1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
376 self.0.decay_liquidity_certainty(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
855 let graph = self.network_graph.read_only();
856 for (scid, liq) in self.channel_liquidities.iter() {
857 if let Some(chan_debug) = graph.channels().get(scid) {
858 let log_direction = |source, target| {
859 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
860 let amt = directed_info.effective_capacity().as_msat();
861 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
863 let (min_buckets, max_buckets) = dir_liq.liquidity_history
864 .get_decayed_buckets(now, *dir_liq.offset_history_last_updated,
865 self.decay_params.historical_no_updates_half_life)
866 .unwrap_or(([0; 32], [0; 32]));
868 log_debug!(self.logger, core::concat!(
869 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
870 "\tHistorical min liquidity bucket relative probabilities:\n",
871 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
872 "\tHistorical max liquidity bucket relative probabilities:\n",
873 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
874 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
875 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
876 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
877 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
878 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
879 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
880 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
881 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
882 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
883 // Note that the liquidity buckets are an offset from the edge, so we
884 // inverse the max order to get the probabilities from zero.
885 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
886 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
887 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
888 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
889 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
890 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
891 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
892 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
894 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
898 log_direction(&chan_debug.node_one, &chan_debug.node_two);
899 log_direction(&chan_debug.node_two, &chan_debug.node_one);
901 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
906 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
907 /// channel with `scid` towards the given `target` node.
908 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
909 let graph = self.network_graph.read_only();
911 if let Some(chan) = graph.channels().get(&scid) {
912 if let Some(liq) = self.channel_liquidities.get(&scid) {
913 if let Some((directed_info, source)) = chan.as_directed_to(target) {
914 let amt = directed_info.effective_capacity().as_msat();
915 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
916 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
923 /// Query the historical estimated minimum and maximum liquidity available for sending a
924 /// payment over the channel with `scid` towards the given `target` node.
926 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
927 /// the second set describes the upper-bound liquidity history. Each bucket describes the
928 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
929 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
930 /// more recent data points are weighted more heavily than older datapoints.
932 /// Note that the range of each bucket varies by its location to provide more granular results
933 /// at the edges of a channel's capacity, where it is more likely to sit.
935 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
936 /// is calculated by dividing that bucket's value with the total value of all buckets.
938 /// For example, using a lower bucket count for illustrative purposes, a value of
939 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
940 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
941 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
942 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
944 /// Because the datapoints are decayed slowly over time, values will eventually return to
945 /// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
947 /// In order to fetch a single success probability from the buckets provided here, as used in
948 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
949 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
950 -> Option<([u16; 32], [u16; 32])> {
951 let graph = self.network_graph.read_only();
953 if let Some(chan) = graph.channels().get(&scid) {
954 if let Some(liq) = self.channel_liquidities.get(&scid) {
955 if let Some((directed_info, source)) = chan.as_directed_to(target) {
956 let amt = directed_info.effective_capacity().as_msat();
957 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
959 let (min_buckets, mut max_buckets) =
960 dir_liq.liquidity_history.get_decayed_buckets(
961 dir_liq.now, *dir_liq.offset_history_last_updated,
962 self.decay_params.historical_no_updates_half_life
965 // Note that the liquidity buckets are an offset from the edge, so we inverse
966 // the max order to get the probabilities from zero.
967 max_buckets.reverse();
968 return Some((min_buckets, max_buckets));
975 /// Query the probability of payment success sending the given `amount_msat` over the channel
976 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
979 /// These are the same bounds as returned by
980 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
981 /// [`Self::estimated_channel_liquidity_range`]).
982 pub fn historical_estimated_payment_success_probability(
983 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
985 let graph = self.network_graph.read_only();
987 if let Some(chan) = graph.channels().get(&scid) {
988 if let Some(liq) = self.channel_liquidities.get(&scid) {
989 if let Some((directed_info, source)) = chan.as_directed_to(target) {
990 let capacity_msat = directed_info.effective_capacity().as_msat();
991 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
993 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
994 dir_liq.now, *dir_liq.offset_history_last_updated,
995 self.decay_params.historical_no_updates_half_life, ¶ms, amount_msat,
997 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
1005 impl<T: Time> ChannelLiquidity<T> {
1009 min_liquidity_offset_msat: 0,
1010 max_liquidity_offset_msat: 0,
1011 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1012 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1013 last_updated: T::now(),
1014 offset_history_last_updated: T::now(),
1018 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1019 /// `capacity_msat`.
1021 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1022 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1023 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1024 if source < target {
1025 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1026 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1028 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1029 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1032 DirectedChannelLiquidity {
1033 min_liquidity_offset_msat,
1034 max_liquidity_offset_msat,
1035 liquidity_history: HistoricalMinMaxBuckets {
1036 min_liquidity_offset_history,
1037 max_liquidity_offset_history,
1040 last_updated: &self.last_updated,
1041 offset_history_last_updated: &self.offset_history_last_updated,
1043 decay_params: decay_params,
1047 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1048 /// `capacity_msat`.
1050 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1051 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1052 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1053 if source < target {
1054 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1055 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1057 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1058 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1061 DirectedChannelLiquidity {
1062 min_liquidity_offset_msat,
1063 max_liquidity_offset_msat,
1064 liquidity_history: HistoricalMinMaxBuckets {
1065 min_liquidity_offset_history,
1066 max_liquidity_offset_history,
1069 last_updated: &mut self.last_updated,
1070 offset_history_last_updated: &mut self.offset_history_last_updated,
1072 decay_params: decay_params,
1076 fn decayed_offset(&self, offset: u64, decay_params: ProbabilisticScoringDecayParameters) -> u64 {
1077 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1078 if half_life != 0.0 {
1079 let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
1080 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1087 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1089 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1091 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1092 /// ratio, as X in 1/X.
1093 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1095 /// The divisor used when computing the amount penalty.
1096 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1097 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1099 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1101 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1102 (a * a * a, b * b * b, c * c * c)
1105 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1106 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1108 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1110 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1111 /// (recently) seen an HTLC successfully complete over this channel.
1113 fn success_probability(
1114 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1115 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1117 debug_assert!(min_liquidity_msat <= amount_msat);
1118 debug_assert!(amount_msat < max_liquidity_msat);
1119 debug_assert!(max_liquidity_msat <= capacity_msat);
1121 let (numerator, mut denominator) =
1122 if params.linear_success_probability {
1123 (max_liquidity_msat - amount_msat,
1124 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1126 let capacity = capacity_msat as f64;
1127 let min = (min_liquidity_msat as f64) / capacity;
1128 let max = (max_liquidity_msat as f64) / capacity;
1129 let amount = (amount_msat as f64) / capacity;
1131 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1132 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1133 // liquidity bounds is thus the integral under the curve from the amount to maximum
1134 // estimated liquidity, divided by the same integral from the minimum to the maximum
1135 // estimated liquidity bounds.
1137 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1138 // calculate the cumulative density function between the min/max bounds trivially. Note
1139 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1140 // division of num / den.
1141 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1142 let num = max_pow - amt_pow;
1143 let den = max_pow - min_pow;
1145 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1146 // quite a large factor to get something useful (ideally in the 2^30 range).
1147 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1148 let numerator = (num * BILLIONISH) as u64 + 1;
1149 let denominator = (den * BILLIONISH) as u64 + 1;
1150 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1151 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1152 (numerator, denominator)
1155 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1156 denominator < u64::max_value() / 21
1158 // If we have no knowledge of the channel, scale probability down by ~75%
1159 // Note that we prefer to increase the denominator rather than decrease the numerator as
1160 // the denominator is more likely to be larger and thus provide greater precision. This is
1161 // mostly an overoptimization but makes a large difference in tests.
1162 denominator = denominator * 21 / 16
1165 (numerator, denominator)
1168 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1169 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1171 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1172 let available_capacity = self.capacity_msat;
1173 let max_liquidity_msat = self.max_liquidity_msat();
1174 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1176 let mut res = if amount_msat <= min_liquidity_msat {
1178 } else if amount_msat >= max_liquidity_msat {
1179 // Equivalent to hitting the else clause below with the amount equal to the effective
1180 // capacity and without any certainty on the liquidity upper bound, plus the
1181 // impossibility penalty.
1182 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1183 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1184 score_params.liquidity_penalty_multiplier_msat,
1185 score_params.liquidity_penalty_amount_multiplier_msat)
1186 .saturating_add(score_params.considered_impossible_penalty_msat)
1188 let (numerator, denominator) = success_probability(amount_msat,
1189 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1190 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1191 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1192 // don't bother trying to use the log approximation as it gets too noisy to be
1193 // particularly helpful, instead just round down to 0.
1196 let negative_log10_times_2048 =
1197 approx::negative_log10_times_2048(numerator, denominator);
1198 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1199 score_params.liquidity_penalty_multiplier_msat,
1200 score_params.liquidity_penalty_amount_multiplier_msat)
1204 if amount_msat >= available_capacity {
1205 // We're trying to send more than the capacity, use a max penalty.
