936 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
937 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
938 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
943 /// In order to fetch a single success probability from the buckets provided here, as used in
944 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
945 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
946 -> Option<([u16; 32], [u16; 32])> {
947 let graph = self.network_graph.read_only();
949 if let Some(chan) = graph.channels().get(&scid) {
950 if let Some(liq) = self.channel_liquidities.get(&scid) {
951 if let Some((directed_info, source)) = chan.as_directed_to(target) {
952 let amt = directed_info.effective_capacity().as_msat();
953 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
955 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
956 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
958 // Note that the liquidity buckets are an offset from the edge, so we inverse
959 // the max order to get the probabilities from zero.
960 max_buckets.reverse();
961 return Some((min_buckets, max_buckets));
968 /// Query the probability of payment success sending the given `amount_msat` over the channel
969 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
972 /// These are the same bounds as returned by
973 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
974 /// [`Self::estimated_channel_liquidity_range`]).
975 pub fn historical_estimated_payment_success_probability(
976 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
978 let graph = self.network_graph.read_only();
980 if let Some(chan) = graph.channels().get(&scid) {
981 if let Some(liq) = self.channel_liquidities.get(&scid) {
982 if let Some((directed_info, source)) = chan.as_directed_to(target) {
983 let capacity_msat = directed_info.effective_capacity().as_msat();
984 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
986 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
987 ¶ms, amount_msat, capacity_msat
988 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
996 impl<T: Time> ChannelLiquidity<T> {
1000 min_liquidity_offset_msat: 0,
1001 max_liquidity_offset_msat: 0,
1002 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1003 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1004 last_updated: T::now(),
1005 offset_history_last_updated: T::now(),
1009 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1010 /// `capacity_msat`.
1012 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1013 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1014 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1015 if source < target {
1016 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1017 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1019 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1020 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1023 DirectedChannelLiquidity {
1024 min_liquidity_offset_msat,
1025 max_liquidity_offset_msat,
1026 liquidity_history: HistoricalMinMaxBuckets {
1027 min_liquidity_offset_history,
1028 max_liquidity_offset_history,
1031 last_updated: &self.last_updated,
1032 offset_history_last_updated: &self.offset_history_last_updated,
1034 decay_params: decay_params,
1038 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1039 /// `capacity_msat`.
1041 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1042 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1043 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1044 if source < target {
1045 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1046 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1048 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1049 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1052 DirectedChannelLiquidity {
1053 min_liquidity_offset_msat,
1054 max_liquidity_offset_msat,
1055 liquidity_history: HistoricalMinMaxBuckets {
1056 min_liquidity_offset_history,
1057 max_liquidity_offset_history,
1060 last_updated: &mut self.last_updated,
1061 offset_history_last_updated: &mut self.offset_history_last_updated,
1063 decay_params: decay_params,
1068 &self, offset: u64, duration_since_epoch: Duration,
1069 decay_params: ProbabilisticScoringDecayParameters,
1071 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1072 if half_life != 0.0 {
1073 let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
1074 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1081 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1083 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1085 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1086 /// ratio, as X in 1/X.
1087 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1089 /// The divisor used when computing the amount penalty.
1090 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1091 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1093 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1095 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1096 (a * a * a, b * b * b, c * c * c)
1099 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1100 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1102 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1104 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1105 /// (recently) seen an HTLC successfully complete over this channel.
1107 fn success_probability(
1108 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1109 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1111 debug_assert!(min_liquidity_msat <= amount_msat);
1112 debug_assert!(amount_msat < max_liquidity_msat);
1113 debug_assert!(max_liquidity_msat <= capacity_msat);
1115 let (numerator, mut denominator) =
1116 if params.linear_success_probability {
1117 (max_liquidity_msat - amount_msat,
1118 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1120 let capacity = capacity_msat as f64;
1121 let min = (min_liquidity_msat as f64) / capacity;
1122 let max = (max_liquidity_msat as f64) / capacity;
1123 let amount = (amount_msat as f64) / capacity;
1125 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1126 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1127 // liquidity bounds is thus the integral under the curve from the amount to maximum
1128 // estimated liquidity, divided by the same integral from the minimum to the maximum
1129 // estimated liquidity bounds.
1131 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1132 // calculate the cumulative density function between the min/max bounds trivially. Note
1133 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1134 // division of num / den.
1135 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1136 let num = max_pow - amt_pow;
1137 let den = max_pow - min_pow;
1139 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1140 // quite a large factor to get something useful (ideally in the 2^30 range).
1141 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1142 let numerator = (num * BILLIONISH) as u64 + 1;
1143 let denominator = (den * BILLIONISH) as u64 + 1;
1144 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1145 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1146 (numerator, denominator)
1149 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1150 denominator < u64::max_value() / 21
1152 // If we have no knowledge of the channel, scale probability down by ~75%
1153 // Note that we prefer to increase the denominator rather than decrease the numerator as
1154 // the denominator is more likely to be larger and thus provide greater precision. This is
1155 // mostly an overoptimization but makes a large difference in tests.
1156 denominator = denominator * 21 / 16
1159 (numerator, denominator)
1162 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1163 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1165 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1166 let available_capacity = self.capacity_msat;
1167 let max_liquidity_msat = self.max_liquidity_msat();
1168 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1170 let mut res = if amount_msat <= min_liquidity_msat {
1172 } else if amount_msat >= max_liquidity_msat {
1173 // Equivalent to hitting the else clause below with the amount equal to the effective
1174 // capacity and without any certainty on the liquidity upper bound, plus the
1175 // impossibility penalty.
1176 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1177 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1178 score_params.liquidity_penalty_multiplier_msat,
1179 score_params.liquidity_penalty_amount_multiplier_msat)
1180 .saturating_add(score_params.considered_impossible_penalty_msat)
1182 let (numerator, denominator) = success_probability(amount_msat,
1183 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1184 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1185 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1186 // don't bother trying to use the log approximation as it gets too noisy to be
1187 // particularly helpful, instead just round down to 0.
1190 let negative_log10_times_2048 =
1191 approx::negative_log10_times_2048(numerator, denominator);
1192 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1193 score_params.liquidity_penalty_multiplier_msat,
1194 score_params.liquidity_penalty_amount_multiplier_msat)
1198 if amount_msat >= available_capacity {
1199 // We're trying to send more than the capacity, use a max penalty.
1200 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1201 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1202 score_params.historical_liquidity_penalty_multiplier_msat,
1203 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1207 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1208 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1209 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1210 .calculate_success_probability_times_billion(
1211 score_params, amount_msat, self.capacity_msat)
1213 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1214 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1215 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1216 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1218 // If we don't have any valid points (or, once decayed, we have less than a full
1219 // point), redo the non-historical calculation with no liquidity bounds tracked and
1220 // the historical penalty multipliers.
1221 let (numerator, denominator) = success_probability(amount_msat, 0,
1222 available_capacity, available_capacity, score_params, true);
1223 let negative_log10_times_2048 =
1224 approx::negative_log10_times_2048(numerator, denominator);
1225 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1226 score_params.historical_liquidity_penalty_multiplier_msat,
1227 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1234 /// Computes the liquidity penalty from the penalty multipliers.
1236 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1237 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1239 negative_log10_times_2048 =
1240 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1242 // Upper bound the liquidity penalty to ensure some channel is selected.
1243 let liquidity_penalty_msat = negative_log10_times_2048
1244 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1245 let amount_penalty_msat = negative_log10_times_2048
1246 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1247 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1249 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1252 /// Returns the lower bound of the channel liquidity balance in this direction.
1254 fn min_liquidity_msat(&self) -> u64 {
1255 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1258 /// Returns the upper bound of the channel liquidity balance in this direction.
1260 fn max_liquidity_msat(&self) -> u64 {
1262 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1265 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1270 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1271 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1272 fn failed_at_channel<Log: Deref>(
1273 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1274 ) where Log::Target: Logger {
1275 let existing_max_msat = self.max_liquidity_msat();
1276 if amount_msat < existing_max_msat {
1277 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1278 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1280 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1281 chan_descr, existing_max_msat, amount_msat);
1283 self.update_history_buckets(0, duration_since_epoch);
1286 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1287 fn failed_downstream<Log: Deref>(
1288 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1289 ) where Log::Target: Logger {
1290 let existing_min_msat = self.min_liquidity_msat();
1291 if amount_msat > existing_min_msat {
1292 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1293 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1295 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1296 chan_descr, existing_min_msat, amount_msat);
1298 self.update_history_buckets(0, duration_since_epoch);
1301 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1302 fn successful<Log: Deref>(&mut self,
1303 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1304 ) where Log::Target: Logger {
1305 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1306 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1307 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1308 self.update_history_buckets(amount_msat, duration_since_epoch);
1311 /// Updates the history buckets for this channel. Because the history buckets track what we now
1312 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1313 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1314 /// represents the amount of the successful payment we just made.
