Decay `historical_estimated_channel_liquidity_*` result to `None`
[rust-lightning] / lightning / src / routing / scoring.rs
1 // This file is Copyright its original authors, visible in version control
2 // history.
3 //
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
8 // licenses.
9
10 //! Utilities for scoring payment channels.
11 //!
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
14 //!
15 //! # Example
16 //!
17 //! ```
18 //! # extern crate bitcoin;
19 //! #
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
33 //! #
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
38 //!
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
42 //!     ..ProbabilisticScoringFeeParameters::default()
43 //! };
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
47 //!
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &params, &random_seed_bytes);
49 //! # }
50 //! ```
51 //!
52 //! # Note
53 //!
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
56 //!
57 //! [`find_route`]: crate::routing::router::find_route
58
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
65
66 use crate::prelude::*;
67 use core::{cmp, fmt};
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
74
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
79 ///
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
88 ///
89 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91         /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92         /// on a per-routefinding-call basis through to the scorer methods,
93         /// which are used to determine the parameters for the suitability of channels for use.
94         type ScoreParams;
95         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96         /// given channel in the direction from `source` to `target`.
97         ///
98         /// The channel's capacity (less any other MPP parts that are also being considered for use in
99         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102         /// Thus, implementations should be overflow-safe.
103         fn channel_penalty_msat(
104                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
105         ) -> u64;
106
107         /// Handles updating channel penalties after failing to route through a channel.
108         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
109
110         /// Handles updating channel penalties after successfully routing along a path.
111         fn payment_path_successful(&mut self, path: &Path);
112
113         /// Handles updating channel penalties after a probe over the given path failed.
114         fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
115
116         /// Handles updating channel penalties after a probe over the given path succeeded.
117         fn probe_successful(&mut self, path: &Path);
118 }
119
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121         type ScoreParams = S::ScoreParams;
122         fn channel_penalty_msat(
123                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
124         ) -> u64 {
125                 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
126         }
127
128         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129                 self.deref_mut().payment_path_failed(path, short_channel_id)
130         }
131
132         fn payment_path_successful(&mut self, path: &Path) {
133                 self.deref_mut().payment_path_successful(path)
134         }
135
136         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137                 self.deref_mut().probe_failed(path, short_channel_id)
138         }
139
140         fn probe_successful(&mut self, path: &Path) {
141                 self.deref_mut().probe_successful(path)
142         }
143 }
144 } }
145
146 #[cfg(c_bindings)]
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
149 define_score!();
150
151 /// A scorer that is accessed under a lock.
152 ///
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
157 ///
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160         /// The [`Score`] type.
161         type Score: 'a + Score;
162
163         /// The locked [`Score`] type.
164         type Locked: DerefMut<Target = Self::Score> + Sized;
165
166         /// Returns the locked scorer.
167         fn lock(&'a self) -> Self::Locked;
168 }
169
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
171 ///
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
175
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
180         type Score = T;
181         type Locked = MutexGuard<'a, T>;
182
183         fn lock(&'a self) -> Self::Locked {
184                 Mutex::lock(self).unwrap()
185         }
186 }
187
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
190         type Score = T;
191         type Locked = RefMut<'a, T>;
192
193         fn lock(&'a self) -> Self::Locked {
194                 self.borrow_mut()
195         }
196 }
197
198 #[cfg(c_bindings)]
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
201         score: Mutex<T>,
202 }
203
204 #[cfg(c_bindings)]
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
206         type Score = T;
207         type Locked = MultiThreadedScoreLock<'a, T>;
208
209         fn lock(&'a self) -> Self::Locked {
210                 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
211         }
212 }
213
214 #[cfg(c_bindings)]
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217                 self.lock().write(writer)
218         }
219 }
220
221 #[cfg(c_bindings)]
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
223
224 #[cfg(c_bindings)]
225 impl<T: Score> MultiThreadedLockableScore<T> {
226         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227         pub fn new(score: T) -> Self {
228                 MultiThreadedLockableScore { score: Mutex::new(score) }
229         }
230 }
231
232 #[cfg(c_bindings)]
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
235
236 #[cfg(c_bindings)]
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
239                 self.0.write(writer)
240         }
241 }
242
243 #[cfg(c_bindings)]
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245     fn deref_mut(&mut self) -> &mut Self::Target {
246         self.0.deref_mut()
247     }
248 }
249
250 #[cfg(c_bindings)]
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
252         type Target = T;
253
254     fn deref(&self) -> &Self::Target {
255         self.0.deref()
256     }
257 }
258
259
260
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264         /// The amount to send through the channel, denominated in millisatoshis.
265         pub amount_msat: u64,
266
267         /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268         /// as part of a multi-path payment.
269         pub inflight_htlc_msat: u64,
270
271         /// The effective capacity of the channel.
272         pub effective_capacity: EffectiveCapacity,
273 }
274
275 #[derive(Clone)]
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
278         penalty_msat: u64,
279 }
280
281 impl FixedPenaltyScorer {
282         /// Creates a new scorer using `penalty_msat`.
283         pub fn with_penalty(penalty_msat: u64) -> Self {
284                 Self { penalty_msat }
285         }
286 }
287
288 impl Score for FixedPenaltyScorer {
289         type ScoreParams = ();
290         fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
291                 self.penalty_msat
292         }
293
294         fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
295
296         fn payment_path_successful(&mut self, _path: &Path) {}
297
298         fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
299
300         fn probe_successful(&mut self, _path: &Path) {}
301 }
302
303 impl Writeable for FixedPenaltyScorer {
304         #[inline]
305         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306                 write_tlv_fields!(w, {});
307                 Ok(())
308         }
309 }
310
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
312         #[inline]
313         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314                 read_tlv_fields!(r, {});
315                 Ok(Self { penalty_msat })
316         }
317 }
318
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
325
326 /// [`Score`] implementation using channel success probability distributions.
327 ///
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.
332 ///
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)`).
336 ///
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.
342 ///
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
344 ///
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
349 /// bounds.
350 ///
351 /// # Note
352 ///
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
354 /// behavior.
355 ///
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
363
364 /// Probabilistic [`Score`] implementation.
365 ///
366 /// This is not exported to bindings users 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         decay_params: ProbabilisticScoringDecayParameters,
370         network_graph: G,
371         logger: L,
372         // TODO: Remove entries of closed channels.
373         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
374 }
375
376 /// Parameters for configuring [`ProbabilisticScorer`].
377 ///
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).
380 ///
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
382 /// parameters here.
383 #[derive(Clone)]
384 pub struct ProbabilisticScoringFeeParameters {
385         /// A fixed penalty in msats to apply to each channel.
386         ///
387         /// Default value: 500 msat
388         pub base_penalty_msat: u64,
389
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`].
392         ///
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.
396         ///
397         /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
398         ///
399         /// Default value: 8,192 msat
400         ///
401         /// [`base_penalty_msat`]: Self::base_penalty_msat
402         pub base_penalty_amount_multiplier_msat: u64,
403
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.
407         ///
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.
414         ///
415         /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
416         ///
417         /// Default value: 30,000 msat
418         ///
419         /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420         pub liquidity_penalty_multiplier_msat: u64,
421
422         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423         /// channel's success probability for the payment, as determined by our latest estimates of the
424         /// channel's liquidity, to determine the amount penalty.
425         ///
426         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427         /// fees plus penalty) for large payments. The penalty is computed as the product of this
428         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429         /// success probability.
430         ///
431         /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
432         ///
433         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434         /// the amount will result in a penalty of the multiplier. And, as the success probability
435         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
437         /// fall below `1`.
438         ///
439         /// Default value: 192 msat
440         pub liquidity_penalty_amount_multiplier_msat: u64,
441
442         /// A multiplier used in conjunction with the negative `log10` of the channel's success
443         /// probability for the payment, as determined based on the history of our estimates of the
444         /// channel's available liquidity, to determine a penalty.
445         ///
446         /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447         /// only our latest estimate for the current liquidity available in the channel, it estimates
448         /// success probability based on the estimated liquidity available in the channel through
449         /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450         /// track which of several buckets those bounds fall into, exponentially decaying the
451         /// probability of each bucket as new samples are added.
452         ///
453         /// Default value: 10,000 msat
454         ///
455         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456         pub historical_liquidity_penalty_multiplier_msat: u64,
457
458         /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459         /// channel's success probability for the payment, as determined based on the history of our
460         /// estimates of the channel's available liquidity, to determine a penalty.
461         ///
462         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463         /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464         /// of the payment amount, weighted by the negative `log10` of the success probability.
465         ///
466         /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467         /// of using only our latest estimate for the current liquidity available in the channel, it
468         /// estimates success probability based on the estimated liquidity available in the channel
469         /// through history. Specifically, every time we update our liquidity bounds on a given
470         /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471         /// the probability of each bucket as new samples are added.
472         ///
473         /// Default value: 64 msat
474         ///
475         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476         pub historical_liquidity_penalty_amount_multiplier_msat: u64,
477
478         /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479         /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480         /// considered during path finding.
481         ///
482         /// This is not exported to bindings users
483         pub manual_node_penalties: HashMap<NodeId, u64>,
484
485         /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486         /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
487         /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488         /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489         /// to restrict `htlc_maximum_msat` and improve privacy.
490         ///
491         /// Default value: 250 msat
492         pub anti_probing_penalty_msat: u64,
493
494         /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495         /// current estimate of the channel's available liquidity.
496         ///
497         /// Note that in this case all other penalties, including the
498         /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499         /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500         /// applicable, are still included in the overall penalty.
501         ///
502         /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503         /// `u64::max_value()` will guarantee that.
504         ///
505         /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
506         ///
507         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509         /// [`base_penalty_msat`]: Self::base_penalty_msat
510         /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511         pub considered_impossible_penalty_msat: u64,
512 }
513
514 impl Default for ProbabilisticScoringFeeParameters {
515         fn default() -> Self {
516                 Self {
517                         base_penalty_msat: 500,
518                         base_penalty_amount_multiplier_msat: 8192,
519                         liquidity_penalty_multiplier_msat: 30_000,
520                         liquidity_penalty_amount_multiplier_msat: 192,
521                         manual_node_penalties: HashMap::new(),
522                         anti_probing_penalty_msat: 250,
523                         considered_impossible_penalty_msat: 1_0000_0000_000,
524                         historical_liquidity_penalty_multiplier_msat: 10_000,
525                         historical_liquidity_penalty_amount_multiplier_msat: 64,
526                 }
527         }
528 }
529
530 impl ProbabilisticScoringFeeParameters {
531         /// Marks the node with the given `node_id` as banned,
532         /// i.e it will be avoided during path finding.
533         pub fn add_banned(&mut self, node_id: &NodeId) {
534                 self.manual_node_penalties.insert(*node_id, u64::max_value());
535         }
536
537         /// Marks all nodes in the given list as banned, i.e.,
538         /// they will be avoided during path finding.
539         pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
540                 for id in node_ids {
541                         self.manual_node_penalties.insert(id, u64::max_value());
542                 }
543         }
544
545         /// Removes the node with the given `node_id` from the list of nodes to avoid.