1206 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1207 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1208 score_params.historical_liquidity_penalty_multiplier_msat,
1209 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1213 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1214 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1215 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1216 .calculate_success_probability_times_billion(
1217 self.now, *self.offset_history_last_updated,
1218 self.decay_params.historical_no_updates_half_life, score_params, amount_msat,
1221 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1222 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1223 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1224 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1226 // If we don't have any valid points (or, once decayed, we have less than a full
1227 // point), redo the non-historical calculation with no liquidity bounds tracked and
1228 // the historical penalty multipliers.
1229 let (numerator, denominator) = success_probability(amount_msat, 0,
1230 available_capacity, available_capacity, score_params, true);
1231 let negative_log10_times_2048 =
1232 approx::negative_log10_times_2048(numerator, denominator);
1233 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1234 score_params.historical_liquidity_penalty_multiplier_msat,
1235 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1242 /// Computes the liquidity penalty from the penalty multipliers.
1244 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1245 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1247 negative_log10_times_2048 =
1248 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1250 // Upper bound the liquidity penalty to ensure some channel is selected.
1251 let liquidity_penalty_msat = negative_log10_times_2048
1252 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1253 let amount_penalty_msat = negative_log10_times_2048
1254 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1255 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1257 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1260 /// Returns the lower bound of the channel liquidity balance in this direction.
1262 fn min_liquidity_msat(&self) -> u64 {
1263 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1266 /// Returns the upper bound of the channel liquidity balance in this direction.
1268 fn max_liquidity_msat(&self) -> u64 {
1270 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1273 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1274 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1276 // Decay the offset by the appropriate number of half lives. If half of the next half
1277 // life has passed, approximate an additional three-quarter life to help smooth out the
1279 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1280 let half_decays = elapsed_time / (half_life / 2);
1281 let decays = half_decays / 2;
1282 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1283 if half_decays % 2 == 0 {
1286 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1288 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1296 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1297 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1298 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1299 let existing_max_msat = self.max_liquidity_msat();
1300 if amount_msat < existing_max_msat {
1301 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1302 self.set_max_liquidity_msat(amount_msat);
1304 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1305 chan_descr, existing_max_msat, amount_msat);
1307 self.update_history_buckets(0);
1310 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1311 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1312 let existing_min_msat = self.min_liquidity_msat();
1313 if amount_msat > existing_min_msat {
1314 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1315 self.set_min_liquidity_msat(amount_msat);
1317 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1318 chan_descr, existing_min_msat, amount_msat);
1320 self.update_history_buckets(0);
1323 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1324 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1325 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1326 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1327 self.set_max_liquidity_msat(max_liquidity_msat);
1328 self.update_history_buckets(amount_msat);
1331 /// Updates the history buckets for this channel. Because the history buckets track what we now
1332 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1333 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1334 /// represents the amount of the successful payment we just made.
1335 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1336 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1337 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1338 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1339 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1340 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1342 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1343 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1344 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1346 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1347 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1348 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1352 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1353 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1354 *self.min_liquidity_offset_msat = amount_msat;
1355 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1358 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1360 *self.last_updated = self.now;
1361 *self.offset_history_last_updated = self.now;
1364 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1365 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1366 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1367 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1370 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1372 *self.last_updated = self.now;
1373 *self.offset_history_last_updated = self.now;
1377 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1378 type ScoreParams = ProbabilisticScoringFeeParameters;
1379 fn channel_penalty_msat(
1380 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1382 let (scid, target) = match candidate {
1383 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1384 (short_channel_id, info.target())
1388 let source = candidate.source();
1389 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1393 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1394 score_params.base_penalty_amount_multiplier_msat
1395 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1397 let mut anti_probing_penalty_msat = 0;
1398 match usage.effective_capacity {
1399 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1400 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1402 if usage.amount_msat > amount_msat {
1403 return u64::max_value();
1405 return base_penalty_msat;
1408 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1409 if htlc_maximum_msat >= capacity_msat/2 {
1410 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1416 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1417 let capacity_msat = usage.effective_capacity.as_msat();
1418 self.channel_liquidities
1420 .unwrap_or(&ChannelLiquidity::new())
1421 .as_directed(&source, &target, capacity_msat, self.decay_params)
1422 .penalty_msat(amount_msat, score_params)
1423 .saturating_add(anti_probing_penalty_msat)
1424 .saturating_add(base_penalty_msat)
1428 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1429 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1430 let amount_msat = path.final_value_msat();
1431 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1432 let network_graph = self.network_graph.read_only();
1433 for (hop_idx, hop) in path.hops.iter().enumerate() {
1434 let target = NodeId::from_pubkey(&hop.pubkey);
1435 let channel_directed_from_source = network_graph.channels()
1436 .get(&hop.short_channel_id)
1437 .and_then(|channel| channel.as_directed_to(&target));
1439 let at_failed_channel = hop.short_channel_id == short_channel_id;
1440 if at_failed_channel && hop_idx == 0 {
1441 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);
1444 // Only score announced channels.
1445 if let Some((channel, source)) = channel_directed_from_source {
1446 let capacity_msat = channel.effective_capacity().as_msat();
1447 if at_failed_channel {
1448 self.channel_liquidities
1449 .entry(hop.short_channel_id)
1450 .or_insert_with(ChannelLiquidity::new)
1451 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1452 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1454 self.channel_liquidities
1455 .entry(hop.short_channel_id)
1456 .or_insert_with(ChannelLiquidity::new)
1457 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1458 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1461 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).",
1462 hop.short_channel_id);
1464 if at_failed_channel { break; }
1468 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1469 let amount_msat = path.final_value_msat();
1470 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1471 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1472 let network_graph = self.network_graph.read_only();
1473 for hop in &path.hops {
1474 let target = NodeId::from_pubkey(&hop.pubkey);
1475 let channel_directed_from_source = network_graph.channels()
1476 .get(&hop.short_channel_id)
1477 .and_then(|channel| channel.as_directed_to(&target));
1479 // Only score announced channels.
1480 if let Some((channel, source)) = channel_directed_from_source {
1481 let capacity_msat = channel.effective_capacity().as_msat();
1482 self.channel_liquidities
1483 .entry(hop.short_channel_id)
1484 .or_insert_with(ChannelLiquidity::new)
1485 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1486 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1488 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).",
1489 hop.short_channel_id);
1494 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1495 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1498 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1499 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1502 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {
1503 let decay_params = self.decay_params;
1504 self.channel_liquidities.retain(|_scid, liquidity| {
1505 liquidity.min_liquidity_offset_msat = liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, decay_params);
1506 liquidity.max_liquidity_offset_msat = liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, decay_params);
1507 liquidity.last_updated = T::now();
1509 T::now().duration_since(liquidity.offset_history_last_updated);
1510 if elapsed_time > decay_params.historical_no_updates_half_life {
1511 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1512 if half_life != 0.0 {
1513 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1514 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1515 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1517 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1518 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1520 liquidity.offset_history_last_updated = T::now();
1523 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1524 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1525 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1531 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1532 where L::Target: Logger {}
1534 #[cfg(feature = "std")]
1536 fn powf64(n: f64, exp: f64) -> f64 {
1539 #[cfg(not(feature = "std"))]
1540 fn powf64(n: f64, exp: f64) -> f64 {
1541 libm::powf(n as f32, exp as f32) as f64
1545 const BITS: u32 = 64;
1546 const HIGHEST_BIT: u32 = BITS - 1;
1547 const LOWER_BITS: u32 = 6;
1548 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1549 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1551 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1552 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1553 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1554 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1555 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1556 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1557 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1558 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1559 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1560 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1561 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1562 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1563 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1564 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1565 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1566 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1567 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1568 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1569 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1570 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1571 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1572 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1573 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1574 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1575 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1576 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1577 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1578 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1579 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1580 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1581 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1582 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1583 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1584 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1585 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1586 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1587 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1588 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1589 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1590 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1591 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1592 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1593 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1594 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1595 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1596 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1597 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1598 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1599 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1600 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1601 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1602 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1603 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1604 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
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1677 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
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1679 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
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1681 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
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1684 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1685 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1686 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
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1688 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1689 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
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1691 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1692 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1693 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1694 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1695 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1696 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1697 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1698 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1699 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1700 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1701 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1702 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1703 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1704 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1705 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1706 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1707 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1708 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1709 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1710 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1711 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1712 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1713 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1714 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1715 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1716 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1717 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1718 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1719 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1720 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1721 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1722 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1723 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1724 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1725 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1726 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1727 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1728 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1729 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1730 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1731 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1732 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1733 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1734 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1735 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1736 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1737 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1738 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1739 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1740 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1741 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1742 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1743 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1744 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1745 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1746 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1747 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1748 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1749 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1750 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1751 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1752 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1753 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1754 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1755 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1756 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1757 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1758 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1759 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1760 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1761 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1762 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1763 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1764 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1765 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1766 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1767 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1768 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1769 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1770 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1771 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1772 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1773 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1774 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1775 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1776 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1777 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1778 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1779 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1780 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1781 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1782 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1783 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1784 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1785 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1786 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1787 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1788 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1789 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1790 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1791 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1792 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1793 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1794 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1795 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1796 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1797 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1798 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1799 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1800 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1801 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1802 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1803 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1804 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1805 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1806 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1807 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1808 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1809 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1812 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1814 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1815 // Multiply the -1 through to avoid needing to use signed numbers.
