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 #[cfg(not(c_bindings))]
92 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
93 /// on a per-routefinding-call basis through to the scorer methods,
94 /// which are used to determine the parameters for the suitability of channels for use.
96 /// Note that due to limitations in many other languages' generics features, language bindings
97 /// use [`ProbabilisticScoringFeeParameters`] for the parameters on all scorers.
99 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
100 /// given channel in the direction from `source` to `target`.
102 /// The channel's capacity (less any other MPP parts that are also being considered for use in
103 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
104 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
105 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
106 /// Thus, implementations should be overflow-safe.
107 fn channel_penalty_msat(
108 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
111 /// Handles updating channel penalties after failing to route through a channel.
112 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
114 /// Handles updating channel penalties after successfully routing along a path.
115 fn payment_path_successful(&mut self, path: &Path);
117 /// Handles updating channel penalties after a probe over the given path failed.
118 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
120 /// Handles updating channel penalties after a probe over the given path succeeded.
121 fn probe_successful(&mut self, path: &Path);
124 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
125 #[cfg(not(c_bindings))]
126 type ScoreParams = S::ScoreParams;
128 fn channel_penalty_msat(
129 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
131 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
134 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
135 self.deref_mut().payment_path_failed(path, short_channel_id)
138 fn payment_path_successful(&mut self, path: &Path) {
139 self.deref_mut().payment_path_successful(path)
142 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
143 self.deref_mut().probe_failed(path, short_channel_id)
146 fn probe_successful(&mut self, path: &Path) {
147 self.deref_mut().probe_successful(path)
153 define_score!(Writeable);
154 #[cfg(not(c_bindings))]
157 /// A scorer that is accessed under a lock.
159 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
160 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
161 /// implementations. Internal locking would be detrimental to route finding performance and could
162 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
164 /// [`find_route`]: crate::routing::router::find_route
165 pub trait LockableScore<'a> {
166 /// The locked [`Score`] type.
167 type Locked: 'a + Score;
169 /// Returns the locked scorer.
170 fn lock(&'a self) -> Self::Locked;
173 /// Refers to a scorer that is accessible under lock and also writeable to disk
175 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
176 /// use the Persister to persist it.
177 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
179 #[cfg(not(c_bindings))]
180 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
181 #[cfg(not(c_bindings))]
182 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
183 type Locked = MutexGuard<'a, T>;
185 fn lock(&'a self) -> Self::Locked {
186 Mutex::lock(self).unwrap()
190 #[cfg(not(c_bindings))]
191 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
192 type Locked = RefMut<'a, T>;
194 fn lock(&'a self) -> Self::Locked {
200 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
201 pub struct MultiThreadedLockableScore<T: Score> {
206 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> Score for MultiThreadedScoreLock<'a, T> {
245 fn channel_penalty_msat(
246 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
248 self.0.channel_penalty_msat(short_channel_id, source, target, usage, score_params)
251 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
252 self.0.payment_path_failed(path, short_channel_id)
255 fn payment_path_successful(&mut self, path: &Path) {
256 self.0.payment_path_successful(path)
259 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
260 self.0.probe_failed(path, short_channel_id)
263 fn probe_successful(&mut self, path: &Path) {
264 self.0.probe_successful(path)
268 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
269 #[derive(Clone, Copy, Debug, PartialEq)]
270 pub struct ChannelUsage {
271 /// The amount to send through the channel, denominated in millisatoshis.
272 pub amount_msat: u64,
274 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
275 /// as part of a multi-path payment.
276 pub inflight_htlc_msat: u64,
278 /// The effective capacity of the channel.
279 pub effective_capacity: EffectiveCapacity,
283 /// [`Score`] implementation that uses a fixed penalty.
284 pub struct FixedPenaltyScorer {
288 impl FixedPenaltyScorer {
289 /// Creates a new scorer using `penalty_msat`.
290 pub fn with_penalty(penalty_msat: u64) -> Self {
291 Self { penalty_msat }
295 impl Score for FixedPenaltyScorer {
296 #[cfg(not(c_bindings))]
297 type ScoreParams = ();
298 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &ProbabilisticScoringFeeParameters) -> u64 {
302 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
304 fn payment_path_successful(&mut self, _path: &Path) {}
306 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
308 fn probe_successful(&mut self, _path: &Path) {}
311 impl Writeable for FixedPenaltyScorer {
313 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
314 write_tlv_fields!(w, {});
319 impl ReadableArgs<u64> for FixedPenaltyScorer {
321 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
322 read_tlv_fields!(r, {});
323 Ok(Self { penalty_msat })
327 #[cfg(not(feature = "no-std"))]
328 /// [`Score`] implementation using channel success probability distributions.
330 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
331 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
332 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
333 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
335 /// These bounds are then used to determine a success probability using the formula from
336 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
337 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
339 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
340 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
341 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
342 /// terms of the entire path's success probability. This allows the router to directly compare
343 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
345 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
347 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
348 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
349 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
350 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
355 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
358 /// [1]: https://arxiv.org/abs/2107.05322
359 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
360 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
361 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
362 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
363 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
364 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::MonotonicTime>;
366 #[cfg(feature = "no-std")]
367 /// [`Score`] implementation using channel success probability distributions.
369 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
370 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
371 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
372 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
374 /// These bounds are then used to determine a success probability using the formula from
375 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
376 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
378 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
379 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
380 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
381 /// terms of the entire path's success probability. This allows the router to directly compare
382 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
384 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
386 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
387 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
388 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
389 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
394 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
397 /// [1]: https://arxiv.org/abs/2107.05322
398 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
399 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
400 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
401 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
402 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
403 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, crate::util::time::Eternity>;
405 /// Probabilistic [`Score`] implementation.
407 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
408 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
409 where L::Target: Logger {
410 decay_params: ProbabilisticScoringDecayParameters,
413 // TODO: Remove entries of closed channels.
414 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
417 /// Parameters for configuring [`ProbabilisticScorer`].
419 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
420 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
422 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
425 pub struct ProbabilisticScoringFeeParameters {
426 /// A fixed penalty in msats to apply to each channel.
428 /// Default value: 500 msat
429 pub base_penalty_msat: u64,
431 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
432 /// channel, in excess of the [`base_penalty_msat`].
434 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
435 /// fees plus penalty) for large payments. The penalty is computed as the product of this
436 /// multiplier and `2^30`ths of the payment amount.
438 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
440 /// Default value: 8,192 msat
442 /// [`base_penalty_msat`]: Self::base_penalty_msat
443 pub base_penalty_amount_multiplier_msat: u64,
445 /// A multiplier used in conjunction with the negative `log10` of the channel's success
446 /// probability for a payment, as determined by our latest estimates of the channel's
447 /// liquidity, to determine the liquidity penalty.
449 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
450 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
451 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
452 /// lower bounding the success probability to `0.01`) when the amount falls within the
453 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
454 /// result in a `u64::max_value` penalty, however.
456 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
458 /// Default value: 30,000 msat
460 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
461 pub liquidity_penalty_multiplier_msat: u64,
463 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
464 /// channel's success probability for the payment, as determined by our latest estimates of the
465 /// channel's liquidity, to determine the amount penalty.
467 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
468 /// fees plus penalty) for large payments. The penalty is computed as the product of this
469 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
470 /// success probability.
472 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
474 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
475 /// the amount will result in a penalty of the multiplier. And, as the success probability
476 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
477 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
480 /// Default value: 192 msat
481 pub liquidity_penalty_amount_multiplier_msat: u64,
483 /// A multiplier used in conjunction with the negative `log10` of the channel's success
484 /// probability for the payment, as determined based on the history of our estimates of the
485 /// channel's available liquidity, to determine a penalty.
487 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
488 /// only our latest estimate for the current liquidity available in the channel, it estimates
489 /// success probability based on the estimated liquidity available in the channel through
490 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
491 /// track which of several buckets those bounds fall into, exponentially decaying the
492 /// probability of each bucket as new samples are added.
494 /// Default value: 10,000 msat
496 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
497 pub historical_liquidity_penalty_multiplier_msat: u64,
499 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
500 /// channel's success probability for the payment, as determined based on the history of our
501 /// estimates of the channel's available liquidity, to determine a penalty.
503 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
504 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
505 /// of the payment amount, weighted by the negative `log10` of the success probability.
507 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
508 /// of using only our latest estimate for the current liquidity available in the channel, it
509 /// estimates success probability based on the estimated liquidity available in the channel
510 /// through history. Specifically, every time we update our liquidity bounds on a given
511 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
512 /// the probability of each bucket as new samples are added.