546         pub fn remove_banned(&mut self, node_id: &NodeId) {
547                 self.manual_node_penalties.remove(node_id);
548         }
549
550         /// Sets a manual penalty for the given node.
551         pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552                 self.manual_node_penalties.insert(*node_id, penalty);
553         }
554
555         /// Removes the node with the given `node_id` from the list of manual penalties.
556         pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557                 self.manual_node_penalties.remove(node_id);
558         }
559
560         /// Clears the list of manual penalties that are applied during path finding.
561         pub fn clear_manual_penalties(&mut self) {
562                 self.manual_node_penalties = HashMap::new();
563         }
564 }
565
566 #[cfg(test)]
567 impl ProbabilisticScoringFeeParameters {
568         fn zero_penalty() -> Self {
569                 Self {
570                         base_penalty_msat: 0,
571                         base_penalty_amount_multiplier_msat: 0,
572                         liquidity_penalty_multiplier_msat: 0,
573                         liquidity_penalty_amount_multiplier_msat: 0,
574                         historical_liquidity_penalty_multiplier_msat: 0,
575                         historical_liquidity_penalty_amount_multiplier_msat: 0,
576                         manual_node_penalties: HashMap::new(),
577                         anti_probing_penalty_msat: 0,
578                         considered_impossible_penalty_msat: 0,
579                 }
580         }
581 }
582
583 /// Parameters for configuring [`ProbabilisticScorer`].
584 ///
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590         /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591         /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592         /// seen a liquidity estimate update for this amount of time, the historical datapoints are
593         /// decayed by half.
594         /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
595         ///
596         /// Note that after 16 or more half lives all historical data will be completely gone.
597         ///
598         /// Default value: 14 days
599         ///
600         /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601         pub historical_no_updates_half_life: Duration,
602
603         /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604         /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605         /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
606         /// capacity.
607         ///
608         /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609         /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610         /// struct documentation for more info on the way the liquidity bounds are used.
611         ///
612         /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613         /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614         /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
615         ///
616         /// Default value: 6 hours
617         ///
618         /// # Note
619         ///
620         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621         /// liquidity knowledge will never decay except when the bounds cross.
622         pub liquidity_offset_half_life: Duration,
623 }
624
625 impl Default for ProbabilisticScoringDecayParameters {
626         fn default() -> Self {
627                 Self {
628                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
630                 }
631         }
632 }
633
634 #[cfg(test)]
635 impl ProbabilisticScoringDecayParameters {
636         fn zero_penalty() -> Self {
637                 Self {
638                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
640                 }
641         }
642 }
643
644 /// Accounting for channel liquidity balance uncertainty.
645 ///
646 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
647 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
648 /// offset fields gives the opposite direction.
649 struct ChannelLiquidity<T: Time> {
650         /// Lower channel liquidity bound in terms of an offset from zero.
651         min_liquidity_offset_msat: u64,
652
653         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654         max_liquidity_offset_msat: u64,
655
656         /// Time when the liquidity bounds were last modified.
657         last_updated: T,
658
659         min_liquidity_offset_history: HistoricalBucketRangeTracker,
660         max_liquidity_offset_history: HistoricalBucketRangeTracker,
661 }
662
663 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
664 /// decayed with a given half life.
665 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
666         min_liquidity_offset_msat: L,
667         max_liquidity_offset_msat: L,
668         liquidity_history: HistoricalMinMaxBuckets<BRT>,
669         inflight_htlc_msat: u64,
670         capacity_msat: u64,
671         last_updated: U,
672         now: T,
673         decay_params: ProbabilisticScoringDecayParameters,
674 }
675
676 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
677         /// Creates a new scorer using the given scoring parameters for sending payments from a node
678         /// through a network graph.
679         pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
680                 Self {
681                         decay_params,
682                         network_graph,
683                         logger,
684                         channel_liquidities: HashMap::new(),
685                 }
686         }
687
688         #[cfg(test)]
689         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
690                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
691                 self
692         }
693
694         /// Dump the contents of this scorer into the configured logger.
695         ///
696         /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
697         /// which may be a substantial amount of log output.
698         pub fn debug_log_liquidity_stats(&self) {
699                 let now = T::now();
700
701                 let graph = self.network_graph.read_only();
702                 for (scid, liq) in self.channel_liquidities.iter() {
703                         if let Some(chan_debug) = graph.channels().get(scid) {
704                                 let log_direction = |source, target| {
705                                         if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
706                                                 let amt = directed_info.effective_capacity().as_msat();
707                                                 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
708
709                                                 let (min_buckets, max_buckets) = dir_liq.liquidity_history
710                                                         .get_decayed_buckets(now, *dir_liq.last_updated,
711                                                                 self.decay_params.historical_no_updates_half_life)
712                                                         .unwrap_or(([0; 32], [0; 32]));
713
714                                                 log_debug!(self.logger, core::concat!(
715                                                         "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
716                                                         "\tHistorical min liquidity bucket relative probabilities:\n",
717                                                         "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
718                                                         "\tHistorical max liquidity bucket relative probabilities:\n",
719                                                         "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
720                                                         source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
721                                                         min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
722                                                         min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
723                                                         min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
724                                                         min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
725                                                         min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
726                                                         min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
727                                                         min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
728                                                         min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
729                                                         // Note that the liquidity buckets are an offset from the edge, so we
730                                                         // inverse the max order to get the probabilities from zero.
731                                                         max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
732                                                         max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
733                                                         max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
734                                                         max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
735                                                         max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
736                                                         max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
737                                                         max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
738                                                         max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
739                                         } else {
740                                                 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
741                                         }
742                                 };
743
744                                 log_direction(&chan_debug.node_one, &chan_debug.node_two);
745                                 log_direction(&chan_debug.node_two, &chan_debug.node_one);
746                         } else {
747                                 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
748                         }
749                 }
750         }
751
752         /// Query the estimated minimum and maximum liquidity available for sending a payment over the
753         /// channel with `scid` towards the given `target` node.
754         pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
755                 let graph = self.network_graph.read_only();
756
757                 if let Some(chan) = graph.channels().get(&scid) {
758                         if let Some(liq) = self.channel_liquidities.get(&scid) {
759                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
760                                         let amt = directed_info.effective_capacity().as_msat();
761                                         let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
762                                         return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
763                                 }
764                         }
765                 }
766                 None
767         }
768
769         /// Query the historical estimated minimum and maximum liquidity available for sending a
770         /// payment over the channel with `scid` towards the given `target` node.
771         ///
772         /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
773         /// the second set describes the upper-bound liquidity history. Each bucket describes the
774         /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
775         /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
776         /// more recent data points are weighted more heavily than older datapoints.
777         ///
778         /// Note that the range of each bucket varies by its location to provide more granular results
779         /// at the edges of a channel's capacity, where it is more likely to sit.
780         ///
781         /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
782         /// is calculated by dividing that bucket's value with the total value of all buckets.
783         ///
784         /// For example, using a lower bucket count for illustrative purposes, a value of
785         /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
786         /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
787         /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
788         /// in the top and bottom bucket, and roughly with similar (recent) frequency.
789         ///
790         /// Because the datapoints are decayed slowly over time, values will eventually return to
791         /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
792         ///
793         /// In order to fetch a single success probability from the buckets provided here, as used in
794         /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
795         pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
796         -> Option<([u16; 32], [u16; 32])> {
797                 let graph = self.network_graph.read_only();
798
799                 if let Some(chan) = graph.channels().get(&scid) {
800                         if let Some(liq) = self.channel_liquidities.get(&scid) {
801                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
802                                         let amt = directed_info.effective_capacity().as_msat();
803                                         let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
804
805                                         let (min_buckets, mut max_buckets) =
806                                                 dir_liq.liquidity_history.get_decayed_buckets(
807                                                         dir_liq.now, *dir_liq.last_updated,
808                                                         self.decay_params.historical_no_updates_half_life
809                                                 )?;
810
811                                         // Note that the liquidity buckets are an offset from the edge, so we inverse
812                                         // the max order to get the probabilities from zero.
813                                         max_buckets.reverse();
814                                         return Some((min_buckets, max_buckets));
815                                 }
816                         }
817                 }
818                 None
819         }
820
821         /// Query the probability of payment success sending the given `amount_msat` over the channel
822         /// with `scid` towards the given `target` node, based on the historical estimated liquidity
823         /// bounds.
824         ///
825         /// These are the same bounds as returned by
826         /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
827         /// [`Self::estimated_channel_liquidity_range`]).
828         pub fn historical_estimated_payment_success_probability(
829                 &self, scid: u64, target: &NodeId, amount_msat: u64)
830         -> Option<f64> {
831                 let graph = self.network_graph.read_only();
832
833                 if let Some(chan) = graph.channels().get(&scid) {
834                         if let Some(liq) = self.channel_liquidities.get(&scid) {
835                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
836                                         let capacity_msat = directed_info.effective_capacity().as_msat();
837                                         let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
838
839                                         return dir_liq.liquidity_history.calculate_success_probability_times_billion(
840                                                 dir_liq.now, *dir_liq.last_updated,
841                                                 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
842                                         ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
843                                 }
844                         }
845                 }
846                 None
847         }
848 }
849
850 impl<T: Time> ChannelLiquidity<T> {
851         #[inline]
852         fn new() -> Self {
853                 Self {
854                         min_liquidity_offset_msat: 0,
855                         max_liquidity_offset_msat: 0,
856                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
857                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
858                         last_updated: T::now(),
859                 }
860         }
861
862         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
863         /// `capacity_msat`.
864         fn as_directed(
865                 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
866         ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
867                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
868                         if source < target {
869                                 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
870                                         &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
871                         } else {
872                                 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
873                                         &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
874                         };
875
876                 DirectedChannelLiquidity {
877                         min_liquidity_offset_msat,
878                         max_liquidity_offset_msat,
879                         liquidity_history: HistoricalMinMaxBuckets {
880                                 min_liquidity_offset_history,
881                                 max_liquidity_offset_history,
882                         },
883                         inflight_htlc_msat,
884                         capacity_msat,
885                         last_updated: &self.last_updated,
886                         now: T::now(),
887                         decay_params: decay_params,
888                 }
889         }
890
891         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
892         /// `capacity_msat`.
893         fn as_directed_mut(
894                 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
895         ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
896                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
897                         if source < target {
898                                 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
899                                         &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
900                         } else {
901                                 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
902                                         &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
903                         };
904
905                 DirectedChannelLiquidity {
906                         min_liquidity_offset_msat,
907                         max_liquidity_offset_msat,
908                         liquidity_history: HistoricalMinMaxBuckets {
909                                 min_liquidity_offset_history,
910                                 max_liquidity_offset_history,
911                         },
912                         inflight_htlc_msat,
913                         capacity_msat,
914                         last_updated: &mut self.last_updated,
915                         now: T::now(),
916                         decay_params: decay_params,
917                 }
918         }
919 }
920
921 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
922 /// probabilities.
923 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
924
925 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
926 /// ratio, as X in 1/X.
927 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
928
929 /// The divisor used when computing the amount penalty.
930 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
931 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
932
933 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
934         /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
935         /// this direction.
