Store a `HistoricalMinMaxBuckets` in `DirectedChannelLiquidity`
[rust-lightning] / lightning / src / routing / scoring.rs
1 // This file is Copyright its original authors, visible in version control
2 // history.
3 //
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
8 // licenses.
9
10 //! Utilities for scoring payment channels.
11 //!
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
14 //!
15 //! # Example
16 //!
17 //! ```
18 //! # extern crate bitcoin;
19 //! #
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
33 //! #
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
38 //!
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
42 //!     ..ProbabilisticScoringFeeParameters::default()
43 //! };
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
47 //!
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &params, &random_seed_bytes);
49 //! # }
50 //! ```
51 //!
52 //! # Note
53 //!
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
56 //!
57 //! [`find_route`]: crate::routing::router::find_route
58
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
65
66 use crate::prelude::*;
67 use core::{cmp, fmt};
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
74
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
79 ///
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
88 ///
89 ///     Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91         /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92         /// on a per-routefinding-call basis through to the scorer methods,
93         /// which are used to determine the parameters for the suitability of channels for use.
94         type ScoreParams;
95         /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96         /// given channel in the direction from `source` to `target`.
97         ///
98         /// The channel's capacity (less any other MPP parts that are also being considered for use in
99         /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100         /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101         /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102         /// Thus, implementations should be overflow-safe.
103         fn channel_penalty_msat(
104                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
105         ) -> u64;
106
107         /// Handles updating channel penalties after failing to route through a channel.
108         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
109
110         /// Handles updating channel penalties after successfully routing along a path.
111         fn payment_path_successful(&mut self, path: &Path);
112
113         /// Handles updating channel penalties after a probe over the given path failed.
114         fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
115
116         /// Handles updating channel penalties after a probe over the given path succeeded.
117         fn probe_successful(&mut self, path: &Path);
118 }
119
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121         type ScoreParams = S::ScoreParams;
122         fn channel_penalty_msat(
123                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
124         ) -> u64 {
125                 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
126         }
127
128         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129                 self.deref_mut().payment_path_failed(path, short_channel_id)
130         }
131
132         fn payment_path_successful(&mut self, path: &Path) {
133                 self.deref_mut().payment_path_successful(path)
134         }
135
136         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137                 self.deref_mut().probe_failed(path, short_channel_id)
138         }
139
140         fn probe_successful(&mut self, path: &Path) {
141                 self.deref_mut().probe_successful(path)
142         }
143 }
144 } }
145
146 #[cfg(c_bindings)]
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
149 define_score!();
150
151 /// A scorer that is accessed under a lock.
152 ///
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
157 ///
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160         /// The locked [`Score`] type.
161         type Locked: 'a + Score;
162
163         /// Returns the locked scorer.
164         fn lock(&'a self) -> Self::Locked;
165 }
166
167 /// Refers to a scorer that is accessible under lock and also writeable to disk
168 ///
169 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
170 /// use the Persister to persist it.
171 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
172
173 #[cfg(not(c_bindings))]
174 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
175 /// This is not exported to bindings users
176 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
177         type Locked = MutexGuard<'a, T>;
178
179         fn lock(&'a self) -> MutexGuard<'a, T> {
180                 Mutex::lock(self).unwrap()
181         }
182 }
183
184 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
185         type Locked = RefMut<'a, T>;
186
187         fn lock(&'a self) -> RefMut<'a, T> {
188                 self.borrow_mut()
189         }
190 }
191
192 #[cfg(c_bindings)]
193 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
194 pub struct MultiThreadedLockableScore<S: Score> {
195         score: Mutex<S>,
196 }
197 #[cfg(c_bindings)]
198 /// A locked `MultiThreadedLockableScore`.
199 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
200 #[cfg(c_bindings)]
201 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
202         type ScoreParams = <T as Score>::ScoreParams;
203         fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams) -> u64 {
204                 self.0.channel_penalty_msat(scid, source, target, usage, score_params)
205         }
206         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
207                 self.0.payment_path_failed(path, short_channel_id)
208         }
209         fn payment_path_successful(&mut self, path: &Path) {
210                 self.0.payment_path_successful(path)
211         }
212         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
213                 self.0.probe_failed(path, short_channel_id)
214         }
215         fn probe_successful(&mut self, path: &Path) {
216                 self.0.probe_successful(path)
217         }
218 }
219 #[cfg(c_bindings)]
220 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
221         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
222                 self.0.write(writer)
223         }
224 }
225
226 #[cfg(c_bindings)]
227 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
228         type Locked = MultiThreadedScoreLock<'a, T>;
229
230         fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
231                 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
232         }
233 }
234
235 #[cfg(c_bindings)]
236 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
237         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
238                 self.lock().write(writer)
239         }
240 }
241
242 #[cfg(c_bindings)]
243 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
244
245 #[cfg(c_bindings)]
246 impl<T: Score> MultiThreadedLockableScore<T> {
247         /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
248         pub fn new(score: T) -> Self {
249                 MultiThreadedLockableScore { score: Mutex::new(score) }
250         }
251 }
252
253 #[cfg(c_bindings)]
254 /// This is not exported to bindings users
255 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
256         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
257                 T::write(&**self, writer)
258         }
259 }
260
261 #[cfg(c_bindings)]
262 /// This is not exported to bindings users
263 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
264         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
265                 S::write(&**self, writer)
266         }
267 }
268
269 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
270 #[derive(Clone, Copy, Debug, PartialEq)]
271 pub struct ChannelUsage {
272         /// The amount to send through the channel, denominated in millisatoshis.
273         pub amount_msat: u64,
274
275         /// Total amount, denominated in millisatoshis, already allocated to send through the channel
276         /// as part of a multi-path payment.
277         pub inflight_htlc_msat: u64,
278
279         /// The effective capacity of the channel.
280         pub effective_capacity: EffectiveCapacity,
281 }
282
283 #[derive(Clone)]
284 /// [`Score`] implementation that uses a fixed penalty.
285 pub struct FixedPenaltyScorer {
286         penalty_msat: u64,
287 }
288
289 impl FixedPenaltyScorer {
290         /// Creates a new scorer using `penalty_msat`.
291         pub fn with_penalty(penalty_msat: u64) -> Self {
292                 Self { penalty_msat }
293         }
294 }
295
296 impl Score for FixedPenaltyScorer {
297         type ScoreParams = ();
298         fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
299                 self.penalty_msat
300         }
301
302         fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
303
304         fn payment_path_successful(&mut self, _path: &Path) {}
305
306         fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
307
308         fn probe_successful(&mut self, _path: &Path) {}
309 }
310
311 impl Writeable for FixedPenaltyScorer {
312         #[inline]
313         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
314                 write_tlv_fields!(w, {});
315                 Ok(())
316         }
317 }
318
319 impl ReadableArgs<u64> for FixedPenaltyScorer {
320         #[inline]
321         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
322                 read_tlv_fields!(r, {});
323                 Ok(Self { penalty_msat })
324         }
325 }
326
327 #[cfg(not(feature = "no-std"))]
328 type ConfiguredTime = std::time::Instant;
329 #[cfg(feature = "no-std")]
330 use crate::util::time::Eternity;
331 #[cfg(feature = "no-std")]
332 type ConfiguredTime = Eternity;
333
334 /// [`Score`] implementation using channel success probability distributions.
335 ///
336 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
337 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
338 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
339 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
340 ///
341 /// These bounds are then used to determine a success probability using the formula from
342 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
343 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
344 ///
345 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
346 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
347 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
348 /// terms of the entire path's success probability. This allows the router to directly compare
349 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
350 ///
351 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
352 ///
353 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
354 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
355 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
356 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
357 /// bounds.
358 ///
359 /// # Note
360 ///
361 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
362 /// behavior.
363 ///
364 /// [1]: https://arxiv.org/abs/2107.05322
365 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
366 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
367 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
368 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
369 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
370 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
371
372 /// Probabilistic [`Score`] implementation.
373 ///
374 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
375 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
376 where L::Target: Logger {
377         decay_params: ProbabilisticScoringDecayParameters,
378         network_graph: G,
379         logger: L,
380         // TODO: Remove entries of closed channels.
381         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
382 }
383
384 /// Parameters for configuring [`ProbabilisticScorer`].
385 ///
386 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
387 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
388 ///
389 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
390 /// parameters here.
391 #[derive(Clone)]
392 pub struct ProbabilisticScoringFeeParameters {
393         /// A fixed penalty in msats to apply to each channel.
394         ///
395         /// Default value: 500 msat
396         pub base_penalty_msat: u64,
397
398         /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
399         /// channel, in excess of the [`base_penalty_msat`].
400         ///
401         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
402         /// fees plus penalty) for large payments. The penalty is computed as the product of this
403         /// multiplier and `2^30`ths of the payment amount.
404         ///
405         /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
406         ///
407         /// Default value: 8,192 msat
408         ///
409         /// [`base_penalty_msat`]: Self::base_penalty_msat
410         pub base_penalty_amount_multiplier_msat: u64,
411
412         /// A multiplier used in conjunction with the negative `log10` of the channel's success
413         /// probability for a payment, as determined by our latest estimates of the channel's
414         /// liquidity, to determine the liquidity penalty.
415         ///
416         /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
417         /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
418         /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
419         /// lower bounding the success probability to `0.01`) when the amount falls within the
420         /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
421         /// result in a `u64::max_value` penalty, however.
422         ///
423         /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
424         ///
425         /// Default value: 30,000 msat
426         ///
427         /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
428         pub liquidity_penalty_multiplier_msat: u64,
429
430         /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
431         /// channel's success probability for the payment, as determined by our latest estimates of the
432         /// channel's liquidity, to determine the amount penalty.
433         ///
434         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
435         /// fees plus penalty) for large payments. The penalty is computed as the product of this
436         /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
437         /// success probability.
438         ///
439         /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
440         ///
441         /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
442         /// the amount will result in a penalty of the multiplier. And, as the success probability
443         /// decreases, the negative `log10` weighting will increase dramatically. For higher success
444         /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
445         /// fall below `1`.
446         ///
447         /// Default value: 192 msat
448         pub liquidity_penalty_amount_multiplier_msat: u64,
449
450         /// A multiplier used in conjunction with the negative `log10` of the channel's success
451         /// probability for the payment, as determined based on the history of our estimates of the
452         /// channel's available liquidity, to determine a penalty.
453         ///
454         /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
455         /// only our latest estimate for the current liquidity available in the channel, it estimates
456         /// success probability based on the estimated liquidity available in the channel through
457         /// history. Specifically, every time we update our liquidity bounds on a given channel, we
458         /// track which of several buckets those bounds fall into, exponentially decaying the
459         /// probability of each bucket as new samples are added.
