1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut, Ref};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// `ScoreLookUp` is used to determine the penalty for a given channel.
91 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
92 pub trait ScoreLookUp {
93 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
94 /// on a per-routefinding-call basis through to the scorer methods,
95 /// which are used to determine the parameters for the suitability of channels for use.
97 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
98 /// given channel in the direction from `source` to `target`.
100 /// The channel's capacity (less any other MPP parts that are also being considered for use in
101 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
102 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
103 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
104 /// Thus, implementations should be overflow-safe.
105 fn channel_penalty_msat(
106 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
110 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
111 pub trait ScoreUpdate {
112 /// Handles updating channel penalties after failing to route through a channel.
113 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
115 /// Handles updating channel penalties after successfully routing along a path.
116 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
118 /// Handles updating channel penalties after a probe over the given path failed.
119 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
121 /// Handles updating channel penalties after a probe over the given path succeeded.
122 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
124 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
125 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
126 /// of this object should call this method regularly (generally via the
127 /// `lightning-background-processor` crate).
128 fn time_passed(&mut self, duration_since_epoch: Duration);
131 /// A trait which can both lookup and update routing channel penalty scores.
133 /// This is used in places where both bounds are required and implemented for all types which
134 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
136 /// Bindings users may need to manually implement this for their custom scoring implementations.
137 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
139 #[cfg(not(c_bindings))]
140 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
142 #[cfg(not(c_bindings))]
143 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
144 type ScoreParams = S::ScoreParams;
145 fn channel_penalty_msat(
146 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
148 self.deref().channel_penalty_msat(candidate, usage, score_params)
152 #[cfg(not(c_bindings))]
153 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
154 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
155 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
158 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
159 self.deref_mut().payment_path_successful(path, duration_since_epoch)
162 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
163 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
166 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
167 self.deref_mut().probe_successful(path, duration_since_epoch)
170 fn time_passed(&mut self, duration_since_epoch: Duration) {
171 self.deref_mut().time_passed(duration_since_epoch)
177 define_score!(Writeable);
179 #[cfg(not(c_bindings))]
182 /// A scorer that is accessed under a lock.
184 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
185 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
186 /// implementations. Internal locking would be detrimental to route finding performance and could
187 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
189 /// [`find_route`]: crate::routing::router::find_route
190 pub trait LockableScore<'a> {
191 /// The [`ScoreUpdate`] type.
192 type ScoreUpdate: 'a + ScoreUpdate;
193 /// The [`ScoreLookUp`] type.
194 type ScoreLookUp: 'a + ScoreLookUp;
196 /// The write locked [`ScoreUpdate`] type.
197 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
199 /// The read locked [`ScoreLookUp`] type.
200 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
202 /// Returns read locked scorer.
203 fn read_lock(&'a self) -> Self::ReadLocked;
205 /// Returns write locked scorer.
206 fn write_lock(&'a self) -> Self::WriteLocked;
209 /// Refers to a scorer that is accessible under lock and also writeable to disk
211 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
212 /// use the Persister to persist it.
213 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
215 #[cfg(not(c_bindings))]
216 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
217 #[cfg(not(c_bindings))]
218 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
219 type ScoreUpdate = T;
220 type ScoreLookUp = T;
222 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
223 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
225 fn read_lock(&'a self) -> Self::ReadLocked {
226 Mutex::lock(self).unwrap()
229 fn write_lock(&'a self) -> Self::WriteLocked {
230 Mutex::lock(self).unwrap()
234 #[cfg(not(c_bindings))]
235 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
236 type ScoreUpdate = T;
237 type ScoreLookUp = T;
239 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
240 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
242 fn write_lock(&'a self) -> Self::WriteLocked {
246 fn read_lock(&'a self) -> Self::ReadLocked {
251 #[cfg(not(c_bindings))]
252 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
253 type ScoreUpdate = T;
254 type ScoreLookUp = T;
256 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
257 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
259 fn read_lock(&'a self) -> Self::ReadLocked {
260 RwLock::read(self).unwrap()
263 fn write_lock(&'a self) -> Self::WriteLocked {
264 RwLock::write(self).unwrap()
269 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
270 pub struct MultiThreadedLockableScore<T: Score> {
275 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
276 type ScoreUpdate = T;
277 type ScoreLookUp = T;
278 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
279 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
281 fn read_lock(&'a self) -> Self::ReadLocked {
282 MultiThreadedScoreLockRead(self.score.read().unwrap())
285 fn write_lock(&'a self) -> Self::WriteLocked {
286 MultiThreadedScoreLockWrite(self.score.write().unwrap())
291 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
292 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
293 self.score.read().unwrap().write(writer)
298 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
301 impl<T: Score> MultiThreadedLockableScore<T> {
302 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
303 pub fn new(score: T) -> Self {
304 MultiThreadedLockableScore { score: RwLock::new(score) }
309 /// A locked `MultiThreadedLockableScore`.
310 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
313 /// A locked `MultiThreadedLockableScore`.
314 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
317 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
320 fn deref(&self) -> &Self::Target {
326 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
327 type ScoreParams = T::ScoreParams;
328 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
330 self.0.channel_penalty_msat(candidate, usage, score_params)
335 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
336 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
342 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
345 fn deref(&self) -> &Self::Target {
351 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
352 fn deref_mut(&mut self) -> &mut Self::Target {
358 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
359 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
360 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
363 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
364 self.0.payment_path_successful(path, duration_since_epoch)
367 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
368 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
371 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
372 self.0.probe_successful(path, duration_since_epoch)
375 fn time_passed(&mut self, duration_since_epoch: Duration) {
376 self.0.time_passed(duration_since_epoch)
381 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
382 #[derive(Clone, Copy, Debug, PartialEq)]
383 pub struct ChannelUsage {
384 /// The amount to send through the channel, denominated in millisatoshis.
385 pub amount_msat: u64,
387 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
388 /// as part of a multi-path payment.
389 pub inflight_htlc_msat: u64,
391 /// The effective capacity of the channel.
392 pub effective_capacity: EffectiveCapacity,
396 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
397 pub struct FixedPenaltyScorer {
401 impl FixedPenaltyScorer {
402 /// Creates a new scorer using `penalty_msat`.
403 pub fn with_penalty(penalty_msat: u64) -> Self {
404 Self { penalty_msat }
408 impl ScoreLookUp for FixedPenaltyScorer {
409 type ScoreParams = ();
410 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
415 impl ScoreUpdate for FixedPenaltyScorer {
416 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
418 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
420 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
422 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
424 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
427 impl Writeable for FixedPenaltyScorer {
429 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
430 write_tlv_fields!(w, {});
435 impl ReadableArgs<u64> for FixedPenaltyScorer {
437 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
438 read_tlv_fields!(r, {});
439 Ok(Self { penalty_msat })
443 #[cfg(not(feature = "no-std"))]
444 type ConfiguredTime = crate::util::time::MonotonicTime;
445 #[cfg(feature = "no-std")]
446 use crate::util::time::Eternity;
447 #[cfg(feature = "no-std")]
448 type ConfiguredTime = Eternity;
450 /// [`ScoreLookUp`] implementation using channel success probability distributions.
452 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
453 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
454 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
455 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
457 /// These bounds are then used to determine a success probability using the formula from
458 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
459 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
461 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
462 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
463 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
464 /// terms of the entire path's success probability. This allows the router to directly compare
465 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
467 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
469 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
470 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
471 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
472 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
477 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
480 /// [1]: https://arxiv.org/abs/2107.05322
481 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
482 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
483 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
484 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
485 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
486 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
488 /// Probabilistic [`ScoreLookUp`] implementation.
490 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
491 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
492 where L::Target: Logger {
493 decay_params: ProbabilisticScoringDecayParameters,
496 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
499 /// Parameters for configuring [`ProbabilisticScorer`].
501 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
502 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
504 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
507 pub struct ProbabilisticScoringFeeParameters {
508 /// A fixed penalty in msats to apply to each channel.