936         fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
937                 let available_capacity = self.available_capacity();
938                 let max_liquidity_msat = self.max_liquidity_msat();
939                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
940
941                 let mut res = if amount_msat <= min_liquidity_msat {
942                         0
943                 } else if amount_msat >= max_liquidity_msat {
944                         // Equivalent to hitting the else clause below with the amount equal to the effective
945                         // capacity and without any certainty on the liquidity upper bound, plus the
946                         // impossibility penalty.
947                         let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
948                         Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
949                                         score_params.liquidity_penalty_multiplier_msat,
950                                         score_params.liquidity_penalty_amount_multiplier_msat)
951                                 .saturating_add(score_params.considered_impossible_penalty_msat)
952                 } else {
953                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
954                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
955                         if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
956                                 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
957                                 // don't bother trying to use the log approximation as it gets too noisy to be
958                                 // particularly helpful, instead just round down to 0.
959                                 0
960                         } else {
961                                 let negative_log10_times_2048 =
962                                         approx::negative_log10_times_2048(numerator, denominator);
963                                 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
964                                         score_params.liquidity_penalty_multiplier_msat,
965                                         score_params.liquidity_penalty_amount_multiplier_msat)
966                         }
967                 };
968
969                 if amount_msat >= available_capacity {
970                         // We're trying to send more than the capacity, use a max penalty.
971                         res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
972                                 NEGATIVE_LOG10_UPPER_BOUND * 2048,
973                                 score_params.historical_liquidity_penalty_multiplier_msat,
974                                 score_params.historical_liquidity_penalty_amount_multiplier_msat));
975                         return res;
976                 }
977
978                 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
979                    score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
980                         if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
981                                 .calculate_success_probability_times_billion(self.now, *self.last_updated,
982                                         self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
983                         {
984                                 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
985                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
986                                         historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
987                                         score_params.historical_liquidity_penalty_amount_multiplier_msat));
988                         } else {
989                                 // If we don't have any valid points (or, once decayed, we have less than a full
990                                 // point), redo the non-historical calculation with no liquidity bounds tracked and
991                                 // the historical penalty multipliers.
992                                 let available_capacity = self.available_capacity();
993                                 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
994                                 let denominator = available_capacity.saturating_add(1);
995                                 let negative_log10_times_2048 =
996                                         approx::negative_log10_times_2048(numerator, denominator);
997                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
998                                         score_params.historical_liquidity_penalty_multiplier_msat,
999                                         score_params.historical_liquidity_penalty_amount_multiplier_msat));
1000                         }
1001                 }
1002
1003                 res
1004         }
1005
1006         /// Computes the liquidity penalty from the penalty multipliers.
1007         #[inline(always)]
1008         fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1009                 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1010         ) -> u64 {
1011                 negative_log10_times_2048 =
1012                         negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1013
1014                 // Upper bound the liquidity penalty to ensure some channel is selected.
1015                 let liquidity_penalty_msat = negative_log10_times_2048
1016                         .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1017                 let amount_penalty_msat = negative_log10_times_2048
1018                         .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1019                         .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1020
1021                 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1022         }
1023
1024         /// Returns the lower bound of the channel liquidity balance in this direction.
1025         #[inline(always)]
1026         fn min_liquidity_msat(&self) -> u64 {
1027                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1028         }
1029
1030         /// Returns the upper bound of the channel liquidity balance in this direction.
1031         #[inline(always)]
1032         fn max_liquidity_msat(&self) -> u64 {
1033                 self.available_capacity()
1034                         .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1035         }
1036
1037         /// Returns the capacity minus the in-flight HTLCs in this direction.
1038         #[inline(always)]
1039         fn available_capacity(&self) -> u64 {
1040                 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1041         }
1042
1043         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1044                 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1045                 if half_life != 0 {
1046                         // Decay the offset by the appropriate number of half lives. If half of the next half
1047                         // life has passed, approximate an additional three-quarter life to help smooth out the
1048                         // decay.
1049                         let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1050                         let half_decays = elapsed_time / (half_life / 2);
1051                         let decays = half_decays / 2;
1052                         let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1053                         if half_decays % 2 == 0 {
1054                                 decayed_offset_msat
1055                         } else {
1056                                 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1057                                 // 16_384 == 2^14
1058                                 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1059                         }
1060                 } else {
1061                         0
1062                 }
1063         }
1064 }
1065
1066 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1067         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1068         fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1069                 let existing_max_msat = self.max_liquidity_msat();
1070                 if amount_msat < existing_max_msat {
1071                         log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1072                         self.set_max_liquidity_msat(amount_msat);
1073                 } else {
1074                         log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1075                                 chan_descr, existing_max_msat, amount_msat);
1076                 }
1077                 self.update_history_buckets(0);
1078         }
1079
1080         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1081         fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1082                 let existing_min_msat = self.min_liquidity_msat();
1083                 if amount_msat > existing_min_msat {
1084                         log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1085                         self.set_min_liquidity_msat(amount_msat);
1086                 } else {
1087                         log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1088                                 chan_descr, existing_min_msat, amount_msat);
1089                 }
1090                 self.update_history_buckets(0);
1091         }
1092
1093         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1094         fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1095                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1096                 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1097                 self.set_max_liquidity_msat(max_liquidity_msat);
1098                 self.update_history_buckets(amount_msat);
1099         }
1100
1101         /// Updates the history buckets for this channel. Because the history buckets track what we now
1102         /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1103         /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1104         /// represents the amount of the successful payment we just made.
1105         fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1106                 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1107                         .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1108                         .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1109                 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1110                 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1111
1112                 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1113                 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1114                         min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1115                 );
1116                 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1117                 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1118                         max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1119                 );
1120         }
1121
1122         /// Adjusts the lower bound of the channel liquidity balance in this direction.
1123         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1124                 *self.min_liquidity_offset_msat = amount_msat;
1125                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1126                         0
1127                 } else {
1128                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1129                 };
1130                 *self.last_updated = self.now;
1131         }
1132
1133         /// Adjusts the upper bound of the channel liquidity balance in this direction.
1134         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1135                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1136                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1137                         0
1138                 } else {
1139                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1140                 };
1141                 *self.last_updated = self.now;
1142         }
1143 }
1144
1145 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1146         type ScoreParams = ProbabilisticScoringFeeParameters;
1147         fn channel_penalty_msat(
1148                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1149         ) -> u64 {
1150                 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1151                         return *penalty;
1152                 }
1153
1154                 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1155                         score_params.base_penalty_amount_multiplier_msat
1156                                 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1157
1158                 let mut anti_probing_penalty_msat = 0;
1159                 match usage.effective_capacity {
1160                         EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1161                                 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1162                         {
1163                                 if usage.amount_msat > amount_msat {
1164                                         return u64::max_value();
1165                                 } else {
1166                                         return base_penalty_msat;
1167                                 }
1168                         },
1169                         EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1170                                 if htlc_maximum_msat >= capacity_msat/2 {
1171                                         anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1172                                 }
1173                         },
1174                         _ => {},
1175                 }
1176
1177                 let amount_msat = usage.amount_msat;
1178                 let capacity_msat = usage.effective_capacity.as_msat();
1179                 let inflight_htlc_msat = usage.inflight_htlc_msat;
1180                 self.channel_liquidities
1181                         .get(&short_channel_id)
1182                         .unwrap_or(&ChannelLiquidity::new())
1183                         .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1184                         .penalty_msat(amount_msat, score_params)
1185                         .saturating_add(anti_probing_penalty_msat)
1186                         .saturating_add(base_penalty_msat)
1187         }
1188
1189         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1190                 let amount_msat = path.final_value_msat();
1191                 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1192                 let network_graph = self.network_graph.read_only();
1193                 for (hop_idx, hop) in path.hops.iter().enumerate() {
1194                         let target = NodeId::from_pubkey(&hop.pubkey);
1195                         let channel_directed_from_source = network_graph.channels()
1196                                 .get(&hop.short_channel_id)
1197                                 .and_then(|channel| channel.as_directed_to(&target));
1198
1199                         let at_failed_channel = hop.short_channel_id == short_channel_id;
1200                         if at_failed_channel && hop_idx == 0 {
1201                                 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);
1202                         }
1203
1204                         // Only score announced channels.
1205                         if let Some((channel, source)) = channel_directed_from_source {
1206                                 let capacity_msat = channel.effective_capacity().as_msat();
1207                                 if at_failed_channel {
1208                                         self.channel_liquidities
1209                                                 .entry(hop.short_channel_id)
1210                                                 .or_insert_with(ChannelLiquidity::new)
1211                                                 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1212                                                 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1213                                 } else {
1214                                         self.channel_liquidities
1215                                                 .entry(hop.short_channel_id)
1216                                                 .or_insert_with(ChannelLiquidity::new)
1217                                                 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1218                                                 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1219                                 }
1220                         } else {
1221                                 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).",
1222                                         hop.short_channel_id);
1223                         }
1224                         if at_failed_channel { break; }
1225                 }
1226         }
1227
1228         fn payment_path_successful(&mut self, path: &Path) {
1229                 let amount_msat = path.final_value_msat();
1230                 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1231                         path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1232                 let network_graph = self.network_graph.read_only();
1233                 for hop in &path.hops {
1234                         let target = NodeId::from_pubkey(&hop.pubkey);
1235                         let channel_directed_from_source = network_graph.channels()
1236                                 .get(&hop.short_channel_id)
1237                                 .and_then(|channel| channel.as_directed_to(&target));
1238
1239                         // Only score announced channels.
