1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
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};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// 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.
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`.
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
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);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
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);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
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
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
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.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
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 {}
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> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
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)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
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) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
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,
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,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: 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>;
364 /// Probabilistic [`Score`] implementation.
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,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringFeeParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
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.
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.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
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
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
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.
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.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
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.
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.
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.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
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.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
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.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
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.
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.
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.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
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,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> 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,
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());
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>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
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);
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);
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);
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();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> 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,
583 /// Parameters for configuring [`ProbabilisticScorer`].
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
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
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
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.
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.
616 /// Default value: 6 hours
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,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> 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),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> 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),
644 /// Accounting for channel liquidity balance uncertainty.
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,
653 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654 max_liquidity_offset_msat: u64,
656 /// Time when the liquidity bounds were last modified.
659 min_liquidity_offset_history: HistoricalBucketRangeTracker,
660 max_liquidity_offset_history: HistoricalBucketRangeTracker,
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,
673 decay_params: ProbabilisticScoringDecayParameters,
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 {
684 channel_liquidities: HashMap::new(),
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());
694 /// Dump the contents of this scorer into the configured logger.
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) {
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);
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]));
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]);
740 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
744 log_direction(&chan_debug.node_one, &chan_debug.node_two);
745 log_direction(&chan_debug.node_two, &chan_debug.node_one);
747 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
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();
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()));
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.
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.
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.
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.
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.
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.
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();
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);
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
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));
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
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)
831 let graph = self.network_graph.read_only();
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);
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);
850 impl<T: Time> ChannelLiquidity<T> {
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(),
862 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
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) =
869 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
870 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
872 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
873 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
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,
885 last_updated: &self.last_updated,
887 decay_params: decay_params,
891 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
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) =
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)
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)
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,
914 last_updated: &mut self.last_updated,
916 decay_params: decay_params,
921 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
923 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
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;
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;
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
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);
941 let mut res = if amount_msat <= min_liquidity_msat {
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)
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.
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)
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));
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)
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));
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));
1006 /// Computes the liquidity penalty from the penalty multipliers.
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,
1011 negative_log10_times_2048 =
1012 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
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;
1021 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1024 /// Returns the lower bound of the channel liquidity balance in this direction.
1026 fn min_liquidity_msat(&self) -> u64 {
1027 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1030 /// Returns the upper bound of the channel liquidity balance in this direction.
1032 fn max_liquidity_msat(&self) -> u64 {
1033 self.available_capacity()
1034 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1037 /// Returns the capacity minus the in-flight HTLCs in this direction.
1039 fn available_capacity(&self) -> u64 {
1040 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1043 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1044 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
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
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 {
1056 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1058 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
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);
1074 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1075 chan_descr, existing_max_msat, amount_msat);
1077 self.update_history_buckets(0);
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);
1087 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1088 chan_descr, existing_min_msat, amount_msat);
1090 self.update_history_buckets(0);
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);
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);
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
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
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() {
1128 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1130 *self.last_updated = self.now;
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() {
1139 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1141 *self.last_updated = self.now;
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
1150 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
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);
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 } =>
1163 if usage.amount_msat > amount_msat {
1164 return u64::max_value();
1166 return base_penalty_msat;
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;
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)
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));
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);
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);
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);
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);
1224 if at_failed_channel { break; }
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));
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);
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);
1254 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1255 self.payment_path_failed(path, short_channel_id)
1258 fn probe_successful(&mut self, path: &Path) {
1259 self.payment_path_failed(path, u64::max_value())
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;
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],
1531 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
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
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]
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]);
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);
1565 print!("{}, ", log10_times_2048);
1573 mod bucketed_history {
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.
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.
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.
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,
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)
1598 const POSITION_TICKS: u16 = 1 << 14;
1600 fn pos_to_bucket(pos: u16) -> usize {
1601 for bucket in 0..32 {
1602 if pos < BUCKET_START_POS[bucket + 1] {
1606 debug_assert!(false);
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];
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);
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);
1630 legacy_bucket_iter += 1;
1633 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1634 assert_eq!(min_size_iter, POSITION_TICKS);
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)
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)
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.