514 /// Default value: 64 msat
516 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
517 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
519 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
520 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
521 /// considered during path finding.
523 /// This is not exported to bindings users
524 pub manual_node_penalties: HashMap<NodeId, u64>,
526 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
527 /// channel's capacity, (ie. htlc_maximum_msat ≥ 0.5 * channel_capacity) which makes us
528 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
529 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
530 /// to restrict `htlc_maximum_msat` and improve privacy.
532 /// Default value: 250 msat
533 pub anti_probing_penalty_msat: u64,
535 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
536 /// current estimate of the channel's available liquidity.
538 /// Note that in this case all other penalties, including the
539 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
540 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
541 /// applicable, are still included in the overall penalty.
543 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
544 /// `u64::max_value()` will guarantee that.
546 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
548 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
549 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
550 /// [`base_penalty_msat`]: Self::base_penalty_msat
551 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
552 pub considered_impossible_penalty_msat: u64,
555 impl Default for ProbabilisticScoringFeeParameters {
556 fn default() -> Self {
558 base_penalty_msat: 500,
559 base_penalty_amount_multiplier_msat: 8192,
560 liquidity_penalty_multiplier_msat: 30_000,
561 liquidity_penalty_amount_multiplier_msat: 192,
562 manual_node_penalties: HashMap::new(),
563 anti_probing_penalty_msat: 250,
564 considered_impossible_penalty_msat: 1_0000_0000_000,
565 historical_liquidity_penalty_multiplier_msat: 10_000,
566 historical_liquidity_penalty_amount_multiplier_msat: 64,
571 impl ProbabilisticScoringFeeParameters {
572 /// Marks the node with the given `node_id` as banned,
573 /// i.e it will be avoided during path finding.
574 pub fn add_banned(&mut self, node_id: &NodeId) {
575 self.manual_node_penalties.insert(*node_id, u64::max_value());
578 /// Marks all nodes in the given list as banned, i.e.,
579 /// they will be avoided during path finding.
580 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
582 self.manual_node_penalties.insert(id, u64::max_value());
586 /// Removes the node with the given `node_id` from the list of nodes to avoid.
587 pub fn remove_banned(&mut self, node_id: &NodeId) {
588 self.manual_node_penalties.remove(node_id);
591 /// Sets a manual penalty for the given node.
592 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
593 self.manual_node_penalties.insert(*node_id, penalty);
596 /// Removes the node with the given `node_id` from the list of manual penalties.
597 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
598 self.manual_node_penalties.remove(node_id);
601 /// Clears the list of manual penalties that are applied during path finding.
602 pub fn clear_manual_penalties(&mut self) {
603 self.manual_node_penalties = HashMap::new();
608 impl ProbabilisticScoringFeeParameters {
609 fn zero_penalty() -> Self {
611 base_penalty_msat: 0,
612 base_penalty_amount_multiplier_msat: 0,
613 liquidity_penalty_multiplier_msat: 0,
614 liquidity_penalty_amount_multiplier_msat: 0,
615 historical_liquidity_penalty_multiplier_msat: 0,
616 historical_liquidity_penalty_amount_multiplier_msat: 0,
617 manual_node_penalties: HashMap::new(),
618 anti_probing_penalty_msat: 0,
619 considered_impossible_penalty_msat: 0,
624 /// Parameters for configuring [`ProbabilisticScorer`].
626 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
627 /// these decay parameters affect the score of the channel penalty and are not changed on a
628 /// per-route penalty cost call.
629 #[derive(Copy, Clone)]
630 pub struct ProbabilisticScoringDecayParameters {
631 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
632 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
633 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
635 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
637 /// Note that after 16 or more half lives all historical data will be completely gone.
639 /// Default value: 14 days
641 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
642 pub historical_no_updates_half_life: Duration,
644 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
645 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
646 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
649 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
650 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
651 /// struct documentation for more info on the way the liquidity bounds are used.
653 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
654 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
655 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
657 /// Default value: 6 hours
661 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
662 /// liquidity knowledge will never decay except when the bounds cross.
663 pub liquidity_offset_half_life: Duration,
666 impl Default for ProbabilisticScoringDecayParameters {
667 fn default() -> Self {
669 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
670 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
676 impl ProbabilisticScoringDecayParameters {
677 fn zero_penalty() -> Self {
679 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
680 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
685 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
686 /// in each of 8 buckets.
687 #[derive(Clone, Copy)]
688 struct HistoricalBucketRangeTracker {
692 impl HistoricalBucketRangeTracker {
693 fn new() -> Self { Self { buckets: [0; 8] } }
694 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
695 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
696 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
698 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
699 // the buckets for the current min and max liquidity offset positions.
701 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
702 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
703 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
705 // In total, this allows us to track data for the last 8,000 or so payments across a given
708 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
709 // and need to balance having more bits in the decimal part (to ensure decay isn't too
710 // non-linear) with having too few bits in the mantissa, causing us to not store very many
713 // The constants were picked experimentally, selecting a decay amount that restricts us
714 // from overflowing buckets without having to cap them manually.
716 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
717 // the channel's capacity, though the second should generally never happen.
718 debug_assert!(liquidity_offset_msat <= capacity_msat);
719 let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
720 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
721 debug_assert!(bucket_idx < 8);
723 for e in self.buckets.iter_mut() {
724 *e = ((*e as u32) * 2047 / 2048) as u16;
726 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
729 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
730 /// datapoints as we receive newer information.
731 fn time_decay_data(&mut self, half_lives: u32) {
732 for e in self.buckets.iter_mut() {
733 *e = e.checked_shr(half_lives).unwrap_or(0);
738 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
740 struct HistoricalMinMaxBuckets<'a> {
741 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
742 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
745 impl HistoricalMinMaxBuckets<'_> {
747 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
748 -> ([u16; 8], [u16; 8], u32) {
749 let required_decays = now.duration_since(last_updated).as_secs()
750 .checked_div(half_life.as_secs())
751 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
752 let mut min_buckets = *self.min_liquidity_offset_history;
753 min_buckets.time_decay_data(required_decays);
754 let mut max_buckets = *self.max_liquidity_offset_history;
755 max_buckets.time_decay_data(required_decays);
756 (min_buckets.buckets, max_buckets.buckets, required_decays)
760 fn calculate_success_probability_times_billion<T: Time>(
761 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
763 // If historical penalties are enabled, calculate the penalty by walking the set of
764 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
765 // each, calculate the probability of success given our payment amount, then total the
766 // weighted average probability of success.
768 // We use a sliding scale to decide which point within a given bucket will be compared to
769 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
770 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
771 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
772 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
773 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
774 // penalties to channels at the edges.
776 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
777 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
778 // for a 1 BTC channel!).
780 // If we used the middle of each bucket we'd never assign any penalty at all when sending
781 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
782 let mut total_valid_points_tracked = 0;
784 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
785 // don't actually use the decayed buckets, though, as that would lose precision.
786 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
787 self.get_decayed_buckets(now, last_updated, half_life);
788 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
792 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
793 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
794 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
797 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
798 // it as if we were fully decayed.
799 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
803 let mut cumulative_success_prob_times_billion = 0;
804 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
805 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
806 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
807 * 1024 * 1024 / total_valid_points_tracked;
808 let min_64th_bucket = min_idx as u8 * 9;
809 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
810 if payment_amt_64th_bucket > max_64th_bucket {
811 // Success probability 0, the payment amount is above the max liquidity
812 } else if payment_amt_64th_bucket <= min_64th_bucket {
813 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
815 cumulative_success_prob_times_billion += bucket_prob_times_million *
816 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
817 ((max_64th_bucket - min_64th_bucket) as u64);
822 Some(cumulative_success_prob_times_billion)
826 /// Accounting for channel liquidity balance uncertainty.
828 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
829 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
830 /// offset fields gives the opposite direction.
831 struct ChannelLiquidity<T: Time> {
832 /// Lower channel liquidity bound in terms of an offset from zero.
833 min_liquidity_offset_msat: u64,
835 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
836 max_liquidity_offset_msat: u64,
838 /// Time when the liquidity bounds were last modified.
841 min_liquidity_offset_history: HistoricalBucketRangeTracker,
842 max_liquidity_offset_history: HistoricalBucketRangeTracker,
845 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
846 /// decayed with a given half life.
847 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
848 min_liquidity_offset_msat: L,
849 max_liquidity_offset_msat: L,
850 min_liquidity_offset_history: BRT,
851 max_liquidity_offset_history: BRT,
852 inflight_htlc_msat: u64,
856 decay_params: ProbabilisticScoringDecayParameters,
859 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
860 /// Creates a new scorer using the given scoring parameters for sending payments from a node
861 /// through a network graph.