1240                         if let Some((channel, source)) = channel_directed_from_source {
1241                                 let capacity_msat = channel.effective_capacity().as_msat();
1242                                 self.channel_liquidities
1243                                         .entry(hop.short_channel_id)
1244                                         .or_insert_with(ChannelLiquidity::new)
1245                                         .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1246                                         .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1247                         } else {
1248                                 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).",
1249                                         hop.short_channel_id);
1250                         }
1251                 }
1252         }
1253
1254         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1255                 self.payment_path_failed(path, short_channel_id)
1256         }
1257
1258         fn probe_successful(&mut self, path: &Path) {
1259                 self.payment_path_failed(path, u64::max_value())
1260         }
1261 }
1262
1263 mod approx {
1264         const BITS: u32 = 64;
1265         const HIGHEST_BIT: u32 = BITS - 1;
1266         const LOWER_BITS: u32 = 6;
1267         pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1268         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1269
1270         /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1271         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1272         const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1273                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1274                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1275                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1276                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1277                 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1278                         617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1279                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1280                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1281                 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1282                         1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1283                         1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1284                         1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1285                 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1286                         2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1287                         2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1288                         2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1289                 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1290                         2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1291                         2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1292                         2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1293                 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1294                         3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1295                         3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1296                         3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1297                 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1298                         3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1299                         4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1300                         4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1301                 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1302                         4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1303                         4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1304                         4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1305                 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1306                         5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1307                         5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1308                         5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1309                 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1310                         5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1311                         5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1312                         6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1313                 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1314                         6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1315                         6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1316                         6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1317                 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1318                         6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1319                         7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1320                         7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1321                 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1322                         7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1323                         7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1324                         7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1325                 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1326                         8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1327                         8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1328                         8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1329                 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1330                         8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1331                         8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1332                         9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1333                 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1334                         9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1335                         9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1336                         9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1337                 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1338                         10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1339                         10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1340                         10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1341                 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1342                         10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1343                         10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1344                         10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1345                 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1346                         11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1347                         11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1348                         11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1349                 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1350                         11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1351                         12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1352                         12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1353                 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1354                         12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1355                         12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1356                         12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1357                 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1358                         13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1359                         13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1360                         13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1361                 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1362                         13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1363                         13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1364                         14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1365                 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1366                         14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1367                         14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1368                         14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1369                 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1370                         14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1371                         15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1372                         15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1373                 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1374                         15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1375                         15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1376                         15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1377                 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1378                         16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1379                         16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1380                         16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1381                 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1382                         16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1383                         17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1384                         17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1385                 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1386                         17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1387                         17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1388                         17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1389                 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1390                         18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1391                         18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1392                         18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1393                 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1394                         18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1395                         18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1396                         18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1397                 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1398                         19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1399                         19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1400                         19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1401                 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1402                         19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1403                         20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1404                         20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1405                 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1406                         20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1407                         20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1408                         20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1409                 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1410                         21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1411                         21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1412                         21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1413                 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1414                         21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1415                         21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1416                         22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1417                 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1418                         22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1419                         22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1420                         22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1421                 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1422                         23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1423                         23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1424                         23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1425                 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1426                         23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1427                         23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1428                         23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1429                 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1430                         24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1431                         24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1432                         24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1433                 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1434                         24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1435                         25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1436                         25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1437                 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1438                         25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1439                         25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1440                         25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1441                 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1442                         26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1443                         26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1444                         26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1445                 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1446                         26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1447                         26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1448                         27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1449                 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1450                         27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1451                         27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1452                         27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1453                 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1454                         27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1455                         28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1456                         28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1457                 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1458                         28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1459                         28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1460                         28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1461                 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1462                         29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1463                         29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1464                         29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1465                 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1466                         29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1467                         29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1468                         30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1469                 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1470                         30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1471                         30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1472                         30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1473                 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1474                         31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1475                         31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1476                         31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1477                 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1478                         31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1479                         31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1480                         31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1481                 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1482                         32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1483                         32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1484                         32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1485                 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1486                         32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1487                         33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1488                         33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1489                 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1490                         33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1491                         33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1492                         33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1493                 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1494                         34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1495                         34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1496                         34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1497                 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1498                         34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1499                         34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1500                         35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1501                 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1502                         35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1503                         35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1504                         35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1505                 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1506                         35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1507                         36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1508                         36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1509                 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1510                         36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1511                         36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1512                         36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1513                 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1514                         37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1515                         37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1516                         37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1517                 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1518                         37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1519                         37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1520                         38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1521                 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1522                         38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1523                         38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1524                         38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1525                 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1526                         39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1527                         39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1528                         39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1529         ];
1530
1531         /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1532         #[inline]
1533         pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1534                 // Multiply the -1 through to avoid needing to use signed numbers.
1535                 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1536         }
1537
1538         #[inline]
1539         fn log10_times_2048(x: u64) -> u16 {
1540                 debug_assert_ne!(x, 0);
1541                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1542                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1543                 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1544         }
1545
1546         #[cfg(test)]
1547         mod tests {
1548                 use super::*;
1549
1550                 #[test]
1551                 fn prints_negative_log10_times_2048_lookup_table() {
1552                         for msb in 0..BITS {
1553                                 for i in 0..LOWER_BITS_BOUND {
1554                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1555                                         let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1556                                         assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1557
1558                                         if i % LOWER_BITS_BOUND == 0 {
1559                                                 print!("\t\t[{}, ", log10_times_2048);
1560                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1561                                                 println!("{}],", log10_times_2048);
1562                                         } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1563                                                 print!("{},\n\t\t\t", log10_times_2048);
1564                                         } else {
1565                                                 print!("{}, ", log10_times_2048);
1566                                         }
1567                                 }
1568                         }
1569                 }
1570         }
1571 }
1572
1573 mod bucketed_history {
1574         use super::*;
1575
1576         // Because liquidity is often skewed heavily in one direction, we store historical state
1577         // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1578         // must fit evenly into the buckets here.
1579         //
1580         // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1581         // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1582         // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1583         // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1584         //
1585         // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1586         // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1587         // buckets in total.
1588
1589         const BUCKET_START_POS: [u16; 33] = [
1590                 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1591                 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1592         ];
1593
1594         const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1595                 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1596         ];
1597
1598         const POSITION_TICKS: u16 = 1 << 14;
1599
1600         fn pos_to_bucket(pos: u16) -> usize {
1601                 for bucket in 0..32 {
1602                         if pos < BUCKET_START_POS[bucket + 1] {
1603                                 return bucket;
1604                         }
1605                 }
1606                 debug_assert!(false);
1607                 return 32;
1608         }
1609
1610         #[cfg(test)]
1611         #[test]
1612         fn check_bucket_maps() {
1613                 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1614                         1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1615                         2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1616
1617                 let mut min_size_iter = 0;
1618                 let mut legacy_bucket_iter = 0;
1619                 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1620                         assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1621                         for i in 0..*width {
1622                                 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1623                         }
1624                         min_size_iter += *width;
1625                         if min_size_iter % (POSITION_TICKS / 8) == 0 {
1626                                 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1627                                 if legacy_bucket_iter + 1 < 8 {
1628                                         assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1629                                 }
1630                                 legacy_bucket_iter += 1;
1631                         }
1632                 }
1633                 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1634                 assert_eq!(min_size_iter, POSITION_TICKS);
1635         }
1636
1637         #[inline]
1638         fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1639                 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1640                         (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1641                                 .try_into().unwrap_or(POSITION_TICKS)
1642                 } else {
1643                         // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1644                         // division. This branch should only be hit in fuzz testing since the amount would
1645                         // need to be over 2.88 million BTC in practice.
1646                         ((amount_msat as u128) * (POSITION_TICKS as u128)
1647                                         / (capacity_msat as u128).saturating_add(1))
1648                                 .try_into().unwrap_or(POSITION_TICKS)
1649                 };
1650                 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1651                 // capacity to change due to a `channel_update` message which, if received while a payment
1652                 // is in-flight, could cause this to fail. Thus, we only assert in test.
1653                 #[cfg(test)]
1654                 debug_assert!(pos < POSITION_TICKS);
1655                 pos
1656         }
1657
1658         /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1659         /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1660         /// support reading the legacy values here for backwards compatibility.
1661         pub(super) struct LegacyHistoricalBucketRangeTracker {
1662                 buckets: [u16; 8],
1663         }
1664
1665         impl LegacyHistoricalBucketRangeTracker {
1666                 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1667                         let mut buckets = [0; 32];
1668                         for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1669                                 let mut new_val = *legacy_bucket;
1670                                 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1671                                 new_val /= (end - start) as u16;
1672                                 for i in start..end {
1673                                         buckets[i as usize] = new_val;
1674                                 }
1675                         }
1676                         HistoricalBucketRangeTracker { buckets }
1677                 }
1678         }
1679
1680         /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1681         /// in each of 32 buckets.
1682         #[derive(Clone, Copy)]
1683         pub(super) struct HistoricalBucketRangeTracker {
1684                 buckets: [u16; 32],
1685         }
1686
1687         impl HistoricalBucketRangeTracker {
1688                 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1689                 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1690                         // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1691                         // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1692                         //
1693                         // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1694                         // the buckets for the current min and max liquidity offset positions.
1695                         //
1696                         // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1697                         // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1698                         // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1699                         //
1700                         // In total, this allows us to track data for the last 8,000 or so payments across a given
1701                         // channel.
1702                         //
1703                         // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1704                         // and need to balance having more bits in the decimal part (to ensure decay isn't too
1705                         // non-linear) with having too few bits in the mantissa, causing us to not store very many
1706                         // datapoints.
1707                         //
1708                         // The constants were picked experimentally, selecting a decay amount that restricts us
1709                         // from overflowing buckets without having to cap them manually.
1710
1711                         let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1712                         if pos < POSITION_TICKS {
1713                                 for e in self.buckets.iter_mut() {
1714                                         *e = ((*e as u32) * 2047 / 2048) as u16;
1715                                 }
1716                                 let bucket = pos_to_bucket(pos);
1717                                 self.buckets[bucket] = self.buckets[bucket].saturating_add(32);
1718                         }
1719                 }
1720                 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1721                 /// datapoints as we receive newer information.
1722                 #[inline]
1723                 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1724                         for e in self.buckets.iter_mut() {
1725                                 *e = e.checked_shr(half_lives).unwrap_or(0);
1726                         }
1727                 }
1728         }
1729
1730         impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1731         impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1732
1733         /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1734         /// liquidity bounds for a given channel.
1735         pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1736                 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1737                 /// channel.
1738                 pub(super) min_liquidity_offset_history: D,
1739                 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1740                 /// channel.
1741                 pub(super) max_liquidity_offset_history: D,
1742         }
1743
1744         impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1745                 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1746                 -> Option<([u16; 32], [u16; 32])> {
1747                         let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
1748
1749                         let mut min_buckets = *self.min_liquidity_offset_history;
1750                         min_buckets.time_decay_data(required_decays);
1751                         let mut max_buckets = *self.max_liquidity_offset_history;
1752                         max_buckets.time_decay_data(required_decays);
1753                         Some((min_buckets.buckets, max_buckets.buckets))
1754                 }
1755                 #[inline]
1756                 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1757                 -> Option<(u64, u32)> {
1758                         let required_decays = now.duration_since(last_updated).as_secs()
1759                                 .checked_div(half_life.as_secs())
1760                                 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1761
1762                         let mut total_valid_points_tracked = 0;
1763                         for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1764                                 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1765                                         total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1766                                 }
1767                         }
1768
1769                         // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1770                         // treat it as if we were fully decayed.
1771                         if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1772                                 return None;
1773                         }
1774
1775                         Some((total_valid_points_tracked, required_decays))
1776                 }
1777
1778                 #[inline]
1779                 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1780                         &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1781                 -> Option<u64> {
1782                         // If historical penalties are enabled, we try to calculate a probability of success
1783                         // given our historical distribution of min- and max-liquidity bounds in a channel.
1784                         // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1785                         // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1786                         // state). For each pair, we calculate the probability as if the bucket's corresponding
1787                         // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1788                         // that probability by the weight of the selected buckets.
1789                         let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1790                         if payment_pos >= POSITION_TICKS { return None; }
1791
1792                         // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1793                         // don't actually use the decayed buckets, though, as that would lose precision.
1794                         let (total_valid_points_tracked, _)
1795                                 = self.get_total_valid_points(now, last_updated, half_life)?;
1796
1797                         let mut cumulative_success_prob_times_billion = 0;
1798                         // Special-case the 0th min bucket - it generally means we failed a payment, so only
1799                         // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
1800                         // points against the 0th min bucket. This avoids the case where we fail to route
1801                         // increasingly lower values over a channel, but treat each failure as a separate
1802                         // datapoint, many of which may have relatively high maximum-available-liquidity
1803                         // values, which will result in us thinking we have some nontrivial probability of
1804                         // routing up to that amount.