510 /// Default value: 500 msat
511 pub base_penalty_msat: u64,
513 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
514 /// applied to each channel, in excess of the [`base_penalty_msat`].
516 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
517 /// fees plus penalty) for large payments. The penalty is computed as the product of this
518 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
519 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
521 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
523 /// Default value: 8,192 msat
525 /// [`base_penalty_msat`]: Self::base_penalty_msat
526 pub base_penalty_amount_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the negative `log10` of the channel's success
529 /// probability for a payment, as determined by our latest estimates of the channel's
530 /// liquidity, to determine the liquidity penalty.
532 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
533 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
534 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
535 /// lower bounding the success probability to `0.01`) when the amount falls within the
536 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
537 /// result in a `u64::max_value` penalty, however.
539 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
541 /// Default value: 30,000 msat
543 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
544 pub liquidity_penalty_multiplier_msat: u64,
546 /// A multiplier used in conjunction with the total amount flowing over a channel and the
547 /// negative `log10` of the channel's success probability for the payment, as determined by our
548 /// latest estimates of the channel's liquidity, to determine the amount penalty.
550 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
551 /// fees plus penalty) for large payments. The penalty is computed as the product of this
552 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
553 /// `log10` of the success probability.
555 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
557 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
558 /// the amount will result in a penalty of the multiplier. And, as the success probability
559 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
560 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
563 /// Default value: 192 msat
564 pub liquidity_penalty_amount_multiplier_msat: u64,
566 /// A multiplier used in conjunction with the negative `log10` of the channel's success
567 /// probability for the payment, as determined based on the history of our estimates of the
568 /// channel's available liquidity, to determine a penalty.
570 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
571 /// only our latest estimate for the current liquidity available in the channel, it estimates
572 /// success probability based on the estimated liquidity available in the channel through
573 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
574 /// track which of several buckets those bounds fall into, exponentially decaying the
575 /// probability of each bucket as new samples are added.
577 /// Default value: 10,000 msat
579 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
580 pub historical_liquidity_penalty_multiplier_msat: u64,
582 /// A multiplier used in conjunction with the total amount flowing over a channel and the
583 /// negative `log10` of the channel's success probability for the payment, as determined based
584 /// on the history of our estimates of the channel's available liquidity, to determine a
587 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
588 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
589 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
592 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
593 /// of using only our latest estimate for the current liquidity available in the channel, it
594 /// estimates success probability based on the estimated liquidity available in the channel
595 /// through history. Specifically, every time we update our liquidity bounds on a given
596 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
597 /// the probability of each bucket as new samples are added.
599 /// Default value: 64 msat
601 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
602 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
604 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
605 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
606 /// considered during path finding.
608 /// This is not exported to bindings users
609 pub manual_node_penalties: HashMap<NodeId, u64>,
611 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
612 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
613 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
614 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
615 /// to restrict `htlc_maximum_msat` and improve privacy.
617 /// Default value: 250 msat
618 pub anti_probing_penalty_msat: u64,
620 /// This penalty is applied when the total amount flowing over a channel exceeds our current
621 /// estimate of the channel's available liquidity. The total amount is the amount of the
622 /// current HTLC plus any HTLCs which we've sent over the same channel.
624 /// Note that in this case all other penalties, including the
625 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
626 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
627 /// applicable, are still included in the overall penalty.
629 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
630 /// `u64::max_value()` will guarantee that.
632 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
634 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
635 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
636 /// [`base_penalty_msat`]: Self::base_penalty_msat
637 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
638 pub considered_impossible_penalty_msat: u64,
640 /// In order to calculate most of the scores above, we must first convert a lower and upper
641 /// bound on the available liquidity in a channel into the probability that we think a payment
642 /// will succeed. That probability is derived from a Probability Density Function for where we
643 /// think the liquidity in a channel likely lies, given such bounds.
645 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
646 /// liquidity in a channel is just as likely to be at any point between our lower and upper
649 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
650 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
651 /// matches experimental results - most routing nodes do not aggressively rebalance their
652 /// channels and flows in the network are often unbalanced, leaving liquidity usually
655 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
656 /// of floating-point multiplications in the hottest routing code, which may lead to routing
657 /// performance degradation on some machines.
659 /// Default value: false
660 pub linear_success_probability: bool,
663 impl Default for ProbabilisticScoringFeeParameters {
664 fn default() -> Self {
666 base_penalty_msat: 500,
667 base_penalty_amount_multiplier_msat: 8192,
668 liquidity_penalty_multiplier_msat: 30_000,
669 liquidity_penalty_amount_multiplier_msat: 192,
670 manual_node_penalties: HashMap::new(),
671 anti_probing_penalty_msat: 250,
672 considered_impossible_penalty_msat: 1_0000_0000_000,
673 historical_liquidity_penalty_multiplier_msat: 10_000,
674 historical_liquidity_penalty_amount_multiplier_msat: 64,
675 linear_success_probability: false,
680 impl ProbabilisticScoringFeeParameters {
681 /// Marks the node with the given `node_id` as banned,
682 /// i.e it will be avoided during path finding.
683 pub fn add_banned(&mut self, node_id: &NodeId) {
684 self.manual_node_penalties.insert(*node_id, u64::max_value());
687 /// Marks all nodes in the given list as banned, i.e.,
688 /// they will be avoided during path finding.
689 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
691 self.manual_node_penalties.insert(id, u64::max_value());
695 /// Removes the node with the given `node_id` from the list of nodes to avoid.
696 pub fn remove_banned(&mut self, node_id: &NodeId) {
697 self.manual_node_penalties.remove(node_id);
700 /// Sets a manual penalty for the given node.
701 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
702 self.manual_node_penalties.insert(*node_id, penalty);
705 /// Removes the node with the given `node_id` from the list of manual penalties.
706 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
707 self.manual_node_penalties.remove(node_id);
710 /// Clears the list of manual penalties that are applied during path finding.
711 pub fn clear_manual_penalties(&mut self) {
712 self.manual_node_penalties = HashMap::new();
717 impl ProbabilisticScoringFeeParameters {
718 fn zero_penalty() -> Self {
720 base_penalty_msat: 0,
721 base_penalty_amount_multiplier_msat: 0,
722 liquidity_penalty_multiplier_msat: 0,
723 liquidity_penalty_amount_multiplier_msat: 0,
724 historical_liquidity_penalty_multiplier_msat: 0,
725 historical_liquidity_penalty_amount_multiplier_msat: 0,
726 manual_node_penalties: HashMap::new(),
727 anti_probing_penalty_msat: 0,
728 considered_impossible_penalty_msat: 0,
729 linear_success_probability: true,
734 /// Parameters for configuring [`ProbabilisticScorer`].
736 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
737 /// these decay parameters affect the score of the channel penalty and are not changed on a
738 /// per-route penalty cost call.
739 #[derive(Copy, Clone)]
740 pub struct ProbabilisticScoringDecayParameters {
741 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
742 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
743 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
745 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
747 /// Note that after 16 or more half lives all historical data will be completely gone.
749 /// Default value: 14 days
751 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
752 pub historical_no_updates_half_life: Duration,
754 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
755 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
756 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
759 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
760 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
761 /// struct documentation for more info on the way the liquidity bounds are used.
763 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
764 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
765 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
767 /// Default value: 6 hours
771 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
772 /// liquidity knowledge will never decay except when the bounds cross.
773 pub liquidity_offset_half_life: Duration,
776 impl Default for ProbabilisticScoringDecayParameters {
777 fn default() -> Self {
779 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
780 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
786 impl ProbabilisticScoringDecayParameters {
787 fn zero_penalty() -> Self {
789 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
790 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
795 /// Accounting for channel liquidity balance uncertainty.
797 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
798 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
799 /// offset fields gives the opposite direction.
800 struct ChannelLiquidity<T: Time> {
801 /// Lower channel liquidity bound in terms of an offset from zero.
802 min_liquidity_offset_msat: u64,
804 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
805 max_liquidity_offset_msat: u64,
807 min_liquidity_offset_history: HistoricalBucketRangeTracker,
808 max_liquidity_offset_history: HistoricalBucketRangeTracker,
810 /// Time when the liquidity bounds were last modified.