862 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
867 channel_liquidities: HashMap::new(),
872 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
873 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
877 /// Dump the contents of this scorer into the configured logger.
879 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
880 /// which may be a substantial amount of log output.
881 pub fn debug_log_liquidity_stats(&self) {
884 let graph = self.network_graph.read_only();
885 for (scid, liq) in self.channel_liquidities.iter() {
886 if let Some(chan_debug) = graph.channels().get(scid) {
887 let log_direction = |source, target| {
888 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
889 let amt = directed_info.effective_capacity().as_msat();
890 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
892 let buckets = HistoricalMinMaxBuckets {
893 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
894 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
896 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
897 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
899 log_debug!(self.logger, core::concat!(
900 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
901 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
902 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
903 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
904 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
905 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
906 // Note that the liquidity buckets are an offset from the edge, so we
907 // inverse the max order to get the probabilities from zero.
908 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
909 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
911 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
915 log_direction(&chan_debug.node_one, &chan_debug.node_two);
916 log_direction(&chan_debug.node_two, &chan_debug.node_one);
918 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
923 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
924 /// channel with `scid` towards the given `target` node.
925 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
926 let graph = self.network_graph.read_only();
928 if let Some(chan) = graph.channels().get(&scid) {
929 if let Some(liq) = self.channel_liquidities.get(&scid) {
930 if let Some((directed_info, source)) = chan.as_directed_to(target) {
931 let amt = directed_info.effective_capacity().as_msat();
932 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
933 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
940 /// Query the historical estimated minimum and maximum liquidity available for sending a
941 /// payment over the channel with `scid` towards the given `target` node.
943 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
944 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
945 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
946 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
947 /// Because the values are slowly decayed, more recent data points are weighted more heavily
948 /// than older datapoints.
950 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
951 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
952 /// the total of all buckets for the given bound.
954 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
955 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
956 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
957 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
959 /// Because the datapoints are decayed slowly over time, values will eventually return to
960 /// `Some(([0; 8], [0; 8]))`.
961 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
962 -> Option<([u16; 8], [u16; 8])> {
963 let graph = self.network_graph.read_only();
965 if let Some(chan) = graph.channels().get(&scid) {
966 if let Some(liq) = self.channel_liquidities.get(&scid) {
967 if let Some((directed_info, source)) = chan.as_directed_to(target) {
968 let amt = directed_info.effective_capacity().as_msat();
969 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
971 let buckets = HistoricalMinMaxBuckets {
972 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
973 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
975 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
976 *dir_liq.last_updated, self.decay_params.historical_no_updates_half_life);
977 // Note that the liquidity buckets are an offset from the edge, so we inverse
978 // the max order to get the probabilities from zero.
979 max_buckets.reverse();
980 return Some((min_buckets, max_buckets));
988 impl<T: Time> ChannelLiquidity<T> {
992 min_liquidity_offset_msat: 0,
993 max_liquidity_offset_msat: 0,
994 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
995 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
996 last_updated: T::now(),
1000 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1001 /// `capacity_msat`.
1003 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1004 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1005 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1006 if source < target {
1007 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1008 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1010 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1011 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1014 DirectedChannelLiquidity {
1015 min_liquidity_offset_msat,
1016 max_liquidity_offset_msat,
1017 min_liquidity_offset_history,
1018 max_liquidity_offset_history,
1021 last_updated: &self.last_updated,
1023 decay_params: decay_params,
1027 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1028 /// `capacity_msat`.
1030 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1031 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1032 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1033 if source < target {
1034 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1035 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1037 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1038 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1041 DirectedChannelLiquidity {
1042 min_liquidity_offset_msat,
1043 max_liquidity_offset_msat,
1044 min_liquidity_offset_history,
1045 max_liquidity_offset_history,
1048 last_updated: &mut self.last_updated,
1050 decay_params: decay_params,
1055 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1057 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1059 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1060 /// ratio, as X in 1/X.
1061 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1063 /// The divisor used when computing the amount penalty.
1064 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1065 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1067 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1068 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1070 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1071 let max_liquidity_msat = self.max_liquidity_msat();
1072 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1074 let mut res = if amount_msat <= min_liquidity_msat {
1076 } else if amount_msat >= max_liquidity_msat {
1077 // Equivalent to hitting the else clause below with the amount equal to the effective
1078 // capacity and without any certainty on the liquidity upper bound, plus the
1079 // impossibility penalty.
1080 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1081 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1082 score_params.liquidity_penalty_multiplier_msat,
1083 score_params.liquidity_penalty_amount_multiplier_msat)
1084 .saturating_add(score_params.considered_impossible_penalty_msat)
1086 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1087 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1088 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1089 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1090 // don't bother trying to use the log approximation as it gets too noisy to be
1091 // particularly helpful, instead just round down to 0.
1094 let negative_log10_times_2048 =
1095 approx::negative_log10_times_2048(numerator, denominator);
1096 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1097 score_params.liquidity_penalty_multiplier_msat,
1098 score_params.liquidity_penalty_amount_multiplier_msat)
1102 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1103 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1104 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1105 amount_msat * 64 / self.capacity_msat.saturating_add(1)
1107 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1108 // division. This branch should only be hit in fuzz testing since the amount would
1109 // need to be over 2.88 million BTC in practice.
1110 ((amount_msat as u128) * 64 / (self.capacity_msat as u128).saturating_add(1))
1111 .try_into().unwrap_or(65)
1113 #[cfg(not(fuzzing))]
1114 debug_assert!(payment_amt_64th_bucket <= 64);
1115 if payment_amt_64th_bucket > 64 { return res; }
1117 let buckets = HistoricalMinMaxBuckets {
1118 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1119 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1121 if let Some(cumulative_success_prob_times_billion) = buckets
1122 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1123 self.decay_params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1125 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1126 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1127 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1128 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1130 // If we don't have any valid points (or, once decayed, we have less than a full
1131 // point), redo the non-historical calculation with no liquidity bounds tracked and
1132 // the historical penalty multipliers.
1133 let available_capacity = self.available_capacity();
1134 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1135 let denominator = available_capacity.saturating_add(1);
1136 let negative_log10_times_2048 =
1137 approx::negative_log10_times_2048(numerator, denominator);
1138 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1139 score_params.historical_liquidity_penalty_multiplier_msat,
1140 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1147 /// Computes the liquidity penalty from the penalty multipliers.
1149 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1150 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1152 let liquidity_penalty_msat = {
1153 // Upper bound the liquidity penalty to ensure some channel is selected.
1154 let multiplier_msat = liquidity_penalty_multiplier_msat;
1155 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1156 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1158 let amount_penalty_msat = negative_log10_times_2048
1159 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1160 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1162 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1165 /// Returns the lower bound of the channel liquidity balance in this direction.
1166 fn min_liquidity_msat(&self) -> u64 {
1167 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1170 /// Returns the upper bound of the channel liquidity balance in this direction.
1171 fn max_liquidity_msat(&self) -> u64 {
1172 self.available_capacity()
1173 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1176 /// Returns the capacity minus the in-flight HTLCs in this direction.