1654 debug_assert!(pos < POSITION_TICKS);
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 {
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;
1676 HistoricalBucketRangeTracker { buckets }
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 {
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.
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.
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.
1700 // In total, this allows us to track data for the last 8,000 or so payments across a given
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
1708 // The constants were picked experimentally, selecting a decay amount that restricts us
1709 // from overflowing buckets without having to cap them manually.
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;
1716 let bucket = pos_to_bucket(pos);
1717 self.buckets[bucket] = self.buckets[bucket].saturating_add(32);
1720 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1721 /// datapoints as we receive newer information.
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);
1730 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1731 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
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
1738 pub(super) min_liquidity_offset_history: D,
1739 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1741 pub(super) max_liquidity_offset_history: D,
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)?;
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))
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);
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);
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 {
1775 Some((total_valid_points_tracked, required_decays))
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)
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; }
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)?;
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);
1812 total_max_points += *max_bucket as u64;
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
1823 (max_bucket_end_pos + 1) as u64;
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
1838 } else if payment_pos < min_bucket_start_pos {
1839 cumulative_success_prob_times_billion += bucket_prob_times_billion;
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
1845 ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1850 Some(cumulative_success_prob_times_billion)
1854 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1856 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1858 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1859 write_tlv_fields!(w, {
1860 (0, self.channel_liquidities, required),
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 {
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),
1881 channel_liquidities,
1886 impl<T: Time> Writeable for ChannelLiquidity<T> {
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),
1903 impl<T: Time> Readable for ChannelLiquidity<T> {
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),
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();
1931 let last_updated = if wall_clock_now > duration_since_epoch {
1932 now - (wall_clock_now - duration_since_epoch)
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());
1938 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
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());
1945 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
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(),
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;
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};
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;
1982 fn source_privkey() -> SecretKey {
1983 SecretKey::from_slice(&[42; 32]).unwrap()
1986 fn target_privkey() -> SecretKey {
1987 SecretKey::from_slice(&[43; 32]).unwrap()
1990 fn source_pubkey() -> PublicKey {
1991 let secp_ctx = Secp256k1::new();
1992 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1995 fn target_pubkey() -> PublicKey {
1996 let secp_ctx = Secp256k1::new();
1997 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2000 fn source_node_id() -> NodeId {
2001 NodeId::from_pubkey(&source_pubkey())
2004 fn target_node_id() -> NodeId {
2005 NodeId::from_pubkey(&target_pubkey())
2008 // `ProbabilisticScorer` tests
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>;
2013 fn sender_privkey() -> SecretKey {
2014 SecretKey::from_slice(&[41; 32]).unwrap()
2017 fn recipient_privkey() -> SecretKey {
2018 SecretKey::from_slice(&[45; 32]).unwrap()
2021 fn sender_pubkey() -> PublicKey {
2022 let secp_ctx = Secp256k1::new();
2023 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2026 fn recipient_pubkey() -> PublicKey {
2027 let secp_ctx = Secp256k1::new();
2028 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2031 fn sender_node_id() -> NodeId {
2032 NodeId::from_pubkey(&sender_pubkey())
2035 fn recipient_node_id() -> NodeId {
2036 NodeId::from_pubkey(&recipient_pubkey())
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());
2048 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2049 node_2_key: SecretKey
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,
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(),
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,
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);
2081 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2082 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
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,
2091 cltv_expiry_delta: 18,
2092 htlc_minimum_msat: 0,
2095 fee_proportional_millionths: 0,
2096 excess_data: Vec::new(),
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,
2103 network_graph.update_channel(&signed_update).unwrap();
2106 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2107 let config = UserConfig::default();
2110 node_features: channelmanager::provided_node_features(&config),
2112 channel_features: channelmanager::provided_channel_features(&config),
2114 cltv_expiry_delta: 18,
2118 fn payment_path_for_amount(amount_msat: u64) -> Path {
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,
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)
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(),
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(),
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);
2153 // Update minimum liquidity.