1816 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1820 fn log10_times_2048(x: u64) -> u16 {
1821 debug_assert_ne!(x, 0);
1822 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1823 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1824 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1832 fn prints_negative_log10_times_2048_lookup_table() {
1833 for msb in 0..BITS {
1834 for i in 0..LOWER_BITS_BOUND {
1835 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1836 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1837 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1839 if i % LOWER_BITS_BOUND == 0 {
1840 print!("\t\t[{}, ", log10_times_2048);
1841 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1842 println!("{}],", log10_times_2048);
1843 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1844 print!("{},\n\t\t\t", log10_times_2048);
1846 print!("{}, ", log10_times_2048);
1854 mod bucketed_history {
1857 // Because liquidity is often skewed heavily in one direction, we store historical state
1858 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1859 // must fit evenly into the buckets here.
1861 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1862 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1863 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1864 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1866 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1867 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1868 // buckets in total.
1870 const BUCKET_START_POS: [u16; 33] = [
1871 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1872 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1875 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1876 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1879 const POSITION_TICKS: u16 = 1 << 14;
1881 fn pos_to_bucket(pos: u16) -> usize {
1882 for bucket in 0..32 {
1883 if pos < BUCKET_START_POS[bucket + 1] {
1887 debug_assert!(false);
1893 fn check_bucket_maps() {
1894 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1895 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1896 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1898 let mut min_size_iter = 0;
1899 let mut legacy_bucket_iter = 0;
1900 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1901 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1902 for i in 0..*width {
1903 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1905 min_size_iter += *width;
1906 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1907 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1908 if legacy_bucket_iter + 1 < 8 {
1909 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1911 legacy_bucket_iter += 1;
1914 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1915 assert_eq!(min_size_iter, POSITION_TICKS);
1919 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1920 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1921 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1922 .try_into().unwrap_or(POSITION_TICKS)
1924 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1925 // division. This branch should only be hit in fuzz testing since the amount would
1926 // need to be over 2.88 million BTC in practice.
1927 ((amount_msat as u128) * (POSITION_TICKS as u128)
1928 / (capacity_msat as u128).saturating_add(1))
1929 .try_into().unwrap_or(POSITION_TICKS)
1931 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1932 // capacity to change due to a `channel_update` message which, if received while a payment
1933 // is in-flight, could cause this to fail. Thus, we only assert in test.
1935 debug_assert!(pos < POSITION_TICKS);
1939 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1940 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1941 /// support reading the legacy values here for backwards compatibility.
1942 pub(super) struct LegacyHistoricalBucketRangeTracker {
1946 impl LegacyHistoricalBucketRangeTracker {
1947 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1948 let mut buckets = [0; 32];
1949 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1950 let mut new_val = *legacy_bucket;
1951 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1952 new_val /= (end - start) as u16;
1953 for i in start..end {
1954 buckets[i as usize] = new_val;
1957 HistoricalBucketRangeTracker { buckets }
1961 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1962 /// in each of 32 buckets.
1963 #[derive(Clone, Copy)]
1964 pub(super) struct HistoricalBucketRangeTracker {
1965 pub(super) buckets: [u16; 32],
1968 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1969 /// "one" is 32, or this constant.
1970 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1972 impl HistoricalBucketRangeTracker {
1973 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1974 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1975 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1976 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1978 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1979 // the buckets for the current min and max liquidity offset positions.
1981 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1982 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1983 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1985 // In total, this allows us to track data for the last 8,000 or so payments across a given
1988 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1989 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1990 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1993 // The constants were picked experimentally, selecting a decay amount that restricts us
1994 // from overflowing buckets without having to cap them manually.
1996 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1997 if pos < POSITION_TICKS {
1998 for e in self.buckets.iter_mut() {
1999 *e = ((*e as u32) * 2047 / 2048) as u16;
2001 let bucket = pos_to_bucket(pos);
2002 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
2005 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
2006 /// datapoints as we receive newer information.
2008 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
2009 for e in self.buckets.iter_mut() {
2010 *e = e.checked_shr(half_lives).unwrap_or(0);
2015 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
2016 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
2018 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
2019 /// liquidity bounds for a given channel.
2020 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
2021 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
2023 pub(super) min_liquidity_offset_history: D,
2024 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
2026 pub(super) max_liquidity_offset_history: D,
2029 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2030 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
2031 -> Option<([u16; 32], [u16; 32])> {
2032 let (_, required_decays) = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
2034 let mut min_buckets = *self.min_liquidity_offset_history;
2035 min_buckets.time_decay_data(required_decays);
2036 let mut max_buckets = *self.max_liquidity_offset_history;
2037 max_buckets.time_decay_data(required_decays);
2038 Some((min_buckets.buckets, max_buckets.buckets))
2041 pub(super) fn get_total_valid_points<T: Time>(&self, now: T, offset_history_last_updated: T, half_life: Duration)
2042 -> Option<(u64, u32)> {
2043 let required_decays = now.duration_since(offset_history_last_updated).as_secs()
2044 .checked_div(half_life.as_secs())
2045 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
2047 let mut total_valid_points_tracked = 0;
2048 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2049 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2050 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2054 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2055 // treat it as if we were fully decayed.
2056 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2057 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < FULLY_DECAYED.into() {
2061 Some((total_valid_points_tracked, required_decays))
2065 pub(super) fn calculate_success_probability_times_billion<T: Time>(
2066 &self, now: T, offset_history_last_updated: T, half_life: Duration,
2067 params: &ProbabilisticScoringFeeParameters, amount_msat: u64, capacity_msat: u64
2069 // If historical penalties are enabled, we try to calculate a probability of success
2070 // given our historical distribution of min- and max-liquidity bounds in a channel.
2071 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2072 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2073 // state). For each pair, we calculate the probability as if the bucket's corresponding
2074 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2075 // that probability by the weight of the selected buckets.
2076 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2077 if payment_pos >= POSITION_TICKS { return None; }
2079 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
2080 // don't actually use the decayed buckets, though, as that would lose precision.
2081 let (total_valid_points_tracked, _)
2082 = self.get_total_valid_points(now, offset_history_last_updated, half_life)?;
2084 let mut cumulative_success_prob_times_billion = 0;
2085 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2086 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2087 // points against the 0th min bucket. This avoids the case where we fail to route
2088 // increasingly lower values over a channel, but treat each failure as a separate
2089 // datapoint, many of which may have relatively high maximum-available-liquidity
2090 // values, which will result in us thinking we have some nontrivial probability of
2091 // routing up to that amount.
2092 if self.min_liquidity_offset_history.buckets[0] != 0 {
2093 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2094 let mut total_max_points = 0; // Total points in max-buckets to consider
2095 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2096 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2097 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2099 total_max_points += *max_bucket as u64;
2101 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2102 if payment_pos < max_bucket_end_pos {
2103 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2104 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2105 let bucket_prob_times_billion =
2106 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2107 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2108 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2109 numerator / denominator;
2113 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2114 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2115 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2116 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2117 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2118 // 30 bits is 62 bits.
2119 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2120 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2121 if payment_pos >= max_bucket_end_pos {
2122 // Success probability 0, the payment amount may be above the max liquidity
2124 } else if payment_pos < min_bucket_start_pos {
2125 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2127 let (numerator, denominator) = success_probability(payment_pos as u64,
2128 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2129 POSITION_TICKS as u64 - 1, params, true);
2130 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2131 numerator / denominator;
2136 Some(cumulative_success_prob_times_billion)
2140 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2142 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2144 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2145 write_tlv_fields!(w, {
2146 (0, self.channel_liquidities, required),
2152 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2153 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2156 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2157 ) -> Result<Self, DecodeError> {
2158 let (decay_params, network_graph, logger) = args;
2159 let mut channel_liquidities = HashMap::new();
2160 read_tlv_fields!(r, {
2161 (0, channel_liquidities, required),
2167 channel_liquidities,
2172 impl<T: Time> Writeable for ChannelLiquidity<T> {
2174 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2175 let offset_history_duration_since_epoch =
2176 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2177 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2178 write_tlv_fields!(w, {
2179 (0, self.min_liquidity_offset_msat, required),
2180 // 1 was the min_liquidity_offset_history in octile form
2181 (2, self.max_liquidity_offset_msat, required),
2182 // 3 was the max_liquidity_offset_history in octile form
2183 (4, duration_since_epoch, required),
2184 (5, Some(self.min_liquidity_offset_history), option),
2185 (7, Some(self.max_liquidity_offset_history), option),
2186 (9, offset_history_duration_since_epoch, required),
2192 impl<T: Time> Readable for ChannelLiquidity<T> {
2194 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2195 let mut min_liquidity_offset_msat = 0;
2196 let mut max_liquidity_offset_msat = 0;
2197 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2198 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2199 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2200 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2201 let mut duration_since_epoch = Duration::from_secs(0);
2202 let mut offset_history_duration_since_epoch = None;
2203 read_tlv_fields!(r, {
2204 (0, min_liquidity_offset_msat, required),
2205 (1, legacy_min_liq_offset_history, option),
2206 (2, max_liquidity_offset_msat, required),
2207 (3, legacy_max_liq_offset_history, option),
2208 (4, duration_since_epoch, required),
2209 (5, min_liquidity_offset_history, option),
2210 (7, max_liquidity_offset_history, option),
2211 (9, offset_history_duration_since_epoch, option),
2213 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2214 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2215 // is a time from a monotonic clock usually represented as an offset against boot time).