1315 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1316 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1317 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1318 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1319 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1320 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1322 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1323 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1324 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1326 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1327 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1328 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1330 *self.offset_history_last_updated = self.now;
1333 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1334 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1335 *self.min_liquidity_offset_msat = amount_msat;
1336 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1339 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1341 *self.last_updated = self.now;
1344 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1345 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1346 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1347 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1350 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1352 *self.last_updated = self.now;
1356 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1357 type ScoreParams = ProbabilisticScoringFeeParameters;
1358 fn channel_penalty_msat(
1359 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1361 let (scid, target) = match candidate {
1362 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1363 (short_channel_id, info.target())
1367 let source = candidate.source();
1368 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1372 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1373 score_params.base_penalty_amount_multiplier_msat
1374 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1376 let mut anti_probing_penalty_msat = 0;
1377 match usage.effective_capacity {
1378 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1379 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1381 if usage.amount_msat > amount_msat {
1382 return u64::max_value();
1384 return base_penalty_msat;
1387 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1388 if htlc_maximum_msat >= capacity_msat/2 {
1389 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1395 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1396 let capacity_msat = usage.effective_capacity.as_msat();
1397 self.channel_liquidities
1399 .unwrap_or(&ChannelLiquidity::new())
1400 .as_directed(&source, &target, capacity_msat, self.decay_params)
1401 .penalty_msat(amount_msat, score_params)
1402 .saturating_add(anti_probing_penalty_msat)
1403 .saturating_add(base_penalty_msat)
1407 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1408 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1409 let amount_msat = path.final_value_msat();
1410 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1411 let network_graph = self.network_graph.read_only();
1412 for (hop_idx, hop) in path.hops.iter().enumerate() {
1413 let target = NodeId::from_pubkey(&hop.pubkey);
1414 let channel_directed_from_source = network_graph.channels()
1415 .get(&hop.short_channel_id)
1416 .and_then(|channel| channel.as_directed_to(&target));
1418 let at_failed_channel = hop.short_channel_id == short_channel_id;
1419 if at_failed_channel && hop_idx == 0 {
1420 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);
1423 // Only score announced channels.
1424 if let Some((channel, source)) = channel_directed_from_source {
1425 let capacity_msat = channel.effective_capacity().as_msat();
1426 if at_failed_channel {
1427 self.channel_liquidities
1428 .entry(hop.short_channel_id)
1429 .or_insert_with(ChannelLiquidity::new)
1430 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1431 .failed_at_channel(amount_msat, duration_since_epoch,
1432 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1434 self.channel_liquidities
1435 .entry(hop.short_channel_id)
1436 .or_insert_with(ChannelLiquidity::new)
1437 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1438 .failed_downstream(amount_msat, duration_since_epoch,
1439 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1442 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).",
1443 hop.short_channel_id);
1445 if at_failed_channel { break; }
1449 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1450 let amount_msat = path.final_value_msat();
1451 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1452 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1453 let network_graph = self.network_graph.read_only();
1454 for hop in &path.hops {
1455 let target = NodeId::from_pubkey(&hop.pubkey);
1456 let channel_directed_from_source = network_graph.channels()
1457 .get(&hop.short_channel_id)
1458 .and_then(|channel| channel.as_directed_to(&target));
1460 // Only score announced channels.
1461 if let Some((channel, source)) = channel_directed_from_source {
1462 let capacity_msat = channel.effective_capacity().as_msat();
1463 self.channel_liquidities
1464 .entry(hop.short_channel_id)
1465 .or_insert_with(ChannelLiquidity::new)
1466 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1467 .successful(amount_msat, duration_since_epoch,
1468 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1470 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).",
1471 hop.short_channel_id);
1476 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1477 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1480 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1481 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1484 fn time_passed(&mut self, duration_since_epoch: Duration) {
1485 let decay_params = self.decay_params;
1486 self.channel_liquidities.retain(|_scid, liquidity| {
1487 liquidity.min_liquidity_offset_msat =
1488 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1489 liquidity.max_liquidity_offset_msat =
1490 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1491 liquidity.last_updated = T::now();
1494 T::now().duration_since(liquidity.offset_history_last_updated);
1495 if elapsed_time > decay_params.historical_no_updates_half_life {
1496 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1497 if half_life != 0.0 {
1498 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1499 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1500 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1502 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1503 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1505 liquidity.offset_history_last_updated = T::now();
1508 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1509 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1510 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1516 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1517 where L::Target: Logger {}
1519 #[cfg(feature = "std")]
1521 fn powf64(n: f64, exp: f64) -> f64 {
1524 #[cfg(not(feature = "std"))]
1525 fn powf64(n: f64, exp: f64) -> f64 {
1526 libm::powf(n as f32, exp as f32) as f64
1530 const BITS: u32 = 64;
1531 const HIGHEST_BIT: u32 = BITS - 1;
1532 const LOWER_BITS: u32 = 6;
1533 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1534 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1536 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1537 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1538 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1539 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1540 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1541 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1542 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1543 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1544 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1545 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1546 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1547 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1548 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1549 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1550 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1551 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1552 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1553 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1554 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1555 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1556 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1557 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1558 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1559 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1560 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1561 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1562 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1563 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1564 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1565 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1566 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1567 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1568 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1569 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1570 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1571 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1572 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1573 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1574 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1575 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1576 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1577 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1578 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1579 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1580 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1581 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1582 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1583 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1584 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1585 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1586 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1587 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1588 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1589 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1590 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1591 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1592 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1593 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1594 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1595 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1596 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1597 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1598 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1599 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1600 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1601 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1602 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1603 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1604 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1605 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1606 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1607 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1608 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1609 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1610 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1611 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1612 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1613 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1614 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1615 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1616 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1617 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1618 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1619 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1620 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1621 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1622 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1623 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1624 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1625 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1626 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1627 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1628 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1629 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1630 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1631 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1632 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1633 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1634 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1635 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1636 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1637 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1638 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1639 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1640 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1641 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1642 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1643 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1644 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1645 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1646 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1647 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1648 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1649 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1650 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1651 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1652 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1653 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1654 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1655 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1656 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1657 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1658 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1659 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1660 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1661 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1662 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1663 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1664 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1665 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1666 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1667 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1668 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1669 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1670 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1671 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1672 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1673 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1674 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1675 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1676 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1677 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1678 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1679 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1680 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1681 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1682 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1683 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1684 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1685 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1686 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1687 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1688 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1689 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1690 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1691 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1692 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1693 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1694 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1695 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1696 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1697 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1698 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1699 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1700 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1701 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1702 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1703 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1704 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1705 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1706 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1707 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1708 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1709 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1710 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1711 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1712 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1713 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1714 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1715 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1716 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1717 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1718 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1719 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1720 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1721 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1722 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1723 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1724 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1725 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1726 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1727 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1728 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1729 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1730 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1731 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1732 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1733 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1734 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1735 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1736 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1737 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1738 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1739 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1740 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1741 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1742 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1743 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1744 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1745 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1746 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1747 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1748 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1749 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1750 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1751 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1752 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1753 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1754 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1755 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1756 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1757 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1758 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1759 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1760 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1761 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1762 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1763 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1764 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1765 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1766 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1767 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1768 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1769 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1770 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1771 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1772 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1773 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1774 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1775 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1776 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1777 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1778 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1779 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1780 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1781 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1782 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1783 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1784 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1785 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1786 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1787 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1788 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1789 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1790 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1791 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1792 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1793 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1794 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1797 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1799 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1800 // Multiply the -1 through to avoid needing to use signed numbers.
1801 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1805 fn log10_times_2048(x: u64) -> u16 {
1806 debug_assert_ne!(x, 0);
1807 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1808 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1809 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1817 fn prints_negative_log10_times_2048_lookup_table() {
1818 for msb in 0..BITS {
1819 for i in 0..LOWER_BITS_BOUND {
1820 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1821 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1822 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1824 if i % LOWER_BITS_BOUND == 0 {
1825 print!("\t\t[{}, ", log10_times_2048);
1826 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1827 println!("{}],", log10_times_2048);
1828 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1829 print!("{},\n\t\t\t", log10_times_2048);
1831 print!("{}, ", log10_times_2048);
1839 mod bucketed_history {
1842 // Because liquidity is often skewed heavily in one direction, we store historical state
1843 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1844 // must fit evenly into the buckets here.
1846 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1847 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1848 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1849 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1851 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1852 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1853 // buckets in total.