460         ///
461         /// Default value: 10,000 msat
462         ///
463         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
464         pub historical_liquidity_penalty_multiplier_msat: u64,
465
466         /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
467         /// channel's success probability for the payment, as determined based on the history of our
468         /// estimates of the channel's available liquidity, to determine a penalty.
469         ///
470         /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
471         /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
472         /// of the payment amount, weighted by the negative `log10` of the success probability.
473         ///
474         /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
475         /// of using only our latest estimate for the current liquidity available in the channel, it
476         /// estimates success probability based on the estimated liquidity available in the channel
477         /// through history. Specifically, every time we update our liquidity bounds on a given
478         /// channel, we track which of several buckets those bounds fall into, exponentially decaying
479         /// the probability of each bucket as new samples are added.
480         ///
481         /// Default value: 64 msat
482         ///
483         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
484         pub historical_liquidity_penalty_amount_multiplier_msat: u64,
485
486         /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
487         /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
488         /// considered during path finding.
489         ///
490         /// This is not exported to bindings users
491         pub manual_node_penalties: HashMap<NodeId, u64>,
492
493         /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
494         /// channel's capacity, (ie. htlc_maximum_msat â‰¥ 0.5 * channel_capacity) which makes us
495         /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
496         /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
497         /// to restrict `htlc_maximum_msat` and improve privacy.
498         ///
499         /// Default value: 250 msat
500         pub anti_probing_penalty_msat: u64,
501
502         /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
503         /// current estimate of the channel's available liquidity.
504         ///
505         /// Note that in this case all other penalties, including the
506         /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
507         /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
508         /// applicable, are still included in the overall penalty.
509         ///
510         /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
511         /// `u64::max_value()` will guarantee that.
512         ///
513         /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
514         ///
515         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
516         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
517         /// [`base_penalty_msat`]: Self::base_penalty_msat
518         /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
519         pub considered_impossible_penalty_msat: u64,
520 }
521
522 impl Default for ProbabilisticScoringFeeParameters {
523         fn default() -> Self {
524                 Self {
525                         base_penalty_msat: 500,
526                         base_penalty_amount_multiplier_msat: 8192,
527                         liquidity_penalty_multiplier_msat: 30_000,
528                         liquidity_penalty_amount_multiplier_msat: 192,
529                         manual_node_penalties: HashMap::new(),
530                         anti_probing_penalty_msat: 250,
531                         considered_impossible_penalty_msat: 1_0000_0000_000,
532                         historical_liquidity_penalty_multiplier_msat: 10_000,
533                         historical_liquidity_penalty_amount_multiplier_msat: 64,
534                 }
535         }
536 }
537
538 impl ProbabilisticScoringFeeParameters {
539         /// Marks the node with the given `node_id` as banned,
540         /// i.e it will be avoided during path finding.
541         pub fn add_banned(&mut self, node_id: &NodeId) {
542                 self.manual_node_penalties.insert(*node_id, u64::max_value());
543         }
544
545         /// Marks all nodes in the given list as banned, i.e.,
546         /// they will be avoided during path finding.
547         pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
548                 for id in node_ids {
549                         self.manual_node_penalties.insert(id, u64::max_value());
550                 }
551         }
552
553         /// Removes the node with the given `node_id` from the list of nodes to avoid.
554         pub fn remove_banned(&mut self, node_id: &NodeId) {
555                 self.manual_node_penalties.remove(node_id);
556         }
557
558         /// Sets a manual penalty for the given node.
559         pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
560                 self.manual_node_penalties.insert(*node_id, penalty);
561         }
562
563         /// Removes the node with the given `node_id` from the list of manual penalties.
564         pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
565                 self.manual_node_penalties.remove(node_id);
566         }
567
568         /// Clears the list of manual penalties that are applied during path finding.
569         pub fn clear_manual_penalties(&mut self) {
570                 self.manual_node_penalties = HashMap::new();
571         }
572 }
573
574 #[cfg(test)]
575 impl ProbabilisticScoringFeeParameters {
576         fn zero_penalty() -> Self {
577                 Self {
578                         base_penalty_msat: 0,
579                         base_penalty_amount_multiplier_msat: 0,
580                         liquidity_penalty_multiplier_msat: 0,
581                         liquidity_penalty_amount_multiplier_msat: 0,
582                         historical_liquidity_penalty_multiplier_msat: 0,
583                         historical_liquidity_penalty_amount_multiplier_msat: 0,
584                         manual_node_penalties: HashMap::new(),
585                         anti_probing_penalty_msat: 0,
586                         considered_impossible_penalty_msat: 0,
587                 }
588         }
589 }
590
591 /// Parameters for configuring [`ProbabilisticScorer`].
592 ///
593 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
594 /// these decay parameters affect the score of the channel penalty and are not changed on a
595 /// per-route penalty cost call.
596 #[derive(Copy, Clone)]
597 pub struct ProbabilisticScoringDecayParameters {
598         /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
599         /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
600         /// seen a liquidity estimate update for this amount of time, the historical datapoints are
601         /// decayed by half.
602         /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
603         ///
604         /// Note that after 16 or more half lives all historical data will be completely gone.
605         ///
606         /// Default value: 14 days
607         ///
608         /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
609         pub historical_no_updates_half_life: Duration,
610
611         /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
612         /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
613         /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
614         /// capacity.
615         ///
616         /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
617         /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
618         /// struct documentation for more info on the way the liquidity bounds are used.
619         ///
620         /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
621         /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
622         /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
623         ///
624         /// Default value: 6 hours
625         ///
626         /// # Note
627         ///
628         /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
629         /// liquidity knowledge will never decay except when the bounds cross.
630         pub liquidity_offset_half_life: Duration,
631 }
632
633 impl Default for ProbabilisticScoringDecayParameters {
634         fn default() -> Self {
635                 Self {
636                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
637                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
638                 }
639         }
640 }
641
642 #[cfg(test)]
643 impl ProbabilisticScoringDecayParameters {
644         fn zero_penalty() -> Self {
645                 Self {
646                         liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
647                         historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
648                 }
649         }
650 }
651
652 /// Accounting for channel liquidity balance uncertainty.
653 ///
654 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
655 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
656 /// offset fields gives the opposite direction.
657 struct ChannelLiquidity<T: Time> {
658         /// Lower channel liquidity bound in terms of an offset from zero.
659         min_liquidity_offset_msat: u64,
660
661         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
662         max_liquidity_offset_msat: u64,
663
664         /// Time when the liquidity bounds were last modified.
665         last_updated: T,
666
667         min_liquidity_offset_history: HistoricalBucketRangeTracker,
668         max_liquidity_offset_history: HistoricalBucketRangeTracker,
669 }
670
671 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
672 /// decayed with a given half life.
673 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
674         min_liquidity_offset_msat: L,
675         max_liquidity_offset_msat: L,
676         liquidity_history: HistoricalMinMaxBuckets<BRT>,
677         inflight_htlc_msat: u64,
678         capacity_msat: u64,
679         last_updated: U,
680         now: T,
681         decay_params: ProbabilisticScoringDecayParameters,
682 }
683
684 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
685         /// Creates a new scorer using the given scoring parameters for sending payments from a node
686         /// through a network graph.
687         pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
688                 Self {
689                         decay_params,
690                         network_graph,
691                         logger,
692                         channel_liquidities: HashMap::new(),
693                 }
694         }
695
696         #[cfg(test)]
697         fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
698                 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
699                 self
700         }
701
702         /// Dump the contents of this scorer into the configured logger.
703         ///
704         /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
705         /// which may be a substantial amount of log output.
706         pub fn debug_log_liquidity_stats(&self) {
707                 let now = T::now();
708
709                 let graph = self.network_graph.read_only();
710                 for (scid, liq) in self.channel_liquidities.iter() {
711                         if let Some(chan_debug) = graph.channels().get(scid) {
712                                 let log_direction = |source, target| {
713                                         if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
714                                                 let amt = directed_info.effective_capacity().as_msat();
715                                                 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
716
717                                                 let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
718                                                         .get_decayed_buckets(now, *dir_liq.last_updated,
719                                                                 self.decay_params.historical_no_updates_half_life);
720
721                                                 log_debug!(self.logger, core::concat!(
722                                                         "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
723                                                         "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
724                                                         "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
725                                                         source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
726                                                         min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
727                                                         min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
728                                                         // Note that the liquidity buckets are an offset from the edge, so we
729                                                         // inverse the max order to get the probabilities from zero.
730                                                         max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
731                                                         max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
732                                         } else {
733                                                 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
734                                         }
735                                 };
736
737                                 log_direction(&chan_debug.node_one, &chan_debug.node_two);
738                                 log_direction(&chan_debug.node_two, &chan_debug.node_one);
739                         } else {
740                                 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
741                         }
742                 }
743         }
744
745         /// Query the estimated minimum and maximum liquidity available for sending a payment over the
746         /// channel with `scid` towards the given `target` node.
747         pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
748                 let graph = self.network_graph.read_only();
749
750                 if let Some(chan) = graph.channels().get(&scid) {
751                         if let Some(liq) = self.channel_liquidities.get(&scid) {
752                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
753                                         let amt = directed_info.effective_capacity().as_msat();
754                                         let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
755                                         return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
756                                 }
757                         }
758                 }
759                 None
760         }
761
762         /// Query the historical estimated minimum and maximum liquidity available for sending a
763         /// payment over the channel with `scid` towards the given `target` node.
764         ///
765         /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
766         /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
767         /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
768         /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
769         /// Because the values are slowly decayed, more recent data points are weighted more heavily
770         /// than older datapoints.
771         ///
772         /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
773         /// relative to the channel's total capacity is calculated by dividing that bucket's value with
774         /// the total of all buckets for the given bound.
775         ///
776         /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
777         /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
778         /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
779         /// both in the top and bottom octile, and roughly with similar (recent) frequency.
780         ///
781         /// Because the datapoints are decayed slowly over time, values will eventually return to
782         /// `Some(([0; 8], [0; 8]))`.
783         ///
784         /// In order to fetch a single success probability from the buckets provided here, as used in
785         /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
786         pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
787         -> Option<([u16; 8], [u16; 8])> {
788                 let graph = self.network_graph.read_only();
789
790                 if let Some(chan) = graph.channels().get(&scid) {
791                         if let Some(liq) = self.channel_liquidities.get(&scid) {
792                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
793                                         let amt = directed_info.effective_capacity().as_msat();
794                                         let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
795
796                                         let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
797                                                 .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
798                                                         self.decay_params.historical_no_updates_half_life);
799                                         // Note that the liquidity buckets are an offset from the edge, so we inverse
800                                         // the max order to get the probabilities from zero.