813 /// Time when the historical liquidity bounds were last modified.
814 offset_history_last_updated: T,
817 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
818 /// decayed with a given half life.
819 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
820 min_liquidity_offset_msat: L,
821 max_liquidity_offset_msat: L,
822 liquidity_history: HistoricalMinMaxBuckets<BRT>,
825 offset_history_last_updated: U,
827 decay_params: ProbabilisticScoringDecayParameters,
830 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
831 /// Creates a new scorer using the given scoring parameters for sending payments from a node
832 /// through a network graph.
833 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
838 channel_liquidities: HashMap::new(),
843 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
844 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
848 /// Dump the contents of this scorer into the configured logger.
850 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
851 /// which may be a substantial amount of log output.
852 pub fn debug_log_liquidity_stats(&self) {
853 let graph = self.network_graph.read_only();
854 for (scid, liq) in self.channel_liquidities.iter() {
855 if let Some(chan_debug) = graph.channels().get(scid) {
856 let log_direction = |source, target| {
857 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
858 let amt = directed_info.effective_capacity().as_msat();
859 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
861 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
862 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
864 log_debug!(self.logger, core::concat!(
865 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
866 "\tHistorical min liquidity bucket relative probabilities:\n",
867 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
868 "\tHistorical max liquidity bucket relative probabilities:\n",
869 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
870 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
871 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
872 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
873 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
874 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
875 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
876 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
877 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
878 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
879 // Note that the liquidity buckets are an offset from the edge, so we
880 // inverse the max order to get the probabilities from zero.
881 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
882 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
883 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
884 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
885 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
886 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
887 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
888 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
890 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
894 log_direction(&chan_debug.node_one, &chan_debug.node_two);
895 log_direction(&chan_debug.node_two, &chan_debug.node_one);
897 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
902 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
903 /// channel with `scid` towards the given `target` node.
904 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
905 let graph = self.network_graph.read_only();
907 if let Some(chan) = graph.channels().get(&scid) {
908 if let Some(liq) = self.channel_liquidities.get(&scid) {
909 if let Some((directed_info, source)) = chan.as_directed_to(target) {
910 let amt = directed_info.effective_capacity().as_msat();
911 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
912 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
919 /// Query the historical estimated minimum and maximum liquidity available for sending a
920 /// payment over the channel with `scid` towards the given `target` node.
922 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
923 /// the second set describes the upper-bound liquidity history. Each bucket describes the
924 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
925 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
926 /// more recent data points are weighted more heavily than older datapoints.
928 /// Note that the range of each bucket varies by its location to provide more granular results
929 /// at the edges of a channel's capacity, where it is more likely to sit.
931 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
932 /// is calculated by dividing that bucket's value with the total value of all buckets.
934 /// For example, using a lower bucket count for illustrative purposes, a value of
935 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
936 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
937 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
938 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
940 /// Because the datapoints are decayed slowly over time, values will eventually return to
941 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
943 /// In order to fetch a single success probability from the buckets provided here, as used in
944 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
945 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
946 -> Option<([u16; 32], [u16; 32])> {
947 let graph = self.network_graph.read_only();
949 if let Some(chan) = graph.channels().get(&scid) {
950 if let Some(liq) = self.channel_liquidities.get(&scid) {
951 if let Some((directed_info, source)) = chan.as_directed_to(target) {
952 let amt = directed_info.effective_capacity().as_msat();
953 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
955 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
956 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
958 // Note that the liquidity buckets are an offset from the edge, so we inverse
959 // the max order to get the probabilities from zero.
960 max_buckets.reverse();
961 return Some((min_buckets, max_buckets));
968 /// Query the probability of payment success sending the given `amount_msat` over the channel
969 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
972 /// These are the same bounds as returned by
973 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
974 /// [`Self::estimated_channel_liquidity_range`]).
975 pub fn historical_estimated_payment_success_probability(
976 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
978 let graph = self.network_graph.read_only();
980 if let Some(chan) = graph.channels().get(&scid) {
981 if let Some(liq) = self.channel_liquidities.get(&scid) {
982 if let Some((directed_info, source)) = chan.as_directed_to(target) {
983 let capacity_msat = directed_info.effective_capacity().as_msat();
984 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
986 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
987 ¶ms, amount_msat, capacity_msat
988 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
996 impl<T: Time> ChannelLiquidity<T> {
1000 min_liquidity_offset_msat: 0,
1001 max_liquidity_offset_msat: 0,
1002 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1003 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1004 last_updated: T::now(),
1005 offset_history_last_updated: T::now(),
1009 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
1010 /// `capacity_msat`.
1012 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1013 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
1014 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1015 if source < target {
1016 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
1017 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
1019 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1020 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1023 DirectedChannelLiquidity {
1024 min_liquidity_offset_msat,
1025 max_liquidity_offset_msat,
1026 liquidity_history: HistoricalMinMaxBuckets {
1027 min_liquidity_offset_history,
1028 max_liquidity_offset_history,
1031 last_updated: &self.last_updated,
1032 offset_history_last_updated: &self.offset_history_last_updated,
1034 decay_params: decay_params,
1038 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1039 /// `capacity_msat`.
1041 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1042 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
1043 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1044 if source < target {
1045 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1046 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1048 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1049 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1052 DirectedChannelLiquidity {
1053 min_liquidity_offset_msat,
1054 max_liquidity_offset_msat,
1055 liquidity_history: HistoricalMinMaxBuckets {
1056 min_liquidity_offset_history,
1057 max_liquidity_offset_history,
1060 last_updated: &mut self.last_updated,
1061 offset_history_last_updated: &mut self.offset_history_last_updated,
1063 decay_params: decay_params,
1067 fn decayed_offset(&self, offset: u64, decay_params: ProbabilisticScoringDecayParameters) -> u64 {
1068 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1069 if half_life != 0.0 {
1070 let elapsed_time = T::now().duration_since(self.last_updated).as_secs_f64();
1071 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1078 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1080 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1082 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1083 /// ratio, as X in 1/X.
1084 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1086 /// The divisor used when computing the amount penalty.
1087 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1088 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1090 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1092 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1093 (a * a * a, b * b * b, c * c * c)
1096 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1097 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1099 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1101 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1102 /// (recently) seen an HTLC successfully complete over this channel.
1104 fn success_probability(
1105 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1106 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1108 debug_assert!(min_liquidity_msat <= amount_msat);
1109 debug_assert!(amount_msat < max_liquidity_msat);
1110 debug_assert!(max_liquidity_msat <= capacity_msat);
1112 let (numerator, mut denominator) =
1113 if params.linear_success_probability {
1114 (max_liquidity_msat - amount_msat,
1115 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1117 let capacity = capacity_msat as f64;
1118 let min = (min_liquidity_msat as f64) / capacity;
1119 let max = (max_liquidity_msat as f64) / capacity;
1120 let amount = (amount_msat as f64) / capacity;
1122 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1123 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1124 // liquidity bounds is thus the integral under the curve from the amount to maximum
1125 // estimated liquidity, divided by the same integral from the minimum to the maximum
1126 // estimated liquidity bounds.
1128 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1129 // calculate the cumulative density function between the min/max bounds trivially. Note
1130 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1131 // division of num / den.
1132 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1133 let num = max_pow - amt_pow;
1134 let den = max_pow - min_pow;
1136 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1137 // quite a large factor to get something useful (ideally in the 2^30 range).
1138 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1139 let numerator = (num * BILLIONISH) as u64 + 1;
1140 let denominator = (den * BILLIONISH) as u64 + 1;
1141 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1142 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1143 (numerator, denominator)
1146 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1147 denominator < u64::max_value() / 21
1149 // If we have no knowledge of the channel, scale probability down by ~75%
1150 // Note that we prefer to increase the denominator rather than decrease the numerator as
1151 // the denominator is more likely to be larger and thus provide greater precision. This is
1152 // mostly an overoptimization but makes a large difference in tests.