1855 const BUCKET_START_POS: [u16; 33] = [
1856 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1857 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1860 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1861 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1864 const POSITION_TICKS: u16 = 1 << 14;
1866 fn pos_to_bucket(pos: u16) -> usize {
1867 for bucket in 0..32 {
1868 if pos < BUCKET_START_POS[bucket + 1] {
1872 debug_assert!(false);
1878 fn check_bucket_maps() {
1879 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1880 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1881 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1883 let mut min_size_iter = 0;
1884 let mut legacy_bucket_iter = 0;
1885 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1886 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1887 for i in 0..*width {
1888 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1890 min_size_iter += *width;
1891 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1892 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1893 if legacy_bucket_iter + 1 < 8 {
1894 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1896 legacy_bucket_iter += 1;
1899 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1900 assert_eq!(min_size_iter, POSITION_TICKS);
1904 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1905 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1906 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1907 .try_into().unwrap_or(POSITION_TICKS)
1909 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1910 // division. This branch should only be hit in fuzz testing since the amount would
1911 // need to be over 2.88 million BTC in practice.
1912 ((amount_msat as u128) * (POSITION_TICKS as u128)
1913 / (capacity_msat as u128).saturating_add(1))
1914 .try_into().unwrap_or(POSITION_TICKS)
1916 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1917 // capacity to change due to a `channel_update` message which, if received while a payment
1918 // is in-flight, could cause this to fail. Thus, we only assert in test.
1920 debug_assert!(pos < POSITION_TICKS);
1924 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1925 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1926 /// support reading the legacy values here for backwards compatibility.
1927 pub(super) struct LegacyHistoricalBucketRangeTracker {
1931 impl LegacyHistoricalBucketRangeTracker {
1932 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1933 let mut buckets = [0; 32];
1934 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1935 let mut new_val = *legacy_bucket;
1936 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1937 new_val /= (end - start) as u16;
1938 for i in start..end {
1939 buckets[i as usize] = new_val;
1942 HistoricalBucketRangeTracker { buckets }
1946 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1947 /// in each of 32 buckets.
1948 #[derive(Clone, Copy)]
1949 pub(super) struct HistoricalBucketRangeTracker {
1950 pub(super) buckets: [u16; 32],
1953 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1954 /// "one" is 32, or this constant.
1955 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1957 impl HistoricalBucketRangeTracker {
1958 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1959 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1960 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1961 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1963 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1964 // the buckets for the current min and max liquidity offset positions.
1966 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1967 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1968 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1970 // In total, this allows us to track data for the last 8,000 or so payments across a given
1973 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1974 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1975 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1978 // The constants were picked experimentally, selecting a decay amount that restricts us
1979 // from overflowing buckets without having to cap them manually.
1981 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1982 if pos < POSITION_TICKS {
1983 for e in self.buckets.iter_mut() {
1984 *e = ((*e as u32) * 2047 / 2048) as u16;
1986 let bucket = pos_to_bucket(pos);
1987 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1990 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1991 /// datapoints as we receive newer information.
1993 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1994 for e in self.buckets.iter_mut() {
1995 *e = e.checked_shr(half_lives).unwrap_or(0);
2000 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
2001 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
2003 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
2004 /// liquidity bounds for a given channel.
2005 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
2006 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
2008 pub(super) min_liquidity_offset_history: D,
2009 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
2011 pub(super) max_liquidity_offset_history: D,
2014 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2016 pub(super) fn calculate_success_probability_times_billion(
2017 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
2020 // If historical penalties are enabled, we try to calculate a probability of success
2021 // given our historical distribution of min- and max-liquidity bounds in a channel.
2022 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2023 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2024 // state). For each pair, we calculate the probability as if the bucket's corresponding
2025 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2026 // that probability by the weight of the selected buckets.
2027 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2028 if payment_pos >= POSITION_TICKS { return None; }
2030 let mut total_valid_points_tracked = 0;
2031 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2032 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2033 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2037 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2038 // treat it as if we were fully decayed.
2039 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2040 if total_valid_points_tracked < FULLY_DECAYED.into() {
2044 let mut cumulative_success_prob_times_billion = 0;
2045 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2046 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2047 // points against the 0th min bucket. This avoids the case where we fail to route
2048 // increasingly lower values over a channel, but treat each failure as a separate
2049 // datapoint, many of which may have relatively high maximum-available-liquidity
2050 // values, which will result in us thinking we have some nontrivial probability of
2051 // routing up to that amount.
2052 if self.min_liquidity_offset_history.buckets[0] != 0 {
2053 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2054 let mut total_max_points = 0; // Total points in max-buckets to consider
2055 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2056 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2057 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2059 total_max_points += *max_bucket as u64;
2061 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2062 if payment_pos < max_bucket_end_pos {
2063 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2064 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2065 let bucket_prob_times_billion =
2066 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2067 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2068 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2069 numerator / denominator;
2073 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2074 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2075 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2076 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2077 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2078 // 30 bits is 62 bits.
2079 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2080 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2081 if payment_pos >= max_bucket_end_pos {
2082 // Success probability 0, the payment amount may be above the max liquidity
2084 } else if payment_pos < min_bucket_start_pos {
2085 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2087 let (numerator, denominator) = success_probability(payment_pos as u64,
2088 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2089 POSITION_TICKS as u64 - 1, params, true);
2090 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2091 numerator / denominator;
2096 Some(cumulative_success_prob_times_billion)
2100 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2102 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2104 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2105 write_tlv_fields!(w, {
2106 (0, self.channel_liquidities, required),
2112 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2113 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2116 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2117 ) -> Result<Self, DecodeError> {
2118 let (decay_params, network_graph, logger) = args;
2119 let mut channel_liquidities = HashMap::new();
2120 read_tlv_fields!(r, {
2121 (0, channel_liquidities, required),
2127 channel_liquidities,
2132 impl<T: Time> Writeable for ChannelLiquidity<T> {
2134 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2135 let offset_history_duration_since_epoch =
2136 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2137 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2138 write_tlv_fields!(w, {
2139 (0, self.min_liquidity_offset_msat, required),
2140 // 1 was the min_liquidity_offset_history in octile form
2141 (2, self.max_liquidity_offset_msat, required),
2142 // 3 was the max_liquidity_offset_history in octile form
2143 (4, duration_since_epoch, required),
2144 (5, Some(self.min_liquidity_offset_history), option),
2145 (7, Some(self.max_liquidity_offset_history), option),
2146 (9, offset_history_duration_since_epoch, required),
2152 impl<T: Time> Readable for ChannelLiquidity<T> {
2154 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2155 let mut min_liquidity_offset_msat = 0;
2156 let mut max_liquidity_offset_msat = 0;
2157 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2158 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2159 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2160 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2161 let mut duration_since_epoch = Duration::from_secs(0);
2162 let mut offset_history_duration_since_epoch = None;
2163 read_tlv_fields!(r, {
2164 (0, min_liquidity_offset_msat, required),
2165 (1, legacy_min_liq_offset_history, option),
2166 (2, max_liquidity_offset_msat, required),
2167 (3, legacy_max_liq_offset_history, option),
2168 (4, duration_since_epoch, required),
2169 (5, min_liquidity_offset_history, option),
2170 (7, max_liquidity_offset_history, option),
2171 (9, offset_history_duration_since_epoch, option),
2173 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2174 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2175 // is a time from a monotonic clock usually represented as an offset against boot time).
2176 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2177 // from the one that was written. However, because `Instant` can panic if we construct one
2178 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2179 // using `Instant::now()` in that case.
2180 let wall_clock_now = T::duration_since_epoch();
2182 let last_updated = if wall_clock_now > duration_since_epoch {
2183 now - (wall_clock_now - duration_since_epoch)
2186 let offset_history_duration_since_epoch =
2187 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2188 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2189 now - (wall_clock_now - offset_history_duration_since_epoch)
2192 if min_liquidity_offset_history.is_none() {
2193 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2194 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2196 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2199 if max_liquidity_offset_history.is_none() {
2200 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2201 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2203 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2207 min_liquidity_offset_msat,
2208 max_liquidity_offset_msat,
2209 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2210 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2212 offset_history_last_updated,
2219 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2220 use crate::blinded_path::{BlindedHop, BlindedPath};
2221 use crate::util::config::UserConfig;
2222 use crate::util::time::Time;
2223 use crate::util::time::tests::SinceEpoch;
2225 use crate::ln::channelmanager;
2226 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2227 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2228 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2229 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2230 use crate::util::ser::{ReadableArgs, Writeable};
2231 use crate::util::test_utils::{self, TestLogger};
2233 use bitcoin::blockdata::constants::ChainHash;
2234 use bitcoin::hashes::Hash;
2235 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2236 use bitcoin::network::constants::Network;
2237 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2238 use core::time::Duration;
2241 fn source_privkey() -> SecretKey {
2242 SecretKey::from_slice(&[42; 32]).unwrap()
2245 fn target_privkey() -> SecretKey {
2246 SecretKey::from_slice(&[43; 32]).unwrap()
2249 fn source_pubkey() -> PublicKey {
2250 let secp_ctx = Secp256k1::new();
2251 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2254 fn target_pubkey() -> PublicKey {
2255 let secp_ctx = Secp256k1::new();
2256 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2259 fn source_node_id() -> NodeId {
2260 NodeId::from_pubkey(&source_pubkey())
2263 fn target_node_id() -> NodeId {
2264 NodeId::from_pubkey(&target_pubkey())
2267 // `ProbabilisticScorer` tests
2269 /// A probabilistic scorer for testing with time that can be manually advanced.