1177 fn available_capacity(&self) -> u64 {
1178 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1181 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1182 self.now.duration_since(*self.last_updated).as_secs()
1183 .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1184 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1189 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1190 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1191 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1192 let existing_max_msat = self.max_liquidity_msat();
1193 if amount_msat < existing_max_msat {
1194 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1195 self.set_max_liquidity_msat(amount_msat);
1197 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1198 chan_descr, existing_max_msat, amount_msat);
1200 self.update_history_buckets();
1203 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1204 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1205 let existing_min_msat = self.min_liquidity_msat();
1206 if amount_msat > existing_min_msat {
1207 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1208 self.set_min_liquidity_msat(amount_msat);
1210 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1211 chan_descr, existing_min_msat, amount_msat);
1213 self.update_history_buckets();
1216 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1217 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1218 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1219 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1220 self.set_max_liquidity_msat(max_liquidity_msat);
1221 self.update_history_buckets();
1224 fn update_history_buckets(&mut self) {
1225 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1226 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1227 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1228 self.min_liquidity_offset_history.time_decay_data(half_lives);
1229 self.max_liquidity_offset_history.time_decay_data(half_lives);
1231 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1232 self.min_liquidity_offset_history.track_datapoint(
1233 min_liquidity_offset_msat, self.capacity_msat
1235 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1236 self.max_liquidity_offset_history.track_datapoint(
1237 max_liquidity_offset_msat, self.capacity_msat
1241 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1242 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1243 *self.min_liquidity_offset_msat = amount_msat;
1244 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1247 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1249 *self.last_updated = self.now;
1252 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1253 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1254 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1255 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1258 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1260 *self.last_updated = self.now;
1264 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1265 #[cfg(not(c_bindings))]
1266 type ScoreParams = ProbabilisticScoringFeeParameters;
1267 fn channel_penalty_msat(
1268 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1270 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1274 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1275 score_params.base_penalty_amount_multiplier_msat
1276 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1278 let mut anti_probing_penalty_msat = 0;
1279 match usage.effective_capacity {
1280 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1281 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1283 if usage.amount_msat > amount_msat {
1284 return u64::max_value();
1286 return base_penalty_msat;
1289 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1290 if htlc_maximum_msat >= capacity_msat/2 {
1291 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1297 let amount_msat = usage.amount_msat;
1298 let capacity_msat = usage.effective_capacity.as_msat();
1299 let inflight_htlc_msat = usage.inflight_htlc_msat;
1300 self.channel_liquidities
1301 .get(&short_channel_id)
1302 .unwrap_or(&ChannelLiquidity::new())
1303 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1304 .penalty_msat(amount_msat, score_params)
1305 .saturating_add(anti_probing_penalty_msat)
1306 .saturating_add(base_penalty_msat)
1309 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1310 let amount_msat = path.final_value_msat();
1311 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1312 let network_graph = self.network_graph.read_only();
1313 for (hop_idx, hop) in path.hops.iter().enumerate() {
1314 let target = NodeId::from_pubkey(&hop.pubkey);
1315 let channel_directed_from_source = network_graph.channels()
1316 .get(&hop.short_channel_id)
1317 .and_then(|channel| channel.as_directed_to(&target));
1319 let at_failed_channel = hop.short_channel_id == short_channel_id;
1320 if at_failed_channel && hop_idx == 0 {
1321 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);
1324 // Only score announced channels.
1325 if let Some((channel, source)) = channel_directed_from_source {
1326 let capacity_msat = channel.effective_capacity().as_msat();
1327 if at_failed_channel {
1328 self.channel_liquidities
1329 .entry(hop.short_channel_id)
1330 .or_insert_with(ChannelLiquidity::new)
1331 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1332 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1334 self.channel_liquidities
1335 .entry(hop.short_channel_id)
1336 .or_insert_with(ChannelLiquidity::new)
1337 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1338 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1341 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).",
1342 hop.short_channel_id);
1344 if at_failed_channel { break; }
1348 fn payment_path_successful(&mut self, path: &Path) {
1349 let amount_msat = path.final_value_msat();
1350 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1351 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1352 let network_graph = self.network_graph.read_only();
1353 for hop in &path.hops {
1354 let target = NodeId::from_pubkey(&hop.pubkey);
1355 let channel_directed_from_source = network_graph.channels()
1356 .get(&hop.short_channel_id)
1357 .and_then(|channel| channel.as_directed_to(&target));
1359 // Only score announced channels.
1360 if let Some((channel, source)) = channel_directed_from_source {
1361 let capacity_msat = channel.effective_capacity().as_msat();
1362 self.channel_liquidities
1363 .entry(hop.short_channel_id)
1364 .or_insert_with(ChannelLiquidity::new)
1365 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1366 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1368 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).",
1369 hop.short_channel_id);
1374 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1375 self.payment_path_failed(path, short_channel_id)
1378 fn probe_successful(&mut self, path: &Path) {
1379 self.payment_path_failed(path, u64::max_value())
1384 const BITS: u32 = 64;
1385 const HIGHEST_BIT: u32 = BITS - 1;
1386 const LOWER_BITS: u32 = 6;
1387 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1388 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1390 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1391 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1392 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1393 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1394 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1395 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1396 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1397 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1398 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1399 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1400 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1401 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1402 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1403 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1404 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1405 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1406 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1407 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1408 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1409 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1410 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1411 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1412 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1413 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1414 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1415 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1416 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1417 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1418 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1419 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1420 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1421 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1422 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1423 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1424 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1425 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1426 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1427 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1428 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1429 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1430 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1431 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1432 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1433 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1434 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1435 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1436 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1437 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1438 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1439 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1440 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1441 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1442 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1443 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1444 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1445 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1446 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1447 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1448 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1449 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1450 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1451 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1452 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1453 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1454 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1455 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1456 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1457 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1458 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1459 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1460 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1461 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1462 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1463 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1464 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1465 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1466 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1467 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1468 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1469 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1470 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1471 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1472 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1473 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1474 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1475 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1476 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1477 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1478 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1479 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1480 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1481 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1482 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1483 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1484 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1485 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1486 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1487 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1488 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1489 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1490 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1491 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1492 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1493 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1494 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1495 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1496 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1497 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1498 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1499 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1500 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1501 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1502 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1503 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1504 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1505 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1506 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1507 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1508 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1509 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1510 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1511 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1512 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1513 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1514 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1515 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1516 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1517 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1518 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1519 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1520 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1521 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1522 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1523 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1524 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1525 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1526 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1527 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1528 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1529 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1530 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1531 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1532 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1533 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1534 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1535 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1536 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1537 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1538 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1539 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1540 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1541 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1542 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1543 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1544 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1545 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1546 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1547 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1548 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1549 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1550 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1551 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1552 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1553 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1554 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1555 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1556 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1557 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1558 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1559 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1560 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1561 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1562 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1563 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1564 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1565 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1566 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1567 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1568 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1569 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1570 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1571 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1572 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1573 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1574 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1575 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1576 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1577 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1578 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1579 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1580 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1581 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1582 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1583 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1584 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1585 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1586 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1587 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1588 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1589 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1590 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1591 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1592 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1593 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1594 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1595 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1596 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1597 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1598 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1599 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1600 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1601 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1602 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1603 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1604 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1605 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1606 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1607 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1608 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1609 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1610 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1611 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1612 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1613 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1614 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1615 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1616 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1617 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1618 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1619 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1620 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1621 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1622 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1623 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1624 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1625 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1626 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1627 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1628 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1629 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1630 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1631 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1632 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1633 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1634 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1635 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1636 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1637 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1638 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1639 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1640 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1641 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1642 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1643 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1644 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1645 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1646 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1647 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1648 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1651 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1653 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1654 // Multiply the -1 through to avoid needing to use signed numbers.
1655 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1659 fn log10_times_2048(x: u64) -> u16 {
1660 debug_assert_ne!(x, 0);
1661 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1662 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1663 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1671 fn prints_negative_log10_times_2048_lookup_table() {
1672 for msb in 0..BITS {
1673 for i in 0..LOWER_BITS_BOUND {
1674 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1675 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1676 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1678 if i % LOWER_BITS_BOUND == 0 {
1679 print!("\t\t[{}, ", log10_times_2048);
1680 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1681 println!("{}],", log10_times_2048);
1682 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1683 print!("{},\n\t\t\t", log10_times_2048);
1685 print!("{}, ", log10_times_2048);
1693 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1695 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1696 write_tlv_fields!(w, {
1697 (0, self.channel_liquidities, required),
1703 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1704 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1707 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1708 ) -> Result<Self, DecodeError> {
1709 let (decay_params, network_graph, logger) = args;
1710 let mut channel_liquidities = HashMap::new();
1711 read_tlv_fields!(r, {
1712 (0, channel_liquidities, required),
1718 channel_liquidities,
1723 impl<T: Time> Writeable for ChannelLiquidity<T> {
1725 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1726 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1727 write_tlv_fields!(w, {
1728 (0, self.min_liquidity_offset_msat, required),
1729 (1, Some(self.min_liquidity_offset_history), option),
1730 (2, self.max_liquidity_offset_msat, required),
1731 (3, Some(self.max_liquidity_offset_history), option),
1732 (4, duration_since_epoch, required),
1738 impl<T: Time> Readable for ChannelLiquidity<T> {
1740 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1741 let mut min_liquidity_offset_msat = 0;
1742 let mut max_liquidity_offset_msat = 0;
1743 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1744 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1745 let mut duration_since_epoch = Duration::from_secs(0);
1746 read_tlv_fields!(r, {
1747 (0, min_liquidity_offset_msat, required),
1748 (1, min_liquidity_offset_history, option),
1749 (2, max_liquidity_offset_msat, required),
1750 (3, max_liquidity_offset_history, option),
1751 (4, duration_since_epoch, required),
1753 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1754 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1755 // is a time from a monotonic clock usually represented as an offset against boot time).
1756 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1757 // from the one that was written. However, because `Instant` can panic if we construct one
1758 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1759 // using `Instant::now()` in that case.