2216 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2217 // from the one that was written. However, because `Instant` can panic if we construct one
2218 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2219 // using `Instant::now()` in that case.
2220 let wall_clock_now = T::duration_since_epoch();
2222 let last_updated = if wall_clock_now > duration_since_epoch {
2223 now - (wall_clock_now - duration_since_epoch)
2226 let offset_history_duration_since_epoch =
2227 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2228 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2229 now - (wall_clock_now - offset_history_duration_since_epoch)
2232 if min_liquidity_offset_history.is_none() {
2233 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2234 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2236 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2239 if max_liquidity_offset_history.is_none() {
2240 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2241 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2243 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2247 min_liquidity_offset_msat,
2248 max_liquidity_offset_msat,
2249 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2250 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2252 offset_history_last_updated,
2259 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2260 use crate::blinded_path::{BlindedHop, BlindedPath};
2261 use crate::util::config::UserConfig;
2262 use crate::util::time::Time;
2263 use crate::util::time::tests::SinceEpoch;
2265 use crate::ln::channelmanager;
2266 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2267 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2268 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2269 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2270 use crate::util::ser::{ReadableArgs, Writeable};
2271 use crate::util::test_utils::{self, TestLogger};
2273 use bitcoin::blockdata::constants::ChainHash;
2274 use bitcoin::hashes::Hash;
2275 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2276 use bitcoin::network::constants::Network;
2277 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2278 use core::time::Duration;
2281 fn source_privkey() -> SecretKey {
2282 SecretKey::from_slice(&[42; 32]).unwrap()
2285 fn target_privkey() -> SecretKey {
2286 SecretKey::from_slice(&[43; 32]).unwrap()
2289 fn source_pubkey() -> PublicKey {
2290 let secp_ctx = Secp256k1::new();
2291 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2294 fn target_pubkey() -> PublicKey {
2295 let secp_ctx = Secp256k1::new();
2296 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2299 fn source_node_id() -> NodeId {
2300 NodeId::from_pubkey(&source_pubkey())
2303 fn target_node_id() -> NodeId {
2304 NodeId::from_pubkey(&target_pubkey())
2307 // `ProbabilisticScorer` tests
2309 /// A probabilistic scorer for testing with time that can be manually advanced.
2310 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2312 fn sender_privkey() -> SecretKey {
2313 SecretKey::from_slice(&[41; 32]).unwrap()
2316 fn recipient_privkey() -> SecretKey {
2317 SecretKey::from_slice(&[45; 32]).unwrap()
2320 fn sender_pubkey() -> PublicKey {
2321 let secp_ctx = Secp256k1::new();
2322 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2325 fn recipient_pubkey() -> PublicKey {
2326 let secp_ctx = Secp256k1::new();
2327 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2330 fn recipient_node_id() -> NodeId {
2331 NodeId::from_pubkey(&recipient_pubkey())
2334 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2335 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2336 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2337 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2343 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2344 node_2_key: SecretKey
2346 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2347 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2348 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2349 let secp_ctx = Secp256k1::new();
2350 let unsigned_announcement = UnsignedChannelAnnouncement {
2351 features: channelmanager::provided_channel_features(&UserConfig::default()),
2352 chain_hash: genesis_hash,
2354 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2355 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2356 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2357 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2358 excess_data: Vec::new(),
2360 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2361 let signed_announcement = ChannelAnnouncement {
2362 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2363 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2364 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2365 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2366 contents: unsigned_announcement,
2368 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2369 network_graph.update_channel_from_announcement(
2370 &signed_announcement, &chain_source).unwrap();
2371 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2372 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2376 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2377 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2379 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2380 let secp_ctx = Secp256k1::new();
2381 let unsigned_update = UnsignedChannelUpdate {
2382 chain_hash: genesis_hash,
2386 cltv_expiry_delta: 18,
2387 htlc_minimum_msat: 0,
2390 fee_proportional_millionths: 0,
2391 excess_data: Vec::new(),
2393 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2394 let signed_update = ChannelUpdate {
2395 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2396 contents: unsigned_update,
2398 network_graph.update_channel(&signed_update).unwrap();
2401 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2402 let config = UserConfig::default();
2405 node_features: channelmanager::provided_node_features(&config),
2407 channel_features: channelmanager::provided_channel_features(&config),
2409 cltv_expiry_delta: 18,
2410 maybe_announced_channel: true,
2414 fn payment_path_for_amount(amount_msat: u64) -> Path {
2417 path_hop(source_pubkey(), 41, 1),
2418 path_hop(target_pubkey(), 42, 2),
2419 path_hop(recipient_pubkey(), 43, amount_msat),
2420 ], blinded_tail: None,
2425 fn liquidity_bounds_directed_from_lowest_node_id() {
2426 let logger = TestLogger::new();
2427 let last_updated = SinceEpoch::now();
2428 let offset_history_last_updated = SinceEpoch::now();
2429 let network_graph = network_graph(&logger);
2430 let decay_params = ProbabilisticScoringDecayParameters::default();
2431 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2434 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2435 last_updated, offset_history_last_updated,
2436 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2437 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2441 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2442 last_updated, offset_history_last_updated,
2443 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2444 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2446 let source = source_node_id();
2447 let target = target_node_id();
2448 let recipient = recipient_node_id();
2449 assert!(source > target);
2450 assert!(target < recipient);
2452 // Update minimum liquidity.
2454 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2455 .as_directed(&source, &target, 1_000, decay_params);
2456 assert_eq!(liquidity.min_liquidity_msat(), 100);
2457 assert_eq!(liquidity.max_liquidity_msat(), 300);
2459 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2460 .as_directed(&target, &source, 1_000, decay_params);
2461 assert_eq!(liquidity.min_liquidity_msat(), 700);
2462 assert_eq!(liquidity.max_liquidity_msat(), 900);
2464 scorer.channel_liquidities.get_mut(&42).unwrap()
2465 .as_directed_mut(&source, &target, 1_000, decay_params)
2466 .set_min_liquidity_msat(200);
2468 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2469 .as_directed(&source, &target, 1_000, decay_params);
2470 assert_eq!(liquidity.min_liquidity_msat(), 200);
2471 assert_eq!(liquidity.max_liquidity_msat(), 300);
2473 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2474 .as_directed(&target, &source, 1_000, decay_params);
2475 assert_eq!(liquidity.min_liquidity_msat(), 700);
2476 assert_eq!(liquidity.max_liquidity_msat(), 800);
2478 // Update maximum liquidity.
2480 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2481 .as_directed(&target, &recipient, 1_000, decay_params);
2482 assert_eq!(liquidity.min_liquidity_msat(), 700);
2483 assert_eq!(liquidity.max_liquidity_msat(), 900);
2485 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2486 .as_directed(&recipient, &target, 1_000, decay_params);
2487 assert_eq!(liquidity.min_liquidity_msat(), 100);
2488 assert_eq!(liquidity.max_liquidity_msat(), 300);
2490 scorer.channel_liquidities.get_mut(&43).unwrap()
2491 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2492 .set_max_liquidity_msat(200);
2494 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2495 .as_directed(&target, &recipient, 1_000, decay_params);
2496 assert_eq!(liquidity.min_liquidity_msat(), 0);
2497 assert_eq!(liquidity.max_liquidity_msat(), 200);
2499 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2500 .as_directed(&recipient, &target, 1_000, decay_params);
2501 assert_eq!(liquidity.min_liquidity_msat(), 800);
2502 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2506 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2507 let logger = TestLogger::new();
2508 let last_updated = SinceEpoch::now();
2509 let offset_history_last_updated = SinceEpoch::now();
2510 let network_graph = network_graph(&logger);
2511 let decay_params = ProbabilisticScoringDecayParameters::default();
2512 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2515 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2516 last_updated, offset_history_last_updated,
2517 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2518 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2520 let source = source_node_id();
2521 let target = target_node_id();
2522 assert!(source > target);
2524 // Check initial bounds.