1805                         if self.min_liquidity_offset_history.buckets[0] != 0 {
1806                                 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
1807                                 let mut total_max_points = 0; // Total points in max-buckets to consider
1808                                 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
1809                                         if *max_bucket >= 32 {
1810                                                 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
1811                                         }
1812                                         total_max_points += *max_bucket as u64;
1813                                 }
1814                                 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
1815                                 if payment_pos < max_bucket_end_pos {
1816                                         let bucket_prob_times_billion =
1817                                                 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
1818                                                         * 1024 * 1024 * 1024 / total_valid_points_tracked;
1819                                         cumulative_success_prob_times_billion += bucket_prob_times_billion *
1820                                                 ((max_bucket_end_pos - payment_pos) as u64) /
1821                                                 // Add an additional one in the divisor as the payment bucket has been
1822                                                 // rounded down.
1823                                                 (max_bucket_end_pos + 1) as u64;
1824                                 }
1825                         }
1826
1827                         for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
1828                                 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1829                                 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1830                                         let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1831                                         // Note that this multiply can only barely not overflow - two 16 bit ints plus
1832                                         // 30 bits is 62 bits.
1833                                         let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1834                                                 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1835                                         if payment_pos >= max_bucket_end_pos {
1836                                                 // Success probability 0, the payment amount may be above the max liquidity
1837                                                 break;
1838                                         } else if payment_pos < min_bucket_start_pos {
1839                                                 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1840                                         } else {
1841                                                 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1842                                                         ((max_bucket_end_pos - payment_pos) as u64) /
1843                                                         // Add an additional one in the divisor as the payment bucket has been
1844                                                         // rounded down.
1845                                                         ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1846                                         }
1847                                 }
1848                         }
1849
1850                         Some(cumulative_success_prob_times_billion)
1851                 }
1852         }
1853 }
1854 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1855
1856 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1857         #[inline]
1858         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1859                 write_tlv_fields!(w, {
1860                         (0, self.channel_liquidities, required),
1861                 });
1862                 Ok(())
1863         }
1864 }
1865
1866 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1867 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1868         #[inline]
1869         fn read<R: Read>(
1870                 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1871         ) -> Result<Self, DecodeError> {
1872                 let (decay_params, network_graph, logger) = args;
1873                 let mut channel_liquidities = HashMap::new();
1874                 read_tlv_fields!(r, {
1875                         (0, channel_liquidities, required),
1876                 });
1877                 Ok(Self {
1878                         decay_params,
1879                         network_graph,
1880                         logger,
1881                         channel_liquidities,
1882                 })
1883         }
1884 }
1885
1886 impl<T: Time> Writeable for ChannelLiquidity<T> {
1887         #[inline]
1888         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1889                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1890                 write_tlv_fields!(w, {
1891                         (0, self.min_liquidity_offset_msat, required),
1892                         // 1 was the min_liquidity_offset_history in octile form
1893                         (2, self.max_liquidity_offset_msat, required),
1894                         // 3 was the max_liquidity_offset_history in octile form
1895                         (4, duration_since_epoch, required),
1896                         (5, Some(self.min_liquidity_offset_history), option),
1897                         (7, Some(self.max_liquidity_offset_history), option),
1898                 });
1899                 Ok(())
1900         }
1901 }
1902
1903 impl<T: Time> Readable for ChannelLiquidity<T> {
1904         #[inline]
1905         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1906                 let mut min_liquidity_offset_msat = 0;
1907                 let mut max_liquidity_offset_msat = 0;
1908                 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1909                 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1910                 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1911                 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1912                 let mut duration_since_epoch = Duration::from_secs(0);
1913                 read_tlv_fields!(r, {
1914                         (0, min_liquidity_offset_msat, required),
1915                         (1, legacy_min_liq_offset_history, option),
1916                         (2, max_liquidity_offset_msat, required),
1917                         (3, legacy_max_liq_offset_history, option),
1918                         (4, duration_since_epoch, required),
1919                         (5, min_liquidity_offset_history, option),
1920                         (7, max_liquidity_offset_history, option),
1921                 });
1922                 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1923                 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1924                 // is a time from a monotonic clock usually represented as an offset against boot time).
1925                 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1926                 // from the one that was written. However, because `Instant` can panic if we construct one
1927                 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1928                 // using `Instant::now()` in that case.
1929                 let wall_clock_now = T::duration_since_epoch();
1930                 let now = T::now();
1931                 let last_updated = if wall_clock_now > duration_since_epoch {
1932                         now - (wall_clock_now - duration_since_epoch)
1933                 } else { now };
1934                 if min_liquidity_offset_history.is_none() {
1935                         if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1936                                 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1937                         } else {
1938                                 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1939                         }
1940                 }
1941                 if max_liquidity_offset_history.is_none() {
1942                         if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1943                                 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1944                         } else {
1945                                 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1946                         }
1947                 }
1948                 Ok(Self {
1949                         min_liquidity_offset_msat,
1950                         max_liquidity_offset_msat,
1951                         min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1952                         max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1953                         last_updated,
1954                 })
1955         }
1956 }
1957
1958 #[cfg(test)]
1959 mod tests {
1960         use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1961         use crate::blinded_path::{BlindedHop, BlindedPath};
1962         use crate::util::config::UserConfig;
1963         use crate::util::time::Time;
1964         use crate::util::time::tests::SinceEpoch;
1965
1966         use crate::ln::channelmanager;
1967         use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1968         use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1969         use crate::routing::router::{BlindedTail, Path, RouteHop};
1970         use crate::routing::scoring::{ChannelUsage, Score};
1971         use crate::util::ser::{ReadableArgs, Writeable};
1972         use crate::util::test_utils::{self, TestLogger};
1973
1974         use bitcoin::blockdata::constants::genesis_block;
1975         use bitcoin::hashes::Hash;
1976         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1977         use bitcoin::network::constants::Network;
1978         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1979         use core::time::Duration;
1980         use crate::io;
1981
1982         fn source_privkey() -> SecretKey {
1983                 SecretKey::from_slice(&[42; 32]).unwrap()
1984         }
1985
1986         fn target_privkey() -> SecretKey {
1987                 SecretKey::from_slice(&[43; 32]).unwrap()
1988         }
1989
1990         fn source_pubkey() -> PublicKey {
1991                 let secp_ctx = Secp256k1::new();
1992                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1993         }
1994
1995         fn target_pubkey() -> PublicKey {
1996                 let secp_ctx = Secp256k1::new();
1997                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1998         }
1999
2000         fn source_node_id() -> NodeId {
2001                 NodeId::from_pubkey(&source_pubkey())
2002         }
2003
2004         fn target_node_id() -> NodeId {
2005                 NodeId::from_pubkey(&target_pubkey())
2006         }
2007
2008         // `ProbabilisticScorer` tests
2009
2010         /// A probabilistic scorer for testing with time that can be manually advanced.
2011         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2012
2013         fn sender_privkey() -> SecretKey {
2014                 SecretKey::from_slice(&[41; 32]).unwrap()
2015         }
2016
2017         fn recipient_privkey() -> SecretKey {
2018                 SecretKey::from_slice(&[45; 32]).unwrap()
2019         }
2020
2021         fn sender_pubkey() -> PublicKey {
2022                 let secp_ctx = Secp256k1::new();
2023                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2024         }
2025
2026         fn recipient_pubkey() -> PublicKey {
2027                 let secp_ctx = Secp256k1::new();
2028                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2029         }
2030
2031         fn sender_node_id() -> NodeId {
2032                 NodeId::from_pubkey(&sender_pubkey())
2033         }
2034
2035         fn recipient_node_id() -> NodeId {
2036                 NodeId::from_pubkey(&recipient_pubkey())
2037         }
2038
2039         fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2040                 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2041                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2042                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2043
2044                 network_graph
2045         }
2046
2047         fn add_channel(
2048                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2049                 node_2_key: SecretKey
2050         ) {
2051                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2052                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2053                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2054                 let secp_ctx = Secp256k1::new();
2055                 let unsigned_announcement = UnsignedChannelAnnouncement {
2056                         features: channelmanager::provided_channel_features(&UserConfig::default()),
2057                         chain_hash: genesis_hash,
2058                         short_channel_id,
2059                         node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2060                         node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2061                         bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2062                         bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2063                         excess_data: Vec::new(),
2064                 };
2065                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2066                 let signed_announcement = ChannelAnnouncement {
2067                         node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2068                         node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2069                         bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2070                         bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2071                         contents: unsigned_announcement,
2072                 };
2073                 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2074                 network_graph.update_channel_from_announcement(
2075                         &signed_announcement, &chain_source).unwrap();
2076                 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2077                 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2078         }
2079
2080         fn update_channel(
2081                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2082                 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2083         ) {
2084                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2085                 let secp_ctx = Secp256k1::new();
2086                 let unsigned_update = UnsignedChannelUpdate {
2087                         chain_hash: genesis_hash,
2088                         short_channel_id,
2089                         timestamp,
2090                         flags,
2091                         cltv_expiry_delta: 18,
2092                         htlc_minimum_msat: 0,
2093                         htlc_maximum_msat,
2094                         fee_base_msat: 1,
2095                         fee_proportional_millionths: 0,
2096                         excess_data: Vec::new(),
2097                 };
2098                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2099                 let signed_update = ChannelUpdate {
2100                         signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2101                         contents: unsigned_update,
2102                 };
2103                 network_graph.update_channel(&signed_update).unwrap();
2104         }
2105
2106         fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2107                 let config = UserConfig::default();
2108                 RouteHop {
2109                         pubkey,
2110                         node_features: channelmanager::provided_node_features(&config),
2111                         short_channel_id,
2112                         channel_features: channelmanager::provided_channel_features(&config),
2113                         fee_msat,
2114                         cltv_expiry_delta: 18,
2115                 }
2116         }
2117
2118         fn payment_path_for_amount(amount_msat: u64) -> Path {
2119                 Path {
2120                         hops: vec![
2121                                 path_hop(source_pubkey(), 41, 1),
2122                                 path_hop(target_pubkey(), 42, 2),
2123                                 path_hop(recipient_pubkey(), 43, amount_msat),
2124                         ], blinded_tail: None,
2125                 }
2126         }
2127
2128         #[test]
2129         fn liquidity_bounds_directed_from_lowest_node_id() {
2130                 let logger = TestLogger::new();
2131                 let last_updated = SinceEpoch::now();
2132                 let network_graph = network_graph(&logger);
2133                 let decay_params = ProbabilisticScoringDecayParameters::default();
2134                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2135                         .with_channel(42,
2136                                 ChannelLiquidity {
2137                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2138                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2139                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2140                                 })
2141                         .with_channel(43,
2142                                 ChannelLiquidity {
2143                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2144                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2145                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2146                                 });
2147                 let source = source_node_id();
2148                 let target = target_node_id();
2149                 let recipient = recipient_node_id();
2150                 assert!(source > target);
2151                 assert!(target < recipient);
2152
2153                 // Update minimum liquidity.