2270 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2272 fn sender_privkey() -> SecretKey {
2273 SecretKey::from_slice(&[41; 32]).unwrap()
2276 fn recipient_privkey() -> SecretKey {
2277 SecretKey::from_slice(&[45; 32]).unwrap()
2280 fn sender_pubkey() -> PublicKey {
2281 let secp_ctx = Secp256k1::new();
2282 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2285 fn recipient_pubkey() -> PublicKey {
2286 let secp_ctx = Secp256k1::new();
2287 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2290 fn recipient_node_id() -> NodeId {
2291 NodeId::from_pubkey(&recipient_pubkey())
2294 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2295 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2296 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2297 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2303 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2304 node_2_key: SecretKey
2306 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2307 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2308 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2309 let secp_ctx = Secp256k1::new();
2310 let unsigned_announcement = UnsignedChannelAnnouncement {
2311 features: channelmanager::provided_channel_features(&UserConfig::default()),
2312 chain_hash: genesis_hash,
2314 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2315 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2316 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2317 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2318 excess_data: Vec::new(),
2320 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2321 let signed_announcement = ChannelAnnouncement {
2322 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2323 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2324 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2325 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2326 contents: unsigned_announcement,
2328 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2329 network_graph.update_channel_from_announcement(
2330 &signed_announcement, &chain_source).unwrap();
2331 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2332 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2336 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2337 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2339 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2340 let secp_ctx = Secp256k1::new();
2341 let unsigned_update = UnsignedChannelUpdate {
2342 chain_hash: genesis_hash,
2346 cltv_expiry_delta: 18,
2347 htlc_minimum_msat: 0,
2350 fee_proportional_millionths: 0,
2351 excess_data: Vec::new(),
2353 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2354 let signed_update = ChannelUpdate {
2355 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2356 contents: unsigned_update,
2358 network_graph.update_channel(&signed_update).unwrap();
2361 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2362 let config = UserConfig::default();
2365 node_features: channelmanager::provided_node_features(&config),
2367 channel_features: channelmanager::provided_channel_features(&config),
2369 cltv_expiry_delta: 18,
2370 maybe_announced_channel: true,
2374 fn payment_path_for_amount(amount_msat: u64) -> Path {
2377 path_hop(source_pubkey(), 41, 1),
2378 path_hop(target_pubkey(), 42, 2),
2379 path_hop(recipient_pubkey(), 43, amount_msat),
2380 ], blinded_tail: None,
2385 fn liquidity_bounds_directed_from_lowest_node_id() {
2386 let logger = TestLogger::new();
2387 let last_updated = SinceEpoch::now();
2388 let offset_history_last_updated = SinceEpoch::now();
2389 let network_graph = network_graph(&logger);
2390 let decay_params = ProbabilisticScoringDecayParameters::default();
2391 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2394 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2395 last_updated, offset_history_last_updated,
2396 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2397 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2401 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2402 last_updated, offset_history_last_updated,
2403 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2404 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2406 let source = source_node_id();
2407 let target = target_node_id();
2408 let recipient = recipient_node_id();
2409 assert!(source > target);
2410 assert!(target < recipient);
2412 // Update minimum liquidity.
2414 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2415 .as_directed(&source, &target, 1_000, decay_params);
2416 assert_eq!(liquidity.min_liquidity_msat(), 100);
2417 assert_eq!(liquidity.max_liquidity_msat(), 300);
2419 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2420 .as_directed(&target, &source, 1_000, decay_params);
2421 assert_eq!(liquidity.min_liquidity_msat(), 700);
2422 assert_eq!(liquidity.max_liquidity_msat(), 900);
2424 scorer.channel_liquidities.get_mut(&42).unwrap()
2425 .as_directed_mut(&source, &target, 1_000, decay_params)
2426 .set_min_liquidity_msat(200, Duration::ZERO);
2428 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2429 .as_directed(&source, &target, 1_000, decay_params);
2430 assert_eq!(liquidity.min_liquidity_msat(), 200);
2431 assert_eq!(liquidity.max_liquidity_msat(), 300);
2433 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2434 .as_directed(&target, &source, 1_000, decay_params);
2435 assert_eq!(liquidity.min_liquidity_msat(), 700);
2436 assert_eq!(liquidity.max_liquidity_msat(), 800);
2438 // Update maximum liquidity.
2440 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2441 .as_directed(&target, &recipient, 1_000, decay_params);
2442 assert_eq!(liquidity.min_liquidity_msat(), 700);
2443 assert_eq!(liquidity.max_liquidity_msat(), 900);
2445 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2446 .as_directed(&recipient, &target, 1_000, decay_params);
2447 assert_eq!(liquidity.min_liquidity_msat(), 100);
2448 assert_eq!(liquidity.max_liquidity_msat(), 300);
2450 scorer.channel_liquidities.get_mut(&43).unwrap()
2451 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2452 .set_max_liquidity_msat(200, Duration::ZERO);
2454 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2455 .as_directed(&target, &recipient, 1_000, decay_params);
2456 assert_eq!(liquidity.min_liquidity_msat(), 0);
2457 assert_eq!(liquidity.max_liquidity_msat(), 200);
2459 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2460 .as_directed(&recipient, &target, 1_000, decay_params);
2461 assert_eq!(liquidity.min_liquidity_msat(), 800);
2462 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2466 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2467 let logger = TestLogger::new();
2468 let last_updated = SinceEpoch::now();
2469 let offset_history_last_updated = SinceEpoch::now();
2470 let network_graph = network_graph(&logger);
2471 let decay_params = ProbabilisticScoringDecayParameters::default();
2472 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2475 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2476 last_updated, offset_history_last_updated,
2477 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2478 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2480 let source = source_node_id();
2481 let target = target_node_id();
2482 assert!(source > target);
2484 // Check initial bounds.
2485 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2486 .as_directed(&source, &target, 1_000, decay_params);
2487 assert_eq!(liquidity.min_liquidity_msat(), 400);
2488 assert_eq!(liquidity.max_liquidity_msat(), 800);
2490 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2491 .as_directed(&target, &source, 1_000, decay_params);
2492 assert_eq!(liquidity.min_liquidity_msat(), 200);
2493 assert_eq!(liquidity.max_liquidity_msat(), 600);
2495 // Reset from source to target.
2496 scorer.channel_liquidities.get_mut(&42).unwrap()
2497 .as_directed_mut(&source, &target, 1_000, decay_params)
2498 .set_min_liquidity_msat(900, Duration::ZERO);
2500 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2501 .as_directed(&source, &target, 1_000, decay_params);
2502 assert_eq!(liquidity.min_liquidity_msat(), 900);
2503 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2505 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2506 .as_directed(&target, &source, 1_000, decay_params);
2507 assert_eq!(liquidity.min_liquidity_msat(), 0);
2508 assert_eq!(liquidity.max_liquidity_msat(), 100);
2510 // Reset from target to source.
2511 scorer.channel_liquidities.get_mut(&42).unwrap()
2512 .as_directed_mut(&target, &source, 1_000, decay_params)
2513 .set_min_liquidity_msat(400, Duration::ZERO);
2515 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2516 .as_directed(&source, &target, 1_000, decay_params);
2517 assert_eq!(liquidity.min_liquidity_msat(), 0);
2518 assert_eq!(liquidity.max_liquidity_msat(), 600);
2520 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2521 .as_directed(&target, &source, 1_000, decay_params);
2522 assert_eq!(liquidity.min_liquidity_msat(), 400);
2523 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2527 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2528 let logger = TestLogger::new();
2529 let last_updated = SinceEpoch::now();
2530 let offset_history_last_updated = SinceEpoch::now();
2531 let network_graph = network_graph(&logger);
2532 let decay_params = ProbabilisticScoringDecayParameters::default();
2533 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2536 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2537 last_updated, offset_history_last_updated,
2538 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2539 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2541 let source = source_node_id();
2542 let target = target_node_id();
2543 assert!(source > target);
2545 // Check initial bounds.