2525 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2526 .as_directed(&source, &target, 1_000, decay_params);
2527 assert_eq!(liquidity.min_liquidity_msat(), 400);
2528 assert_eq!(liquidity.max_liquidity_msat(), 800);
2530 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2531 .as_directed(&target, &source, 1_000, decay_params);
2532 assert_eq!(liquidity.min_liquidity_msat(), 200);
2533 assert_eq!(liquidity.max_liquidity_msat(), 600);
2535 // Reset from source to target.
2536 scorer.channel_liquidities.get_mut(&42).unwrap()
2537 .as_directed_mut(&source, &target, 1_000, decay_params)
2538 .set_min_liquidity_msat(900);
2540 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2541 .as_directed(&source, &target, 1_000, decay_params);
2542 assert_eq!(liquidity.min_liquidity_msat(), 900);
2543 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2545 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2546 .as_directed(&target, &source, 1_000, decay_params);
2547 assert_eq!(liquidity.min_liquidity_msat(), 0);
2548 assert_eq!(liquidity.max_liquidity_msat(), 100);
2550 // Reset from target to source.
2551 scorer.channel_liquidities.get_mut(&42).unwrap()
2552 .as_directed_mut(&target, &source, 1_000, decay_params)
2553 .set_min_liquidity_msat(400);
2555 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2556 .as_directed(&source, &target, 1_000, decay_params);
2557 assert_eq!(liquidity.min_liquidity_msat(), 0);
2558 assert_eq!(liquidity.max_liquidity_msat(), 600);
2560 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2561 .as_directed(&target, &source, 1_000, decay_params);
2562 assert_eq!(liquidity.min_liquidity_msat(), 400);
2563 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2567 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2568 let logger = TestLogger::new();
2569 let last_updated = SinceEpoch::now();
2570 let offset_history_last_updated = SinceEpoch::now();
2571 let network_graph = network_graph(&logger);
2572 let decay_params = ProbabilisticScoringDecayParameters::default();
2573 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2576 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2577 last_updated, offset_history_last_updated,
2578 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2579 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2581 let source = source_node_id();
2582 let target = target_node_id();
2583 assert!(source > target);
2585 // Check initial bounds.
2586 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2587 .as_directed(&source, &target, 1_000, decay_params);
2588 assert_eq!(liquidity.min_liquidity_msat(), 400);
2589 assert_eq!(liquidity.max_liquidity_msat(), 800);
2591 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2592 .as_directed(&target, &source, 1_000, decay_params);
2593 assert_eq!(liquidity.min_liquidity_msat(), 200);
2594 assert_eq!(liquidity.max_liquidity_msat(), 600);
2596 // Reset from source to target.
2597 scorer.channel_liquidities.get_mut(&42).unwrap()
2598 .as_directed_mut(&source, &target, 1_000, decay_params)
2599 .set_max_liquidity_msat(300);
2601 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2602 .as_directed(&source, &target, 1_000, decay_params);
2603 assert_eq!(liquidity.min_liquidity_msat(), 0);
2604 assert_eq!(liquidity.max_liquidity_msat(), 300);
2606 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2607 .as_directed(&target, &source, 1_000, decay_params);
2608 assert_eq!(liquidity.min_liquidity_msat(), 700);
2609 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2611 // Reset from target to source.
2612 scorer.channel_liquidities.get_mut(&42).unwrap()
2613 .as_directed_mut(&target, &source, 1_000, decay_params)
2614 .set_max_liquidity_msat(600);
2616 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2617 .as_directed(&source, &target, 1_000, decay_params);
2618 assert_eq!(liquidity.min_liquidity_msat(), 400);
2619 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2621 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2622 .as_directed(&target, &source, 1_000, decay_params);
2623 assert_eq!(liquidity.min_liquidity_msat(), 0);
2624 assert_eq!(liquidity.max_liquidity_msat(), 600);
2628 fn increased_penalty_nearing_liquidity_upper_bound() {
2629 let logger = TestLogger::new();
2630 let network_graph = network_graph(&logger);
2631 let params = ProbabilisticScoringFeeParameters {
2632 liquidity_penalty_multiplier_msat: 1_000,
2633 ..ProbabilisticScoringFeeParameters::zero_penalty()
2635 let decay_params = ProbabilisticScoringDecayParameters::default();
2636 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2637 let source = source_node_id();
2639 let usage = ChannelUsage {
2641 inflight_htlc_msat: 0,
2642 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2644 let network_graph = network_graph.read_only();
2645 let channel = network_graph.channel(42).unwrap();
2646 let (info, _) = channel.as_directed_from(&source).unwrap();
2647 let candidate = CandidateRouteHop::PublicHop {
2649 short_channel_id: 42,
2651 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2652 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2654 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2655 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2656 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2657 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2659 let usage = ChannelUsage {
2661 inflight_htlc_msat: 0,
2662 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2664 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2665 let usage = ChannelUsage { amount_msat: 256, ..usage };
2666 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2667 let usage = ChannelUsage { amount_msat: 374, ..usage };
2668 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2669 let usage = ChannelUsage { amount_msat: 512, ..usage };
2670 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2671 let usage = ChannelUsage { amount_msat: 640, ..usage };
2672 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2673 let usage = ChannelUsage { amount_msat: 768, ..usage };
2674 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2675 let usage = ChannelUsage { amount_msat: 896, ..usage };
2676 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2680 fn constant_penalty_outside_liquidity_bounds() {
2681 let logger = TestLogger::new();
2682 let last_updated = SinceEpoch::now();
2683 let offset_history_last_updated = SinceEpoch::now();
2684 let network_graph = network_graph(&logger);
2685 let params = ProbabilisticScoringFeeParameters {
2686 liquidity_penalty_multiplier_msat: 1_000,
2687 considered_impossible_penalty_msat: u64::max_value(),
2688 ..ProbabilisticScoringFeeParameters::zero_penalty()
2690 let decay_params = ProbabilisticScoringDecayParameters {
2691 ..ProbabilisticScoringDecayParameters::zero_penalty()
2693 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2696 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2697 last_updated, offset_history_last_updated,
2698 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2699 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2701 let source = source_node_id();
2703 let usage = ChannelUsage {
2705 inflight_htlc_msat: 0,
2706 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2708 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2709 let (info, _) = channel.as_directed_from(&source).unwrap();
2710 let candidate = CandidateRouteHop::PublicHop {
2712 short_channel_id: 42,
2714 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2715 let usage = ChannelUsage { amount_msat: 50, ..usage };
2716 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2717 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2718 let usage = ChannelUsage { amount_msat: 61, ..usage };
2719 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2723 fn does_not_further_penalize_own_channel() {
2724 let logger = TestLogger::new();
2725 let network_graph = network_graph(&logger);
2726 let params = ProbabilisticScoringFeeParameters {
2727 liquidity_penalty_multiplier_msat: 1_000,
2728 ..ProbabilisticScoringFeeParameters::zero_penalty()
2730 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2731 let source = source_node_id();
2732 let usage = ChannelUsage {
2734 inflight_htlc_msat: 0,
2735 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2737 let failed_path = payment_path_for_amount(500);
2738 let successful_path = payment_path_for_amount(200);
2739 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2740 let (info, _) = channel.as_directed_from(&source).unwrap();
2741 let candidate = CandidateRouteHop::PublicHop {
2743 short_channel_id: 41,
2746 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2748 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2749 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2751 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2752 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2756 fn sets_liquidity_lower_bound_on_downstream_failure() {
2757 let logger = TestLogger::new();
2758 let network_graph = network_graph(&logger);
2759 let params = ProbabilisticScoringFeeParameters {
2760 liquidity_penalty_multiplier_msat: 1_000,
2761 ..ProbabilisticScoringFeeParameters::zero_penalty()
2763 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2764 let source = source_node_id();
2765 let path = payment_path_for_amount(500);
2767 let usage = ChannelUsage {
2769 inflight_htlc_msat: 0,
2770 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2772 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2773 let (info, _) = channel.as_directed_from(&source).unwrap();
2774 let candidate = CandidateRouteHop::PublicHop {
2776 short_channel_id: 42,
2778 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2779 let usage = ChannelUsage { amount_msat: 500, ..usage };
2780 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2781 let usage = ChannelUsage { amount_msat: 750, ..usage };
2782 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2784 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2786 let usage = ChannelUsage { amount_msat: 250, ..usage };
2787 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2788 let usage = ChannelUsage { amount_msat: 500, ..usage };
2789 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2790 let usage = ChannelUsage { amount_msat: 750, ..usage };
2791 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2795 fn sets_liquidity_upper_bound_on_failure() {
2796 let logger = TestLogger::new();
2797 let network_graph = network_graph(&logger);
2798 let params = ProbabilisticScoringFeeParameters {
2799 liquidity_penalty_multiplier_msat: 1_000,
2800 considered_impossible_penalty_msat: u64::max_value(),
2801 ..ProbabilisticScoringFeeParameters::zero_penalty()
2803 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2804 let source = source_node_id();
2805 let path = payment_path_for_amount(500);
2807 let usage = ChannelUsage {
2809 inflight_htlc_msat: 0,
2810 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2812 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2813 let (info, _) = channel.as_directed_from(&source).unwrap();
2814 let candidate = CandidateRouteHop::PublicHop {
2816 short_channel_id: 42,
2818 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2819 let usage = ChannelUsage { amount_msat: 500, ..usage };
2820 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2821 let usage = ChannelUsage { amount_msat: 750, ..usage };
2822 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2824 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2826 let usage = ChannelUsage { amount_msat: 250, ..usage };
2827 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2828 let usage = ChannelUsage { amount_msat: 500, ..usage };
2829 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2830 let usage = ChannelUsage { amount_msat: 750, ..usage };
2831 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2835 fn ignores_channels_after_removed_failed_channel() {
2836 // Previously, if we'd tried to send over a channel which was removed from the network
2837 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2838 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2839 // channels in the route, even ones which they payment never reached. This tests to ensure
2840 // we do not score such channels.