1153 denominator = denominator * 21 / 16
1156 (numerator, denominator)
1159 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
1160 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1162 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1163 let available_capacity = self.capacity_msat;
1164 let max_liquidity_msat = self.max_liquidity_msat();
1165 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1167 let mut res = if amount_msat <= min_liquidity_msat {
1169 } else if amount_msat >= max_liquidity_msat {
1170 // Equivalent to hitting the else clause below with the amount equal to the effective
1171 // capacity and without any certainty on the liquidity upper bound, plus the
1172 // impossibility penalty.
1173 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1174 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1175 score_params.liquidity_penalty_multiplier_msat,
1176 score_params.liquidity_penalty_amount_multiplier_msat)
1177 .saturating_add(score_params.considered_impossible_penalty_msat)
1179 let (numerator, denominator) = success_probability(amount_msat,
1180 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1181 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1182 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1183 // don't bother trying to use the log approximation as it gets too noisy to be
1184 // particularly helpful, instead just round down to 0.
1187 let negative_log10_times_2048 =
1188 approx::negative_log10_times_2048(numerator, denominator);
1189 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1190 score_params.liquidity_penalty_multiplier_msat,
1191 score_params.liquidity_penalty_amount_multiplier_msat)
1195 if amount_msat >= available_capacity {
1196 // We're trying to send more than the capacity, use a max penalty.
1197 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1198 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1199 score_params.historical_liquidity_penalty_multiplier_msat,
1200 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1204 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1205 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1206 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1207 .calculate_success_probability_times_billion(
1208 score_params, amount_msat, self.capacity_msat)
1210 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1211 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1212 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1213 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1215 // If we don't have any valid points (or, once decayed, we have less than a full
1216 // point), redo the non-historical calculation with no liquidity bounds tracked and
1217 // the historical penalty multipliers.
1218 let (numerator, denominator) = success_probability(amount_msat, 0,
1219 available_capacity, available_capacity, score_params, true);
1220 let negative_log10_times_2048 =
1221 approx::negative_log10_times_2048(numerator, denominator);
1222 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1223 score_params.historical_liquidity_penalty_multiplier_msat,
1224 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1231 /// Computes the liquidity penalty from the penalty multipliers.
1233 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1234 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1236 negative_log10_times_2048 =
1237 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1239 // Upper bound the liquidity penalty to ensure some channel is selected.
1240 let liquidity_penalty_msat = negative_log10_times_2048
1241 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1242 let amount_penalty_msat = negative_log10_times_2048
1243 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1244 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1246 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1249 /// Returns the lower bound of the channel liquidity balance in this direction.
1251 fn min_liquidity_msat(&self) -> u64 {
1252 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1255 /// Returns the upper bound of the channel liquidity balance in this direction.
1257 fn max_liquidity_msat(&self) -> u64 {
1259 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1262 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1267 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1268 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1269 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1270 let existing_max_msat = self.max_liquidity_msat();
1271 if amount_msat < existing_max_msat {
1272 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1273 self.set_max_liquidity_msat(amount_msat);
1275 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1276 chan_descr, existing_max_msat, amount_msat);
1278 self.update_history_buckets(0);
1281 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1282 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1283 let existing_min_msat = self.min_liquidity_msat();
1284 if amount_msat > existing_min_msat {
1285 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1286 self.set_min_liquidity_msat(amount_msat);
1288 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1289 chan_descr, existing_min_msat, amount_msat);
1291 self.update_history_buckets(0);
1294 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1295 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1296 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1297 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1298 self.set_max_liquidity_msat(max_liquidity_msat);
1299 self.update_history_buckets(amount_msat);
1302 /// Updates the history buckets for this channel. Because the history buckets track what we now
1303 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1304 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1305 /// represents the amount of the successful payment we just made.
1306 fn update_history_buckets(&mut self, bucket_offset_msat: u64) {
1307 let half_lives = self.now.duration_since(*self.offset_history_last_updated).as_secs()
1308 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1309 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1310 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1311 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1313 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1314 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1315 min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1317 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1318 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1319 max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1323 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1324 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1325 *self.min_liquidity_offset_msat = amount_msat;
1326 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1329 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1331 *self.last_updated = self.now;
1332 *self.offset_history_last_updated = self.now;
1335 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1336 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1337 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1338 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1341 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1343 *self.last_updated = self.now;
1344 *self.offset_history_last_updated = self.now;
1348 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreLookUp for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1349 type ScoreParams = ProbabilisticScoringFeeParameters;
1350 fn channel_penalty_msat(
1351 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1353 let (scid, target) = match candidate {
1354 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1355 (short_channel_id, info.target())
1359 let source = candidate.source();
1360 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1364 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1365 score_params.base_penalty_amount_multiplier_msat
1366 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1368 let mut anti_probing_penalty_msat = 0;
1369 match usage.effective_capacity {
1370 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1371 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1373 if usage.amount_msat > amount_msat {
1374 return u64::max_value();
1376 return base_penalty_msat;
1379 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1380 if htlc_maximum_msat >= capacity_msat/2 {
1381 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1387 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1388 let capacity_msat = usage.effective_capacity.as_msat();
1389 self.channel_liquidities
1391 .unwrap_or(&ChannelLiquidity::new())
1392 .as_directed(&source, &target, capacity_msat, self.decay_params)
1393 .penalty_msat(amount_msat, score_params)
1394 .saturating_add(anti_probing_penalty_msat)
1395 .saturating_add(base_penalty_msat)
1399 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ScoreUpdate for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1400 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, _duration_since_epoch: Duration) {
1401 let amount_msat = path.final_value_msat();
1402 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1403 let network_graph = self.network_graph.read_only();
1404 for (hop_idx, hop) in path.hops.iter().enumerate() {
1405 let target = NodeId::from_pubkey(&hop.pubkey);
1406 let channel_directed_from_source = network_graph.channels()
1407 .get(&hop.short_channel_id)
1408 .and_then(|channel| channel.as_directed_to(&target));
1410 let at_failed_channel = hop.short_channel_id == short_channel_id;
1411 if at_failed_channel && hop_idx == 0 {
1412 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);
1415 // Only score announced channels.
1416 if let Some((channel, source)) = channel_directed_from_source {
1417 let capacity_msat = channel.effective_capacity().as_msat();
1418 if at_failed_channel {
1419 self.channel_liquidities
1420 .entry(hop.short_channel_id)
1421 .or_insert_with(ChannelLiquidity::new)
1422 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1423 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1425 self.channel_liquidities
1426 .entry(hop.short_channel_id)
1427 .or_insert_with(ChannelLiquidity::new)
1428 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1429 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1432 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).",
1433 hop.short_channel_id);
1435 if at_failed_channel { break; }
1439 fn payment_path_successful(&mut self, path: &Path, _duration_since_epoch: Duration) {
1440 let amount_msat = path.final_value_msat();
1441 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1442 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1443 let network_graph = self.network_graph.read_only();
1444 for hop in &path.hops {
1445 let target = NodeId::from_pubkey(&hop.pubkey);
1446 let channel_directed_from_source = network_graph.channels()
1447 .get(&hop.short_channel_id)
1448 .and_then(|channel| channel.as_directed_to(&target));
1450 // Only score announced channels.