801                                         max_buckets.reverse();
802                                         return Some((min_buckets, max_buckets));
803                                 }
804                         }
805                 }
806                 None
807         }
808
809         /// Query the probability of payment success sending the given `amount_msat` over the channel
810         /// with `scid` towards the given `target` node, based on the historical estimated liquidity
811         /// bounds.
812         ///
813         /// These are the same bounds as returned by
814         /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
815         /// [`Self::estimated_channel_liquidity_range`]).
816         pub fn historical_estimated_payment_success_probability(
817                 &self, scid: u64, target: &NodeId, amount_msat: u64)
818         -> Option<f64> {
819                 let graph = self.network_graph.read_only();
820
821                 if let Some(chan) = graph.channels().get(&scid) {
822                         if let Some(liq) = self.channel_liquidities.get(&scid) {
823                                 if let Some((directed_info, source)) = chan.as_directed_to(target) {
824                                         let capacity_msat = directed_info.effective_capacity().as_msat();
825                                         let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
826
827                                         return dir_liq.liquidity_history.calculate_success_probability_times_billion(
828                                                 dir_liq.now, *dir_liq.last_updated,
829                                                 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
830                                         ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
831                                 }
832                         }
833                 }
834                 None
835         }
836 }
837
838 impl<T: Time> ChannelLiquidity<T> {
839         #[inline]
840         fn new() -> Self {
841                 Self {
842                         min_liquidity_offset_msat: 0,
843                         max_liquidity_offset_msat: 0,
844                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
845                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
846                         last_updated: T::now(),
847                 }
848         }
849
850         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
851         /// `capacity_msat`.
852         fn as_directed(
853                 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
854         ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
855                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
856                         if source < target {
857                                 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
858                                         &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
859                         } else {
860                                 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
861                                         &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
862                         };
863
864                 DirectedChannelLiquidity {
865                         min_liquidity_offset_msat,
866                         max_liquidity_offset_msat,
867                         liquidity_history: HistoricalMinMaxBuckets {
868                                 min_liquidity_offset_history,
869                                 max_liquidity_offset_history,
870                         },
871                         inflight_htlc_msat,
872                         capacity_msat,
873                         last_updated: &self.last_updated,
874                         now: T::now(),
875                         decay_params: decay_params,
876                 }
877         }
878
879         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
880         /// `capacity_msat`.
881         fn as_directed_mut(
882                 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
883         ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
884                 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
885                         if source < target {
886                                 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
887                                         &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
888                         } else {
889                                 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
890                                         &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
891                         };
892
893                 DirectedChannelLiquidity {
894                         min_liquidity_offset_msat,
895                         max_liquidity_offset_msat,
896                         liquidity_history: HistoricalMinMaxBuckets {
897                                 min_liquidity_offset_history,
898                                 max_liquidity_offset_history,
899                         },
900                         inflight_htlc_msat,
901                         capacity_msat,
902                         last_updated: &mut self.last_updated,
903                         now: T::now(),
904                         decay_params: decay_params,
905                 }
906         }
907 }
908
909 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
910 /// probabilities.
911 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
912
913 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
914 /// ratio, as X in 1/X.
915 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
916
917 /// The divisor used when computing the amount penalty.
918 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
919 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
920
921 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
922         /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
923         /// this direction.
924         fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
925                 let available_capacity = self.available_capacity();
926                 let max_liquidity_msat = self.max_liquidity_msat();
927                 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
928
929                 let mut res = if amount_msat <= min_liquidity_msat {
930                         0
931                 } else if amount_msat >= max_liquidity_msat {
932                         // Equivalent to hitting the else clause below with the amount equal to the effective
933                         // capacity and without any certainty on the liquidity upper bound, plus the
934                         // impossibility penalty.
935                         let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
936                         Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
937                                         score_params.liquidity_penalty_multiplier_msat,
938                                         score_params.liquidity_penalty_amount_multiplier_msat)
939                                 .saturating_add(score_params.considered_impossible_penalty_msat)
940                 } else {
941                         let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
942                         let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
943                         if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
944                                 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
945                                 // don't bother trying to use the log approximation as it gets too noisy to be
946                                 // particularly helpful, instead just round down to 0.
947                                 0
948                         } else {
949                                 let negative_log10_times_2048 =
950                                         approx::negative_log10_times_2048(numerator, denominator);
951                                 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
952                                         score_params.liquidity_penalty_multiplier_msat,
953                                         score_params.liquidity_penalty_amount_multiplier_msat)
954                         }
955                 };
956
957                 if amount_msat >= available_capacity {
958                         // We're trying to send more than the capacity, use a max penalty.
959                         res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
960                                 NEGATIVE_LOG10_UPPER_BOUND * 2048,
961                                 score_params.historical_liquidity_penalty_multiplier_msat,
962                                 score_params.historical_liquidity_penalty_amount_multiplier_msat));
963                         return res;
964                 }
965
966                 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
967                    score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
968                         if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
969                                 .calculate_success_probability_times_billion(self.now, *self.last_updated,
970                                         self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
971                         {
972                                 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
973                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
974                                         historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
975                                         score_params.historical_liquidity_penalty_amount_multiplier_msat));
976                         } else {
977                                 // If we don't have any valid points (or, once decayed, we have less than a full
978                                 // point), redo the non-historical calculation with no liquidity bounds tracked and
979                                 // the historical penalty multipliers.
980                                 let available_capacity = self.available_capacity();
981                                 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
982                                 let denominator = available_capacity.saturating_add(1);
983                                 let negative_log10_times_2048 =
984                                         approx::negative_log10_times_2048(numerator, denominator);
985                                 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
986                                         score_params.historical_liquidity_penalty_multiplier_msat,
987                                         score_params.historical_liquidity_penalty_amount_multiplier_msat));
988                         }
989                 }
990
991                 res
992         }
993
994         /// Computes the liquidity penalty from the penalty multipliers.
995         #[inline(always)]
996         fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
997                 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
998         ) -> u64 {
999                 negative_log10_times_2048 =
1000                         negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1001
1002                 // Upper bound the liquidity penalty to ensure some channel is selected.
1003                 let liquidity_penalty_msat = negative_log10_times_2048
1004                         .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1005                 let amount_penalty_msat = negative_log10_times_2048
1006                         .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1007                         .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1008
1009                 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1010         }
1011
1012         /// Returns the lower bound of the channel liquidity balance in this direction.
1013         #[inline(always)]
1014         fn min_liquidity_msat(&self) -> u64 {
1015                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1016         }
1017
1018         /// Returns the upper bound of the channel liquidity balance in this direction.
1019         #[inline(always)]
1020         fn max_liquidity_msat(&self) -> u64 {
1021                 self.available_capacity()
1022                         .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1023         }
1024
1025         /// Returns the capacity minus the in-flight HTLCs in this direction.
1026         #[inline(always)]
1027         fn available_capacity(&self) -> u64 {
1028                 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1029         }
1030
1031         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1032                 self.now.duration_since(*self.last_updated).as_secs()
1033                         .checked_div(self.decay_params.liquidity_offset_half_life.as_secs())
1034                         .and_then(|decays| offset_msat.checked_shr(decays as u32))
1035                         .unwrap_or(0)
1036         }
1037 }
1038
1039 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1040         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1041         fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1042                 let existing_max_msat = self.max_liquidity_msat();
1043                 if amount_msat < existing_max_msat {
1044                         log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1045                         self.set_max_liquidity_msat(amount_msat);
1046                 } else {
1047                         log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1048                                 chan_descr, existing_max_msat, amount_msat);
1049                 }
1050                 self.update_history_buckets();
1051         }
1052
1053         /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1054         fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1055                 let existing_min_msat = self.min_liquidity_msat();
1056                 if amount_msat > existing_min_msat {
1057                         log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1058                         self.set_min_liquidity_msat(amount_msat);
1059                 } else {
1060                         log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1061                                 chan_descr, existing_min_msat, amount_msat);
1062                 }
1063                 self.update_history_buckets();
1064         }
1065
1066         /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1067         fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1068                 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1069                 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1070                 self.set_max_liquidity_msat(max_liquidity_msat);
1071                 self.update_history_buckets();
1072         }
1073
1074         fn update_history_buckets(&mut self) {
1075                 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1076                         .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1077                         .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1078                 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1079                 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1080
1081                 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1082                 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1083                         min_liquidity_offset_msat, self.capacity_msat
1084                 );
1085                 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1086                 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1087                         max_liquidity_offset_msat, self.capacity_msat
1088                 );
1089         }
1090
1091         /// Adjusts the lower bound of the channel liquidity balance in this direction.
1092         fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1093                 *self.min_liquidity_offset_msat = amount_msat;
1094                 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1095                         0
1096                 } else {
1097                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1098                 };
1099                 *self.last_updated = self.now;
1100         }
1101
1102         /// Adjusts the upper bound of the channel liquidity balance in this direction.
1103         fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1104                 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1105                 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1106                         0
1107                 } else {
1108                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1109                 };
1110                 *self.last_updated = self.now;
1111         }
1112 }
1113
1114 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1115         type ScoreParams = ProbabilisticScoringFeeParameters;
1116         fn channel_penalty_msat(
1117                 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1118         ) -> u64 {
1119                 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1120                         return *penalty;
1121                 }
1122
1123                 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1124                         score_params.base_penalty_amount_multiplier_msat
1125                                 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1126
1127                 let mut anti_probing_penalty_msat = 0;
1128                 match usage.effective_capacity {
1129                         EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1130                                 if usage.amount_msat > liquidity_msat {
1131                                         return u64::max_value();
1132                                 } else {
1133                                         return base_penalty_msat;
1134                                 }
1135                         },
1136                         EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1137                                 if htlc_maximum_msat >= capacity_msat/2 {
1138                                         anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1139                                 }
1140                         },
1141                         _ => {},
1142                 }
1143
1144                 let amount_msat = usage.amount_msat;
1145                 let capacity_msat = usage.effective_capacity.as_msat();
1146                 let inflight_htlc_msat = usage.inflight_htlc_msat;
1147                 self.channel_liquidities
1148                         .get(&short_channel_id)
1149                         .unwrap_or(&ChannelLiquidity::new())
1150                         .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1151                         .penalty_msat(amount_msat, score_params)
1152                         .saturating_add(anti_probing_penalty_msat)
1153                         .saturating_add(base_penalty_msat)
1154         }
1155
1156         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1157                 let amount_msat = path.final_value_msat();
1158                 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1159                 let network_graph = self.network_graph.read_only();
1160                 for (hop_idx, hop) in path.hops.iter().enumerate() {
1161                         let target = NodeId::from_pubkey(&hop.pubkey);
1162                         let channel_directed_from_source = network_graph.channels()
1163                                 .get(&hop.short_channel_id)
1164                                 .and_then(|channel| channel.as_directed_to(&target));
1165
1166                         let at_failed_channel = hop.short_channel_id == short_channel_id;
1167                         if at_failed_channel && hop_idx == 0 {
1168                                 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);
1169                         }
1170
1171                         // Only score announced channels.