2841 let secp_ctx = Secp256k1::new();
2842 let logger = TestLogger::new();
2843 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2844 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2845 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2846 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2847 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2848 add_channel(&mut network_graph, 42, secret_a, secret_b);
2849 // Don't add the channel from B -> C.
2850 add_channel(&mut network_graph, 44, secret_c, secret_d);
2852 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2853 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2854 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2855 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2858 path_hop(pub_b, 42, 1),
2859 path_hop(pub_c, 43, 2),
2860 path_hop(pub_d, 44, 100),
2863 let node_a = NodeId::from_pubkey(&pub_a);
2864 let node_b = NodeId::from_pubkey(&pub_b);
2865 let node_c = NodeId::from_pubkey(&pub_c);
2867 let params = ProbabilisticScoringFeeParameters {
2868 liquidity_penalty_multiplier_msat: 1_000,
2869 ..ProbabilisticScoringFeeParameters::zero_penalty()
2871 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2873 let usage = ChannelUsage {
2875 inflight_htlc_msat: 0,
2876 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2878 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2879 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2880 let candidate = CandidateRouteHop::PublicHop {
2882 short_channel_id: 42,
2884 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2885 // Note that a default liquidity bound is used for B -> C as no channel exists
2886 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2887 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2888 let candidate = CandidateRouteHop::PublicHop {
2890 short_channel_id: 43,
2892 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2893 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2894 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2895 let candidate = CandidateRouteHop::PublicHop {
2897 short_channel_id: 44,
2899 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2901 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2903 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2904 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2905 let candidate = CandidateRouteHop::PublicHop {
2907 short_channel_id: 42,
2909 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2910 // Note that a default liquidity bound is used for B -> C as no channel exists
2911 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2912 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2913 let candidate = CandidateRouteHop::PublicHop {
2915 short_channel_id: 43,
2917 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2918 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2919 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2920 let candidate = CandidateRouteHop::PublicHop {
2922 short_channel_id: 44,
2924 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2928 fn reduces_liquidity_upper_bound_along_path_on_success() {
2929 let logger = TestLogger::new();
2930 let network_graph = network_graph(&logger);
2931 let params = ProbabilisticScoringFeeParameters {
2932 liquidity_penalty_multiplier_msat: 1_000,
2933 ..ProbabilisticScoringFeeParameters::zero_penalty()
2935 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2936 let source = source_node_id();
2937 let usage = ChannelUsage {
2939 inflight_htlc_msat: 0,
2940 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2942 let network_graph = network_graph.read_only().channels().clone();
2943 let channel_42 = network_graph.get(&42).unwrap();
2944 let channel_43 = network_graph.get(&43).unwrap();
2945 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2946 let candidate_41 = CandidateRouteHop::PublicHop {
2948 short_channel_id: 41,
2950 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2951 let candidate_42 = CandidateRouteHop::PublicHop {
2953 short_channel_id: 42,
2955 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2956 let candidate_43 = CandidateRouteHop::PublicHop {
2958 short_channel_id: 43,
2960 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2961 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2962 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2964 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2966 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2967 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2968 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2972 fn decays_liquidity_bounds_over_time() {
2973 let logger = TestLogger::new();
2974 let network_graph = network_graph(&logger);
2975 let params = ProbabilisticScoringFeeParameters {
2976 liquidity_penalty_multiplier_msat: 1_000,
2977 considered_impossible_penalty_msat: u64::max_value(),
2978 ..ProbabilisticScoringFeeParameters::zero_penalty()
2980 let decay_params = ProbabilisticScoringDecayParameters {
2981 liquidity_offset_half_life: Duration::from_secs(10),
2982 ..ProbabilisticScoringDecayParameters::zero_penalty()
2984 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2985 let source = source_node_id();
2987 let usage = ChannelUsage {
2989 inflight_htlc_msat: 0,
2990 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2992 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2993 let (info, _) = channel.as_directed_from(&source).unwrap();
2994 let candidate = CandidateRouteHop::PublicHop {
2996 short_channel_id: 42,
2998 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2999 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3000 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3002 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3003 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
3005 // Initial penalties
3006 let usage = ChannelUsage { amount_msat: 128, ..usage };
3007 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3008 let usage = ChannelUsage { amount_msat: 256, ..usage };
3009 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
3010 let usage = ChannelUsage { amount_msat: 768, ..usage };
3011 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
3012 let usage = ChannelUsage { amount_msat: 896, ..usage };
3013 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3016 SinceEpoch::advance(Duration::from_secs(4));
3017 let usage = ChannelUsage { amount_msat: 128, ..usage };
3018 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3019 let usage = ChannelUsage { amount_msat: 256, ..usage };
3020 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
3021 let usage = ChannelUsage { amount_msat: 768, ..usage };
3022 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
3023 let usage = ChannelUsage { amount_msat: 896, ..usage };
3024 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3026 // Half decay (i.e., three-quarter life)
3027 SinceEpoch::advance(Duration::from_secs(1));
3028 let usage = ChannelUsage { amount_msat: 128, ..usage };
3029 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
3030 let usage = ChannelUsage { amount_msat: 256, ..usage };
3031 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
3032 let usage = ChannelUsage { amount_msat: 768, ..usage };
3033 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
3034 let usage = ChannelUsage { amount_msat: 896, ..usage };
3035 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3037 // One decay (i.e., half life)
3038 SinceEpoch::advance(Duration::from_secs(5));
3039 let usage = ChannelUsage { amount_msat: 64, ..usage };
3040 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3041 let usage = ChannelUsage { amount_msat: 128, ..usage };
3042 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
3043 let usage = ChannelUsage { amount_msat: 896, ..usage };
3044 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
3045 let usage = ChannelUsage { amount_msat: 960, ..usage };
3046 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3048 // Fully decay liquidity lower bound.
3049 SinceEpoch::advance(Duration::from_secs(10 * 7));
3050 let usage = ChannelUsage { amount_msat: 0, ..usage };
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3052 let usage = ChannelUsage { amount_msat: 1, ..usage };
3053 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3054 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
3055 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
3056 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3057 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3059 // Fully decay liquidity upper bound.
3060 SinceEpoch::advance(Duration::from_secs(10));
3061 let usage = ChannelUsage { amount_msat: 0, ..usage };
3062 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3063 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3064 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3066 SinceEpoch::advance(Duration::from_secs(10));
3067 let usage = ChannelUsage { amount_msat: 0, ..usage };
3068 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3069 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3070 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3074 fn decays_liquidity_bounds_without_shift_overflow() {
3075 let logger = TestLogger::new();
3076 let network_graph = network_graph(&logger);
3077 let params = ProbabilisticScoringFeeParameters {
3078 liquidity_penalty_multiplier_msat: 1_000,
3079 ..ProbabilisticScoringFeeParameters::zero_penalty()
3081 let decay_params = ProbabilisticScoringDecayParameters {
3082 liquidity_offset_half_life: Duration::from_secs(10),
3083 ..ProbabilisticScoringDecayParameters::default()
3085 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3086 let source = source_node_id();
3087 let usage = ChannelUsage {
3089 inflight_htlc_msat: 0,
3090 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3092 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3093 let (info, _) = channel.as_directed_from(&source).unwrap();
3094 let candidate = CandidateRouteHop::PublicHop {
3096 short_channel_id: 42,
3098 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3100 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3101 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3103 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3104 // would cause an overflow.