1451 if let Some((channel, source)) = channel_directed_from_source {
1452 let capacity_msat = channel.effective_capacity().as_msat();
1453 self.channel_liquidities
1454 .entry(hop.short_channel_id)
1455 .or_insert_with(ChannelLiquidity::new)
1456 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1457 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1459 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).",
1460 hop.short_channel_id);
1465 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1466 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1469 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1470 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1473 fn time_passed(&mut self, _duration_since_epoch: Duration) {
1474 let decay_params = self.decay_params;
1475 self.channel_liquidities.retain(|_scid, liquidity| {
1476 liquidity.min_liquidity_offset_msat = liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, decay_params);
1477 liquidity.max_liquidity_offset_msat = liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, decay_params);
1478 liquidity.last_updated = T::now();
1480 T::now().duration_since(liquidity.offset_history_last_updated);
1481 if elapsed_time > decay_params.historical_no_updates_half_life {
1482 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1483 if half_life != 0.0 {
1484 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1485 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1486 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1488 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1489 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1491 liquidity.offset_history_last_updated = T::now();
1494 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1495 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1496 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1502 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T>
1503 where L::Target: Logger {}
1505 #[cfg(feature = "std")]
1507 fn powf64(n: f64, exp: f64) -> f64 {
1510 #[cfg(not(feature = "std"))]
1511 fn powf64(n: f64, exp: f64) -> f64 {
1512 libm::powf(n as f32, exp as f32) as f64
1516 const BITS: u32 = 64;
1517 const HIGHEST_BIT: u32 = BITS - 1;
1518 const LOWER_BITS: u32 = 6;
1519 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1520 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1522 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1523 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1524 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1525 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1526 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1527 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1528 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1529 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1530 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1531 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1532 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1533 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1534 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1535 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1536 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1537 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1538 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1539 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1540 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1541 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1542 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1543 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1544 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1545 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1546 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1547 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1548 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1549 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1550 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1551 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1552 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1553 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1554 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1555 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1556 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1557 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1558 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1559 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1560 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1561 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1562 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1563 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1564 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1565 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1566 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1567 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1568 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1569 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1570 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1571 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1572 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1573 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1574 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1575 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1576 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1577 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1578 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1579 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1580 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1581 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1582 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1583 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1584 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1585 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1586 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1587 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1588 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1589 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1590 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1591 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1592 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1593 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1594 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1595 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1596 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1597 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1598 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1599 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1600 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1601 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1602 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1603 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1604 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1605 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1606 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1607 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1608 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1609 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1610 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1611 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1612 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1613 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1614 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1615 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1616 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1617 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1618 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1619 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1620 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1621 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1622 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1623 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1624 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1625 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1626 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1627 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1628 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1629 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1630 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1631 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1632 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1633 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1634 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1635 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1636 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1637 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1638 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1639 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1640 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1641 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1642 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1643 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1644 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1645 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1646 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1647 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1648 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1649 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1650 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1651 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1652 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1653 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1654 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1655 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1656 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1657 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1658 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1659 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1660 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1661 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1662 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1663 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1664 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1665 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1666 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1667 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1668 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1669 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1670 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1671 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1672 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1673 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1674 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1675 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1676 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1677 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1678 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1679 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1680 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1681 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1682 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1683 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1684 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1685 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1686 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1687 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1688 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1689 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1690 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1691 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1692 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1693 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1694 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1695 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1696 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1697 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1698 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1699 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1700 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1701 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1702 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1703 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1704 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1705 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1706 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1707 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1708 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1709 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1710 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1711 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1712 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1713 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1714 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1715 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1716 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1717 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1718 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1719 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1720 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1721 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1722 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1723 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1724 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1725 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1726 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1727 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1728 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1729 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1730 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1731 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1732 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1733 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1734 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1735 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1736 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1737 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1738 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1739 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1740 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1741 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1742 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1743 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1744 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1745 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1746 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1747 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1748 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1749 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1750 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1751 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1752 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1753 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1754 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1755 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1756 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1757 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1758 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1759 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1760 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1761 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1762 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1763 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1764 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1765 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1766 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1767 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1768 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1769 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1770 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1771 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1772 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1773 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1774 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1775 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1776 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1777 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1778 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1779 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1780 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1783 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1785 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1786 // Multiply the -1 through to avoid needing to use signed numbers.
1787 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1791 fn log10_times_2048(x: u64) -> u16 {
1792 debug_assert_ne!(x, 0);
1793 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1794 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1795 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1803 fn prints_negative_log10_times_2048_lookup_table() {
1804 for msb in 0..BITS {
1805 for i in 0..LOWER_BITS_BOUND {
1806 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1807 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1808 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1810 if i % LOWER_BITS_BOUND == 0 {
1811 print!("\t\t[{}, ", log10_times_2048);
1812 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1813 println!("{}],", log10_times_2048);
1814 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1815 print!("{},\n\t\t\t", log10_times_2048);
1817 print!("{}, ", log10_times_2048);
1825 mod bucketed_history {
1828 // Because liquidity is often skewed heavily in one direction, we store historical state
1829 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1830 // must fit evenly into the buckets here.
1832 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1833 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1834 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1835 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1837 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1838 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1839 // buckets in total.
1841 const BUCKET_START_POS: [u16; 33] = [
1842 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1843 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1846 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1847 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1850 const POSITION_TICKS: u16 = 1 << 14;
1852 fn pos_to_bucket(pos: u16) -> usize {
1853 for bucket in 0..32 {
1854 if pos < BUCKET_START_POS[bucket + 1] {
1858 debug_assert!(false);
1864 fn check_bucket_maps() {
1865 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1866 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1867 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1869 let mut min_size_iter = 0;
1870 let mut legacy_bucket_iter = 0;
1871 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1872 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1873 for i in 0..*width {
1874 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1876 min_size_iter += *width;
1877 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1878 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1879 if legacy_bucket_iter + 1 < 8 {
1880 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1882 legacy_bucket_iter += 1;
1885 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1886 assert_eq!(min_size_iter, POSITION_TICKS);
1890 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1891 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1892 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1893 .try_into().unwrap_or(POSITION_TICKS)
1895 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1896 // division. This branch should only be hit in fuzz testing since the amount would
1897 // need to be over 2.88 million BTC in practice.
1898 ((amount_msat as u128) * (POSITION_TICKS as u128)
1899 / (capacity_msat as u128).saturating_add(1))
1900 .try_into().unwrap_or(POSITION_TICKS)
1902 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1903 // capacity to change due to a `channel_update` message which, if received while a payment
1904 // is in-flight, could cause this to fail. Thus, we only assert in test.
1906 debug_assert!(pos < POSITION_TICKS);
1910 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1911 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1912 /// support reading the legacy values here for backwards compatibility.
1913 pub(super) struct LegacyHistoricalBucketRangeTracker {
1917 impl LegacyHistoricalBucketRangeTracker {
1918 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1919 let mut buckets = [0; 32];
1920 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1921 let mut new_val = *legacy_bucket;
1922 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1923 new_val /= (end - start) as u16;
1924 for i in start..end {
1925 buckets[i as usize] = new_val;
1928 HistoricalBucketRangeTracker { buckets }
1932 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1933 /// in each of 32 buckets.
1934 #[derive(Clone, Copy)]
1935 pub(super) struct HistoricalBucketRangeTracker {
1936 pub(super) buckets: [u16; 32],
1939 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1940 /// "one" is 32, or this constant.
1941 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1943 impl HistoricalBucketRangeTracker {
1944 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1945 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1946 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1947 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1949 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1950 // the buckets for the current min and max liquidity offset positions.
1952 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1953 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1954 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1956 // In total, this allows us to track data for the last 8,000 or so payments across a given
1959 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1960 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1961 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1964 // The constants were picked experimentally, selecting a decay amount that restricts us
1965 // from overflowing buckets without having to cap them manually.
1967 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1968 if pos < POSITION_TICKS {
1969 for e in self.buckets.iter_mut() {
1970 *e = ((*e as u32) * 2047 / 2048) as u16;
1972 let bucket = pos_to_bucket(pos);
1973 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1976 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1977 /// datapoints as we receive newer information.
1979 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1980 for e in self.buckets.iter_mut() {
1981 *e = e.checked_shr(half_lives).unwrap_or(0);
1986 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1987 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1989 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1990 /// liquidity bounds for a given channel.
1991 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1992 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1994 pub(super) min_liquidity_offset_history: D,
1995 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1997 pub(super) max_liquidity_offset_history: D,
2000 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
2002 pub(super) fn calculate_success_probability_times_billion(
2003 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
2006 // If historical penalties are enabled, we try to calculate a probability of success
2007 // given our historical distribution of min- and max-liquidity bounds in a channel.
2008 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
2009 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
2010 // state). For each pair, we calculate the probability as if the bucket's corresponding
2011 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
2012 // that probability by the weight of the selected buckets.