1760 let wall_clock_now = T::duration_since_epoch();
1762 let last_updated = if wall_clock_now > duration_since_epoch {
1763 now - (wall_clock_now - duration_since_epoch)
1766 min_liquidity_offset_msat,
1767 max_liquidity_offset_msat,
1768 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1769 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1777 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1778 use crate::blinded_path::{BlindedHop, BlindedPath};
1779 use crate::util::config::UserConfig;
1780 use crate::util::time::Time;
1781 use crate::util::time::tests::SinceEpoch;
1783 use crate::ln::channelmanager;
1784 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1785 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1786 use crate::routing::router::{BlindedTail, Path, RouteHop};
1787 use crate::routing::scoring::{ChannelUsage, Score};
1788 use crate::util::ser::{ReadableArgs, Writeable};
1789 use crate::util::test_utils::{self, TestLogger};
1791 use bitcoin::blockdata::constants::genesis_block;
1792 use bitcoin::hashes::Hash;
1793 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1794 use bitcoin::network::constants::Network;
1795 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1796 use core::time::Duration;
1799 fn source_privkey() -> SecretKey {
1800 SecretKey::from_slice(&[42; 32]).unwrap()
1803 fn target_privkey() -> SecretKey {
1804 SecretKey::from_slice(&[43; 32]).unwrap()
1807 fn source_pubkey() -> PublicKey {
1808 let secp_ctx = Secp256k1::new();
1809 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1812 fn target_pubkey() -> PublicKey {
1813 let secp_ctx = Secp256k1::new();
1814 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1817 fn source_node_id() -> NodeId {
1818 NodeId::from_pubkey(&source_pubkey())
1821 fn target_node_id() -> NodeId {
1822 NodeId::from_pubkey(&target_pubkey())
1825 // `ProbabilisticScorer` tests
1827 /// A probabilistic scorer for testing with time that can be manually advanced.
1828 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1830 fn sender_privkey() -> SecretKey {
1831 SecretKey::from_slice(&[41; 32]).unwrap()
1834 fn recipient_privkey() -> SecretKey {
1835 SecretKey::from_slice(&[45; 32]).unwrap()
1838 fn sender_pubkey() -> PublicKey {
1839 let secp_ctx = Secp256k1::new();
1840 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1843 fn recipient_pubkey() -> PublicKey {
1844 let secp_ctx = Secp256k1::new();
1845 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1848 fn sender_node_id() -> NodeId {
1849 NodeId::from_pubkey(&sender_pubkey())
1852 fn recipient_node_id() -> NodeId {
1853 NodeId::from_pubkey(&recipient_pubkey())
1856 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1857 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1858 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1859 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1865 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1866 node_2_key: SecretKey
1868 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1869 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1870 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1871 let secp_ctx = Secp256k1::new();
1872 let unsigned_announcement = UnsignedChannelAnnouncement {
1873 features: channelmanager::provided_channel_features(&UserConfig::default()),
1874 chain_hash: genesis_hash,
1876 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1877 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1878 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1879 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1880 excess_data: Vec::new(),
1882 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1883 let signed_announcement = ChannelAnnouncement {
1884 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1885 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1886 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1887 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1888 contents: unsigned_announcement,
1890 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1891 network_graph.update_channel_from_announcement(
1892 &signed_announcement, &chain_source).unwrap();
1893 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1894 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1898 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1899 flags: u8, htlc_maximum_msat: u64
1901 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1902 let secp_ctx = Secp256k1::new();
1903 let unsigned_update = UnsignedChannelUpdate {
1904 chain_hash: genesis_hash,
1908 cltv_expiry_delta: 18,
1909 htlc_minimum_msat: 0,
1912 fee_proportional_millionths: 0,
1913 excess_data: Vec::new(),
1915 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1916 let signed_update = ChannelUpdate {
1917 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1918 contents: unsigned_update,
1920 network_graph.update_channel(&signed_update).unwrap();
1923 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1924 let config = UserConfig::default();
1927 node_features: channelmanager::provided_node_features(&config),
1929 channel_features: channelmanager::provided_channel_features(&config),
1931 cltv_expiry_delta: 18,
1935 fn payment_path_for_amount(amount_msat: u64) -> Path {
1938 path_hop(source_pubkey(), 41, 1),
1939 path_hop(target_pubkey(), 42, 2),
1940 path_hop(recipient_pubkey(), 43, amount_msat),
1941 ], blinded_tail: None,
1946 fn liquidity_bounds_directed_from_lowest_node_id() {
1947 let logger = TestLogger::new();
1948 let last_updated = SinceEpoch::now();
1949 let network_graph = network_graph(&logger);
1950 let decay_params = ProbabilisticScoringDecayParameters::default();
1951 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1954 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1955 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1956 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1960 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1961 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1962 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1964 let source = source_node_id();
1965 let target = target_node_id();
1966 let recipient = recipient_node_id();
1967 assert!(source > target);
1968 assert!(target < recipient);
1970 // Update minimum liquidity.
1972 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1973 .as_directed(&source, &target, 0, 1_000, decay_params);
1974 assert_eq!(liquidity.min_liquidity_msat(), 100);
1975 assert_eq!(liquidity.max_liquidity_msat(), 300);
1977 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1978 .as_directed(&target, &source, 0, 1_000, decay_params);
1979 assert_eq!(liquidity.min_liquidity_msat(), 700);
1980 assert_eq!(liquidity.max_liquidity_msat(), 900);
1982 scorer.channel_liquidities.get_mut(&42).unwrap()
1983 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1984 .set_min_liquidity_msat(200);
1986 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1987 .as_directed(&source, &target, 0, 1_000, decay_params);
1988 assert_eq!(liquidity.min_liquidity_msat(), 200);
1989 assert_eq!(liquidity.max_liquidity_msat(), 300);
1991 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1992 .as_directed(&target, &source, 0, 1_000, decay_params);
1993 assert_eq!(liquidity.min_liquidity_msat(), 700);
1994 assert_eq!(liquidity.max_liquidity_msat(), 800);
1996 // Update maximum liquidity.
1998 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1999 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2000 assert_eq!(liquidity.min_liquidity_msat(), 700);
2001 assert_eq!(liquidity.max_liquidity_msat(), 900);
2003 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2004 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2005 assert_eq!(liquidity.min_liquidity_msat(), 100);
2006 assert_eq!(liquidity.max_liquidity_msat(), 300);
2008 scorer.channel_liquidities.get_mut(&43).unwrap()
2009 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2010 .set_max_liquidity_msat(200);
2012 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2013 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2014 assert_eq!(liquidity.min_liquidity_msat(), 0);
2015 assert_eq!(liquidity.max_liquidity_msat(), 200);
2017 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2018 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2019 assert_eq!(liquidity.min_liquidity_msat(), 800);
2020 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2024 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2025 let logger = TestLogger::new();
2026 let last_updated = SinceEpoch::now();
2027 let network_graph = network_graph(&logger);
2028 let decay_params = ProbabilisticScoringDecayParameters::default();
2029 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2032 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2033 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2034 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2036 let source = source_node_id();
2037 let target = target_node_id();
2038 assert!(source > target);
2040 // Check initial bounds.
2041 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2042 .as_directed(&source, &target, 0, 1_000, decay_params);
2043 assert_eq!(liquidity.min_liquidity_msat(), 400);
2044 assert_eq!(liquidity.max_liquidity_msat(), 800);
2046 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2047 .as_directed(&target, &source, 0, 1_000, decay_params);
2048 assert_eq!(liquidity.min_liquidity_msat(), 200);
2049 assert_eq!(liquidity.max_liquidity_msat(), 600);
2051 // Reset from source to target.
2052 scorer.channel_liquidities.get_mut(&42).unwrap()
2053 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2054 .set_min_liquidity_msat(900);
2056 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2057 .as_directed(&source, &target, 0, 1_000, decay_params);
2058 assert_eq!(liquidity.min_liquidity_msat(), 900);
2059 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2061 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2062 .as_directed(&target, &source, 0, 1_000, decay_params);
2063 assert_eq!(liquidity.min_liquidity_msat(), 0);
2064 assert_eq!(liquidity.max_liquidity_msat(), 100);
2066 // Reset from target to source.