3105 SinceEpoch::advance(Duration::from_secs(10 * 64));
3106 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3108 SinceEpoch::advance(Duration::from_secs(10));
3109 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3113 fn restricts_liquidity_bounds_after_decay() {
3114 let logger = TestLogger::new();
3115 let network_graph = network_graph(&logger);
3116 let params = ProbabilisticScoringFeeParameters {
3117 liquidity_penalty_multiplier_msat: 1_000,
3118 ..ProbabilisticScoringFeeParameters::zero_penalty()
3120 let decay_params = ProbabilisticScoringDecayParameters {
3121 liquidity_offset_half_life: Duration::from_secs(10),
3122 ..ProbabilisticScoringDecayParameters::default()
3124 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3125 let source = source_node_id();
3126 let usage = ChannelUsage {
3128 inflight_htlc_msat: 0,
3129 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3131 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3132 let (info, _) = channel.as_directed_from(&source).unwrap();
3133 let candidate = CandidateRouteHop::PublicHop {
3135 short_channel_id: 42,
3138 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3140 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3141 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3142 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3143 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3145 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3146 SinceEpoch::advance(Duration::from_secs(10));
3147 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3149 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3150 // is closer to the upper bound, meaning a higher penalty.
3151 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3152 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3154 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3155 // is closer to the lower bound, meaning a lower penalty.
3156 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3157 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3159 // Further decaying affects the lower bound more than the upper bound (128, 928).
3160 SinceEpoch::advance(Duration::from_secs(10));
3161 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3165 fn restores_persisted_liquidity_bounds() {
3166 let logger = TestLogger::new();
3167 let network_graph = network_graph(&logger);
3168 let params = ProbabilisticScoringFeeParameters {
3169 liquidity_penalty_multiplier_msat: 1_000,
3170 considered_impossible_penalty_msat: u64::max_value(),
3171 ..ProbabilisticScoringFeeParameters::zero_penalty()
3173 let decay_params = ProbabilisticScoringDecayParameters {
3174 liquidity_offset_half_life: Duration::from_secs(10),
3175 ..ProbabilisticScoringDecayParameters::default()
3177 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3178 let source = source_node_id();
3179 let usage = ChannelUsage {
3181 inflight_htlc_msat: 0,
3182 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3185 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3186 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3187 let (info, _) = channel.as_directed_from(&source).unwrap();
3188 let candidate = CandidateRouteHop::PublicHop {
3190 short_channel_id: 42,
3192 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3194 SinceEpoch::advance(Duration::from_secs(10));
3195 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3197 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3198 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3200 let mut serialized_scorer = Vec::new();
3201 scorer.write(&mut serialized_scorer).unwrap();
3203 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3204 let deserialized_scorer =
3205 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3206 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3210 fn decays_persisted_liquidity_bounds() {
3211 let logger = TestLogger::new();
3212 let network_graph = network_graph(&logger);
3213 let params = ProbabilisticScoringFeeParameters {
3214 liquidity_penalty_multiplier_msat: 1_000,
3215 considered_impossible_penalty_msat: u64::max_value(),
3216 ..ProbabilisticScoringFeeParameters::zero_penalty()
3218 let decay_params = ProbabilisticScoringDecayParameters {
3219 liquidity_offset_half_life: Duration::from_secs(10),
3220 ..ProbabilisticScoringDecayParameters::zero_penalty()
3222 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3223 let source = source_node_id();
3224 let usage = ChannelUsage {
3226 inflight_htlc_msat: 0,
3227 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3230 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3231 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3232 let (info, _) = channel.as_directed_from(&source).unwrap();
3233 let candidate = CandidateRouteHop::PublicHop {
3235 short_channel_id: 42,
3237 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3239 let mut serialized_scorer = Vec::new();
3240 scorer.write(&mut serialized_scorer).unwrap();
3242 SinceEpoch::advance(Duration::from_secs(10));
3244 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3245 let deserialized_scorer =
3246 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3247 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3249 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3250 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3252 SinceEpoch::advance(Duration::from_secs(10));
3253 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3257 fn scores_realistic_payments() {
3258 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3259 // 50k sat reserve).
3260 let logger = TestLogger::new();
3261 let network_graph = network_graph(&logger);
3262 let params = ProbabilisticScoringFeeParameters::default();
3263 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3264 let source = source_node_id();
3266 let usage = ChannelUsage {
3267 amount_msat: 100_000_000,
3268 inflight_htlc_msat: 0,
3269 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3271 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3272 let (info, _) = channel.as_directed_from(&source).unwrap();
3273 let candidate = CandidateRouteHop::PublicHop {
3275 short_channel_id: 42,
3277 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3278 let usage = ChannelUsage {
3279 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3281 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3282 let usage = ChannelUsage {
3283 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3285 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3286 let usage = ChannelUsage {
3287 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3289 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3290 let usage = ChannelUsage {
3291 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3293 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3294 let usage = ChannelUsage {
3295 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3297 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3298 let usage = ChannelUsage {
3299 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3301 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3302 let usage = ChannelUsage {
3303 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3305 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3306 let usage = ChannelUsage {
3307 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3309 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3310 let usage = ChannelUsage {
3311 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3313 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3314 let usage = ChannelUsage {
3315 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3317 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3321 fn adds_base_penalty_to_liquidity_penalty() {
3322 let logger = TestLogger::new();
3323 let network_graph = network_graph(&logger);
3324 let source = source_node_id();
3325 let usage = ChannelUsage {
3327 inflight_htlc_msat: 0,
3328 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3331 let params = ProbabilisticScoringFeeParameters {
3332 liquidity_penalty_multiplier_msat: 1_000,
3333 ..ProbabilisticScoringFeeParameters::zero_penalty()
3335 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3336 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3337 let (info, _) = channel.as_directed_from(&source).unwrap();
3338 let candidate = CandidateRouteHop::PublicHop {
3340 short_channel_id: 42,
3342 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3344 let params = ProbabilisticScoringFeeParameters {
3345 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3346 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3348 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3349 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3351 let params = ProbabilisticScoringFeeParameters {
3352 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3353 base_penalty_amount_multiplier_msat: (1 << 30),
3354 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3357 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3358 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3362 fn adds_amount_penalty_to_liquidity_penalty() {
3363 let logger = TestLogger::new();
3364 let network_graph = network_graph(&logger);
3365 let source = source_node_id();
3366 let usage = ChannelUsage {
3367 amount_msat: 512_000,
3368 inflight_htlc_msat: 0,
3369 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3372 let params = ProbabilisticScoringFeeParameters {
3373 liquidity_penalty_multiplier_msat: 1_000,
3374 liquidity_penalty_amount_multiplier_msat: 0,
3375 ..ProbabilisticScoringFeeParameters::zero_penalty()
3377 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3378 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3379 let (info, _) = channel.as_directed_from(&source).unwrap();
3380 let candidate = CandidateRouteHop::PublicHop {
3382 short_channel_id: 42,
3384 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3386 let params = ProbabilisticScoringFeeParameters {
3387 liquidity_penalty_multiplier_msat: 1_000,
3388 liquidity_penalty_amount_multiplier_msat: 256,
3389 ..ProbabilisticScoringFeeParameters::zero_penalty()
3391 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3392 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3396 fn calculates_log10_without_overflowing_u64_max_value() {
3397 let logger = TestLogger::new();
3398 let network_graph = network_graph(&logger);
3399 let source = source_node_id();
3400 let usage = ChannelUsage {
3401 amount_msat: u64::max_value(),
3402 inflight_htlc_msat: 0,
3403 effective_capacity: EffectiveCapacity::Infinite,
3405 let params = ProbabilisticScoringFeeParameters {
3406 liquidity_penalty_multiplier_msat: 40_000,
3407 ..ProbabilisticScoringFeeParameters::zero_penalty()
3409 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3410 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3411 let (info, _) = channel.as_directed_from(&source).unwrap();
3412 let candidate = CandidateRouteHop::PublicHop {
3414 short_channel_id: 42,
3416 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3417 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3421 fn accounts_for_inflight_htlc_usage() {
3422 let logger = TestLogger::new();
3423 let network_graph = network_graph(&logger);
3424 let params = ProbabilisticScoringFeeParameters {
3425 considered_impossible_penalty_msat: u64::max_value(),
3426 ..ProbabilisticScoringFeeParameters::zero_penalty()
3428 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3429 let source = source_node_id();
3431 let usage = ChannelUsage {
3433 inflight_htlc_msat: 0,
3434 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3436 let network_graph = network_graph.read_only();
3437 let channel = network_graph.channel(42).unwrap();
3438 let (info, _) = channel.as_directed_from(&source).unwrap();
3439 let candidate = CandidateRouteHop::PublicHop {
3441 short_channel_id: 42,
3443 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3445 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3446 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3450 fn removes_uncertainity_when_exact_liquidity_known() {
3451 let logger = TestLogger::new();
3452 let network_graph = network_graph(&logger);
3453 let params = ProbabilisticScoringFeeParameters::default();
3454 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3455 let source = source_node_id();
3457 let base_penalty_msat = params.base_penalty_msat;
3458 let usage = ChannelUsage {
3460 inflight_htlc_msat: 0,
3461 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3463 let network_graph = network_graph.read_only();
3464 let channel = network_graph.channel(42).unwrap();
3465 let (info, _) = channel.as_directed_from(&source).unwrap();
3466 let candidate = CandidateRouteHop::PublicHop {
3468 short_channel_id: 42,
3470 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3472 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3473 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3475 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3476 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3480 fn remembers_historical_failures() {
3481 let logger = TestLogger::new();
3482 let network_graph = network_graph(&logger);
3483 let params = ProbabilisticScoringFeeParameters {
3484 historical_liquidity_penalty_multiplier_msat: 1024,
3485 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3486 ..ProbabilisticScoringFeeParameters::zero_penalty()
3488 let decay_params = ProbabilisticScoringDecayParameters {
3489 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3490 historical_no_updates_half_life: Duration::from_secs(10),
3492 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3493 let source = source_node_id();
3494 let target = target_node_id();
3496 let usage = ChannelUsage {
3498 inflight_htlc_msat: 0,
3499 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3501 let usage_1 = ChannelUsage {
3503 inflight_htlc_msat: 0,
3504 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3508 let network_graph = network_graph.read_only();
3509 let channel = network_graph.channel(42).unwrap();
3510 let (info, _) = channel.as_directed_from(&source).unwrap();
3511 let candidate = CandidateRouteHop::PublicHop {
3513 short_channel_id: 42,
3516 // With no historical data the normal liquidity penalty calculation is used.