1172                         if let Some((channel, source)) = channel_directed_from_source {
1173                                 let capacity_msat = channel.effective_capacity().as_msat();
1174                                 if at_failed_channel {
1175                                         self.channel_liquidities
1176                                                 .entry(hop.short_channel_id)
1177                                                 .or_insert_with(ChannelLiquidity::new)
1178                                                 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1179                                                 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1180                                 } else {
1181                                         self.channel_liquidities
1182                                                 .entry(hop.short_channel_id)
1183                                                 .or_insert_with(ChannelLiquidity::new)
1184                                                 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1185                                                 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1186                                 }
1187                         } else {
1188                                 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).",
1189                                         hop.short_channel_id);
1190                         }
1191                         if at_failed_channel { break; }
1192                 }
1193         }
1194
1195         fn payment_path_successful(&mut self, path: &Path) {
1196                 let amount_msat = path.final_value_msat();
1197                 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1198                         path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1199                 let network_graph = self.network_graph.read_only();
1200                 for hop in &path.hops {
1201                         let target = NodeId::from_pubkey(&hop.pubkey);
1202                         let channel_directed_from_source = network_graph.channels()
1203                                 .get(&hop.short_channel_id)
1204                                 .and_then(|channel| channel.as_directed_to(&target));
1205
1206                         // Only score announced channels.
1207                         if let Some((channel, source)) = channel_directed_from_source {
1208                                 let capacity_msat = channel.effective_capacity().as_msat();
1209                                 self.channel_liquidities
1210                                         .entry(hop.short_channel_id)
1211                                         .or_insert_with(ChannelLiquidity::new)
1212                                         .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1213                                         .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1214                         } else {
1215                                 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).",
1216                                         hop.short_channel_id);
1217                         }
1218                 }
1219         }
1220
1221         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1222                 self.payment_path_failed(path, short_channel_id)
1223         }
1224
1225         fn probe_successful(&mut self, path: &Path) {
1226                 self.payment_path_failed(path, u64::max_value())
1227         }
1228 }
1229
1230 mod approx {
1231         const BITS: u32 = 64;
1232         const HIGHEST_BIT: u32 = BITS - 1;
1233         const LOWER_BITS: u32 = 6;
1234         pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1235         const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1236
1237         /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1238         /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1239         const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1240                 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1241                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1242                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1243                         0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1244                 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1245                         617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1246                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1247                         977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1248                 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1249                         1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1250                         1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1251                         1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1252                 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1253                         2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1254                         2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1255                         2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1256                 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1257                         2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1258                         2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1259                         2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1260                 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1261                         3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1262                         3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1263                         3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1264                 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1265                         3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1266                         4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1267                         4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1268                 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1269                         4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1270                         4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1271                         4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1272                 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1273                         5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1274                         5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1275                         5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1276                 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1277                         5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1278                         5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1279                         6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1280                 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1281                         6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1282                         6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1283                         6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1284                 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1285                         6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1286                         7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1287                         7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1288                 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1289                         7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1290                         7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1291                         7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1292                 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1293                         8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1294                         8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1295                         8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1296                 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1297                         8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1298                         8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1299                         9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1300                 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1301                         9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1302                         9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1303                         9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1304                 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1305                         10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1306                         10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1307                         10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1308                 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1309                         10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1310                         10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1311                         10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1312                 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1313                         11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1314                         11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1315                         11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1316                 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1317                         11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1318                         12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1319                         12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1320                 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1321                         12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1322                         12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1323                         12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1324                 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1325                         13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1326                         13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1327                         13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1328                 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1329                         13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1330                         13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1331                         14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1332                 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1333                         14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1334                         14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1335                         14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1336                 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1337                         14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1338                         15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1339                         15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1340                 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1341                         15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1342                         15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1343                         15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1344                 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1345                         16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1346                         16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1347                         16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1348                 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1349                         16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1350                         17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1351                         17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1352                 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1353                         17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1354                         17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1355                         17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1356                 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1357                         18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1358                         18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1359                         18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1360                 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1361                         18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1362                         18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1363                         18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1364                 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1365                         19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1366                         19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1367                         19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1368                 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1369                         19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1370                         20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1371                         20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1372                 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1373                         20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1374                         20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1375                         20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1376                 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1377                         21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1378                         21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1379                         21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1380                 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1381                         21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1382                         21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1383                         22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1384                 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1385                         22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1386                         22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1387                         22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1388                 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1389                         23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1390                         23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1391                         23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1392                 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1393                         23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1394                         23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1395                         23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1396                 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1397                         24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1398                         24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1399                         24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1400                 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1401                         24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1402                         25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1403                         25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1404                 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1405                         25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1406                         25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1407                         25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1408                 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1409                         26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1410                         26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1411                         26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1412                 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1413                         26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1414                         26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1415                         27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1416                 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1417                         27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1418                         27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1419                         27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1420                 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1421                         27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1422                         28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1423                         28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1424                 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1425                         28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1426                         28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1427                         28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1428                 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1429                         29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1430                         29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1431                         29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1432                 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1433                         29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1434                         29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1435                         30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1436                 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1437                         30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1438                         30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1439                         30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1440                 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1441                         31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1442                         31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1443                         31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1444                 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1445                         31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1446                         31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1447                         31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1448                 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1449                         32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1450                         32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1451                         32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1452                 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1453                         32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1454                         33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1455                         33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1456                 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1457                         33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1458                         33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1459                         33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1460                 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1461                         34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1462                         34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1463                         34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1464                 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1465                         34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1466                         34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1467                         35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1468                 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1469                         35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1470                         35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1471                         35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1472                 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1473                         35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1474                         36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1475                         36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1476                 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1477                         36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1478                         36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1479                         36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1480                 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1481                         37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1482                         37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1483                         37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1484                 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1485                         37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1486                         37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1487                         38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1488                 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1489                         38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1490                         38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1491                         38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1492                 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1493                         39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1494                         39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1495                         39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1496         ];
1497
1498         /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1499         #[inline]
1500         pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1501                 // Multiply the -1 through to avoid needing to use signed numbers.
1502                 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1503         }
1504
1505         #[inline]
1506         fn log10_times_2048(x: u64) -> u16 {
1507                 debug_assert_ne!(x, 0);
1508                 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1509                 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1510                 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1511         }
1512
1513         #[cfg(test)]
1514         mod tests {
1515                 use super::*;
1516
1517                 #[test]
1518                 fn prints_negative_log10_times_2048_lookup_table() {
1519                         for msb in 0..BITS {
1520                                 for i in 0..LOWER_BITS_BOUND {
1521                                         let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1522                                         let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1523                                         assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1524
1525                                         if i % LOWER_BITS_BOUND == 0 {
1526                                                 print!("\t\t[{}, ", log10_times_2048);
1527                                         } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1528                                                 println!("{}],", log10_times_2048);
1529                                         } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1530                                                 print!("{},\n\t\t\t", log10_times_2048);
1531                                         } else {
1532                                                 print!("{}, ", log10_times_2048);
1533                                         }
1534                                 }
1535                         }
1536                 }
1537         }
1538 }
1539
1540 mod bucketed_history {
1541         use super::*;
1542
1543         /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1544         /// in each of 8 buckets.
1545         #[derive(Clone, Copy)]
1546         pub(super) struct HistoricalBucketRangeTracker {
1547                 buckets: [u16; 8],
1548         }
1549
1550         impl HistoricalBucketRangeTracker {
1551                 pub(super) fn new() -> Self { Self { buckets: [0; 8] } }
1552                 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1553                         // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1554                         // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1555                         //
1556                         // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1557                         // the buckets for the current min and max liquidity offset positions.
1558                         //
1559                         // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1560                         // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1561                         // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1562                         //
1563                         // In total, this allows us to track data for the last 8,000 or so payments across a given
1564                         // channel.
1565                         //
1566                         // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1567                         // and need to balance having more bits in the decimal part (to ensure decay isn't too
1568                         // non-linear) with having too few bits in the mantissa, causing us to not store very many
1569                         // datapoints.
1570                         //
1571                         // The constants were picked experimentally, selecting a decay amount that restricts us
1572                         // from overflowing buckets without having to cap them manually.
1573
1574                         // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
1575                         // the channel's capacity, though the second should generally never happen.
1576                         debug_assert!(liquidity_offset_msat <= capacity_msat);
1577                         let bucket_idx: u8 = (liquidity_offset_msat * 8 / capacity_msat.saturating_add(1))
1578                                 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
1579                         debug_assert!(bucket_idx < 8);
1580                         if bucket_idx < 8 {
1581                                 for e in self.buckets.iter_mut() {
1582                                         *e = ((*e as u32) * 2047 / 2048) as u16;
1583                                 }
1584                                 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
1585                         }
1586                 }
1587                 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1588                 /// datapoints as we receive newer information.
1589                 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1590                         for e in self.buckets.iter_mut() {
1591                                 *e = e.checked_shr(half_lives).unwrap_or(0);
1592                         }
1593                 }
1594         }
1595
1596         impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1597
1598         pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1599                 pub(super) min_liquidity_offset_history: D,
1600                 pub(super) max_liquidity_offset_history: D,
1601         }
1602
1603         impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1604                 #[inline]
1605                 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1606                 -> ([u16; 8], [u16; 8], u32) {
1607                         let required_decays = now.duration_since(last_updated).as_secs()
1608                                 .checked_div(half_life.as_secs())
1609                                 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1610                         let mut min_buckets = *self.min_liquidity_offset_history;
1611                         min_buckets.time_decay_data(required_decays);
1612                         let mut max_buckets = *self.max_liquidity_offset_history;
1613                         max_buckets.time_decay_data(required_decays);
1614                         (min_buckets.buckets, max_buckets.buckets, required_decays)
1615                 }
1616
1617                 #[inline]
1618                 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1619                         &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1620                 -> Option<u64> {
1621                         // If historical penalties are enabled, calculate the penalty by walking the set of
1622                         // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
1623                         // each, calculate the probability of success given our payment amount, then total the
1624                         // weighted average probability of success.
1625                         //
1626                         // We use a sliding scale to decide which point within a given bucket will be compared to
1627                         // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
1628                         // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
1629                         // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
1630                         // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
1631                         // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
1632                         // penalties to channels at the edges.
1633                         //
1634                         // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
1635                         // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
1636                         // for a 1 BTC channel!).