2067 scorer.channel_liquidities.get_mut(&42).unwrap()
2068 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2069 .set_min_liquidity_msat(400);
2071 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2072 .as_directed(&source, &target, 0, 1_000, decay_params);
2073 assert_eq!(liquidity.min_liquidity_msat(), 0);
2074 assert_eq!(liquidity.max_liquidity_msat(), 600);
2076 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2077 .as_directed(&target, &source, 0, 1_000, decay_params);
2078 assert_eq!(liquidity.min_liquidity_msat(), 400);
2079 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2083 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2084 let logger = TestLogger::new();
2085 let last_updated = SinceEpoch::now();
2086 let network_graph = network_graph(&logger);
2087 let decay_params = ProbabilisticScoringDecayParameters::default();
2088 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2091 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2092 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2093 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2095 let source = source_node_id();
2096 let target = target_node_id();
2097 assert!(source > target);
2099 // Check initial bounds.
2100 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2101 .as_directed(&source, &target, 0, 1_000, decay_params);
2102 assert_eq!(liquidity.min_liquidity_msat(), 400);
2103 assert_eq!(liquidity.max_liquidity_msat(), 800);
2105 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2106 .as_directed(&target, &source, 0, 1_000, decay_params);
2107 assert_eq!(liquidity.min_liquidity_msat(), 200);
2108 assert_eq!(liquidity.max_liquidity_msat(), 600);
2110 // Reset from source to target.
2111 scorer.channel_liquidities.get_mut(&42).unwrap()
2112 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2113 .set_max_liquidity_msat(300);
2115 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2116 .as_directed(&source, &target, 0, 1_000, decay_params);
2117 assert_eq!(liquidity.min_liquidity_msat(), 0);
2118 assert_eq!(liquidity.max_liquidity_msat(), 300);
2120 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2121 .as_directed(&target, &source, 0, 1_000, decay_params);
2122 assert_eq!(liquidity.min_liquidity_msat(), 700);
2123 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2125 // Reset from target to source.
2126 scorer.channel_liquidities.get_mut(&42).unwrap()
2127 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2128 .set_max_liquidity_msat(600);
2130 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2131 .as_directed(&source, &target, 0, 1_000, decay_params);
2132 assert_eq!(liquidity.min_liquidity_msat(), 400);
2133 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2135 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2136 .as_directed(&target, &source, 0, 1_000, decay_params);
2137 assert_eq!(liquidity.min_liquidity_msat(), 0);
2138 assert_eq!(liquidity.max_liquidity_msat(), 600);
2142 fn increased_penalty_nearing_liquidity_upper_bound() {
2143 let logger = TestLogger::new();
2144 let network_graph = network_graph(&logger);
2145 let params = ProbabilisticScoringFeeParameters {
2146 liquidity_penalty_multiplier_msat: 1_000,
2147 ..ProbabilisticScoringFeeParameters::zero_penalty()
2149 let decay_params = ProbabilisticScoringDecayParameters::default();
2150 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2151 let source = source_node_id();
2152 let target = target_node_id();
2154 let usage = ChannelUsage {
2156 inflight_htlc_msat: 0,
2157 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2159 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2160 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2161 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2162 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2163 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2164 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2165 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2167 let usage = ChannelUsage {
2169 inflight_htlc_msat: 0,
2170 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2172 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2173 let usage = ChannelUsage { amount_msat: 256, ..usage };
2174 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2175 let usage = ChannelUsage { amount_msat: 374, ..usage };
2176 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2177 let usage = ChannelUsage { amount_msat: 512, ..usage };
2178 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2179 let usage = ChannelUsage { amount_msat: 640, ..usage };
2180 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2181 let usage = ChannelUsage { amount_msat: 768, ..usage };
2182 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2183 let usage = ChannelUsage { amount_msat: 896, ..usage };
2184 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2188 fn constant_penalty_outside_liquidity_bounds() {
2189 let logger = TestLogger::new();
2190 let last_updated = SinceEpoch::now();
2191 let network_graph = network_graph(&logger);
2192 let params = ProbabilisticScoringFeeParameters {
2193 liquidity_penalty_multiplier_msat: 1_000,
2194 considered_impossible_penalty_msat: u64::max_value(),
2195 ..ProbabilisticScoringFeeParameters::zero_penalty()
2197 let decay_params = ProbabilisticScoringDecayParameters {
2198 ..ProbabilisticScoringDecayParameters::zero_penalty()
2200 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2203 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2204 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2205 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2207 let source = source_node_id();
2208 let target = target_node_id();
2210 let usage = ChannelUsage {
2212 inflight_htlc_msat: 0,
2213 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2215 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2216 let usage = ChannelUsage { amount_msat: 50, ..usage };
2217 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2218 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2219 let usage = ChannelUsage { amount_msat: 61, ..usage };
2220 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2224 fn does_not_further_penalize_own_channel() {
2225 let logger = TestLogger::new();
2226 let network_graph = network_graph(&logger);
2227 let params = ProbabilisticScoringFeeParameters {
2228 liquidity_penalty_multiplier_msat: 1_000,
2229 ..ProbabilisticScoringFeeParameters::zero_penalty()
2231 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2232 let sender = sender_node_id();
2233 let source = source_node_id();
2234 let usage = ChannelUsage {
2236 inflight_htlc_msat: 0,
2237 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2239 let failed_path = payment_path_for_amount(500);
2240 let successful_path = payment_path_for_amount(200);
2242 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2244 scorer.payment_path_failed(&failed_path, 41);
2245 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2247 scorer.payment_path_successful(&successful_path);
2248 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2252 fn sets_liquidity_lower_bound_on_downstream_failure() {
2253 let logger = TestLogger::new();
2254 let network_graph = network_graph(&logger);
2255 let params = ProbabilisticScoringFeeParameters {
2256 liquidity_penalty_multiplier_msat: 1_000,
2257 ..ProbabilisticScoringFeeParameters::zero_penalty()
2259 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2260 let source = source_node_id();
2261 let target = target_node_id();
2262 let path = payment_path_for_amount(500);
2264 let usage = ChannelUsage {
2266 inflight_htlc_msat: 0,
2267 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2269 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2270 let usage = ChannelUsage { amount_msat: 500, ..usage };
2271 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2272 let usage = ChannelUsage { amount_msat: 750, ..usage };
2273 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2275 scorer.payment_path_failed(&path, 43);
2277 let usage = ChannelUsage { amount_msat: 250, ..usage };
2278 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2279 let usage = ChannelUsage { amount_msat: 500, ..usage };
2280 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2281 let usage = ChannelUsage { amount_msat: 750, ..usage };
2282 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2286 fn sets_liquidity_upper_bound_on_failure() {
2287 let logger = TestLogger::new();
2288 let network_graph = network_graph(&logger);
2289 let params = ProbabilisticScoringFeeParameters {
2290 liquidity_penalty_multiplier_msat: 1_000,
2291 considered_impossible_penalty_msat: u64::max_value(),
2292 ..ProbabilisticScoringFeeParameters::zero_penalty()
2294 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2295 let source = source_node_id();
2296 let target = target_node_id();
2297 let path = payment_path_for_amount(500);
2299 let usage = ChannelUsage {
2301 inflight_htlc_msat: 0,
2302 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2304 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2305 let usage = ChannelUsage { amount_msat: 500, ..usage };
2306 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2307 let usage = ChannelUsage { amount_msat: 750, ..usage };
2308 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2310 scorer.payment_path_failed(&path, 42);
2312 let usage = ChannelUsage { amount_msat: 250, ..usage };
2313 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2314 let usage = ChannelUsage { amount_msat: 500, ..usage };
2315 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2316 let usage = ChannelUsage { amount_msat: 750, ..usage };
2317 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2321 fn ignores_channels_after_removed_failed_channel() {
2322 // Previously, if we'd tried to send over a channel which was removed from the network
2323 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2324 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2325 // channels in the route, even ones which they payment never reached. This tests to ensure
2326 // we do not score such channels.
2327 let secp_ctx = Secp256k1::new();
2328 let logger = TestLogger::new();
2329 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2330 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2331 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2332 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2333 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2334 add_channel(&mut network_graph, 42, secret_a, secret_b);
2335 // Don't add the channel from B -> C.