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);
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);
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);
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);
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);
2179 // Update maximum liquidity.
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);
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);
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);
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);
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);
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)
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(),
2219 let source = source_node_id();
2220 let target = target_node_id();
2221 assert!(source > target);
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);
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);
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);
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);
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);
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);
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);
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);
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)
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(),
2278 let source = source_node_id();
2279 let target = target_node_id();
2280 assert!(source > target);
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);
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);
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);
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);
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);
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);
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);
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);
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()
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();
2337 let usage = ChannelUsage {
2339 inflight_htlc_msat: 0,
2340 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2342 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2343 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2344 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2345 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2346 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2347 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2348 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2350 let usage = ChannelUsage {
2352 inflight_htlc_msat: 0,
2353 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2355 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2356 let usage = ChannelUsage { amount_msat: 256, ..usage };
2357 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2358 let usage = ChannelUsage { amount_msat: 374, ..usage };
2359 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2360 let usage = ChannelUsage { amount_msat: 512, ..usage };
2361 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2362 let usage = ChannelUsage { amount_msat: 640, ..usage };
2363 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2364 let usage = ChannelUsage { amount_msat: 768, ..usage };
2365 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2366 let usage = ChannelUsage { amount_msat: 896, ..usage };
2367 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
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()
2380 let decay_params = ProbabilisticScoringDecayParameters {
2381 ..ProbabilisticScoringDecayParameters::zero_penalty()
2383 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
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(),
2390 let source = source_node_id();
2391 let target = target_node_id();
2393 let usage = ChannelUsage {
2395 inflight_htlc_msat: 0,
2396 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2398 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2399 let usage = ChannelUsage { amount_msat: 50, ..usage };
2400 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2401 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2402 let usage = ChannelUsage { amount_msat: 61, ..usage };
2403 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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()
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 {
2419 inflight_htlc_msat: 0,
2420 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2422 let failed_path = payment_path_for_amount(500);
2423 let successful_path = payment_path_for_amount(200);
2425 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2427 scorer.payment_path_failed(&failed_path, 41);
2428 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2430 scorer.payment_path_successful(&successful_path);
2431 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
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()
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);
2447 let usage = ChannelUsage {
2449 inflight_htlc_msat: 0,
2450 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2452 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2453 let usage = ChannelUsage { amount_msat: 500, ..usage };
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2455 let usage = ChannelUsage { amount_msat: 750, ..usage };
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2458 scorer.payment_path_failed(&path, 43);
2460 let usage = ChannelUsage { amount_msat: 250, ..usage };
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2462 let usage = ChannelUsage { amount_msat: 500, ..usage };
2463 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2464 let usage = ChannelUsage { amount_msat: 750, ..usage };
2465 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
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()
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);
2482 let usage = ChannelUsage {
2484 inflight_htlc_msat: 0,
2485 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2487 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2488 let usage = ChannelUsage { amount_msat: 500, ..usage };
2489 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2490 let usage = ChannelUsage { amount_msat: 750, ..usage };
2491 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2493 scorer.payment_path_failed(&path, 42);
2495 let usage = ChannelUsage { amount_msat: 250, ..usage };
2496 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2497 let usage = ChannelUsage { amount_msat: 500, ..usage };
2498 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2499 let usage = ChannelUsage { amount_msat: 750, ..usage };
2500 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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);
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);
2527 path_hop(pub_b, 42, 1),
2528 path_hop(pub_c, 43, 2),
2529 path_hop(pub_d, 44, 100),
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);
2537 let params = ProbabilisticScoringFeeParameters {
2538 liquidity_penalty_multiplier_msat: 1_000,
2539 ..ProbabilisticScoringFeeParameters::zero_penalty()
2541 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2543 let usage = ChannelUsage {
2545 inflight_htlc_msat: 0,
2546 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2548 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 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, ¶ms), 128);
2551 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2553 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2555 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 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, ¶ms), 128);
2558 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
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()
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 {
2576 inflight_htlc_msat: 0,