1637                         //
1638                         // If we used the middle of each bucket we'd never assign any penalty at all when sending
1639                         // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
1640                         let mut total_valid_points_tracked = 0;
1641
1642                         let payment_amt_64th_bucket: u8 = if amount_msat < u64::max_value() / 64 {
1643                                 (amount_msat * 64 / capacity_msat.saturating_add(1))
1644                                         .try_into().unwrap_or(65)
1645                         } else {
1646                                 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1647                                 // division. This branch should only be hit in fuzz testing since the amount would
1648                                 // need to be over 2.88 million BTC in practice.
1649                                 ((amount_msat as u128) * 64 / (capacity_msat as u128).saturating_add(1))
1650                                         .try_into().unwrap_or(65)
1651                         };
1652                         #[cfg(not(fuzzing))]
1653                         debug_assert!(payment_amt_64th_bucket <= 64);
1654                         if payment_amt_64th_bucket >= 64 { return None; }
1655
1656                         // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1657                         // don't actually use the decayed buckets, though, as that would lose precision.
1658                         let (decayed_min_buckets, decayed_max_buckets, required_decays) =
1659                                 self.get_decayed_buckets(now, last_updated, half_life);
1660                         if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
1661                                 return None;
1662                         }
1663
1664                         for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1665                                 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
1666                                         total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1667                                 }
1668                         }
1669                         // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
1670                         // it as if we were fully decayed.
1671                         if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1672                                 return None;
1673                         }
1674
1675                         let mut cumulative_success_prob_times_billion = 0;
1676                         for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1677                                 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
1678                                         let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
1679                                                 * 1024 * 1024 / total_valid_points_tracked;
1680                                         let min_64th_bucket = min_idx as u8 * 9;
1681                                         let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
1682                                         if payment_amt_64th_bucket > max_64th_bucket {
1683                                                 // Success probability 0, the payment amount is above the max liquidity
1684                                         } else if payment_amt_64th_bucket <= min_64th_bucket {
1685                                                 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
1686                                         } else {
1687                                                 cumulative_success_prob_times_billion += bucket_prob_times_million *
1688                                                         ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
1689                                                         ((max_64th_bucket - min_64th_bucket) as u64);
1690                                         }
1691                                 }
1692                         }
1693
1694                         Some(cumulative_success_prob_times_billion)
1695                 }
1696         }
1697 }
1698 use bucketed_history::{HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1699
1700 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1701         #[inline]
1702         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1703                 write_tlv_fields!(w, {
1704                         (0, self.channel_liquidities, required),
1705                 });
1706                 Ok(())
1707         }
1708 }
1709
1710 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1711 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1712         #[inline]
1713         fn read<R: Read>(
1714                 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1715         ) -> Result<Self, DecodeError> {
1716                 let (decay_params, network_graph, logger) = args;
1717                 let mut channel_liquidities = HashMap::new();
1718                 read_tlv_fields!(r, {
1719                         (0, channel_liquidities, required),
1720                 });
1721                 Ok(Self {
1722                         decay_params,
1723                         network_graph,
1724                         logger,
1725                         channel_liquidities,
1726                 })
1727         }
1728 }
1729
1730 impl<T: Time> Writeable for ChannelLiquidity<T> {
1731         #[inline]
1732         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1733                 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1734                 write_tlv_fields!(w, {
1735                         (0, self.min_liquidity_offset_msat, required),
1736                         (1, Some(self.min_liquidity_offset_history), option),
1737                         (2, self.max_liquidity_offset_msat, required),
1738                         (3, Some(self.max_liquidity_offset_history), option),
1739                         (4, duration_since_epoch, required),
1740                 });
1741                 Ok(())
1742         }
1743 }
1744
1745 impl<T: Time> Readable for ChannelLiquidity<T> {
1746         #[inline]
1747         fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1748                 let mut min_liquidity_offset_msat = 0;
1749                 let mut max_liquidity_offset_msat = 0;
1750                 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1751                 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1752                 let mut duration_since_epoch = Duration::from_secs(0);
1753                 read_tlv_fields!(r, {
1754                         (0, min_liquidity_offset_msat, required),
1755                         (1, min_liquidity_offset_history, option),
1756                         (2, max_liquidity_offset_msat, required),
1757                         (3, max_liquidity_offset_history, option),
1758                         (4, duration_since_epoch, required),
1759                 });
1760                 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1761                 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1762                 // is a time from a monotonic clock usually represented as an offset against boot time).
1763                 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1764                 // from the one that was written. However, because `Instant` can panic if we construct one
1765                 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1766                 // using `Instant::now()` in that case.
1767                 let wall_clock_now = T::duration_since_epoch();
1768                 let now = T::now();
1769                 let last_updated = if wall_clock_now > duration_since_epoch {
1770                         now - (wall_clock_now - duration_since_epoch)
1771                 } else { now };
1772                 Ok(Self {
1773                         min_liquidity_offset_msat,
1774                         max_liquidity_offset_msat,
1775                         min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1776                         max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1777                         last_updated,
1778                 })
1779         }
1780 }
1781
1782 #[cfg(test)]
1783 mod tests {
1784         use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1785         use crate::blinded_path::{BlindedHop, BlindedPath};
1786         use crate::util::config::UserConfig;
1787         use crate::util::time::Time;
1788         use crate::util::time::tests::SinceEpoch;
1789
1790         use crate::ln::channelmanager;
1791         use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1792         use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1793         use crate::routing::router::{BlindedTail, Path, RouteHop};
1794         use crate::routing::scoring::{ChannelUsage, Score};
1795         use crate::util::ser::{ReadableArgs, Writeable};
1796         use crate::util::test_utils::{self, TestLogger};
1797
1798         use bitcoin::blockdata::constants::genesis_block;
1799         use bitcoin::hashes::Hash;
1800         use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1801         use bitcoin::network::constants::Network;
1802         use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1803         use core::time::Duration;
1804         use crate::io;
1805
1806         fn source_privkey() -> SecretKey {
1807                 SecretKey::from_slice(&[42; 32]).unwrap()
1808         }
1809
1810         fn target_privkey() -> SecretKey {
1811                 SecretKey::from_slice(&[43; 32]).unwrap()
1812         }
1813
1814         fn source_pubkey() -> PublicKey {
1815                 let secp_ctx = Secp256k1::new();
1816                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1817         }
1818
1819         fn target_pubkey() -> PublicKey {
1820                 let secp_ctx = Secp256k1::new();
1821                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1822         }
1823
1824         fn source_node_id() -> NodeId {
1825                 NodeId::from_pubkey(&source_pubkey())
1826         }
1827
1828         fn target_node_id() -> NodeId {
1829                 NodeId::from_pubkey(&target_pubkey())
1830         }
1831
1832         // `ProbabilisticScorer` tests
1833
1834         /// A probabilistic scorer for testing with time that can be manually advanced.
1835         type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1836
1837         fn sender_privkey() -> SecretKey {
1838                 SecretKey::from_slice(&[41; 32]).unwrap()
1839         }
1840
1841         fn recipient_privkey() -> SecretKey {
1842                 SecretKey::from_slice(&[45; 32]).unwrap()
1843         }
1844
1845         fn sender_pubkey() -> PublicKey {
1846                 let secp_ctx = Secp256k1::new();
1847                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1848         }
1849
1850         fn recipient_pubkey() -> PublicKey {
1851                 let secp_ctx = Secp256k1::new();
1852                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1853         }
1854
1855         fn sender_node_id() -> NodeId {
1856                 NodeId::from_pubkey(&sender_pubkey())
1857         }
1858
1859         fn recipient_node_id() -> NodeId {
1860                 NodeId::from_pubkey(&recipient_pubkey())
1861         }
1862
1863         fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1864                 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1865                 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1866                 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1867
1868                 network_graph
1869         }
1870
1871         fn add_channel(
1872                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1873                 node_2_key: SecretKey
1874         ) {
1875                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1876                 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1877                 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1878                 let secp_ctx = Secp256k1::new();
1879                 let unsigned_announcement = UnsignedChannelAnnouncement {
1880                         features: channelmanager::provided_channel_features(&UserConfig::default()),
1881                         chain_hash: genesis_hash,
1882                         short_channel_id,
1883                         node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1884                         node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1885                         bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1886                         bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1887                         excess_data: Vec::new(),
1888                 };
1889                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1890                 let signed_announcement = ChannelAnnouncement {
1891                         node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1892                         node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1893                         bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1894                         bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1895                         contents: unsigned_announcement,
1896                 };
1897                 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1898                 network_graph.update_channel_from_announcement(
1899                         &signed_announcement, &chain_source).unwrap();
1900                 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000);
1901                 update_channel(network_graph, short_channel_id, node_2_key, 1, 0);
1902         }
1903
1904         fn update_channel(
1905                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1906                 flags: u8, htlc_maximum_msat: u64
1907         ) {
1908                 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1909                 let secp_ctx = Secp256k1::new();
1910                 let unsigned_update = UnsignedChannelUpdate {
1911                         chain_hash: genesis_hash,
1912                         short_channel_id,
1913                         timestamp: 100,
1914                         flags,
1915                         cltv_expiry_delta: 18,
1916                         htlc_minimum_msat: 0,
1917                         htlc_maximum_msat,
1918                         fee_base_msat: 1,
1919                         fee_proportional_millionths: 0,
1920                         excess_data: Vec::new(),
1921                 };
1922                 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1923                 let signed_update = ChannelUpdate {
1924                         signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1925                         contents: unsigned_update,
1926                 };
1927                 network_graph.update_channel(&signed_update).unwrap();
1928         }
1929
1930         fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1931                 let config = UserConfig::default();
1932                 RouteHop {
1933                         pubkey,
1934                         node_features: channelmanager::provided_node_features(&config),
1935                         short_channel_id,
1936                         channel_features: channelmanager::provided_channel_features(&config),
1937                         fee_msat,
1938                         cltv_expiry_delta: 18,
1939                 }
1940         }
1941
1942         fn payment_path_for_amount(amount_msat: u64) -> Path {
1943                 Path {
1944                         hops: vec![
1945                                 path_hop(source_pubkey(), 41, 1),
1946                                 path_hop(target_pubkey(), 42, 2),
1947                                 path_hop(recipient_pubkey(), 43, amount_msat),
1948                         ], blinded_tail: None,
1949                 }
1950         }
1951
1952         #[test]
1953         fn liquidity_bounds_directed_from_lowest_node_id() {
1954                 let logger = TestLogger::new();
1955                 let last_updated = SinceEpoch::now();
1956                 let network_graph = network_graph(&logger);
1957                 let decay_params = ProbabilisticScoringDecayParameters::default();
1958                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
1959                         .with_channel(42,
1960                                 ChannelLiquidity {
1961                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1962                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1963                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1964                                 })
1965                         .with_channel(43,
1966                                 ChannelLiquidity {
1967                                         min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1968                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1969                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1970                                 });
1971                 let source = source_node_id();
1972                 let target = target_node_id();
1973                 let recipient = recipient_node_id();
1974                 assert!(source > target);
1975                 assert!(target < recipient);
1976
1977                 // Update minimum liquidity.