3517 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3519 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3521 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3524 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3526 let network_graph = network_graph.read_only();
3527 let channel = network_graph.channel(42).unwrap();
3528 let (info, _) = channel.as_directed_from(&source).unwrap();
3529 let candidate = CandidateRouteHop::PublicHop {
3531 short_channel_id: 42,
3534 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3535 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3537 // The "it failed" increment is 32, where the probability should lie several buckets into
3538 // the first octile.
3539 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3540 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3541 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3542 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3544 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3547 // Even after we tell the scorer we definitely have enough available liquidity, it will
3548 // still remember that there was some failure in the past, and assign a non-0 penalty.
3549 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3551 let network_graph = network_graph.read_only();
3552 let channel = network_graph.channel(42).unwrap();
3553 let (info, _) = channel.as_directed_from(&source).unwrap();
3554 let candidate = CandidateRouteHop::PublicHop {
3556 short_channel_id: 42,
3559 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3561 // The first points should be decayed just slightly and the last bucket has a new point.
3562 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3563 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3564 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3566 // The exact success probability is a bit complicated and involves integer rounding, so we
3567 // simply check bounds here.
3568 let five_hundred_prob =
3569 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3570 assert!(five_hundred_prob > 0.59);
3571 assert!(five_hundred_prob < 0.60);
3573 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3574 assert!(one_prob < 0.85);
3575 assert!(one_prob > 0.84);
3577 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3578 // gone), and check that we're back to where we started.
3579 SinceEpoch::advance(Duration::from_secs(10 * 16));
3581 let network_graph = network_graph.read_only();
3582 let channel = network_graph.channel(42).unwrap();
3583 let (info, _) = channel.as_directed_from(&source).unwrap();
3584 let candidate = CandidateRouteHop::PublicHop {
3586 short_channel_id: 42,
3589 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3591 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3592 // data entirely instead.
3593 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3595 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3597 let mut usage = ChannelUsage {
3599 inflight_htlc_msat: 1024,
3600 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3602 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3604 let network_graph = network_graph.read_only();
3605 let channel = network_graph.channel(42).unwrap();
3606 let (info, _) = channel.as_directed_from(&source).unwrap();
3607 let candidate = CandidateRouteHop::PublicHop {
3609 short_channel_id: 42,
3612 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3613 usage.inflight_htlc_msat = 0;
3614 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 866);
3616 let usage = ChannelUsage {
3618 inflight_htlc_msat: 0,
3619 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3621 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3624 // Advance to decay all liquidity offsets to zero.
3625 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3627 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3628 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3630 path_hop(target_pubkey(), 43, 2),
3631 path_hop(source_pubkey(), 42, 1),
3632 path_hop(sender_pubkey(), 41, 0),
3634 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3638 fn adds_anti_probing_penalty() {
3639 let logger = TestLogger::new();
3640 let network_graph = network_graph(&logger);
3641 let source = source_node_id();
3642 let params = ProbabilisticScoringFeeParameters {
3643 anti_probing_penalty_msat: 500,
3644 ..ProbabilisticScoringFeeParameters::zero_penalty()
3646 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3648 // Check we receive no penalty for a low htlc_maximum_msat.
3649 let usage = ChannelUsage {
3650 amount_msat: 512_000,
3651 inflight_htlc_msat: 0,
3652 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3654 let network_graph = network_graph.read_only();
3655 let channel = network_graph.channel(42).unwrap();
3656 let (info, _) = channel.as_directed_from(&source).unwrap();
3657 let candidate = CandidateRouteHop::PublicHop {
3659 short_channel_id: 42,
3661 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3663 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3664 let usage = ChannelUsage {
3665 amount_msat: 512_000,
3666 inflight_htlc_msat: 0,
3667 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3669 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3671 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3672 let usage = ChannelUsage {
3673 amount_msat: 512_000,
3674 inflight_htlc_msat: 0,
3675 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3677 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3679 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3680 let usage = ChannelUsage {
3681 amount_msat: 512_000,
3682 inflight_htlc_msat: 0,
3683 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3685 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3689 fn scores_with_blinded_path() {
3690 // Make sure we'll account for a blinded path's final_value_msat in scoring
3691 let logger = TestLogger::new();
3692 let network_graph = network_graph(&logger);
3693 let params = ProbabilisticScoringFeeParameters {
3694 liquidity_penalty_multiplier_msat: 1_000,
3695 ..ProbabilisticScoringFeeParameters::zero_penalty()
3697 let decay_params = ProbabilisticScoringDecayParameters::default();
3698 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3699 let source = source_node_id();
3700 let usage = ChannelUsage {
3702 inflight_htlc_msat: 0,
3703 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3705 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3706 let (info, target) = channel.as_directed_from(&source).unwrap();
3707 let candidate = CandidateRouteHop::PublicHop {
3709 short_channel_id: 42,
3711 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3713 let mut path = payment_path_for_amount(768);
3714 let recipient_hop = path.hops.pop().unwrap();
3715 let blinded_path = BlindedPath {
3716 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3717 blinding_point: test_utils::pubkey(42),
3719 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3722 path.blinded_tail = Some(BlindedTail {
3723 hops: blinded_path.blinded_hops,
3724 blinding_point: blinded_path.blinding_point,
3725 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3726 final_value_msat: recipient_hop.fee_msat,
3729 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3730 // final value is taken into account.
3731 assert!(scorer.channel_liquidities.get(&42).is_none());
3733 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3734 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3735 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3737 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3738 .as_directed(&source, &target, 1_000, decay_params);
3739 assert_eq!(liquidity.min_liquidity_msat(), 256);
3740 assert_eq!(liquidity.max_liquidity_msat(), 768);
3744 fn realistic_historical_failures() {
3745 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3746 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3748 let logger = TestLogger::new();
3749 let mut network_graph = network_graph(&logger);
3750 let params = ProbabilisticScoringFeeParameters {
3751 historical_liquidity_penalty_multiplier_msat: 1024,
3752 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3753 ..ProbabilisticScoringFeeParameters::zero_penalty()
3755 let decay_params = ProbabilisticScoringDecayParameters {
3756 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3757 historical_no_updates_half_life: Duration::from_secs(10),
3758 ..ProbabilisticScoringDecayParameters::default()
3761 let capacity_msat = 100_000_000_000;
3762 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3763 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3765 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3766 let source = source_node_id();
3768 let mut amount_msat = 10_000_000;
3769 let usage = ChannelUsage {
3771 inflight_htlc_msat: 0,
3772 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3774 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3775 let (info, target) = channel.as_directed_from(&source).unwrap();
3776 let candidate = CandidateRouteHop::PublicHop {
3778 short_channel_id: 42,
3780 // With no historical data the normal liquidity penalty calculation is used, which results
3781 // in a success probability of ~75%.
3782 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3783 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3785 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3788 // Fail to pay once, and then check the buckets and penalty.
3789 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3790 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3791 // same bucket which is the only maximum datapoint.
3792 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3793 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3794 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3795 // 6k sats and 12k sats).
3796 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3797 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3798 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3799 // The success probability estimate itself should be zero.
3800 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3803 // Now test again with the amount in the bottom bucket.
3805 // The new amount is entirely within the only minimum bucket with score, so the probability
3806 // we assign is 1/2.
3807 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3810 // ...but once we see a failure, we consider the payment to be substantially less likely,
3811 // even though not a probability of zero as we still look at the second max bucket which
3813 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3814 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3815 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3816 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3817 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),