2154
2155                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2156                         .as_directed(&source, &target, 0, 1_000, decay_params);
2157                 assert_eq!(liquidity.min_liquidity_msat(), 100);
2158                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2159
2160                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2161                         .as_directed(&target, &source, 0, 1_000, decay_params);
2162                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2163                 assert_eq!(liquidity.max_liquidity_msat(), 900);
2164
2165                 scorer.channel_liquidities.get_mut(&42).unwrap()
2166                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2167                         .set_min_liquidity_msat(200);
2168
2169                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2170                         .as_directed(&source, &target, 0, 1_000, decay_params);
2171                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2172                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2173
2174                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2175                         .as_directed(&target, &source, 0, 1_000, decay_params);
2176                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2177                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2178
2179                 // Update maximum liquidity.
2180
2181                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2182                         .as_directed(&target, &recipient, 0, 1_000, decay_params);
2183                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2184                 assert_eq!(liquidity.max_liquidity_msat(), 900);
2185
2186                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2187                         .as_directed(&recipient, &target, 0, 1_000, decay_params);
2188                 assert_eq!(liquidity.min_liquidity_msat(), 100);
2189                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2190
2191                 scorer.channel_liquidities.get_mut(&43).unwrap()
2192                         .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2193                         .set_max_liquidity_msat(200);
2194
2195                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2196                         .as_directed(&target, &recipient, 0, 1_000, decay_params);
2197                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2198                 assert_eq!(liquidity.max_liquidity_msat(), 200);
2199
2200                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2201                         .as_directed(&recipient, &target, 0, 1_000, decay_params);
2202                 assert_eq!(liquidity.min_liquidity_msat(), 800);
2203                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2204         }
2205
2206         #[test]
2207         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2208                 let logger = TestLogger::new();
2209                 let last_updated = SinceEpoch::now();
2210                 let network_graph = network_graph(&logger);
2211                 let decay_params = ProbabilisticScoringDecayParameters::default();
2212                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2213                         .with_channel(42,
2214                                 ChannelLiquidity {
2215                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2216                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2217                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2218                                 });
2219                 let source = source_node_id();
2220                 let target = target_node_id();
2221                 assert!(source > target);
2222
2223                 // Check initial bounds.
2224                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2225                         .as_directed(&source, &target, 0, 1_000, decay_params);
2226                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2227                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2228
2229                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2230                         .as_directed(&target, &source, 0, 1_000, decay_params);
2231                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2232                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2233
2234                 // Reset from source to target.
2235                 scorer.channel_liquidities.get_mut(&42).unwrap()
2236                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2237                         .set_min_liquidity_msat(900);
2238
2239                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2240                         .as_directed(&source, &target, 0, 1_000, decay_params);
2241                 assert_eq!(liquidity.min_liquidity_msat(), 900);
2242                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2243
2244                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2245                         .as_directed(&target, &source, 0, 1_000, decay_params);
2246                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2247                 assert_eq!(liquidity.max_liquidity_msat(), 100);
2248
2249                 // Reset from target to source.
2250                 scorer.channel_liquidities.get_mut(&42).unwrap()
2251                         .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2252                         .set_min_liquidity_msat(400);
2253
2254                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2255                         .as_directed(&source, &target, 0, 1_000, decay_params);
2256                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2257                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2258
2259                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2260                         .as_directed(&target, &source, 0, 1_000, decay_params);
2261                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2262                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2263         }
2264
2265         #[test]
2266         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2267                 let logger = TestLogger::new();
2268                 let last_updated = SinceEpoch::now();
2269                 let network_graph = network_graph(&logger);
2270                 let decay_params = ProbabilisticScoringDecayParameters::default();
2271                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2272                         .with_channel(42,
2273                                 ChannelLiquidity {
2274                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2275                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2276                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2277                                 });
2278                 let source = source_node_id();
2279                 let target = target_node_id();
2280                 assert!(source > target);
2281
2282                 // Check initial bounds.
2283                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2284                         .as_directed(&source, &target, 0, 1_000, decay_params);
2285                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2286                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2287
2288                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2289                         .as_directed(&target, &source, 0, 1_000, decay_params);
2290                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2291                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2292
2293                 // Reset from source to target.
2294                 scorer.channel_liquidities.get_mut(&42).unwrap()
2295                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2296                         .set_max_liquidity_msat(300);
2297
2298                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2299                         .as_directed(&source, &target, 0, 1_000, decay_params);
2300                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2301                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2302
2303                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2304                         .as_directed(&target, &source, 0, 1_000, decay_params);
2305                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2306                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2307
2308                 // Reset from target to source.
2309                 scorer.channel_liquidities.get_mut(&42).unwrap()
2310                         .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2311                         .set_max_liquidity_msat(600);
2312
2313                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2314                         .as_directed(&source, &target, 0, 1_000, decay_params);
2315                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2316                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2317
2318                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2319                         .as_directed(&target, &source, 0, 1_000, decay_params);
2320                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2321                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2322         }
2323
2324         #[test]
2325         fn increased_penalty_nearing_liquidity_upper_bound() {
2326                 let logger = TestLogger::new();
2327                 let network_graph = network_graph(&logger);
2328                 let params = ProbabilisticScoringFeeParameters {
2329                         liquidity_penalty_multiplier_msat: 1_000,
2330                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2331                 };
2332                 let decay_params = ProbabilisticScoringDecayParameters::default();
2333                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2334                 let source = source_node_id();
2335                 let target = target_node_id();
2336
2337                 let usage = ChannelUsage {
2338                         amount_msat: 1_024,
2339                         inflight_htlc_msat: 0,
2340                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2341                 };
2342                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2343                 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2344                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2345                 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2346                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2347                 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2348                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2349
2350                 let usage = ChannelUsage {
2351                         amount_msat: 128,
2352                         inflight_htlc_msat: 0,
2353                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2354                 };
2355                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2356                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2357                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2358                 let usage = ChannelUsage { amount_msat: 374, ..usage };
2359                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2360                 let usage = ChannelUsage { amount_msat: 512, ..usage };
2361                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2362                 let usage = ChannelUsage { amount_msat: 640, ..usage };
2363                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 425);
2364                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2365                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2366                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2367                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 902);
2368         }
2369
2370         #[test]
2371         fn constant_penalty_outside_liquidity_bounds() {
2372                 let logger = TestLogger::new();
2373                 let last_updated = SinceEpoch::now();
2374                 let network_graph = network_graph(&logger);
2375                 let params = ProbabilisticScoringFeeParameters {
2376                         liquidity_penalty_multiplier_msat: 1_000,
2377                         considered_impossible_penalty_msat: u64::max_value(),
2378                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2379                 };
2380                 let decay_params = ProbabilisticScoringDecayParameters {
2381                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2382                 };
2383                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2384                         .with_channel(42,
2385                                 ChannelLiquidity {
2386                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2387                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2388                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2389                                 });
2390                 let source = source_node_id();
2391                 let target = target_node_id();
2392
2393                 let usage = ChannelUsage {
2394                         amount_msat: 39,
2395                         inflight_htlc_msat: 0,
2396                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2397                 };
2398                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2399                 let usage = ChannelUsage { amount_msat: 50, ..usage };
2400                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2401                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2402                 let usage = ChannelUsage { amount_msat: 61, ..usage };
2403                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2404         }
2405
2406         #[test]
2407         fn does_not_further_penalize_own_channel() {
2408                 let logger = TestLogger::new();
2409                 let network_graph = network_graph(&logger);
2410                 let params = ProbabilisticScoringFeeParameters {
2411                         liquidity_penalty_multiplier_msat: 1_000,
2412                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2413                 };
2414                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2415                 let sender = sender_node_id();
2416                 let source = source_node_id();
2417                 let usage = ChannelUsage {
2418                         amount_msat: 500,
2419                         inflight_htlc_msat: 0,
2420                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2421                 };
2422                 let failed_path = payment_path_for_amount(500);
2423                 let successful_path = payment_path_for_amount(200);
2424
2425                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2426
2427                 scorer.payment_path_failed(&failed_path, 41);
2428                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2429
2430                 scorer.payment_path_successful(&successful_path);
2431                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2432         }
2433
2434         #[test]
2435         fn sets_liquidity_lower_bound_on_downstream_failure() {
2436                 let logger = TestLogger::new();
2437                 let network_graph = network_graph(&logger);
2438                 let params = ProbabilisticScoringFeeParameters {
2439                         liquidity_penalty_multiplier_msat: 1_000,
2440                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2441                 };
2442                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2443                 let source = source_node_id();
2444                 let target = target_node_id();
2445                 let path = payment_path_for_amount(500);
2446
2447                 let usage = ChannelUsage {
2448                         amount_msat: 250,
2449                         inflight_htlc_msat: 0,
2450                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2451                 };
2452                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2453                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2454                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2455                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2456                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2457
2458                 scorer.payment_path_failed(&path, 43);
2459
2460                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2461                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2462                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2463                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2464                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2465                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2466         }
2467
2468         #[test]
2469         fn sets_liquidity_upper_bound_on_failure() {
2470                 let logger = TestLogger::new();
2471                 let network_graph = network_graph(&logger);
2472                 let params = ProbabilisticScoringFeeParameters {
2473                         liquidity_penalty_multiplier_msat: 1_000,
2474                         considered_impossible_penalty_msat: u64::max_value(),
2475                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2476                 };
2477                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2478                 let source = source_node_id();
2479                 let target = target_node_id();
2480                 let path = payment_path_for_amount(500);
2481
2482                 let usage = ChannelUsage {
2483                         amount_msat: 250,
2484                         inflight_htlc_msat: 0,
2485                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2486                 };
2487                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2488                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2489                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2490                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2491                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2492
2493                 scorer.payment_path_failed(&path, 42);
2494
2495                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2496                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2497                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2498                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2499                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2500                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2501         }
2502
2503         #[test]
2504         fn ignores_channels_after_removed_failed_channel() {
2505                 // Previously, if we'd tried to send over a channel which was removed from the network
2506                 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2507                 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2508                 // channels in the route, even ones which they payment never reached. This tests to ensure
2509                 // we do not score such channels.
2510                 let secp_ctx = Secp256k1::new();
2511                 let logger = TestLogger::new();
2512                 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2513                 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2514                 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2515                 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2516                 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2517                 add_channel(&mut network_graph, 42, secret_a, secret_b);
2518                 // Don't add the channel from B -> C.