1978
1979                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1980                         .as_directed(&source, &target, 0, 1_000, decay_params);
1981                 assert_eq!(liquidity.min_liquidity_msat(), 100);
1982                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1983
1984                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1985                         .as_directed(&target, &source, 0, 1_000, decay_params);
1986                 assert_eq!(liquidity.min_liquidity_msat(), 700);
1987                 assert_eq!(liquidity.max_liquidity_msat(), 900);
1988
1989                 scorer.channel_liquidities.get_mut(&42).unwrap()
1990                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
1991                         .set_min_liquidity_msat(200);
1992
1993                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1994                         .as_directed(&source, &target, 0, 1_000, decay_params);
1995                 assert_eq!(liquidity.min_liquidity_msat(), 200);
1996                 assert_eq!(liquidity.max_liquidity_msat(), 300);
1997
1998                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1999                         .as_directed(&target, &source, 0, 1_000, decay_params);
2000                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2001                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2002
2003                 // Update maximum liquidity.
2004
2005                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2006                         .as_directed(&target, &recipient, 0, 1_000, decay_params);
2007                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2008                 assert_eq!(liquidity.max_liquidity_msat(), 900);
2009
2010                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2011                         .as_directed(&recipient, &target, 0, 1_000, decay_params);
2012                 assert_eq!(liquidity.min_liquidity_msat(), 100);
2013                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2014
2015                 scorer.channel_liquidities.get_mut(&43).unwrap()
2016                         .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2017                         .set_max_liquidity_msat(200);
2018
2019                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2020                         .as_directed(&target, &recipient, 0, 1_000, decay_params);
2021                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2022                 assert_eq!(liquidity.max_liquidity_msat(), 200);
2023
2024                 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2025                         .as_directed(&recipient, &target, 0, 1_000, decay_params);
2026                 assert_eq!(liquidity.min_liquidity_msat(), 800);
2027                 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2028         }
2029
2030         #[test]
2031         fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2032                 let logger = TestLogger::new();
2033                 let last_updated = SinceEpoch::now();
2034                 let network_graph = network_graph(&logger);
2035                 let decay_params = ProbabilisticScoringDecayParameters::default();
2036                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2037                         .with_channel(42,
2038                                 ChannelLiquidity {
2039                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2040                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2041                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2042                                 });
2043                 let source = source_node_id();
2044                 let target = target_node_id();
2045                 assert!(source > target);
2046
2047                 // Check initial bounds.
2048                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2049                         .as_directed(&source, &target, 0, 1_000, decay_params);
2050                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2051                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2052
2053                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2054                         .as_directed(&target, &source, 0, 1_000, decay_params);
2055                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2056                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2057
2058                 // Reset from source to target.
2059                 scorer.channel_liquidities.get_mut(&42).unwrap()
2060                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2061                         .set_min_liquidity_msat(900);
2062
2063                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2064                         .as_directed(&source, &target, 0, 1_000, decay_params);
2065                 assert_eq!(liquidity.min_liquidity_msat(), 900);
2066                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2067
2068                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2069                         .as_directed(&target, &source, 0, 1_000, decay_params);
2070                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2071                 assert_eq!(liquidity.max_liquidity_msat(), 100);
2072
2073                 // Reset from target to source.
2074                 scorer.channel_liquidities.get_mut(&42).unwrap()
2075                         .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2076                         .set_min_liquidity_msat(400);
2077
2078                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2079                         .as_directed(&source, &target, 0, 1_000, decay_params);
2080                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2081                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2082
2083                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2084                         .as_directed(&target, &source, 0, 1_000, decay_params);
2085                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2086                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2087         }
2088
2089         #[test]
2090         fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2091                 let logger = TestLogger::new();
2092                 let last_updated = SinceEpoch::now();
2093                 let network_graph = network_graph(&logger);
2094                 let decay_params = ProbabilisticScoringDecayParameters::default();
2095                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2096                         .with_channel(42,
2097                                 ChannelLiquidity {
2098                                         min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2099                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2100                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2101                                 });
2102                 let source = source_node_id();
2103                 let target = target_node_id();
2104                 assert!(source > target);
2105
2106                 // Check initial bounds.
2107                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2108                         .as_directed(&source, &target, 0, 1_000, decay_params);
2109                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2110                 assert_eq!(liquidity.max_liquidity_msat(), 800);
2111
2112                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2113                         .as_directed(&target, &source, 0, 1_000, decay_params);
2114                 assert_eq!(liquidity.min_liquidity_msat(), 200);
2115                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2116
2117                 // Reset from source to target.
2118                 scorer.channel_liquidities.get_mut(&42).unwrap()
2119                         .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2120                         .set_max_liquidity_msat(300);
2121
2122                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2123                         .as_directed(&source, &target, 0, 1_000, decay_params);
2124                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2125                 assert_eq!(liquidity.max_liquidity_msat(), 300);
2126
2127                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2128                         .as_directed(&target, &source, 0, 1_000, decay_params);
2129                 assert_eq!(liquidity.min_liquidity_msat(), 700);
2130                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2131
2132                 // Reset from target to source.
2133                 scorer.channel_liquidities.get_mut(&42).unwrap()
2134                         .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2135                         .set_max_liquidity_msat(600);
2136
2137                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2138                         .as_directed(&source, &target, 0, 1_000, decay_params);
2139                 assert_eq!(liquidity.min_liquidity_msat(), 400);
2140                 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2141
2142                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2143                         .as_directed(&target, &source, 0, 1_000, decay_params);
2144                 assert_eq!(liquidity.min_liquidity_msat(), 0);
2145                 assert_eq!(liquidity.max_liquidity_msat(), 600);
2146         }
2147
2148         #[test]
2149         fn increased_penalty_nearing_liquidity_upper_bound() {
2150                 let logger = TestLogger::new();
2151                 let network_graph = network_graph(&logger);
2152                 let params = ProbabilisticScoringFeeParameters {
2153                         liquidity_penalty_multiplier_msat: 1_000,
2154                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2155                 };
2156                 let decay_params = ProbabilisticScoringDecayParameters::default();
2157                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2158                 let source = source_node_id();
2159                 let target = target_node_id();
2160
2161                 let usage = ChannelUsage {
2162                         amount_msat: 1_024,
2163                         inflight_htlc_msat: 0,
2164                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2165                 };
2166                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2167                 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2168                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2169                 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2170                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2171                 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2172                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2173
2174                 let usage = ChannelUsage {
2175                         amount_msat: 128,
2176                         inflight_htlc_msat: 0,
2177                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2178                 };
2179                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2180                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2181                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2182                 let usage = ChannelUsage { amount_msat: 374, ..usage };
2183                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2184                 let usage = ChannelUsage { amount_msat: 512, ..usage };
2185                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2186                 let usage = ChannelUsage { amount_msat: 640, ..usage };
2187                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 425);
2188                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2189                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2190                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2191                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 902);
2192         }
2193
2194         #[test]
2195         fn constant_penalty_outside_liquidity_bounds() {
2196                 let logger = TestLogger::new();
2197                 let last_updated = SinceEpoch::now();
2198                 let network_graph = network_graph(&logger);
2199                 let params = ProbabilisticScoringFeeParameters {
2200                         liquidity_penalty_multiplier_msat: 1_000,
2201                         considered_impossible_penalty_msat: u64::max_value(),
2202                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2203                 };
2204                 let decay_params = ProbabilisticScoringDecayParameters {
2205                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2206                 };
2207                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2208                         .with_channel(42,
2209                                 ChannelLiquidity {
2210                                         min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2211                                         min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2212                                         max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2213                                 });
2214                 let source = source_node_id();
2215                 let target = target_node_id();
2216
2217                 let usage = ChannelUsage {
2218                         amount_msat: 39,
2219                         inflight_htlc_msat: 0,
2220                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2221                 };
2222                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2223                 let usage = ChannelUsage { amount_msat: 50, ..usage };
2224                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2225                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2226                 let usage = ChannelUsage { amount_msat: 61, ..usage };
2227                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2228         }
2229
2230         #[test]
2231         fn does_not_further_penalize_own_channel() {
2232                 let logger = TestLogger::new();
2233                 let network_graph = network_graph(&logger);
2234                 let params = ProbabilisticScoringFeeParameters {
2235                         liquidity_penalty_multiplier_msat: 1_000,
2236                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2237                 };
2238                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2239                 let sender = sender_node_id();
2240                 let source = source_node_id();
2241                 let usage = ChannelUsage {
2242                         amount_msat: 500,
2243                         inflight_htlc_msat: 0,
2244                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2245                 };
2246                 let failed_path = payment_path_for_amount(500);
2247                 let successful_path = payment_path_for_amount(200);
2248
2249                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2250
2251                 scorer.payment_path_failed(&failed_path, 41);
2252                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2253
2254                 scorer.payment_path_successful(&successful_path);
2255                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2256         }
2257
2258         #[test]
2259         fn sets_liquidity_lower_bound_on_downstream_failure() {
2260                 let logger = TestLogger::new();
2261                 let network_graph = network_graph(&logger);
2262                 let params = ProbabilisticScoringFeeParameters {
2263                         liquidity_penalty_multiplier_msat: 1_000,
2264                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2265                 };
2266                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2267                 let source = source_node_id();
2268                 let target = target_node_id();
2269                 let path = payment_path_for_amount(500);
2270
2271                 let usage = ChannelUsage {
2272                         amount_msat: 250,
2273                         inflight_htlc_msat: 0,
2274                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2275                 };
2276                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2277                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2278                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2279                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2280                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2281
2282                 scorer.payment_path_failed(&path, 43);
2283
2284                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2285                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2286                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2287                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2288                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2289                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2290         }
2291
2292         #[test]
2293         fn sets_liquidity_upper_bound_on_failure() {
2294                 let logger = TestLogger::new();
2295                 let network_graph = network_graph(&logger);
2296                 let params = ProbabilisticScoringFeeParameters {
2297                         liquidity_penalty_multiplier_msat: 1_000,
2298                         considered_impossible_penalty_msat: u64::max_value(),
2299                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2300                 };
2301                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2302                 let source = source_node_id();
2303                 let target = target_node_id();
2304                 let path = payment_path_for_amount(500);
2305
2306                 let usage = ChannelUsage {
2307                         amount_msat: 250,
2308                         inflight_htlc_msat: 0,
2309                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2310                 };
2311                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2312                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2313                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2314                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2315                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2316
2317                 scorer.payment_path_failed(&path, 42);
2318
2319                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2320                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2321                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2322                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2323                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2324                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2325         }
2326
2327         #[test]
2328         fn ignores_channels_after_removed_failed_channel() {
2329                 // Previously, if we'd tried to send over a channel which was removed from the network
2330                 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2331                 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2332                 // channels in the route, even ones which they payment never reached. This tests to ensure
2333                 // we do not score such channels.