2013 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2014 if payment_pos >= POSITION_TICKS { return None; }
2016 let mut total_valid_points_tracked = 0;
2017 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2018 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2019 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2023 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2024 // treat it as if we were fully decayed.
2025 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2026 if total_valid_points_tracked < FULLY_DECAYED.into() {
2030 let mut cumulative_success_prob_times_billion = 0;
2031 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2032 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2033 // points against the 0th min bucket. This avoids the case where we fail to route
2034 // increasingly lower values over a channel, but treat each failure as a separate
2035 // datapoint, many of which may have relatively high maximum-available-liquidity
2036 // values, which will result in us thinking we have some nontrivial probability of
2037 // routing up to that amount.
2038 if self.min_liquidity_offset_history.buckets[0] != 0 {
2039 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2040 let mut total_max_points = 0; // Total points in max-buckets to consider
2041 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2042 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2043 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2045 total_max_points += *max_bucket as u64;
2047 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2048 if payment_pos < max_bucket_end_pos {
2049 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2050 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2051 let bucket_prob_times_billion =
2052 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2053 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2054 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2055 numerator / denominator;
2059 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2060 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2061 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2062 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2063 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2064 // 30 bits is 62 bits.
2065 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2066 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2067 if payment_pos >= max_bucket_end_pos {
2068 // Success probability 0, the payment amount may be above the max liquidity
2070 } else if payment_pos < min_bucket_start_pos {
2071 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2073 let (numerator, denominator) = success_probability(payment_pos as u64,
2074 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2075 POSITION_TICKS as u64 - 1, params, true);
2076 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2077 numerator / denominator;
2082 Some(cumulative_success_prob_times_billion)
2086 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2088 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2090 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2091 write_tlv_fields!(w, {
2092 (0, self.channel_liquidities, required),
2098 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
2099 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
2102 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2103 ) -> Result<Self, DecodeError> {
2104 let (decay_params, network_graph, logger) = args;
2105 let mut channel_liquidities = HashMap::new();
2106 read_tlv_fields!(r, {
2107 (0, channel_liquidities, required),
2113 channel_liquidities,
2118 impl<T: Time> Writeable for ChannelLiquidity<T> {
2120 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2121 let offset_history_duration_since_epoch =
2122 T::duration_since_epoch() - self.offset_history_last_updated.elapsed();
2123 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
2124 write_tlv_fields!(w, {
2125 (0, self.min_liquidity_offset_msat, required),
2126 // 1 was the min_liquidity_offset_history in octile form
2127 (2, self.max_liquidity_offset_msat, required),
2128 // 3 was the max_liquidity_offset_history in octile form
2129 (4, duration_since_epoch, required),
2130 (5, Some(self.min_liquidity_offset_history), option),
2131 (7, Some(self.max_liquidity_offset_history), option),
2132 (9, offset_history_duration_since_epoch, required),
2138 impl<T: Time> Readable for ChannelLiquidity<T> {
2140 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2141 let mut min_liquidity_offset_msat = 0;
2142 let mut max_liquidity_offset_msat = 0;
2143 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2144 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2145 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2146 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2147 let mut duration_since_epoch = Duration::from_secs(0);
2148 let mut offset_history_duration_since_epoch = None;
2149 read_tlv_fields!(r, {
2150 (0, min_liquidity_offset_msat, required),
2151 (1, legacy_min_liq_offset_history, option),
2152 (2, max_liquidity_offset_msat, required),
2153 (3, legacy_max_liq_offset_history, option),
2154 (4, duration_since_epoch, required),
2155 (5, min_liquidity_offset_history, option),
2156 (7, max_liquidity_offset_history, option),
2157 (9, offset_history_duration_since_epoch, option),
2159 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
2160 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
2161 // is a time from a monotonic clock usually represented as an offset against boot time).
2162 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
2163 // from the one that was written. However, because `Instant` can panic if we construct one
2164 // in the future, we must handle wallclock time jumping backwards, which we do by simply
2165 // using `Instant::now()` in that case.
2166 let wall_clock_now = T::duration_since_epoch();
2168 let last_updated = if wall_clock_now > duration_since_epoch {
2169 now - (wall_clock_now - duration_since_epoch)
2172 let offset_history_duration_since_epoch =
2173 offset_history_duration_since_epoch.unwrap_or(duration_since_epoch);
2174 let offset_history_last_updated = if wall_clock_now > offset_history_duration_since_epoch {
2175 now - (wall_clock_now - offset_history_duration_since_epoch)
2178 if min_liquidity_offset_history.is_none() {
2179 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2180 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2182 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2185 if max_liquidity_offset_history.is_none() {
2186 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2187 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2189 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2193 min_liquidity_offset_msat,
2194 max_liquidity_offset_msat,
2195 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2196 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2198 offset_history_last_updated,
2205 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
2206 use crate::blinded_path::{BlindedHop, BlindedPath};
2207 use crate::util::config::UserConfig;
2208 use crate::util::time::Time;
2209 use crate::util::time::tests::SinceEpoch;
2211 use crate::ln::channelmanager;
2212 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2213 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2214 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2215 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2216 use crate::util::ser::{ReadableArgs, Writeable};
2217 use crate::util::test_utils::{self, TestLogger};
2219 use bitcoin::blockdata::constants::ChainHash;
2220 use bitcoin::hashes::Hash;
2221 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2222 use bitcoin::network::constants::Network;
2223 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2224 use core::time::Duration;
2227 fn source_privkey() -> SecretKey {
2228 SecretKey::from_slice(&[42; 32]).unwrap()
2231 fn target_privkey() -> SecretKey {
2232 SecretKey::from_slice(&[43; 32]).unwrap()
2235 fn source_pubkey() -> PublicKey {
2236 let secp_ctx = Secp256k1::new();
2237 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2240 fn target_pubkey() -> PublicKey {
2241 let secp_ctx = Secp256k1::new();
2242 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2245 fn source_node_id() -> NodeId {
2246 NodeId::from_pubkey(&source_pubkey())
2249 fn target_node_id() -> NodeId {
2250 NodeId::from_pubkey(&target_pubkey())
2253 // `ProbabilisticScorer` tests
2255 /// A probabilistic scorer for testing with time that can be manually advanced.
2256 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
2258 fn sender_privkey() -> SecretKey {
2259 SecretKey::from_slice(&[41; 32]).unwrap()
2262 fn recipient_privkey() -> SecretKey {
2263 SecretKey::from_slice(&[45; 32]).unwrap()
2266 fn sender_pubkey() -> PublicKey {
2267 let secp_ctx = Secp256k1::new();
2268 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2271 fn recipient_pubkey() -> PublicKey {
2272 let secp_ctx = Secp256k1::new();
2273 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2276 fn recipient_node_id() -> NodeId {
2277 NodeId::from_pubkey(&recipient_pubkey())
2280 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2281 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2282 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2283 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2289 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2290 node_2_key: SecretKey
2292 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2293 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2294 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2295 let secp_ctx = Secp256k1::new();
2296 let unsigned_announcement = UnsignedChannelAnnouncement {
2297 features: channelmanager::provided_channel_features(&UserConfig::default()),
2298 chain_hash: genesis_hash,
2300 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2301 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2302 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2303 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2304 excess_data: Vec::new(),
2306 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2307 let signed_announcement = ChannelAnnouncement {
2308 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2309 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2310 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2311 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2312 contents: unsigned_announcement,
2314 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2315 network_graph.update_channel_from_announcement(
2316 &signed_announcement, &chain_source).unwrap();
2317 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2318 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2322 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2323 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2325 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2326 let secp_ctx = Secp256k1::new();
2327 let unsigned_update = UnsignedChannelUpdate {
2328 chain_hash: genesis_hash,
2332 cltv_expiry_delta: 18,
2333 htlc_minimum_msat: 0,
2336 fee_proportional_millionths: 0,
2337 excess_data: Vec::new(),
2339 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2340 let signed_update = ChannelUpdate {
2341 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2342 contents: unsigned_update,
2344 network_graph.update_channel(&signed_update).unwrap();
2347 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2348 let config = UserConfig::default();
2351 node_features: channelmanager::provided_node_features(&config),
2353 channel_features: channelmanager::provided_channel_features(&config),
2355 cltv_expiry_delta: 18,
2356 maybe_announced_channel: true,
2360 fn payment_path_for_amount(amount_msat: u64) -> Path {
2363 path_hop(source_pubkey(), 41, 1),
2364 path_hop(target_pubkey(), 42, 2),
2365 path_hop(recipient_pubkey(), 43, amount_msat),
2366 ], blinded_tail: None,
2371 fn liquidity_bounds_directed_from_lowest_node_id() {
2372 let logger = TestLogger::new();
2373 let last_updated = SinceEpoch::now();
2374 let offset_history_last_updated = SinceEpoch::now();
2375 let network_graph = network_graph(&logger);
2376 let decay_params = ProbabilisticScoringDecayParameters::default();
2377 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2380 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2381 last_updated, offset_history_last_updated,
2382 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2383 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2387 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2388 last_updated, offset_history_last_updated,
2389 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2390 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2392 let source = source_node_id();
2393 let target = target_node_id();
2394 let recipient = recipient_node_id();
2395 assert!(source > target);
2396 assert!(target < recipient);
2398 // Update minimum liquidity.