2577 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2580 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2581 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2582 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2584 scorer.payment_path_successful(&payment_path_for_amount(500));
2586 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2587 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2588 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
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()
2600 let decay_params = ProbabilisticScoringDecayParameters {
2601 liquidity_offset_half_life: Duration::from_secs(10),
2602 ..ProbabilisticScoringDecayParameters::zero_penalty()
2604 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2605 let source = source_node_id();
2606 let target = target_node_id();
2608 let usage = ChannelUsage {
2610 inflight_htlc_msat: 0,
2611 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2613 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2614 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2615 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2617 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2618 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2620 // Initial penalties
2621 let usage = ChannelUsage { amount_msat: 128, ..usage };
2622 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2623 let usage = ChannelUsage { amount_msat: 256, ..usage };
2624 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2625 let usage = ChannelUsage { amount_msat: 768, ..usage };
2626 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2627 let usage = ChannelUsage { amount_msat: 896, ..usage };
2628 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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, ¶ms), 0);
2634 let usage = ChannelUsage { amount_msat: 256, ..usage };
2635 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2636 let usage = ChannelUsage { amount_msat: 768, ..usage };
2637 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2638 let usage = ChannelUsage { amount_msat: 896, ..usage };
2639 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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, ¶ms), 22);
2645 let usage = ChannelUsage { amount_msat: 256, ..usage };
2646 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2647 let usage = ChannelUsage { amount_msat: 768, ..usage };
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2649 let usage = ChannelUsage { amount_msat: 896, ..usage };
2650 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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, ¶ms), 0);
2656 let usage = ChannelUsage { amount_msat: 128, ..usage };
2657 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2658 let usage = ChannelUsage { amount_msat: 896, ..usage };
2659 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2660 let usage = ChannelUsage { amount_msat: 960, ..usage };
2661 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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, ¶ms), 0);
2667 let usage = ChannelUsage { amount_msat: 1, ..usage };
2668 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2669 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2670 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2671 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2672 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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, ¶ms), 0);
2678 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2679 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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, ¶ms), 0);
2684 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2685 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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()
2696 let decay_params = ProbabilisticScoringDecayParameters {
2697 liquidity_offset_half_life: Duration::from_secs(10),
2698 ..ProbabilisticScoringDecayParameters::default()
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 {
2705 inflight_htlc_msat: 0,
2706 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2708 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2710 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2711 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
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, ¶ms), 125);
2718 SinceEpoch::advance(Duration::from_secs(10));
2719 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
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()
2730 let decay_params = ProbabilisticScoringDecayParameters {
2731 liquidity_offset_half_life: Duration::from_secs(10),
2732 ..ProbabilisticScoringDecayParameters::default()
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 {
2739 inflight_htlc_msat: 0,
2740 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2743 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
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, ¶ms), 281);
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, ¶ms), 291);
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, ¶ms), 331);
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, ¶ms), 245);
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, ¶ms), 280);
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()
2778 let decay_params = ProbabilisticScoringDecayParameters {
2779 liquidity_offset_half_life: Duration::from_secs(10),
2780 ..ProbabilisticScoringDecayParameters::default()
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 {
2787 inflight_htlc_msat: 0,
2788 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2791 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2792 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2794 SinceEpoch::advance(Duration::from_secs(10));
2795 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2797 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2798 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2800 let mut serialized_scorer = Vec::new();
2801 scorer.write(&mut serialized_scorer).unwrap();
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, ¶ms), 300);
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()
2818 let decay_params = ProbabilisticScoringDecayParameters {
2819 liquidity_offset_half_life: Duration::from_secs(10),
2820 ..ProbabilisticScoringDecayParameters::zero_penalty()
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 {
2827 inflight_htlc_msat: 0,
2828 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2831 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2832 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2834 let mut serialized_scorer = Vec::new();
2835 scorer.write(&mut serialized_scorer).unwrap();
2837 SinceEpoch::advance(Duration::from_secs(10));
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, ¶ms), 473);
2844 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2845 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2847 SinceEpoch::advance(Duration::from_secs(10));
2848 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
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();
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 },
2867 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2868 let usage = ChannelUsage {
2869 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2871 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2872 let usage = ChannelUsage {
2873 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2875 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2876 let usage = ChannelUsage {
2877 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2879 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2880 let usage = ChannelUsage {
2881 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2883 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2884 let usage = ChannelUsage {
2885 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2887 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2888 let usage = ChannelUsage {
2889 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2891 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2892 let usage = ChannelUsage {