2334                 let secp_ctx = Secp256k1::new();
2335                 let logger = TestLogger::new();
2336                 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2337                 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2338                 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2339                 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2340                 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2341                 add_channel(&mut network_graph, 42, secret_a, secret_b);
2342                 // Don't add the channel from B -> C.
2343                 add_channel(&mut network_graph, 44, secret_c, secret_d);
2344
2345                 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2346                 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2347                 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2348                 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2349
2350                 let path = vec![
2351                         path_hop(pub_b, 42, 1),
2352                         path_hop(pub_c, 43, 2),
2353                         path_hop(pub_d, 44, 100),
2354                 ];
2355
2356                 let node_a = NodeId::from_pubkey(&pub_a);
2357                 let node_b = NodeId::from_pubkey(&pub_b);
2358                 let node_c = NodeId::from_pubkey(&pub_c);
2359                 let node_d = NodeId::from_pubkey(&pub_d);
2360
2361                 let params = ProbabilisticScoringFeeParameters {
2362                         liquidity_penalty_multiplier_msat: 1_000,
2363                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2364                 };
2365                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2366
2367                 let usage = ChannelUsage {
2368                         amount_msat: 250,
2369                         inflight_htlc_msat: 0,
2370                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2371                 };
2372                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 128);
2373                 // Note that a default liquidity bound is used for B -> C as no channel exists
2374                 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, &params), 128);
2375                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2376
2377                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2378
2379                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 80);
2380                 // Note that a default liquidity bound is used for B -> C as no channel exists
2381                 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, &params), 128);
2382                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2383         }
2384
2385         #[test]
2386         fn reduces_liquidity_upper_bound_along_path_on_success() {
2387                 let logger = TestLogger::new();
2388                 let network_graph = network_graph(&logger);
2389                 let params = ProbabilisticScoringFeeParameters {
2390                         liquidity_penalty_multiplier_msat: 1_000,
2391                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2392                 };
2393                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2394                 let sender = sender_node_id();
2395                 let source = source_node_id();
2396                 let target = target_node_id();
2397                 let recipient = recipient_node_id();
2398                 let usage = ChannelUsage {
2399                         amount_msat: 250,
2400                         inflight_htlc_msat: 0,
2401                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2402                 };
2403
2404                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2405                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2406                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 128);
2407
2408                 scorer.payment_path_successful(&payment_path_for_amount(500));
2409
2410                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2411                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2412                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 300);
2413         }
2414
2415         #[test]
2416         fn decays_liquidity_bounds_over_time() {
2417                 let logger = TestLogger::new();
2418                 let network_graph = network_graph(&logger);
2419                 let params = ProbabilisticScoringFeeParameters {
2420                         liquidity_penalty_multiplier_msat: 1_000,
2421                         considered_impossible_penalty_msat: u64::max_value(),
2422                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2423                 };
2424                 let decay_params = ProbabilisticScoringDecayParameters {
2425                         liquidity_offset_half_life: Duration::from_secs(10),
2426                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2427                 };
2428                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2429                 let source = source_node_id();
2430                 let target = target_node_id();
2431
2432                 let usage = ChannelUsage {
2433                         amount_msat: 0,
2434                         inflight_htlc_msat: 0,
2435                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2436                 };
2437                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2438                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2439                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2440
2441                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2442                 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2443
2444                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2445                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2446                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2447                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2448                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2449                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2450                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2451                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2452
2453                 SinceEpoch::advance(Duration::from_secs(9));
2454                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2455                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2456                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2457                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2458                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2459                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2460                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2461                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2462
2463                 SinceEpoch::advance(Duration::from_secs(1));
2464                 let usage = ChannelUsage { amount_msat: 64, ..usage };
2465                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2466                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2467                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 34);
2468                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2469                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_970);
2470                 let usage = ChannelUsage { amount_msat: 960, ..usage };
2471                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2472
2473                 // Fully decay liquidity lower bound.
2474                 SinceEpoch::advance(Duration::from_secs(10 * 7));
2475                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2476                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2477                 let usage = ChannelUsage { amount_msat: 1, ..usage };
2478                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2479                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2480                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2481                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2482                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2483
2484                 // Fully decay liquidity upper bound.
2485                 SinceEpoch::advance(Duration::from_secs(10));
2486                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2487                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2488                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2489                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2490
2491                 SinceEpoch::advance(Duration::from_secs(10));
2492                 let usage = ChannelUsage { amount_msat: 0, ..usage };
2493                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2494                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2495                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2496         }
2497
2498         #[test]
2499         fn decays_liquidity_bounds_without_shift_overflow() {
2500                 let logger = TestLogger::new();
2501                 let network_graph = network_graph(&logger);
2502                 let params = ProbabilisticScoringFeeParameters {
2503                         liquidity_penalty_multiplier_msat: 1_000,
2504                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2505                 };
2506                 let decay_params = ProbabilisticScoringDecayParameters {
2507                         liquidity_offset_half_life: Duration::from_secs(10),
2508                         ..ProbabilisticScoringDecayParameters::default()
2509                 };
2510                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2511                 let source = source_node_id();
2512                 let target = target_node_id();
2513                 let usage = ChannelUsage {
2514                         amount_msat: 256,
2515                         inflight_htlc_msat: 0,
2516                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2517                 };
2518                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2519
2520                 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2521                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2522
2523                 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2524                 // would cause an overflow.
2525                 SinceEpoch::advance(Duration::from_secs(10 * 64));
2526                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2527
2528                 SinceEpoch::advance(Duration::from_secs(10));
2529                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2530         }
2531
2532         #[test]
2533         fn restricts_liquidity_bounds_after_decay() {
2534                 let logger = TestLogger::new();
2535                 let network_graph = network_graph(&logger);
2536                 let params = ProbabilisticScoringFeeParameters {
2537                         liquidity_penalty_multiplier_msat: 1_000,
2538                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2539                 };
2540                 let decay_params = ProbabilisticScoringDecayParameters {
2541                         liquidity_offset_half_life: Duration::from_secs(10),
2542                         ..ProbabilisticScoringDecayParameters::default()
2543                 };
2544                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2545                 let source = source_node_id();
2546                 let target = target_node_id();
2547                 let usage = ChannelUsage {
2548                         amount_msat: 512,
2549                         inflight_htlc_msat: 0,
2550                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2551                 };
2552
2553                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2554
2555                 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2556                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2557                 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2558                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2559
2560                 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2561                 SinceEpoch::advance(Duration::from_secs(10));
2562                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 291);
2563
2564                 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2565                 // is closer to the upper bound, meaning a higher penalty.
2566                 scorer.payment_path_successful(&payment_path_for_amount(64));
2567                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 331);
2568
2569                 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2570                 // is closer to the lower bound, meaning a lower penalty.
2571                 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2572                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 245);
2573
2574                 // Further decaying affects the lower bound more than the upper bound (128, 928).
2575                 SinceEpoch::advance(Duration::from_secs(10));
2576                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 280);
2577         }
2578
2579         #[test]
2580         fn restores_persisted_liquidity_bounds() {
2581                 let logger = TestLogger::new();
2582                 let network_graph = network_graph(&logger);
2583                 let params = ProbabilisticScoringFeeParameters {
2584                         liquidity_penalty_multiplier_msat: 1_000,
2585                         considered_impossible_penalty_msat: u64::max_value(),
2586                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2587                 };
2588                 let decay_params = ProbabilisticScoringDecayParameters {
2589                         liquidity_offset_half_life: Duration::from_secs(10),
2590                         ..ProbabilisticScoringDecayParameters::default()
2591                 };
2592                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2593                 let source = source_node_id();
2594                 let target = target_node_id();
2595                 let usage = ChannelUsage {
2596                         amount_msat: 500,
2597                         inflight_htlc_msat: 0,
2598                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2599                 };
2600
2601                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2602                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2603
2604                 SinceEpoch::advance(Duration::from_secs(10));
2605                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2606
2607                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2608                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2609
2610                 let mut serialized_scorer = Vec::new();
2611                 scorer.write(&mut serialized_scorer).unwrap();
2612
2613                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2614                 let deserialized_scorer =
2615                         <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2616                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2617         }
2618
2619         #[test]
2620         fn decays_persisted_liquidity_bounds() {
2621                 let logger = TestLogger::new();
2622                 let network_graph = network_graph(&logger);
2623                 let params = ProbabilisticScoringFeeParameters {
2624                         liquidity_penalty_multiplier_msat: 1_000,
2625                         considered_impossible_penalty_msat: u64::max_value(),
2626                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2627                 };
2628                 let decay_params = ProbabilisticScoringDecayParameters {
2629                         liquidity_offset_half_life: Duration::from_secs(10),
2630                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2631                 };
2632                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2633                 let source = source_node_id();
2634                 let target = target_node_id();
2635                 let usage = ChannelUsage {
2636                         amount_msat: 500,
2637                         inflight_htlc_msat: 0,
2638                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2639                 };
2640
2641                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2642                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2643
2644                 let mut serialized_scorer = Vec::new();
2645                 scorer.write(&mut serialized_scorer).unwrap();
2646
2647                 SinceEpoch::advance(Duration::from_secs(10));
2648
2649                 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2650                 let deserialized_scorer =
2651                         <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2652                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2653
2654                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2655                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2656
2657                 SinceEpoch::advance(Duration::from_secs(10));
2658                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 365);
2659         }
2660
2661         #[test]
2662         fn scores_realistic_payments() {
2663                 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2664                 // 50k sat reserve).