2400 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2401 .as_directed(&source, &target, 1_000, decay_params);
2402 assert_eq!(liquidity.min_liquidity_msat(), 100);
2403 assert_eq!(liquidity.max_liquidity_msat(), 300);
2405 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2406 .as_directed(&target, &source, 1_000, decay_params);
2407 assert_eq!(liquidity.min_liquidity_msat(), 700);
2408 assert_eq!(liquidity.max_liquidity_msat(), 900);
2410 scorer.channel_liquidities.get_mut(&42).unwrap()
2411 .as_directed_mut(&source, &target, 1_000, decay_params)
2412 .set_min_liquidity_msat(200);
2414 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2415 .as_directed(&source, &target, 1_000, decay_params);
2416 assert_eq!(liquidity.min_liquidity_msat(), 200);
2417 assert_eq!(liquidity.max_liquidity_msat(), 300);
2419 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2420 .as_directed(&target, &source, 1_000, decay_params);
2421 assert_eq!(liquidity.min_liquidity_msat(), 700);
2422 assert_eq!(liquidity.max_liquidity_msat(), 800);
2424 // Update maximum liquidity.
2426 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2427 .as_directed(&target, &recipient, 1_000, decay_params);
2428 assert_eq!(liquidity.min_liquidity_msat(), 700);
2429 assert_eq!(liquidity.max_liquidity_msat(), 900);
2431 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2432 .as_directed(&recipient, &target, 1_000, decay_params);
2433 assert_eq!(liquidity.min_liquidity_msat(), 100);
2434 assert_eq!(liquidity.max_liquidity_msat(), 300);
2436 scorer.channel_liquidities.get_mut(&43).unwrap()
2437 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2438 .set_max_liquidity_msat(200);
2440 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2441 .as_directed(&target, &recipient, 1_000, decay_params);
2442 assert_eq!(liquidity.min_liquidity_msat(), 0);
2443 assert_eq!(liquidity.max_liquidity_msat(), 200);
2445 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2446 .as_directed(&recipient, &target, 1_000, decay_params);
2447 assert_eq!(liquidity.min_liquidity_msat(), 800);
2448 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2452 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2453 let logger = TestLogger::new();
2454 let last_updated = SinceEpoch::now();
2455 let offset_history_last_updated = SinceEpoch::now();
2456 let network_graph = network_graph(&logger);
2457 let decay_params = ProbabilisticScoringDecayParameters::default();
2458 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2461 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2462 last_updated, offset_history_last_updated,
2463 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2464 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2466 let source = source_node_id();
2467 let target = target_node_id();
2468 assert!(source > target);
2470 // Check initial bounds.
2471 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2472 .as_directed(&source, &target, 1_000, decay_params);
2473 assert_eq!(liquidity.min_liquidity_msat(), 400);
2474 assert_eq!(liquidity.max_liquidity_msat(), 800);
2476 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2477 .as_directed(&target, &source, 1_000, decay_params);
2478 assert_eq!(liquidity.min_liquidity_msat(), 200);
2479 assert_eq!(liquidity.max_liquidity_msat(), 600);
2481 // Reset from source to target.
2482 scorer.channel_liquidities.get_mut(&42).unwrap()
2483 .as_directed_mut(&source, &target, 1_000, decay_params)
2484 .set_min_liquidity_msat(900);
2486 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2487 .as_directed(&source, &target, 1_000, decay_params);
2488 assert_eq!(liquidity.min_liquidity_msat(), 900);
2489 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2491 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2492 .as_directed(&target, &source, 1_000, decay_params);
2493 assert_eq!(liquidity.min_liquidity_msat(), 0);
2494 assert_eq!(liquidity.max_liquidity_msat(), 100);
2496 // Reset from target to source.
2497 scorer.channel_liquidities.get_mut(&42).unwrap()
2498 .as_directed_mut(&target, &source, 1_000, decay_params)
2499 .set_min_liquidity_msat(400);
2501 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2502 .as_directed(&source, &target, 1_000, decay_params);
2503 assert_eq!(liquidity.min_liquidity_msat(), 0);
2504 assert_eq!(liquidity.max_liquidity_msat(), 600);
2506 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2507 .as_directed(&target, &source, 1_000, decay_params);
2508 assert_eq!(liquidity.min_liquidity_msat(), 400);
2509 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2513 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2514 let logger = TestLogger::new();
2515 let last_updated = SinceEpoch::now();
2516 let offset_history_last_updated = SinceEpoch::now();
2517 let network_graph = network_graph(&logger);
2518 let decay_params = ProbabilisticScoringDecayParameters::default();
2519 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2522 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2523 last_updated, offset_history_last_updated,
2524 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2525 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2527 let source = source_node_id();
2528 let target = target_node_id();
2529 assert!(source > target);
2531 // Check initial bounds.
2532 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2533 .as_directed(&source, &target, 1_000, decay_params);
2534 assert_eq!(liquidity.min_liquidity_msat(), 400);
2535 assert_eq!(liquidity.max_liquidity_msat(), 800);
2537 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2538 .as_directed(&target, &source, 1_000, decay_params);
2539 assert_eq!(liquidity.min_liquidity_msat(), 200);
2540 assert_eq!(liquidity.max_liquidity_msat(), 600);
2542 // Reset from source to target.
2543 scorer.channel_liquidities.get_mut(&42).unwrap()
2544 .as_directed_mut(&source, &target, 1_000, decay_params)
2545 .set_max_liquidity_msat(300);
2547 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2548 .as_directed(&source, &target, 1_000, decay_params);
2549 assert_eq!(liquidity.min_liquidity_msat(), 0);
2550 assert_eq!(liquidity.max_liquidity_msat(), 300);
2552 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2553 .as_directed(&target, &source, 1_000, decay_params);
2554 assert_eq!(liquidity.min_liquidity_msat(), 700);
2555 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2557 // Reset from target to source.