2546 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2547 .as_directed(&source, &target, 1_000, decay_params);
2548 assert_eq!(liquidity.min_liquidity_msat(), 400);
2549 assert_eq!(liquidity.max_liquidity_msat(), 800);
2551 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2552 .as_directed(&target, &source, 1_000, decay_params);
2553 assert_eq!(liquidity.min_liquidity_msat(), 200);
2554 assert_eq!(liquidity.max_liquidity_msat(), 600);
2556 // Reset from source to target.
2557 scorer.channel_liquidities.get_mut(&42).unwrap()
2558 .as_directed_mut(&source, &target, 1_000, decay_params)
2559 .set_max_liquidity_msat(300, Duration::ZERO);
2561 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2562 .as_directed(&source, &target, 1_000, decay_params);
2563 assert_eq!(liquidity.min_liquidity_msat(), 0);
2564 assert_eq!(liquidity.max_liquidity_msat(), 300);
2566 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2567 .as_directed(&target, &source, 1_000, decay_params);
2568 assert_eq!(liquidity.min_liquidity_msat(), 700);
2569 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2571 // Reset from target to source.
2572 scorer.channel_liquidities.get_mut(&42).unwrap()
2573 .as_directed_mut(&target, &source, 1_000, decay_params)
2574 .set_max_liquidity_msat(600, Duration::ZERO);
2576 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2577 .as_directed(&source, &target, 1_000, decay_params);
2578 assert_eq!(liquidity.min_liquidity_msat(), 400);
2579 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2581 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2582 .as_directed(&target, &source, 1_000, decay_params);
2583 assert_eq!(liquidity.min_liquidity_msat(), 0);
2584 assert_eq!(liquidity.max_liquidity_msat(), 600);
2588 fn increased_penalty_nearing_liquidity_upper_bound() {
2589 let logger = TestLogger::new();
2590 let network_graph = network_graph(&logger);
2591 let params = ProbabilisticScoringFeeParameters {
2592 liquidity_penalty_multiplier_msat: 1_000,
2593 ..ProbabilisticScoringFeeParameters::zero_penalty()
2595 let decay_params = ProbabilisticScoringDecayParameters::default();
2596 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2597 let source = source_node_id();
2599 let usage = ChannelUsage {
2601 inflight_htlc_msat: 0,
2602 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2604 let network_graph = network_graph.read_only();
2605 let channel = network_graph.channel(42).unwrap();
2606 let (info, _) = channel.as_directed_from(&source).unwrap();
2607 let candidate = CandidateRouteHop::PublicHop {
2609 short_channel_id: 42,
2611 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2612 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2613 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2614 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2615 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2616 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2617 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2619 let usage = ChannelUsage {
2621 inflight_htlc_msat: 0,
2622 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2624 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2625 let usage = ChannelUsage { amount_msat: 256, ..usage };
2626 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2627 let usage = ChannelUsage { amount_msat: 374, ..usage };
2628 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2629 let usage = ChannelUsage { amount_msat: 512, ..usage };
2630 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2631 let usage = ChannelUsage { amount_msat: 640, ..usage };
2632 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2633 let usage = ChannelUsage { amount_msat: 768, ..usage };
2634 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2635 let usage = ChannelUsage { amount_msat: 896, ..usage };
2636 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2640 fn constant_penalty_outside_liquidity_bounds() {
2641 let logger = TestLogger::new();
2642 let last_updated = SinceEpoch::now();
2643 let offset_history_last_updated = SinceEpoch::now();
2644 let network_graph = network_graph(&logger);
2645 let params = ProbabilisticScoringFeeParameters {
2646 liquidity_penalty_multiplier_msat: 1_000,
2647 considered_impossible_penalty_msat: u64::max_value(),
2648 ..ProbabilisticScoringFeeParameters::zero_penalty()
2650 let decay_params = ProbabilisticScoringDecayParameters {
2651 ..ProbabilisticScoringDecayParameters::zero_penalty()
2653 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2656 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2657 last_updated, offset_history_last_updated,
2658 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2659 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2661 let source = source_node_id();
2663 let usage = ChannelUsage {
2665 inflight_htlc_msat: 0,
2666 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2668 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2669 let (info, _) = channel.as_directed_from(&source).unwrap();
2670 let candidate = CandidateRouteHop::PublicHop {
2672 short_channel_id: 42,
2674 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2675 let usage = ChannelUsage { amount_msat: 50, ..usage };
2676 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2677 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2678 let usage = ChannelUsage { amount_msat: 61, ..usage };
2679 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2683 fn does_not_further_penalize_own_channel() {
2684 let logger = TestLogger::new();
2685 let network_graph = network_graph(&logger);
2686 let params = ProbabilisticScoringFeeParameters {
2687 liquidity_penalty_multiplier_msat: 1_000,
2688 ..ProbabilisticScoringFeeParameters::zero_penalty()
2690 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2691 let source = source_node_id();
2692 let usage = ChannelUsage {
2694 inflight_htlc_msat: 0,
2695 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2697 let failed_path = payment_path_for_amount(500);
2698 let successful_path = payment_path_for_amount(200);
2699 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2700 let (info, _) = channel.as_directed_from(&source).unwrap();
2701 let candidate = CandidateRouteHop::PublicHop {
2703 short_channel_id: 41,
2706 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2708 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2709 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2711 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2712 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2716 fn sets_liquidity_lower_bound_on_downstream_failure() {
2717 let logger = TestLogger::new();
2718 let network_graph = network_graph(&logger);
2719 let params = ProbabilisticScoringFeeParameters {
2720 liquidity_penalty_multiplier_msat: 1_000,
2721 ..ProbabilisticScoringFeeParameters::zero_penalty()
2723 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2724 let source = source_node_id();
2725 let path = payment_path_for_amount(500);
2727 let usage = ChannelUsage {
2729 inflight_htlc_msat: 0,
2730 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2732 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2733 let (info, _) = channel.as_directed_from(&source).unwrap();
2734 let candidate = CandidateRouteHop::PublicHop {
2736 short_channel_id: 42,
2738 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2739 let usage = ChannelUsage { amount_msat: 500, ..usage };
2740 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2741 let usage = ChannelUsage { amount_msat: 750, ..usage };
2742 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2744 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2746 let usage = ChannelUsage { amount_msat: 250, ..usage };
2747 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2748 let usage = ChannelUsage { amount_msat: 500, ..usage };
2749 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2750 let usage = ChannelUsage { amount_msat: 750, ..usage };
2751 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2755 fn sets_liquidity_upper_bound_on_failure() {
2756 let logger = TestLogger::new();
2757 let network_graph = network_graph(&logger);
2758 let params = ProbabilisticScoringFeeParameters {
2759 liquidity_penalty_multiplier_msat: 1_000,
2760 considered_impossible_penalty_msat: u64::max_value(),
2761 ..ProbabilisticScoringFeeParameters::zero_penalty()
2763 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2764 let source = source_node_id();
2765 let path = payment_path_for_amount(500);
2767 let usage = ChannelUsage {
2769 inflight_htlc_msat: 0,
2770 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2772 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2773 let (info, _) = channel.as_directed_from(&source).unwrap();
2774 let candidate = CandidateRouteHop::PublicHop {
2776 short_channel_id: 42,
2778 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2779 let usage = ChannelUsage { amount_msat: 500, ..usage };
2780 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2781 let usage = ChannelUsage { amount_msat: 750, ..usage };
2782 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2784 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2786 let usage = ChannelUsage { amount_msat: 250, ..usage };
2787 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2788 let usage = ChannelUsage { amount_msat: 500, ..usage };
2789 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2790 let usage = ChannelUsage { amount_msat: 750, ..usage };
2791 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2795 fn ignores_channels_after_removed_failed_channel() {
2796 // Previously, if we'd tried to send over a channel which was removed from the network
2797 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2798 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2799 // channels in the route, even ones which they payment never reached. This tests to ensure
2800 // we do not score such channels.
2801 let secp_ctx = Secp256k1::new();
2802 let logger = TestLogger::new();
2803 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2804 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2805 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2806 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2807 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2808 add_channel(&mut network_graph, 42, secret_a, secret_b);
2809 // Don't add the channel from B -> C.