2519                 add_channel(&mut network_graph, 44, secret_c, secret_d);
2520
2521                 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2522                 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2523                 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2524                 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2525
2526                 let path = vec![
2527                         path_hop(pub_b, 42, 1),
2528                         path_hop(pub_c, 43, 2),
2529                         path_hop(pub_d, 44, 100),
2530                 ];
2531
2532                 let node_a = NodeId::from_pubkey(&pub_a);
2533                 let node_b = NodeId::from_pubkey(&pub_b);
2534                 let node_c = NodeId::from_pubkey(&pub_c);
2535                 let node_d = NodeId::from_pubkey(&pub_d);
2536
2537                 let params = ProbabilisticScoringFeeParameters {
2538                         liquidity_penalty_multiplier_msat: 1_000,
2539                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2540                 };
2541                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2542
2543                 let usage = ChannelUsage {
2544                         amount_msat: 250,
2545                         inflight_htlc_msat: 0,
2546                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2547                 };
2548                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 128);
2549                 // Note that a default liquidity bound is used for B -> C as no channel exists
2550                 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, &params), 128);
2551                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2552
2553                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2554
2555                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 80);
2556                 // Note that a default liquidity bound is used for B -> C as no channel exists
2557                 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, &params), 128);
2558                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2559         }
2560
2561         #[test]
2562         fn reduces_liquidity_upper_bound_along_path_on_success() {
2563                 let logger = TestLogger::new();
2564                 let network_graph = network_graph(&logger);
2565                 let params = ProbabilisticScoringFeeParameters {
2566                         liquidity_penalty_multiplier_msat: 1_000,
2567                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2568                 };
2569                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2570                 let sender = sender_node_id();
2571                 let source = source_node_id();
2572                 let target = target_node_id();
2573                 let recipient = recipient_node_id();
2574                 let usage = ChannelUsage {
2575                         amount_msat: 250,
2576                         inflight_htlc_msat: 0,
2577                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2578                 };
2579
2580                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2581                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2582                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 128);
2583
2584                 scorer.payment_path_successful(&payment_path_for_amount(500));
2585
2586                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2587                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2588                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 300);
2589         }
2590
2591         #[test]
2592         fn decays_liquidity_bounds_over_time() {
2593                 let logger = TestLogger::new();
2594                 let network_graph = network_graph(&logger);
2595                 let params = ProbabilisticScoringFeeParameters {
2596                         liquidity_penalty_multiplier_msat: 1_000,
2597                         considered_impossible_penalty_msat: u64::max_value(),
2598                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2599                 };
2600                 let decay_params = ProbabilisticScoringDecayParameters {
2601                         liquidity_offset_half_life: Duration::from_secs(10),
2602                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2603                 };
2604                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2605                 let source = source_node_id();
2606                 let target = target_node_id();
2607
2608                 let usage = ChannelUsage {
2609                         amount_msat: 0,
2610                         inflight_htlc_msat: 0,
2611                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2612                 };
2613                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2614                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2615                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2616
2617                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2618                 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2619
2620                 // Initial penalties
2621                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2622                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2623                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2624                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2625                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2626                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2627                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2628                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2629
2630                 // No decay
2631                 SinceEpoch::advance(Duration::from_secs(4));
2632                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2633                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2634                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2635                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2636                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2637                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2638                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2639                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2640
2641                 // Half decay (i.e., three-quarter life)
2642                 SinceEpoch::advance(Duration::from_secs(1));
2643                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2644                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 22);
2645                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2646                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 106);
2647                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2648                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 916);
2649                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2650                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2651
2652                 // One decay (i.e., half life)
2653                 SinceEpoch::advance(Duration::from_secs(5));
2654                 let usage = ChannelUsage { amount_msat: 64, ..usage };
2655                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2656                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2657                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 34);
2658                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2659                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_970);
2660                 let usage = ChannelUsage { amount_msat: 960, ..usage };
2661                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2662
2663                 // Fully decay liquidity lower bound.
2664                 SinceEpoch::advance(Duration::from_secs(10 * 7));
2665                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2666                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2667                 let usage = ChannelUsage { amount_msat: 1, ..usage };
2668                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2669                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2670                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2671                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2672                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2673
2674                 // Fully decay liquidity upper bound.
2675                 SinceEpoch::advance(Duration::from_secs(10));
2676                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2677                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2678                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2679                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2680
2681                 SinceEpoch::advance(Duration::from_secs(10));
2682                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2683                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2684                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2685                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2686         }
2687
2688         #[test]
2689         fn decays_liquidity_bounds_without_shift_overflow() {
2690                 let logger = TestLogger::new();
2691                 let network_graph = network_graph(&logger);
2692                 let params = ProbabilisticScoringFeeParameters {
2693                         liquidity_penalty_multiplier_msat: 1_000,
2694                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2695                 };
2696                 let decay_params = ProbabilisticScoringDecayParameters {
2697                         liquidity_offset_half_life: Duration::from_secs(10),
2698                         ..ProbabilisticScoringDecayParameters::default()
2699                 };
2700                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2701                 let source = source_node_id();
2702                 let target = target_node_id();
2703                 let usage = ChannelUsage {
2704                         amount_msat: 256,
2705                         inflight_htlc_msat: 0,
2706                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2707                 };
2708                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2709
2710                 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2711                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2712
2713                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2714                 // would cause an overflow.
2715                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2716                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2717
2718                 SinceEpoch::advance(Duration::from_secs(10));
2719                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2720         }
2721
2722         #[test]
2723         fn restricts_liquidity_bounds_after_decay() {
2724                 let logger = TestLogger::new();
2725                 let network_graph = network_graph(&logger);
2726                 let params = ProbabilisticScoringFeeParameters {
2727                         liquidity_penalty_multiplier_msat: 1_000,
2728                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2729                 };
2730                 let decay_params = ProbabilisticScoringDecayParameters {
2731                         liquidity_offset_half_life: Duration::from_secs(10),
2732                         ..ProbabilisticScoringDecayParameters::default()
2733                 };
2734                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2735                 let source = source_node_id();
2736                 let target = target_node_id();
2737                 let usage = ChannelUsage {
2738                         amount_msat: 512,
2739                         inflight_htlc_msat: 0,
2740                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2741                 };
2742
2743                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2744
2745                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2746                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2747                 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2748                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2749
2750                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2751                 SinceEpoch::advance(Duration::from_secs(10));
2752                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 291);
2753
2754                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2755                 // is closer to the upper bound, meaning a higher penalty.
2756                 scorer.payment_path_successful(&payment_path_for_amount(64));
2757                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 331);
2758
2759                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2760                 // is closer to the lower bound, meaning a lower penalty.
2761                 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2762                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 245);
2763
2764                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2765                 SinceEpoch::advance(Duration::from_secs(10));
2766                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 280);
2767         }
2768
2769         #[test]
2770         fn restores_persisted_liquidity_bounds() {
2771                 let logger = TestLogger::new();
2772                 let network_graph = network_graph(&logger);
2773                 let params = ProbabilisticScoringFeeParameters {
2774                         liquidity_penalty_multiplier_msat: 1_000,
2775                         considered_impossible_penalty_msat: u64::max_value(),
2776                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2777                 };
2778                 let decay_params = ProbabilisticScoringDecayParameters {
2779                         liquidity_offset_half_life: Duration::from_secs(10),
2780                         ..ProbabilisticScoringDecayParameters::default()
2781                 };
2782                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2783                 let source = source_node_id();
2784                 let target = target_node_id();
2785                 let usage = ChannelUsage {
2786                         amount_msat: 500,
2787                         inflight_htlc_msat: 0,
2788                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2789                 };
2790
2791                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2792                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2793
2794                 SinceEpoch::advance(Duration::from_secs(10));
2795                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2796
2797                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2798                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2799
2800                 let mut serialized_scorer = Vec::new();
2801                 scorer.write(&mut serialized_scorer).unwrap();
2802
2803                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2804                 let deserialized_scorer =
2805                         <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2806                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2807         }
2808
2809         #[test]
2810         fn decays_persisted_liquidity_bounds() {
2811                 let logger = TestLogger::new();
2812                 let network_graph = network_graph(&logger);
2813                 let params = ProbabilisticScoringFeeParameters {
2814                         liquidity_penalty_multiplier_msat: 1_000,
2815                         considered_impossible_penalty_msat: u64::max_value(),
2816                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2817                 };
2818                 let decay_params = ProbabilisticScoringDecayParameters {
2819                         liquidity_offset_half_life: Duration::from_secs(10),
2820                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2821                 };
2822                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2823                 let source = source_node_id();
2824                 let target = target_node_id();
2825                 let usage = ChannelUsage {
2826                         amount_msat: 500,
2827                         inflight_htlc_msat: 0,
2828                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2829                 };
2830
2831                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2832                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2833
2834                 let mut serialized_scorer = Vec::new();
2835                 scorer.write(&mut serialized_scorer).unwrap();
2836
2837                 SinceEpoch::advance(Duration::from_secs(10));
2838
2839                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2840                 let deserialized_scorer =
2841                         <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2842                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2843
2844                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2845                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2846
2847                 SinceEpoch::advance(Duration::from_secs(10));
2848                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 365);
2849         }
2850
2851         #[test]
2852         fn scores_realistic_payments() {
2853                 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2854                 // 50k sat reserve).
