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