2810 add_channel(&mut network_graph, 44, secret_c, secret_d);
2812 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2813 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2814 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2815 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2818 path_hop(pub_b, 42, 1),
2819 path_hop(pub_c, 43, 2),
2820 path_hop(pub_d, 44, 100),
2823 let node_a = NodeId::from_pubkey(&pub_a);
2824 let node_b = NodeId::from_pubkey(&pub_b);
2825 let node_c = NodeId::from_pubkey(&pub_c);
2827 let params = ProbabilisticScoringFeeParameters {
2828 liquidity_penalty_multiplier_msat: 1_000,
2829 ..ProbabilisticScoringFeeParameters::zero_penalty()
2831 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2833 let usage = ChannelUsage {
2835 inflight_htlc_msat: 0,
2836 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2838 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2839 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2840 let candidate = CandidateRouteHop::PublicHop {
2842 short_channel_id: 42,
2844 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2845 // Note that a default liquidity bound is used for B -> C as no channel exists
2846 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2847 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2848 let candidate = CandidateRouteHop::PublicHop {
2850 short_channel_id: 43,
2852 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2853 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2854 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2855 let candidate = CandidateRouteHop::PublicHop {
2857 short_channel_id: 44,
2859 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2861 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2863 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2864 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2865 let candidate = CandidateRouteHop::PublicHop {
2867 short_channel_id: 42,
2869 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2870 // Note that a default liquidity bound is used for B -> C as no channel exists
2871 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2872 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2873 let candidate = CandidateRouteHop::PublicHop {
2875 short_channel_id: 43,
2877 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2878 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2879 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2880 let candidate = CandidateRouteHop::PublicHop {
2882 short_channel_id: 44,
2884 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2888 fn reduces_liquidity_upper_bound_along_path_on_success() {
2889 let logger = TestLogger::new();
2890 let network_graph = network_graph(&logger);
2891 let params = ProbabilisticScoringFeeParameters {
2892 liquidity_penalty_multiplier_msat: 1_000,
2893 ..ProbabilisticScoringFeeParameters::zero_penalty()
2895 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2896 let source = source_node_id();
2897 let usage = ChannelUsage {
2899 inflight_htlc_msat: 0,
2900 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2902 let network_graph = network_graph.read_only().channels().clone();
2903 let channel_42 = network_graph.get(&42).unwrap();
2904 let channel_43 = network_graph.get(&43).unwrap();
2905 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2906 let candidate_41 = CandidateRouteHop::PublicHop {
2908 short_channel_id: 41,
2910 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2911 let candidate_42 = CandidateRouteHop::PublicHop {
2913 short_channel_id: 42,
2915 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2916 let candidate_43 = CandidateRouteHop::PublicHop {
2918 short_channel_id: 43,
2920 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2921 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2922 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2924 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2926 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2927 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2928 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2932 fn decays_liquidity_bounds_over_time() {
2933 let logger = TestLogger::new();
2934 let network_graph = network_graph(&logger);
2935 let params = ProbabilisticScoringFeeParameters {
2936 liquidity_penalty_multiplier_msat: 1_000,
2937 considered_impossible_penalty_msat: u64::max_value(),
2938 ..ProbabilisticScoringFeeParameters::zero_penalty()
2940 let decay_params = ProbabilisticScoringDecayParameters {
2941 liquidity_offset_half_life: Duration::from_secs(10),
2942 ..ProbabilisticScoringDecayParameters::zero_penalty()
2944 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2945 let source = source_node_id();
2947 let usage = ChannelUsage {
2949 inflight_htlc_msat: 0,
2950 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2952 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2953 let (info, _) = channel.as_directed_from(&source).unwrap();
2954 let candidate = CandidateRouteHop::PublicHop {
2956 short_channel_id: 42,
2958 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2959 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2960 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2962 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2963 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2965 // Initial penalties
2966 let usage = ChannelUsage { amount_msat: 128, ..usage };
2967 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2968 let usage = ChannelUsage { amount_msat: 256, ..usage };
2969 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2970 let usage = ChannelUsage { amount_msat: 768, ..usage };
2971 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2972 let usage = ChannelUsage { amount_msat: 896, ..usage };
2973 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2975 // Half decay (i.e., three-quarter life)
2976 SinceEpoch::advance(Duration::from_secs(5));
2977 scorer.time_passed(Duration::from_secs(5));
2978 let usage = ChannelUsage { amount_msat: 128, ..usage };
2979 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2980 let usage = ChannelUsage { amount_msat: 256, ..usage };
2981 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2982 let usage = ChannelUsage { amount_msat: 768, ..usage };
2983 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2984 let usage = ChannelUsage { amount_msat: 896, ..usage };
2985 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2987 // One decay (i.e., half life)
2988 SinceEpoch::advance(Duration::from_secs(5));
2989 scorer.time_passed(Duration::from_secs(10));
2990 let usage = ChannelUsage { amount_msat: 64, ..usage };
2991 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2992 let usage = ChannelUsage { amount_msat: 128, ..usage };
2993 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2994 let usage = ChannelUsage { amount_msat: 896, ..usage };
2995 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2996 let usage = ChannelUsage { amount_msat: 960, ..usage };
2997 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2999 // Fully decay liquidity lower bound.
3000 SinceEpoch::advance(Duration::from_secs(10 * 7));
3001 scorer.time_passed(Duration::from_secs(10 * 8));
3002 let usage = ChannelUsage { amount_msat: 0, ..usage };
3003 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3004 let usage = ChannelUsage { amount_msat: 1, ..usage };
3005 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3006 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3008 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3009 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3011 // Fully decay liquidity upper bound.
3012 SinceEpoch::advance(Duration::from_secs(10));
3013 scorer.time_passed(Duration::from_secs(10 * 9));
3014 let usage = ChannelUsage { amount_msat: 0, ..usage };
3015 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3016 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3017 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3019 SinceEpoch::advance(Duration::from_secs(10));
3020 scorer.time_passed(Duration::from_secs(10 * 10));
3021 let usage = ChannelUsage { amount_msat: 0, ..usage };
3022 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3023 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3024 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3028 fn decays_liquidity_bounds_without_shift_overflow() {
3029 let logger = TestLogger::new();
3030 let network_graph = network_graph(&logger);
3031 let params = ProbabilisticScoringFeeParameters {
3032 liquidity_penalty_multiplier_msat: 1_000,
3033 ..ProbabilisticScoringFeeParameters::zero_penalty()
3035 let decay_params = ProbabilisticScoringDecayParameters {
3036 liquidity_offset_half_life: Duration::from_secs(10),
3037 ..ProbabilisticScoringDecayParameters::default()
3039 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3040 let source = source_node_id();
3041 let usage = ChannelUsage {
3043 inflight_htlc_msat: 0,
3044 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3046 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3047 let (info, _) = channel.as_directed_from(&source).unwrap();
3048 let candidate = CandidateRouteHop::PublicHop {
3050 short_channel_id: 42,
3052 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3054 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3055 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3057 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3058 // would cause an overflow.
3059 SinceEpoch::advance(Duration::from_secs(10 * 64));
3060 scorer.time_passed(Duration::from_secs(10 * 64));
3061 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3063 SinceEpoch::advance(Duration::from_secs(10));
3064 scorer.time_passed(Duration::from_secs(10 * 65));
3065 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3069 fn restricts_liquidity_bounds_after_decay() {
3070 let logger = TestLogger::new();
3071 let network_graph = network_graph(&logger);
3072 let params = ProbabilisticScoringFeeParameters {
3073 liquidity_penalty_multiplier_msat: 1_000,
3074 ..ProbabilisticScoringFeeParameters::zero_penalty()
3076 let decay_params = ProbabilisticScoringDecayParameters {
3077 liquidity_offset_half_life: Duration::from_secs(10),
3078 ..ProbabilisticScoringDecayParameters::default()
3080 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3081 let source = source_node_id();
3082 let usage = ChannelUsage {
3084 inflight_htlc_msat: 0,
3085 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3087 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3088 let (info, _) = channel.as_directed_from(&source).unwrap();
3089 let candidate = CandidateRouteHop::PublicHop {
3091 short_channel_id: 42,
3094 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3096 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3097 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3098 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3099 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3101 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3102 SinceEpoch::advance(Duration::from_secs(10));
3103 scorer.time_passed(Duration::from_secs(10));
3104 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3106 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3107 // is closer to the upper bound, meaning a higher penalty.
3108 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3109 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3111 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3112 // is closer to the lower bound, meaning a lower penalty.
3113 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3114 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3116 // Further decaying affects the lower bound more than the upper bound (128, 928).