2855                 let logger = TestLogger::new();
2856                 let network_graph = network_graph(&logger);
2857                 let params = ProbabilisticScoringFeeParameters::default();
2858                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2859                 let source = source_node_id();
2860                 let target = target_node_id();
2861
2862                 let usage = ChannelUsage {
2863                         amount_msat: 100_000_000,
2864                         inflight_htlc_msat: 0,
2865                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2866                 };
2867                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4375);
2868                 let usage = ChannelUsage {
2869                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2870                 };
2871                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2739);
2872                 let usage = ChannelUsage {
2873                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2874                 };
2875                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2236);
2876                 let usage = ChannelUsage {
2877                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2878                 };
2879                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1983);
2880                 let usage = ChannelUsage {
2881                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2882                 };
2883                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1637);
2884                 let usage = ChannelUsage {
2885                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2886                 };
2887                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1606);
2888                 let usage = ChannelUsage {
2889                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2890                 };
2891                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1331);
2892                 let usage = ChannelUsage {
2893                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2894                 };
2895                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1387);
2896                 let usage = ChannelUsage {
2897                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2898                 };
2899                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1379);
2900                 let usage = ChannelUsage {
2901                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2902                 };
2903                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1363);
2904                 let usage = ChannelUsage {
2905                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2906                 };
2907                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1355);
2908         }
2909
2910         #[test]
2911         fn adds_base_penalty_to_liquidity_penalty() {
2912                 let logger = TestLogger::new();
2913                 let network_graph = network_graph(&logger);
2914                 let source = source_node_id();
2915                 let target = target_node_id();
2916                 let usage = ChannelUsage {
2917                         amount_msat: 128,
2918                         inflight_htlc_msat: 0,
2919                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2920                 };
2921
2922                 let params = ProbabilisticScoringFeeParameters {
2923                         liquidity_penalty_multiplier_msat: 1_000,
2924                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2925                 };
2926                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2927                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2928
2929                 let params = ProbabilisticScoringFeeParameters {
2930                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2931                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2932                 };
2933                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2934                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558);
2935
2936                 let params = ProbabilisticScoringFeeParameters {
2937                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2938                         base_penalty_amount_multiplier_msat: (1 << 30),
2939                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2940                 };
2941
2942                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2943                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558 + 128);
2944         }
2945
2946         #[test]
2947         fn adds_amount_penalty_to_liquidity_penalty() {
2948                 let logger = TestLogger::new();
2949                 let network_graph = network_graph(&logger);
2950                 let source = source_node_id();
2951                 let target = target_node_id();
2952                 let usage = ChannelUsage {
2953                         amount_msat: 512_000,
2954                         inflight_htlc_msat: 0,
2955                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2956                 };
2957
2958                 let params = ProbabilisticScoringFeeParameters {
2959                         liquidity_penalty_multiplier_msat: 1_000,
2960                         liquidity_penalty_amount_multiplier_msat: 0,
2961                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2962                 };
2963                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2964                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2965
2966                 let params = ProbabilisticScoringFeeParameters {
2967                         liquidity_penalty_multiplier_msat: 1_000,
2968                         liquidity_penalty_amount_multiplier_msat: 256,
2969                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2970                 };
2971                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2972                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 337);
2973         }
2974
2975         #[test]
2976         fn calculates_log10_without_overflowing_u64_max_value() {
2977                 let logger = TestLogger::new();
2978                 let network_graph = network_graph(&logger);
2979                 let source = source_node_id();
2980                 let target = target_node_id();
2981                 let usage = ChannelUsage {
2982                         amount_msat: u64::max_value(),
2983                         inflight_htlc_msat: 0,
2984                         effective_capacity: EffectiveCapacity::Infinite,
2985                 };
2986
2987                 let params = ProbabilisticScoringFeeParameters {
2988                         liquidity_penalty_multiplier_msat: 40_000,
2989                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2990                 };
2991                 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2992                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2993                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 80_000);
2994         }
2995
2996         #[test]
2997         fn accounts_for_inflight_htlc_usage() {
2998                 let logger = TestLogger::new();
2999                 let network_graph = network_graph(&logger);
3000                 let params = ProbabilisticScoringFeeParameters {
3001                         considered_impossible_penalty_msat: u64::max_value(),
3002                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3003                 };
3004                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3005                 let source = source_node_id();
3006                 let target = target_node_id();
3007
3008                 let usage = ChannelUsage {
3009                         amount_msat: 750,
3010                         inflight_htlc_msat: 0,
3011                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3012                 };
3013                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
3014
3015                 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3016                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
3017         }
3018
3019         #[test]
3020         fn removes_uncertainity_when_exact_liquidity_known() {
3021                 let logger = TestLogger::new();
3022                 let network_graph = network_graph(&logger);
3023                 let params = ProbabilisticScoringFeeParameters::default();
3024                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3025                 let source = source_node_id();
3026                 let target = target_node_id();
3027
3028                 let base_penalty_msat = params.base_penalty_msat;
3029                 let usage = ChannelUsage {
3030                         amount_msat: 750,
3031                         inflight_htlc_msat: 0,
3032                         effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3033                 };
3034                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
3035
3036                 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3037                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
3038
3039                 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3040                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
3041         }
3042
3043         #[test]
3044         fn remembers_historical_failures() {
3045                 let logger = TestLogger::new();
3046                 let network_graph = network_graph(&logger);
3047                 let params = ProbabilisticScoringFeeParameters {
3048                         historical_liquidity_penalty_multiplier_msat: 1024,
3049                         historical_liquidity_penalty_amount_multiplier_msat: 1024,
3050                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3051                 };
3052                 let decay_params = ProbabilisticScoringDecayParameters {
3053                         liquidity_offset_half_life: Duration::from_secs(60 * 60),
3054                         historical_no_updates_half_life: Duration::from_secs(10),
3055                 };
3056                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3057                 let source = source_node_id();
3058                 let target = target_node_id();
3059
3060                 let usage = ChannelUsage {
3061                         amount_msat: 100,
3062                         inflight_htlc_msat: 0,
3063                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3064                 };
3065                 let usage_1 = ChannelUsage {
3066                         amount_msat: 1,
3067                         inflight_htlc_msat: 0,
3068                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3069                 };
3070
3071                 // With no historical data the normal liquidity penalty calculation is used.
3072                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
3073                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3074                         None);
3075                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3076                         None);
3077
3078                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3079                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
3080                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, &params), 128);
3081                 // The "it failed" increment is 32, where the probability should lie several buckets into
3082                 // the first octile.
3083                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3084                         Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3085                                 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3086                 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1)
3087                         .unwrap() > 0.35);
3088                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3089                         Some(0.0));
3090
3091                 // Even after we tell the scorer we definitely have enough available liquidity, it will
3092                 // still remember that there was some failure in the past, and assign a non-0 penalty.
3093                 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3094                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 32);
3095                 // The first points should be decayed just slightly and the last bucket has a new point.
3096                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3097                         Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3098                                 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3099
3100                 // The exact success probability is a bit complicated and involves integer rounding, so we
3101                 // simply check bounds here.
3102                 let five_hundred_prob =
3103                         scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
3104                 assert!(five_hundred_prob > 0.66);
3105                 assert!(five_hundred_prob < 0.68);
3106                 let one_prob =
3107                         scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3108                 assert!(one_prob < 1.0);
3109                 assert!(one_prob > 0.95);
3110
3111                 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3112                 // gone), and check that we're back to where we started.
3113                 SinceEpoch::advance(Duration::from_secs(10 * 16));
3114                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
3115                 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3116                 // data entirely instead.
3117                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3118                         None);
3119                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3120
3121                 let mut usage = ChannelUsage {
3122                         amount_msat: 100,
3123                         inflight_htlc_msat: 1024,
3124                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3125                 };
3126                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3127                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
3128                 usage.inflight_htlc_msat = 0;
3129                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 866);
3130
3131                 let usage = ChannelUsage {
3132                         amount_msat: 1,
3133                         inflight_htlc_msat: 0,
3134                         effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3135                 };
3136                 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, &params), 2048);
3137
3138                 // Advance to decay all liquidity offsets to zero.
3139                 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3140
3141                 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3142                 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3143                 let path = vec![
3144                         path_hop(target_pubkey(), 43, 2),
3145                         path_hop(source_pubkey(), 42, 1),
3146                         path_hop(sender_pubkey(), 41, 0),
3147                 ];
3148                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3149         }
3150
3151         #[test]
3152         fn adds_anti_probing_penalty() {
3153                 let logger = TestLogger::new();
3154                 let network_graph = network_graph(&logger);
3155                 let source = source_node_id();
3156                 let target = target_node_id();
3157                 let params = ProbabilisticScoringFeeParameters {
3158                         anti_probing_penalty_msat: 500,
3159                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3160                 };
3161                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3162
3163                 // Check we receive no penalty for a low htlc_maximum_msat.
3164                 let usage = ChannelUsage {
3165                         amount_msat: 512_000,
3166                         inflight_htlc_msat: 0,
3167                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3168                 };
3169                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3170
3171                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3172                 let usage = ChannelUsage {
3173                         amount_msat: 512_000,
3174                         inflight_htlc_msat: 0,
3175                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3176                 };
3177                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
3178
3179                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3180                 let usage = ChannelUsage {
3181                         amount_msat: 512_000,
3182                         inflight_htlc_msat: 0,
3183                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3184                 };
3185                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
3186
3187                 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3188                 let usage = ChannelUsage {
3189                         amount_msat: 512_000,
3190                         inflight_htlc_msat: 0,
3191                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3192                 };
3193                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3194         }
3195
3196         #[test]
3197         fn scores_with_blinded_path() {
3198                 // Make sure we'll account for a blinded path's final_value_msat in scoring
3199                 let logger = TestLogger::new();
3200                 let network_graph = network_graph(&logger);
3201                 let params = ProbabilisticScoringFeeParameters {
3202                         liquidity_penalty_multiplier_msat: 1_000,
3203                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3204                 };
3205                 let decay_params = ProbabilisticScoringDecayParameters::default();
3206                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3207                 let source = source_node_id();
3208                 let target = target_node_id();
3209                 let usage = ChannelUsage {
3210                         amount_msat: 512,
3211                         inflight_htlc_msat: 0,
3212                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3213                 };
3214                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
3215
3216                 let mut path = payment_path_for_amount(768);
3217                 let recipient_hop = path.hops.pop().unwrap();
3218                 let blinded_path = BlindedPath {
3219                         introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3220                         blinding_point: test_utils::pubkey(42),
3221                         blinded_hops: vec![
3222                                 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3223                         ],
3224                 };
3225                 path.blinded_tail = Some(BlindedTail {
3226                         hops: blinded_path.blinded_hops,
3227                         blinding_point: blinded_path.blinding_point,
3228                         excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3229                         final_value_msat: recipient_hop.fee_msat,
3230                 });
3231
3232                 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3233                 // final value is taken into account.
3234                 assert!(scorer.channel_liquidities.get(&42).is_none());
3235
3236                 scorer.payment_path_failed(&path, 42);
3237                 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3238                 scorer.payment_path_failed(&path, 43);
3239
3240                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3241                         .as_directed(&source, &target, 0, 1_000, decay_params);
3242                 assert_eq!(liquidity.min_liquidity_msat(), 256);
3243                 assert_eq!(liquidity.max_liquidity_msat(), 768);
3244         }
3245
3246         #[test]
3247         fn realistic_historical_failures() {
3248                 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3249                 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3250                 // properly.
3251                 let logger = TestLogger::new();
3252                 let mut network_graph = network_graph(&logger);
3253                 let params = ProbabilisticScoringFeeParameters {
3254                         historical_liquidity_penalty_multiplier_msat: 1024,
3255                         historical_liquidity_penalty_amount_multiplier_msat: 1024,
3256                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3257                 };
3258                 let decay_params = ProbabilisticScoringDecayParameters {
3259                         liquidity_offset_half_life: Duration::from_secs(60 * 60),
3260                         historical_no_updates_half_life: Duration::from_secs(10),
3261                         ..ProbabilisticScoringDecayParameters::default()
3262                 };
3263
3264                 let capacity_msat = 100_000_000_000;
3265                 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3266                 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3267
3268                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3269                 let source = source_node_id();
3270                 let target = target_node_id();
3271
3272                 let mut amount_msat = 10_000_000;
3273                 let usage = ChannelUsage {
3274                         amount_msat,
3275                         inflight_htlc_msat: 0,
3276                         effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3277                 };
3278                 // With no historical data the normal liquidity penalty calculation is used, which in this
3279                 // case is diminuitively low.
3280                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3281                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3282                         None);
3283                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3284                         None);
3285
3286                 // Fail to pay once, and then check the buckets and penalty.
3287                 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3288                 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3289                 // same bucket which is the only maximum datapoint.
3290                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params),
3291                         2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3292                 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3293                 // 6k sats and 12k sats).
3294                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3295                         Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3296                                 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3297                 // The success probability estimate itself should be zero.
3298                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3299                         Some(0.0));
3300
3301                 // Now test again with the amount in the bottom bucket.
3302                 amount_msat /= 2;
3303                 // The new amount is entirely within the only minimum bucket with score, so the probability
3304                 // we assign is 1/2.
3305                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3306                         Some(0.5));
3307
3308                 // ...but once we see a failure, we consider the payment to be substantially less likely,
3309                 // even though not a probability of zero as we still look at the second max bucket which
3310                 // now shows 31.
3311                 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3312                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3313                         Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3314                                 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3315                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3316                         Some(0.0));
3317         }
3318 }