2336 add_channel(&mut network_graph, 44, secret_c, secret_d);
2338 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2339 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2340 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2341 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2344 path_hop(pub_b, 42, 1),
2345 path_hop(pub_c, 43, 2),
2346 path_hop(pub_d, 44, 100),
2349 let node_a = NodeId::from_pubkey(&pub_a);
2350 let node_b = NodeId::from_pubkey(&pub_b);
2351 let node_c = NodeId::from_pubkey(&pub_c);
2352 let node_d = NodeId::from_pubkey(&pub_d);
2354 let params = ProbabilisticScoringFeeParameters {
2355 liquidity_penalty_multiplier_msat: 1_000,
2356 ..ProbabilisticScoringFeeParameters::zero_penalty()
2358 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2360 let usage = ChannelUsage {
2362 inflight_htlc_msat: 0,
2363 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2365 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2366 // Note that a default liquidity bound is used for B -> C as no channel exists
2367 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2368 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2370 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2372 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2373 // Note that a default liquidity bound is used for B -> C as no channel exists
2374 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2375 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2379 fn reduces_liquidity_upper_bound_along_path_on_success() {
2380 let logger = TestLogger::new();
2381 let network_graph = network_graph(&logger);
2382 let params = ProbabilisticScoringFeeParameters {
2383 liquidity_penalty_multiplier_msat: 1_000,
2384 ..ProbabilisticScoringFeeParameters::zero_penalty()
2386 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2387 let sender = sender_node_id();
2388 let source = source_node_id();
2389 let target = target_node_id();
2390 let recipient = recipient_node_id();
2391 let usage = ChannelUsage {
2393 inflight_htlc_msat: 0,
2394 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2397 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2398 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2399 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2401 scorer.payment_path_successful(&payment_path_for_amount(500));
2403 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2404 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2405 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2409 fn decays_liquidity_bounds_over_time() {
2410 let logger = TestLogger::new();
2411 let network_graph = network_graph(&logger);
2412 let params = ProbabilisticScoringFeeParameters {
2413 liquidity_penalty_multiplier_msat: 1_000,
2414 considered_impossible_penalty_msat: u64::max_value(),
2415 ..ProbabilisticScoringFeeParameters::zero_penalty()
2417 let decay_params = ProbabilisticScoringDecayParameters {
2418 liquidity_offset_half_life: Duration::from_secs(10),
2419 ..ProbabilisticScoringDecayParameters::zero_penalty()
2421 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2422 let source = source_node_id();
2423 let target = target_node_id();
2425 let usage = ChannelUsage {
2427 inflight_htlc_msat: 0,
2428 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2430 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2431 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2432 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2434 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2435 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2437 let usage = ChannelUsage { amount_msat: 128, ..usage };
2438 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2439 let usage = ChannelUsage { amount_msat: 256, ..usage };
2440 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2441 let usage = ChannelUsage { amount_msat: 768, ..usage };
2442 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2443 let usage = ChannelUsage { amount_msat: 896, ..usage };
2444 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2446 SinceEpoch::advance(Duration::from_secs(9));
2447 let usage = ChannelUsage { amount_msat: 128, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2449 let usage = ChannelUsage { amount_msat: 256, ..usage };
2450 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2451 let usage = ChannelUsage { amount_msat: 768, ..usage };
2452 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2453 let usage = ChannelUsage { amount_msat: 896, ..usage };
2454 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2456 SinceEpoch::advance(Duration::from_secs(1));
2457 let usage = ChannelUsage { amount_msat: 64, ..usage };
2458 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2459 let usage = ChannelUsage { amount_msat: 128, ..usage };
2460 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2461 let usage = ChannelUsage { amount_msat: 896, ..usage };
2462 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2463 let usage = ChannelUsage { amount_msat: 960, ..usage };
2464 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2466 // Fully decay liquidity lower bound.
2467 SinceEpoch::advance(Duration::from_secs(10 * 7));
2468 let usage = ChannelUsage { amount_msat: 0, ..usage };
2469 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2470 let usage = ChannelUsage { amount_msat: 1, ..usage };
2471 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2472 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2473 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2474 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2475 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2477 // Fully decay liquidity upper bound.
2478 SinceEpoch::advance(Duration::from_secs(10));
2479 let usage = ChannelUsage { amount_msat: 0, ..usage };
2480 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2481 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2482 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2484 SinceEpoch::advance(Duration::from_secs(10));
2485 let usage = ChannelUsage { amount_msat: 0, ..usage };
2486 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2487 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2488 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2492 fn decays_liquidity_bounds_without_shift_overflow() {
2493 let logger = TestLogger::new();
2494 let network_graph = network_graph(&logger);
2495 let params = ProbabilisticScoringFeeParameters {
2496 liquidity_penalty_multiplier_msat: 1_000,
2497 ..ProbabilisticScoringFeeParameters::zero_penalty()
2499 let decay_params = ProbabilisticScoringDecayParameters {
2500 liquidity_offset_half_life: Duration::from_secs(10),
2501 ..ProbabilisticScoringDecayParameters::default()
2503 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2504 let source = source_node_id();
2505 let target = target_node_id();
2506 let usage = ChannelUsage {
2508 inflight_htlc_msat: 0,
2509 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2511 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2513 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2514 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2516 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2517 // would cause an overflow.
2518 SinceEpoch::advance(Duration::from_secs(10 * 64));
2519 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2521 SinceEpoch::advance(Duration::from_secs(10));
2522 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2526 fn restricts_liquidity_bounds_after_decay() {
2527 let logger = TestLogger::new();
2528 let network_graph = network_graph(&logger);
2529 let params = ProbabilisticScoringFeeParameters {
2530 liquidity_penalty_multiplier_msat: 1_000,
2531 ..ProbabilisticScoringFeeParameters::zero_penalty()
2533 let decay_params = ProbabilisticScoringDecayParameters {
2534 liquidity_offset_half_life: Duration::from_secs(10),
2535 ..ProbabilisticScoringDecayParameters::default()
2537 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2538 let source = source_node_id();
2539 let target = target_node_id();
2540 let usage = ChannelUsage {
2542 inflight_htlc_msat: 0,
2543 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2546 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2548 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2549 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2550 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2551 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2553 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2554 SinceEpoch::advance(Duration::from_secs(10));
2555 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2557 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2558 // is closer to the upper bound, meaning a higher penalty.
2559 scorer.payment_path_successful(&payment_path_for_amount(64));
2560 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2562 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2563 // is closer to the lower bound, meaning a lower penalty.
2564 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2565 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2567 // Further decaying affects the lower bound more than the upper bound (128, 928).
2568 SinceEpoch::advance(Duration::from_secs(10));
2569 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2573 fn restores_persisted_liquidity_bounds() {
2574 let logger = TestLogger::new();
2575 let network_graph = network_graph(&logger);
2576 let params = ProbabilisticScoringFeeParameters {
2577 liquidity_penalty_multiplier_msat: 1_000,
2578 considered_impossible_penalty_msat: u64::max_value(),
2579 ..ProbabilisticScoringFeeParameters::zero_penalty()
2581 let decay_params = ProbabilisticScoringDecayParameters {
2582 liquidity_offset_half_life: Duration::from_secs(10),
2583 ..ProbabilisticScoringDecayParameters::default()
2585 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2586 let source = source_node_id();
2587 let target = target_node_id();
2588 let usage = ChannelUsage {
2590 inflight_htlc_msat: 0,
2591 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2594 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2595 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2597 SinceEpoch::advance(Duration::from_secs(10));
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2600 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2601 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2603 let mut serialized_scorer = Vec::new();
2604 scorer.write(&mut serialized_scorer).unwrap();
2606 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2607 let deserialized_scorer =
2608 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2609 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2613 fn decays_persisted_liquidity_bounds() {
2614 let logger = TestLogger::new();
2615 let network_graph = network_graph(&logger);
2616 let params = ProbabilisticScoringFeeParameters {
2617 liquidity_penalty_multiplier_msat: 1_000,
2618 considered_impossible_penalty_msat: u64::max_value(),
2619 ..ProbabilisticScoringFeeParameters::zero_penalty()
2621 let decay_params = ProbabilisticScoringDecayParameters {
2622 liquidity_offset_half_life: Duration::from_secs(10),
2623 ..ProbabilisticScoringDecayParameters::zero_penalty()
2625 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2626 let source = source_node_id();
2627 let target = target_node_id();
2628 let usage = ChannelUsage {
2630 inflight_htlc_msat: 0,
2631 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2634 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2635 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2637 let mut serialized_scorer = Vec::new();
2638 scorer.write(&mut serialized_scorer).unwrap();
2640 SinceEpoch::advance(Duration::from_secs(10));
2642 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2643 let deserialized_scorer =
2644 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2645 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2647 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2648 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2650 SinceEpoch::advance(Duration::from_secs(10));
2651 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2655 fn scores_realistic_payments() {
2656 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2657 // 50k sat reserve).