3117 SinceEpoch::advance(Duration::from_secs(10));
3118 scorer.time_passed(Duration::from_secs(20));
3119 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3123 fn restores_persisted_liquidity_bounds() {
3124 let logger = TestLogger::new();
3125 let network_graph = network_graph(&logger);
3126 let params = ProbabilisticScoringFeeParameters {
3127 liquidity_penalty_multiplier_msat: 1_000,
3128 considered_impossible_penalty_msat: u64::max_value(),
3129 ..ProbabilisticScoringFeeParameters::zero_penalty()
3131 let decay_params = ProbabilisticScoringDecayParameters {
3132 liquidity_offset_half_life: Duration::from_secs(10),
3133 ..ProbabilisticScoringDecayParameters::default()
3135 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3136 let source = source_node_id();
3137 let usage = ChannelUsage {
3139 inflight_htlc_msat: 0,
3140 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3143 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3144 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3145 let (info, _) = channel.as_directed_from(&source).unwrap();
3146 let candidate = CandidateRouteHop::PublicHop {
3148 short_channel_id: 42,
3150 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3152 SinceEpoch::advance(Duration::from_secs(10));
3153 scorer.time_passed(Duration::from_secs(10));
3154 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3156 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3157 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3159 let mut serialized_scorer = Vec::new();
3160 scorer.write(&mut serialized_scorer).unwrap();
3162 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3163 let deserialized_scorer =
3164 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3165 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3168 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3169 let logger = TestLogger::new();
3170 let network_graph = network_graph(&logger);
3171 let params = ProbabilisticScoringFeeParameters {
3172 liquidity_penalty_multiplier_msat: 1_000,
3173 considered_impossible_penalty_msat: u64::max_value(),
3174 ..ProbabilisticScoringFeeParameters::zero_penalty()
3176 let decay_params = ProbabilisticScoringDecayParameters {
3177 liquidity_offset_half_life: Duration::from_secs(10),
3178 ..ProbabilisticScoringDecayParameters::zero_penalty()
3180 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3181 let source = source_node_id();
3182 let usage = ChannelUsage {
3184 inflight_htlc_msat: 0,
3185 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3188 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3189 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3190 let (info, _) = channel.as_directed_from(&source).unwrap();
3191 let candidate = CandidateRouteHop::PublicHop {
3193 short_channel_id: 42,
3195 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3197 if decay_before_reload {
3198 SinceEpoch::advance(Duration::from_secs(10));
3199 scorer.time_passed(Duration::from_secs(10));
3202 let mut serialized_scorer = Vec::new();
3203 scorer.write(&mut serialized_scorer).unwrap();
3205 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3206 let mut deserialized_scorer =
3207 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3208 if !decay_before_reload {
3209 SinceEpoch::advance(Duration::from_secs(10));
3210 scorer.time_passed(Duration::from_secs(10));
3211 deserialized_scorer.time_passed(Duration::from_secs(10));
3213 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3215 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3216 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3218 SinceEpoch::advance(Duration::from_secs(10));
3219 deserialized_scorer.time_passed(Duration::from_secs(20));
3220 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3224 fn decays_persisted_liquidity_bounds() {
3225 do_decays_persisted_liquidity_bounds(false);
3226 do_decays_persisted_liquidity_bounds(true);
3230 fn scores_realistic_payments() {
3231 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3232 // 50k sat reserve).
3233 let logger = TestLogger::new();
3234 let network_graph = network_graph(&logger);
3235 let params = ProbabilisticScoringFeeParameters::default();
3236 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3237 let source = source_node_id();
3239 let usage = ChannelUsage {
3240 amount_msat: 100_000_000,
3241 inflight_htlc_msat: 0,
3242 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3244 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3245 let (info, _) = channel.as_directed_from(&source).unwrap();
3246 let candidate = CandidateRouteHop::PublicHop {
3248 short_channel_id: 42,
3250 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3251 let usage = ChannelUsage {
3252 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3254 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3255 let usage = ChannelUsage {
3256 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3258 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3259 let usage = ChannelUsage {
3260 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3262 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3263 let usage = ChannelUsage {
3264 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3266 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3267 let usage = ChannelUsage {
3268 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3270 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3271 let usage = ChannelUsage {
3272 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3274 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3275 let usage = ChannelUsage {
3276 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3278 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3279 let usage = ChannelUsage {
3280 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3282 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3283 let usage = ChannelUsage {
3284 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3286 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3287 let usage = ChannelUsage {
3288 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3290 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3294 fn adds_base_penalty_to_liquidity_penalty() {
3295 let logger = TestLogger::new();
3296 let network_graph = network_graph(&logger);
3297 let source = source_node_id();
3298 let usage = ChannelUsage {
3300 inflight_htlc_msat: 0,
3301 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3304 let params = ProbabilisticScoringFeeParameters {
3305 liquidity_penalty_multiplier_msat: 1_000,
3306 ..ProbabilisticScoringFeeParameters::zero_penalty()
3308 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3309 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3310 let (info, _) = channel.as_directed_from(&source).unwrap();
3311 let candidate = CandidateRouteHop::PublicHop {
3313 short_channel_id: 42,
3315 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3317 let params = ProbabilisticScoringFeeParameters {
3318 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3319 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3321 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3322 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3324 let params = ProbabilisticScoringFeeParameters {
3325 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3326 base_penalty_amount_multiplier_msat: (1 << 30),
3327 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3330 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3331 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3335 fn adds_amount_penalty_to_liquidity_penalty() {
3336 let logger = TestLogger::new();
3337 let network_graph = network_graph(&logger);
3338 let source = source_node_id();
3339 let usage = ChannelUsage {
3340 amount_msat: 512_000,
3341 inflight_htlc_msat: 0,
3342 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3345 let params = ProbabilisticScoringFeeParameters {
3346 liquidity_penalty_multiplier_msat: 1_000,
3347 liquidity_penalty_amount_multiplier_msat: 0,
3348 ..ProbabilisticScoringFeeParameters::zero_penalty()
3350 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3351 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3352 let (info, _) = channel.as_directed_from(&source).unwrap();
3353 let candidate = CandidateRouteHop::PublicHop {
3355 short_channel_id: 42,
3357 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3359 let params = ProbabilisticScoringFeeParameters {
3360 liquidity_penalty_multiplier_msat: 1_000,
3361 liquidity_penalty_amount_multiplier_msat: 256,
3362 ..ProbabilisticScoringFeeParameters::zero_penalty()
3364 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3365 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3369 fn calculates_log10_without_overflowing_u64_max_value() {
3370 let logger = TestLogger::new();
3371 let network_graph = network_graph(&logger);
3372 let source = source_node_id();
3373 let usage = ChannelUsage {
3374 amount_msat: u64::max_value(),
3375 inflight_htlc_msat: 0,
3376 effective_capacity: EffectiveCapacity::Infinite,
3378 let params = ProbabilisticScoringFeeParameters {
3379 liquidity_penalty_multiplier_msat: 40_000,
3380 ..ProbabilisticScoringFeeParameters::zero_penalty()
3382 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3383 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3384 let (info, _) = channel.as_directed_from(&source).unwrap();
3385 let candidate = CandidateRouteHop::PublicHop {
3387 short_channel_id: 42,
3389 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3390 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3394 fn accounts_for_inflight_htlc_usage() {
3395 let logger = TestLogger::new();
3396 let network_graph = network_graph(&logger);
3397 let params = ProbabilisticScoringFeeParameters {
3398 considered_impossible_penalty_msat: u64::max_value(),
3399 ..ProbabilisticScoringFeeParameters::zero_penalty()
3401 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3402 let source = source_node_id();
3404 let usage = ChannelUsage {
3406 inflight_htlc_msat: 0,
3407 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3409 let network_graph = network_graph.read_only();
3410 let channel = network_graph.channel(42).unwrap();
3411 let (info, _) = channel.as_directed_from(&source).unwrap();
3412 let candidate = CandidateRouteHop::PublicHop {
3414 short_channel_id: 42,
3416 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3418 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3419 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3423 fn removes_uncertainity_when_exact_liquidity_known() {
3424 let logger = TestLogger::new();
3425 let network_graph = network_graph(&logger);
3426 let params = ProbabilisticScoringFeeParameters::default();
3427 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3428 let source = source_node_id();
3430 let base_penalty_msat = params.base_penalty_msat;
3431 let usage = ChannelUsage {
3433 inflight_htlc_msat: 0,
3434 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3436 let network_graph = network_graph.read_only();
3437 let channel = network_graph.channel(42).unwrap();
3438 let (info, _) = channel.as_directed_from(&source).unwrap();
3439 let candidate = CandidateRouteHop::PublicHop {
3441 short_channel_id: 42,
3443 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3445 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3446 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3448 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3449 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3453 fn remembers_historical_failures() {
3454 let logger = TestLogger::new();
3455 let network_graph = network_graph(&logger);
3456 let params = ProbabilisticScoringFeeParameters {
3457 historical_liquidity_penalty_multiplier_msat: 1024,
3458 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3459 ..ProbabilisticScoringFeeParameters::zero_penalty()
3461 let decay_params = ProbabilisticScoringDecayParameters {
3462 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3463 historical_no_updates_half_life: Duration::from_secs(10),
3465 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3466 let source = source_node_id();
3467 let target = target_node_id();
3469 let usage = ChannelUsage {
3471 inflight_htlc_msat: 0,
3472 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3474 let usage_1 = ChannelUsage {
3476 inflight_htlc_msat: 0,
3477 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3481 let network_graph = network_graph.read_only();
3482 let channel = network_graph.channel(42).unwrap();
3483 let (info, _) = channel.as_directed_from(&source).unwrap();
3484 let candidate = CandidateRouteHop::PublicHop {
3486 short_channel_id: 42,
3489 // With no historical data the normal liquidity penalty calculation is used.