2665                 let logger = TestLogger::new();
2666                 let network_graph = network_graph(&logger);
2667                 let params = ProbabilisticScoringFeeParameters::default();
2668                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2669                 let source = source_node_id();
2670                 let target = target_node_id();
2671
2672                 let usage = ChannelUsage {
2673                         amount_msat: 100_000_000,
2674                         inflight_htlc_msat: 0,
2675                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2676                 };
2677                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4375);
2678                 let usage = ChannelUsage {
2679                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2680                 };
2681                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2739);
2682                 let usage = ChannelUsage {
2683                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2684                 };
2685                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2236);
2686                 let usage = ChannelUsage {
2687                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2688                 };
2689                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1983);
2690                 let usage = ChannelUsage {
2691                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2692                 };
2693                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1637);
2694                 let usage = ChannelUsage {
2695                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2696                 };
2697                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1606);
2698                 let usage = ChannelUsage {
2699                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2700                 };
2701                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1331);
2702                 let usage = ChannelUsage {
2703                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2704                 };
2705                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1387);
2706                 let usage = ChannelUsage {
2707                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2708                 };
2709                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1379);
2710                 let usage = ChannelUsage {
2711                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2712                 };
2713                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1363);
2714                 let usage = ChannelUsage {
2715                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2716                 };
2717                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1355);
2718         }
2719
2720         #[test]
2721         fn adds_base_penalty_to_liquidity_penalty() {
2722                 let logger = TestLogger::new();
2723                 let network_graph = network_graph(&logger);
2724                 let source = source_node_id();
2725                 let target = target_node_id();
2726                 let usage = ChannelUsage {
2727                         amount_msat: 128,
2728                         inflight_htlc_msat: 0,
2729                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2730                 };
2731
2732                 let params = ProbabilisticScoringFeeParameters {
2733                         liquidity_penalty_multiplier_msat: 1_000,
2734                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2735                 };
2736                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2737                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2738
2739                 let params = ProbabilisticScoringFeeParameters {
2740                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2741                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2742                 };
2743                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2744                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558);
2745
2746                 let params = ProbabilisticScoringFeeParameters {
2747                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2748                         base_penalty_amount_multiplier_msat: (1 << 30),
2749                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2750                 };
2751
2752                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2753                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558 + 128);
2754         }
2755
2756         #[test]
2757         fn adds_amount_penalty_to_liquidity_penalty() {
2758                 let logger = TestLogger::new();
2759                 let network_graph = network_graph(&logger);
2760                 let source = source_node_id();
2761                 let target = target_node_id();
2762                 let usage = ChannelUsage {
2763                         amount_msat: 512_000,
2764                         inflight_htlc_msat: 0,
2765                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2766                 };
2767
2768                 let params = ProbabilisticScoringFeeParameters {
2769                         liquidity_penalty_multiplier_msat: 1_000,
2770                         liquidity_penalty_amount_multiplier_msat: 0,
2771                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2772                 };
2773                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2774                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2775
2776                 let params = ProbabilisticScoringFeeParameters {
2777                         liquidity_penalty_multiplier_msat: 1_000,
2778                         liquidity_penalty_amount_multiplier_msat: 256,
2779                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2780                 };
2781                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2782                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 337);
2783         }
2784
2785         #[test]
2786         fn calculates_log10_without_overflowing_u64_max_value() {
2787                 let logger = TestLogger::new();
2788                 let network_graph = network_graph(&logger);
2789                 let source = source_node_id();
2790                 let target = target_node_id();
2791                 let usage = ChannelUsage {
2792                         amount_msat: u64::max_value(),
2793                         inflight_htlc_msat: 0,
2794                         effective_capacity: EffectiveCapacity::Infinite,
2795                 };
2796
2797                 let params = ProbabilisticScoringFeeParameters {
2798                         liquidity_penalty_multiplier_msat: 40_000,
2799                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2800                 };
2801                 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2802                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2803                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 80_000);
2804         }
2805
2806         #[test]
2807         fn accounts_for_inflight_htlc_usage() {
2808                 let logger = TestLogger::new();
2809                 let network_graph = network_graph(&logger);
2810                 let params = ProbabilisticScoringFeeParameters {
2811                         considered_impossible_penalty_msat: u64::max_value(),
2812                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2813                 };
2814                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2815                 let source = source_node_id();
2816                 let target = target_node_id();
2817
2818                 let usage = ChannelUsage {
2819                         amount_msat: 750,
2820                         inflight_htlc_msat: 0,
2821                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2822                 };
2823                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2824
2825                 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2826                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2827         }
2828
2829         #[test]
2830         fn removes_uncertainity_when_exact_liquidity_known() {
2831                 let logger = TestLogger::new();
2832                 let network_graph = network_graph(&logger);
2833                 let params = ProbabilisticScoringFeeParameters::default();
2834                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2835                 let source = source_node_id();
2836                 let target = target_node_id();
2837
2838                 let base_penalty_msat = params.base_penalty_msat;
2839                 let usage = ChannelUsage {
2840                         amount_msat: 750,
2841                         inflight_htlc_msat: 0,
2842                         effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2843                 };
2844                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2845
2846                 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2847                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2848
2849                 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2850                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2851         }
2852
2853         #[test]
2854         fn remembers_historical_failures() {
2855                 let logger = TestLogger::new();
2856                 let network_graph = network_graph(&logger);
2857                 let params = ProbabilisticScoringFeeParameters {
2858                         historical_liquidity_penalty_multiplier_msat: 1024,
2859                         historical_liquidity_penalty_amount_multiplier_msat: 1024,
2860                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2861                 };
2862                 let decay_params = ProbabilisticScoringDecayParameters {
2863                         liquidity_offset_half_life: Duration::from_secs(60 * 60),
2864                         historical_no_updates_half_life: Duration::from_secs(10),
2865                 };
2866                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2867                 let source = source_node_id();
2868                 let target = target_node_id();
2869
2870                 let usage = ChannelUsage {
2871                         amount_msat: 100,
2872                         inflight_htlc_msat: 0,
2873                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2874                 };
2875                 // With no historical data the normal liquidity penalty calculation is used.
2876                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2877                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2878                         None);
2879                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
2880                         None);
2881
2882                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2883                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
2884                 // The "it failed" increment is 32, where the probability should lie fully in the first
2885                 // octile.
2886                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2887                         Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2888                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1),
2889                         Some(1.0));
2890                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
2891                         Some(0.0));
2892
2893                 // Even after we tell the scorer we definitely have enough available liquidity, it will
2894                 // still remember that there was some failure in the past, and assign a non-0 penalty.
2895                 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
2896                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2897                 // The first octile should be decayed just slightly and the last octile has a new point.
2898                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2899                         Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2900
2901                 // The exact success probability is a bit complicated and involves integer rounding, so we
2902                 // simply check bounds here.
2903                 let five_hundred_prob =
2904                         scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
2905                 assert!(five_hundred_prob > 0.5);
2906                 assert!(five_hundred_prob < 0.52);
2907                 let one_prob =
2908                         scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
2909                 assert!(one_prob < 1.0);
2910                 assert!(one_prob > 0.99);
2911
2912                 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2913                 // gone), and check that we're back to where we started.
2914                 SinceEpoch::advance(Duration::from_secs(10 * 16));
2915                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2916                 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2917                 // data entirely instead.
2918                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2919                         Some(([0; 8], [0; 8])));
2920                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
2921
2922                 let mut usage = ChannelUsage {
2923                         amount_msat: 100,
2924                         inflight_htlc_msat: 1024,
2925                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2926                 };
2927                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
2928                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
2929                 usage.inflight_htlc_msat = 0;
2930                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 409);
2931
2932                 let usage = ChannelUsage {
2933                         amount_msat: 1,
2934                         inflight_htlc_msat: 0,
2935                         effective_capacity: EffectiveCapacity::MaximumHTLC { amount_msat: 0 },
2936                 };
2937                 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, &params), 2048);
2938
2939                 // Advance to decay all liquidity offsets to zero.
2940                 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
2941
2942                 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
2943                 // ensure that the effective capacity is zero to test division-by-zero edge cases.
2944                 let path = vec![
2945                         path_hop(target_pubkey(), 43, 2),
2946                         path_hop(source_pubkey(), 42, 1),
2947                         path_hop(sender_pubkey(), 41, 0),
2948                 ];
2949                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
2950         }
2951
2952         #[test]
2953         fn adds_anti_probing_penalty() {
2954                 let logger = TestLogger::new();
2955                 let network_graph = network_graph(&logger);
2956                 let source = source_node_id();
2957                 let target = target_node_id();
2958                 let params = ProbabilisticScoringFeeParameters {
2959                         anti_probing_penalty_msat: 500,
2960                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2961                 };
2962                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2963
2964                 // Check we receive no penalty for a low htlc_maximum_msat.
2965                 let usage = ChannelUsage {
2966                         amount_msat: 512_000,
2967                         inflight_htlc_msat: 0,
2968                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2969                 };
2970                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2971
2972                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2973                 let usage = ChannelUsage {
2974                         amount_msat: 512_000,
2975                         inflight_htlc_msat: 0,
2976                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2977                 };
2978                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
2979
2980                 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2981                 let usage = ChannelUsage {
2982                         amount_msat: 512_000,
2983                         inflight_htlc_msat: 0,
2984                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2985                 };
2986                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
2987
2988                 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2989                 let usage = ChannelUsage {
2990                         amount_msat: 512_000,
2991                         inflight_htlc_msat: 0,
2992                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2993                 };
2994                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2995         }
2996
2997         #[test]
2998         fn scores_with_blinded_path() {
2999                 // Make sure we'll account for a blinded path's final_value_msat in scoring
3000                 let logger = TestLogger::new();
3001                 let network_graph = network_graph(&logger);
3002                 let params = ProbabilisticScoringFeeParameters {
3003                         liquidity_penalty_multiplier_msat: 1_000,
3004                         ..ProbabilisticScoringFeeParameters::zero_penalty()
3005                 };
3006                 let decay_params = ProbabilisticScoringDecayParameters::default();
3007                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3008                 let source = source_node_id();
3009                 let target = target_node_id();
3010                 let usage = ChannelUsage {
3011                         amount_msat: 512,
3012                         inflight_htlc_msat: 0,
3013                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3014                 };
3015                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
3016
3017                 let mut path = payment_path_for_amount(768);
3018                 let recipient_hop = path.hops.pop().unwrap();
3019                 let blinded_path = BlindedPath {
3020                         introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3021                         blinding_point: test_utils::pubkey(42),
3022                         blinded_hops: vec![
3023                                 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3024                         ],
3025                 };
3026                 path.blinded_tail = Some(BlindedTail {
3027                         hops: blinded_path.blinded_hops,
3028                         blinding_point: blinded_path.blinding_point,
3029                         excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3030                         final_value_msat: recipient_hop.fee_msat,
3031                 });
3032
3033                 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3034                 // final value is taken into account.
3035                 assert!(scorer.channel_liquidities.get(&42).is_none());
3036
3037                 scorer.payment_path_failed(&path, 42);
3038                 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3039                 scorer.payment_path_failed(&path, 43);
3040
3041                 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3042                         .as_directed(&source, &target, 0, 1_000, decay_params);
3043                 assert_eq!(liquidity.min_liquidity_msat(), 256);
3044                 assert_eq!(liquidity.max_liquidity_msat(), 768);
3045         }
3046 }