2658 let logger = TestLogger::new();
2659 let network_graph = network_graph(&logger);
2660 let params = ProbabilisticScoringFeeParameters::default();
2661 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2662 let source = source_node_id();
2663 let target = target_node_id();
2665 let usage = ChannelUsage {
2666 amount_msat: 100_000_000,
2667 inflight_htlc_msat: 0,
2668 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2670 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2671 let usage = ChannelUsage {
2672 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2674 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2675 let usage = ChannelUsage {
2676 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2678 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2679 let usage = ChannelUsage {
2680 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2682 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2683 let usage = ChannelUsage {
2684 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2686 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2687 let usage = ChannelUsage {
2688 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2690 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2691 let usage = ChannelUsage {
2692 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2694 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2695 let usage = ChannelUsage {
2696 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2698 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2699 let usage = ChannelUsage {
2700 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2702 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2703 let usage = ChannelUsage {
2704 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2706 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2707 let usage = ChannelUsage {
2708 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2710 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2714 fn adds_base_penalty_to_liquidity_penalty() {
2715 let logger = TestLogger::new();
2716 let network_graph = network_graph(&logger);
2717 let source = source_node_id();
2718 let target = target_node_id();
2719 let usage = ChannelUsage {
2721 inflight_htlc_msat: 0,
2722 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2725 let params = ProbabilisticScoringFeeParameters {
2726 liquidity_penalty_multiplier_msat: 1_000,
2727 ..ProbabilisticScoringFeeParameters::zero_penalty()
2729 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2730 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2732 let params = ProbabilisticScoringFeeParameters {
2733 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2734 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2736 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2737 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2739 let params = ProbabilisticScoringFeeParameters {
2740 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2741 base_penalty_amount_multiplier_msat: (1 << 30),
2742 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2745 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2746 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2750 fn adds_amount_penalty_to_liquidity_penalty() {
2751 let logger = TestLogger::new();
2752 let network_graph = network_graph(&logger);
2753 let source = source_node_id();
2754 let target = target_node_id();
2755 let usage = ChannelUsage {
2756 amount_msat: 512_000,
2757 inflight_htlc_msat: 0,
2758 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2761 let params = ProbabilisticScoringFeeParameters {
2762 liquidity_penalty_multiplier_msat: 1_000,
2763 liquidity_penalty_amount_multiplier_msat: 0,
2764 ..ProbabilisticScoringFeeParameters::zero_penalty()
2766 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2767 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2769 let params = ProbabilisticScoringFeeParameters {
2770 liquidity_penalty_multiplier_msat: 1_000,
2771 liquidity_penalty_amount_multiplier_msat: 256,
2772 ..ProbabilisticScoringFeeParameters::zero_penalty()
2774 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2775 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2779 fn calculates_log10_without_overflowing_u64_max_value() {
2780 let logger = TestLogger::new();
2781 let network_graph = network_graph(&logger);
2782 let source = source_node_id();
2783 let target = target_node_id();
2784 let usage = ChannelUsage {
2785 amount_msat: u64::max_value(),
2786 inflight_htlc_msat: 0,
2787 effective_capacity: EffectiveCapacity::Infinite,
2790 let params = ProbabilisticScoringFeeParameters {
2791 liquidity_penalty_multiplier_msat: 40_000,
2792 ..ProbabilisticScoringFeeParameters::zero_penalty()
2794 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2795 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2796 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2800 fn accounts_for_inflight_htlc_usage() {
2801 let logger = TestLogger::new();
2802 let network_graph = network_graph(&logger);
2803 let params = ProbabilisticScoringFeeParameters {
2804 considered_impossible_penalty_msat: u64::max_value(),
2805 ..ProbabilisticScoringFeeParameters::zero_penalty()
2807 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2808 let source = source_node_id();
2809 let target = target_node_id();
2811 let usage = ChannelUsage {
2813 inflight_htlc_msat: 0,
2814 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2816 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2818 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2819 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2823 fn removes_uncertainity_when_exact_liquidity_known() {
2824 let logger = TestLogger::new();
2825 let network_graph = network_graph(&logger);
2826 let params = ProbabilisticScoringFeeParameters::default();
2827 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2828 let source = source_node_id();
2829 let target = target_node_id();
2831 let base_penalty_msat = params.base_penalty_msat;
2832 let usage = ChannelUsage {
2834 inflight_htlc_msat: 0,
2835 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2837 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2839 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2840 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2842 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2843 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2847 fn remembers_historical_failures() {
2848 let logger = TestLogger::new();
2849 let network_graph = network_graph(&logger);
2850 let params = ProbabilisticScoringFeeParameters {
2851 historical_liquidity_penalty_multiplier_msat: 1024,
2852 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2853 ..ProbabilisticScoringFeeParameters::zero_penalty()
2855 let decay_params = ProbabilisticScoringDecayParameters {
2856 liquidity_offset_half_life: Duration::from_secs(60 * 60),
2857 historical_no_updates_half_life: Duration::from_secs(10),
2859 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2860 let source = source_node_id();
2861 let target = target_node_id();
2863 let usage = ChannelUsage {
2865 inflight_htlc_msat: 0,
2866 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2868 // With no historical data the normal liquidity penalty calculation is used.
2869 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2870 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2873 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2874 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
2875 // The "it failed" increment is 32, where the probability should lie fully in the first
2877 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2878 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2880 // Even after we tell the scorer we definitely have enough available liquidity, it will
2881 // still remember that there was some failure in the past, and assign a non-0 penalty.
2882 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2883 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2884 // The first octile should be decayed just slightly and the last octile has a new point.
2885 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2886 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2888 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2889 // gone), and check that we're back to where we started.
2890 SinceEpoch::advance(Duration::from_secs(10 * 16));
2891 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2892 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2893 // data entirely instead.
2894 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2895 Some(([0; 8], [0; 8])));
2897 let usage = ChannelUsage {
2899 inflight_htlc_msat: 1024,
2900 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2902 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2903 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
2905 let usage = ChannelUsage {
2907 inflight_htlc_msat: 0,
2908 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
2910 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
2912 // Advance to decay all liquidity offsets to zero.
2913 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2915 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2916 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2918 path_hop(target_pubkey(), 43, 2),
2919 path_hop(source_pubkey(), 42, 1),
2920 path_hop(sender_pubkey(), 41, 0),
2922 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2926 fn adds_anti_probing_penalty() {
2927 let logger = TestLogger::new();
2928 let network_graph = network_graph(&logger);
2929 let source = source_node_id();
2930 let target = target_node_id();
2931 let params = ProbabilisticScoringFeeParameters {
2932 anti_probing_penalty_msat: 500,
2933 ..ProbabilisticScoringFeeParameters::zero_penalty()
2935 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2937 // Check we receive no penalty for a low htlc_maximum_msat.
2938 let usage = ChannelUsage {
2939 amount_msat: 512_000,
2940 inflight_htlc_msat: 0,
2941 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2943 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2945 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2946 let usage = ChannelUsage {
2947 amount_msat: 512_000,
2948 inflight_htlc_msat: 0,
2949 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2951 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2953 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2954 let usage = ChannelUsage {
2955 amount_msat: 512_000,
2956 inflight_htlc_msat: 0,
2957 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2959 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
2961 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2962 let usage = ChannelUsage {
2963 amount_msat: 512_000,
2964 inflight_htlc_msat: 0,
2965 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2967 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2971 fn scores_with_blinded_path() {
2972 // Make sure we'll account for a blinded path's final_value_msat in scoring
2973 let logger = TestLogger::new();
2974 let network_graph = network_graph(&logger);
2975 let params = ProbabilisticScoringFeeParameters {
2976 liquidity_penalty_multiplier_msat: 1_000,
2977 ..ProbabilisticScoringFeeParameters::zero_penalty()
2979 let decay_params = ProbabilisticScoringDecayParameters::default();
2980 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2981 let source = source_node_id();
2982 let target = target_node_id();
2983 let usage = ChannelUsage {
2985 inflight_htlc_msat: 0,
2986 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2988 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2990 let mut path = payment_path_for_amount(768);
2991 let recipient_hop = path.hops.pop().unwrap();
2992 let blinded_path = BlindedPath {
2993 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
2994 blinding_point: test_utils::pubkey(42),
2996 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
2999 path.blinded_tail = Some(BlindedTail {
3000 hops: blinded_path.blinded_hops,
3001 blinding_point: blinded_path.blinding_point,
3002 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3003 final_value_msat: recipient_hop.fee_msat,
3006 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3007 // final value is taken into account.
3008 assert!(scorer.channel_liquidities.get(&42).is_none());
3010 scorer.payment_path_failed(&path, 42);
3011 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3012 scorer.payment_path_failed(&path, 43);
3014 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3015 .as_directed(&source, &target, 0, 1_000, decay_params);
3016 assert_eq!(liquidity.min_liquidity_msat(), 256);
3017 assert_eq!(liquidity.max_liquidity_msat(), 768);