3490 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3492 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3494 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3497 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3499 let network_graph = network_graph.read_only();
3500 let channel = network_graph.channel(42).unwrap();
3501 let (info, _) = channel.as_directed_from(&source).unwrap();
3502 let candidate = CandidateRouteHop::PublicHop {
3504 short_channel_id: 42,
3507 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3508 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3510 // The "it failed" increment is 32, where the probability should lie several buckets into
3511 // the first octile.
3512 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3513 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3514 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3515 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3517 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3520 // Even after we tell the scorer we definitely have enough available liquidity, it will
3521 // still remember that there was some failure in the past, and assign a non-0 penalty.
3522 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3524 let network_graph = network_graph.read_only();
3525 let channel = network_graph.channel(42).unwrap();
3526 let (info, _) = channel.as_directed_from(&source).unwrap();
3527 let candidate = CandidateRouteHop::PublicHop {
3529 short_channel_id: 42,
3532 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3534 // The first points should be decayed just slightly and the last bucket has a new point.
3535 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3536 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3537 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3539 // The exact success probability is a bit complicated and involves integer rounding, so we
3540 // simply check bounds here.
3541 let five_hundred_prob =
3542 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3543 assert!(five_hundred_prob > 0.59);
3544 assert!(five_hundred_prob < 0.60);
3546 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3547 assert!(one_prob < 0.85);
3548 assert!(one_prob > 0.84);
3550 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3551 // gone), and check that we're back to where we started.
3552 SinceEpoch::advance(Duration::from_secs(10 * 16));
3553 scorer.time_passed(Duration::from_secs(10 * 16));
3555 let network_graph = network_graph.read_only();
3556 let channel = network_graph.channel(42).unwrap();
3557 let (info, _) = channel.as_directed_from(&source).unwrap();
3558 let candidate = CandidateRouteHop::PublicHop {
3560 short_channel_id: 42,
3563 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3565 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3566 // data entirely instead.
3567 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3568 Some(([0; 32], [0; 32])));
3569 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3571 let mut usage = ChannelUsage {
3573 inflight_htlc_msat: 1024,
3574 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3576 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3578 let network_graph = network_graph.read_only();
3579 let channel = network_graph.channel(42).unwrap();
3580 let (info, _) = channel.as_directed_from(&source).unwrap();
3581 let candidate = CandidateRouteHop::PublicHop {
3583 short_channel_id: 42,
3586 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3588 let usage = ChannelUsage {
3590 inflight_htlc_msat: 0,
3591 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3593 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3596 // Advance to decay all liquidity offsets to zero.
3597 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3598 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3600 // Once even the bounds have decayed information about the channel should be removed
3602 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3605 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3606 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3608 path_hop(target_pubkey(), 43, 2),
3609 path_hop(source_pubkey(), 42, 1),
3610 path_hop(sender_pubkey(), 41, 0),
3612 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3616 fn adds_anti_probing_penalty() {
3617 let logger = TestLogger::new();
3618 let network_graph = network_graph(&logger);
3619 let source = source_node_id();
3620 let params = ProbabilisticScoringFeeParameters {
3621 anti_probing_penalty_msat: 500,
3622 ..ProbabilisticScoringFeeParameters::zero_penalty()
3624 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3626 // Check we receive no penalty for a low htlc_maximum_msat.
3627 let usage = ChannelUsage {
3628 amount_msat: 512_000,
3629 inflight_htlc_msat: 0,
3630 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3632 let network_graph = network_graph.read_only();
3633 let channel = network_graph.channel(42).unwrap();
3634 let (info, _) = channel.as_directed_from(&source).unwrap();
3635 let candidate = CandidateRouteHop::PublicHop {
3637 short_channel_id: 42,
3639 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3641 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3642 let usage = ChannelUsage {
3643 amount_msat: 512_000,
3644 inflight_htlc_msat: 0,
3645 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3647 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3649 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3650 let usage = ChannelUsage {
3651 amount_msat: 512_000,
3652 inflight_htlc_msat: 0,
3653 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3655 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3657 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3658 let usage = ChannelUsage {
3659 amount_msat: 512_000,
3660 inflight_htlc_msat: 0,
3661 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3663 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3667 fn scores_with_blinded_path() {
3668 // Make sure we'll account for a blinded path's final_value_msat in scoring
3669 let logger = TestLogger::new();
3670 let network_graph = network_graph(&logger);
3671 let params = ProbabilisticScoringFeeParameters {
3672 liquidity_penalty_multiplier_msat: 1_000,
3673 ..ProbabilisticScoringFeeParameters::zero_penalty()
3675 let decay_params = ProbabilisticScoringDecayParameters::default();
3676 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3677 let source = source_node_id();
3678 let usage = ChannelUsage {
3680 inflight_htlc_msat: 0,
3681 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3683 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3684 let (info, target) = channel.as_directed_from(&source).unwrap();
3685 let candidate = CandidateRouteHop::PublicHop {
3687 short_channel_id: 42,
3689 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3691 let mut path = payment_path_for_amount(768);
3692 let recipient_hop = path.hops.pop().unwrap();
3693 let blinded_path = BlindedPath {
3694 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3695 blinding_point: test_utils::pubkey(42),
3697 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3700 path.blinded_tail = Some(BlindedTail {
3701 hops: blinded_path.blinded_hops,
3702 blinding_point: blinded_path.blinding_point,
3703 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3704 final_value_msat: recipient_hop.fee_msat,
3707 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3708 // final value is taken into account.
3709 assert!(scorer.channel_liquidities.get(&42).is_none());
3711 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3712 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3713 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3715 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3716 .as_directed(&source, &target, 1_000, decay_params);
3717 assert_eq!(liquidity.min_liquidity_msat(), 256);
3718 assert_eq!(liquidity.max_liquidity_msat(), 768);
3722 fn realistic_historical_failures() {
3723 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3724 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3726 let logger = TestLogger::new();
3727 let mut network_graph = network_graph(&logger);
3728 let params = ProbabilisticScoringFeeParameters {
3729 historical_liquidity_penalty_multiplier_msat: 1024,
3730 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3731 ..ProbabilisticScoringFeeParameters::zero_penalty()
3733 let decay_params = ProbabilisticScoringDecayParameters {
3734 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3735 historical_no_updates_half_life: Duration::from_secs(10),
3736 ..ProbabilisticScoringDecayParameters::default()
3739 let capacity_msat = 100_000_000_000;
3740 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3741 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3743 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3744 let source = source_node_id();
3746 let mut amount_msat = 10_000_000;
3747 let usage = ChannelUsage {
3749 inflight_htlc_msat: 0,
3750 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3752 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3753 let (info, target) = channel.as_directed_from(&source).unwrap();
3754 let candidate = CandidateRouteHop::PublicHop {
3756 short_channel_id: 42,
3758 // With no historical data the normal liquidity penalty calculation is used, which results
3759 // in a success probability of ~75%.
3760 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3761 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3763 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3766 // Fail to pay once, and then check the buckets and penalty.
3767 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3768 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3769 // same bucket which is the only maximum datapoint.
3770 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3771 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3772 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3773 // 6k sats and 12k sats).
3774 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3775 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3776 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3777 // The success probability estimate itself should be zero.
3778 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3781 // Now test again with the amount in the bottom bucket.
3783 // The new amount is entirely within the only minimum bucket with score, so the probability
3784 // we assign is 1/2.
3785 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3788 // ...but once we see a failure, we consider the payment to be substantially less likely,
3789 // even though not a probability of zero as we still look at the second max bucket which
3791 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3792 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3793 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3794 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3795 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),