2893 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2895 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2896 let usage = ChannelUsage {
2897 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2899 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2900 let usage = ChannelUsage {
2901 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2903 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2904 let usage = ChannelUsage {
2905 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2907 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
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 {
2918 inflight_htlc_msat: 0,
2919 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2922 let params = ProbabilisticScoringFeeParameters {
2923 liquidity_penalty_multiplier_msat: 1_000,
2924 ..ProbabilisticScoringFeeParameters::zero_penalty()
2926 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2927 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2929 let params = ProbabilisticScoringFeeParameters {
2930 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2931 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2933 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2934 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
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()
2942 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2943 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
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 },
2958 let params = ProbabilisticScoringFeeParameters {
2959 liquidity_penalty_multiplier_msat: 1_000,
2960 liquidity_penalty_amount_multiplier_msat: 0,
2961 ..ProbabilisticScoringFeeParameters::zero_penalty()
2963 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2964 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2966 let params = ProbabilisticScoringFeeParameters {
2967 liquidity_penalty_multiplier_msat: 1_000,
2968 liquidity_penalty_amount_multiplier_msat: 256,
2969 ..ProbabilisticScoringFeeParameters::zero_penalty()
2971 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2972 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
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,
2987 let params = ProbabilisticScoringFeeParameters {
2988 liquidity_penalty_multiplier_msat: 40_000,
2989 ..ProbabilisticScoringFeeParameters::zero_penalty()
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, ¶ms), 80_000);
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()
3004 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3005 let source = source_node_id();
3006 let target = target_node_id();
3008 let usage = ChannelUsage {
3010 inflight_htlc_msat: 0,
3011 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3013 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3015 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3016 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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();
3028 let base_penalty_msat = params.base_penalty_msat;
3029 let usage = ChannelUsage {
3031 inflight_htlc_msat: 0,
3032 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3034 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3036 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3037 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
3039 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3040 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
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()
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),
3056 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3057 let source = source_node_id();
3058 let target = target_node_id();
3060 let usage = ChannelUsage {
3062 inflight_htlc_msat: 0,
3063 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3065 let usage_1 = ChannelUsage {
3067 inflight_htlc_msat: 0,
3068 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3071 // With no historical data the normal liquidity penalty calculation is used.
3072 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3073 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3075 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3078 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3079 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3080 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 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)
3088 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
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, ¶ms), 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])));
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);
3107 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3108 assert!(one_prob < 1.0);
3109 assert!(one_prob > 0.95);
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, ¶ms), 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),
3119 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3121 let mut usage = ChannelUsage {
3123 inflight_htlc_msat: 1024,
3124 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3126 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3127 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3128 usage.inflight_htlc_msat = 0;
3129 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 866);
3131 let usage = ChannelUsage {
3133 inflight_htlc_msat: 0,
3134 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3136 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3138 // Advance to decay all liquidity offsets to zero.
3139 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
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.
3144 path_hop(target_pubkey(), 43, 2),
3145 path_hop(source_pubkey(), 42, 1),
3146 path_hop(sender_pubkey(), 41, 0),
3148 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
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()
3161 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
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 },
3169 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
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 },
3177 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
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 },
3185 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
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 },
3193 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
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()
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 {
3211 inflight_htlc_msat: 0,
3212 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3214 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
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),
3222 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
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,
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());
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);
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);
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
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()
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()
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);
3268 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3269 let source = source_node_id();
3270 let target = target_node_id();
3272 let mut amount_msat = 10_000_000;
3273 let usage = ChannelUsage {
3275 inflight_htlc_msat: 0,
3276 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
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, ¶ms), 0);
3281 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3283 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
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, ¶ms),
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),
3301 // Now test again with the amount in the bottom bucket.
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),
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
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),