2558 scorer.channel_liquidities.get_mut(&42).unwrap()
2559 .as_directed_mut(&target, &source, 1_000, decay_params)
2560 .set_max_liquidity_msat(600);
2562 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2563 .as_directed(&source, &target, 1_000, decay_params);
2564 assert_eq!(liquidity.min_liquidity_msat(), 400);
2565 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2567 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2568 .as_directed(&target, &source, 1_000, decay_params);
2569 assert_eq!(liquidity.min_liquidity_msat(), 0);
2570 assert_eq!(liquidity.max_liquidity_msat(), 600);
2574 fn increased_penalty_nearing_liquidity_upper_bound() {
2575 let logger = TestLogger::new();
2576 let network_graph = network_graph(&logger);
2577 let params = ProbabilisticScoringFeeParameters {
2578 liquidity_penalty_multiplier_msat: 1_000,
2579 ..ProbabilisticScoringFeeParameters::zero_penalty()
2581 let decay_params = ProbabilisticScoringDecayParameters::default();
2582 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2583 let source = source_node_id();
2585 let usage = ChannelUsage {
2587 inflight_htlc_msat: 0,
2588 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2590 let network_graph = network_graph.read_only();
2591 let channel = network_graph.channel(42).unwrap();
2592 let (info, _) = channel.as_directed_from(&source).unwrap();
2593 let candidate = CandidateRouteHop::PublicHop {
2595 short_channel_id: 42,
2597 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2598 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2599 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2600 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2601 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2602 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2603 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2605 let usage = ChannelUsage {
2607 inflight_htlc_msat: 0,
2608 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2610 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2611 let usage = ChannelUsage { amount_msat: 256, ..usage };
2612 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2613 let usage = ChannelUsage { amount_msat: 374, ..usage };
2614 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2615 let usage = ChannelUsage { amount_msat: 512, ..usage };
2616 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2617 let usage = ChannelUsage { amount_msat: 640, ..usage };
2618 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2619 let usage = ChannelUsage { amount_msat: 768, ..usage };
2620 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2621 let usage = ChannelUsage { amount_msat: 896, ..usage };
2622 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2626 fn constant_penalty_outside_liquidity_bounds() {
2627 let logger = TestLogger::new();
2628 let last_updated = SinceEpoch::now();
2629 let offset_history_last_updated = SinceEpoch::now();
2630 let network_graph = network_graph(&logger);
2631 let params = ProbabilisticScoringFeeParameters {
2632 liquidity_penalty_multiplier_msat: 1_000,
2633 considered_impossible_penalty_msat: u64::max_value(),
2634 ..ProbabilisticScoringFeeParameters::zero_penalty()
2636 let decay_params = ProbabilisticScoringDecayParameters {
2637 ..ProbabilisticScoringDecayParameters::zero_penalty()
2639 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2642 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2643 last_updated, offset_history_last_updated,
2644 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2645 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2647 let source = source_node_id();
2649 let usage = ChannelUsage {
2651 inflight_htlc_msat: 0,
2652 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2654 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2655 let (info, _) = channel.as_directed_from(&source).unwrap();
2656 let candidate = CandidateRouteHop::PublicHop {
2658 short_channel_id: 42,
2660 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2661 let usage = ChannelUsage { amount_msat: 50, ..usage };
2662 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2663 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2664 let usage = ChannelUsage { amount_msat: 61, ..usage };
2665 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2669 fn does_not_further_penalize_own_channel() {
2670 let logger = TestLogger::new();
2671 let network_graph = network_graph(&logger);
2672 let params = ProbabilisticScoringFeeParameters {
2673 liquidity_penalty_multiplier_msat: 1_000,
2674 ..ProbabilisticScoringFeeParameters::zero_penalty()
2676 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2677 let source = source_node_id();
2678 let usage = ChannelUsage {
2680 inflight_htlc_msat: 0,
2681 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2683 let failed_path = payment_path_for_amount(500);
2684 let successful_path = payment_path_for_amount(200);
2685 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2686 let (info, _) = channel.as_directed_from(&source).unwrap();
2687 let candidate = CandidateRouteHop::PublicHop {
2689 short_channel_id: 41,
2692 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2694 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2695 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2697 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2698 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2702 fn sets_liquidity_lower_bound_on_downstream_failure() {
2703 let logger = TestLogger::new();
2704 let network_graph = network_graph(&logger);
2705 let params = ProbabilisticScoringFeeParameters {
2706 liquidity_penalty_multiplier_msat: 1_000,
2707 ..ProbabilisticScoringFeeParameters::zero_penalty()
2709 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2710 let source = source_node_id();
2711 let path = payment_path_for_amount(500);
2713 let usage = ChannelUsage {
2715 inflight_htlc_msat: 0,
2716 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2718 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2719 let (info, _) = channel.as_directed_from(&source).unwrap();
2720 let candidate = CandidateRouteHop::PublicHop {
2722 short_channel_id: 42,
2724 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2725 let usage = ChannelUsage { amount_msat: 500, ..usage };
2726 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2727 let usage = ChannelUsage { amount_msat: 750, ..usage };
2728 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2730 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2732 let usage = ChannelUsage { amount_msat: 250, ..usage };
2733 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2734 let usage = ChannelUsage { amount_msat: 500, ..usage };
2735 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2736 let usage = ChannelUsage { amount_msat: 750, ..usage };
2737 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2741 fn sets_liquidity_upper_bound_on_failure() {
2742 let logger = TestLogger::new();
2743 let network_graph = network_graph(&logger);
2744 let params = ProbabilisticScoringFeeParameters {
2745 liquidity_penalty_multiplier_msat: 1_000,
2746 considered_impossible_penalty_msat: u64::max_value(),
2747 ..ProbabilisticScoringFeeParameters::zero_penalty()
2749 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2750 let source = source_node_id();
2751 let path = payment_path_for_amount(500);
2753 let usage = ChannelUsage {
2755 inflight_htlc_msat: 0,
2756 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2758 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2759 let (info, _) = channel.as_directed_from(&source).unwrap();
2760 let candidate = CandidateRouteHop::PublicHop {
2762 short_channel_id: 42,
2764 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2765 let usage = ChannelUsage { amount_msat: 500, ..usage };
2766 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2767 let usage = ChannelUsage { amount_msat: 750, ..usage };
2768 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2770 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2772 let usage = ChannelUsage { amount_msat: 250, ..usage };
2773 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2774 let usage = ChannelUsage { amount_msat: 500, ..usage };
2775 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2776 let usage = ChannelUsage { amount_msat: 750, ..usage };
2777 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2781 fn ignores_channels_after_removed_failed_channel() {
2782 // Previously, if we'd tried to send over a channel which was removed from the network
2783 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2784 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2785 // channels in the route, even ones which they payment never reached. This tests to ensure
2786 // we do not score such channels.
2787 let secp_ctx = Secp256k1::new();
2788 let logger = TestLogger::new();
2789 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2790 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2791 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2792 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2793 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2794 add_channel(&mut network_graph, 42, secret_a, secret_b);
2795 // Don't add the channel from B -> C.
2796 add_channel(&mut network_graph, 44, secret_c, secret_d);
2798 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2799 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2800 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2801 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2804 path_hop(pub_b, 42, 1),
2805 path_hop(pub_c, 43, 2),
2806 path_hop(pub_d, 44, 100),
2809 let node_a = NodeId::from_pubkey(&pub_a);
2810 let node_b = NodeId::from_pubkey(&pub_b);
2811 let node_c = NodeId::from_pubkey(&pub_c);
2813 let params = ProbabilisticScoringFeeParameters {
2814 liquidity_penalty_multiplier_msat: 1_000,
2815 ..ProbabilisticScoringFeeParameters::zero_penalty()
2817 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2819 let usage = ChannelUsage {
2821 inflight_htlc_msat: 0,
2822 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2824 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2825 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2826 let candidate = CandidateRouteHop::PublicHop {
2828 short_channel_id: 42,
2830 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2831 // Note that a default liquidity bound is used for B -> C as no channel exists
2832 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2833 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2834 let candidate = CandidateRouteHop::PublicHop {
2836 short_channel_id: 43,
2838 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2839 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2840 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2841 let candidate = CandidateRouteHop::PublicHop {
2843 short_channel_id: 44,
2845 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2847 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2849 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2850 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2851 let candidate = CandidateRouteHop::PublicHop {
2853 short_channel_id: 42,
2855 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2856 // Note that a default liquidity bound is used for B -> C as no channel exists
2857 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2858 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2859 let candidate = CandidateRouteHop::PublicHop {
2861 short_channel_id: 43,
2863 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2864 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2865 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2866 let candidate = CandidateRouteHop::PublicHop {
2868 short_channel_id: 44,
2870 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2874 fn reduces_liquidity_upper_bound_along_path_on_success() {
2875 let logger = TestLogger::new();
2876 let network_graph = network_graph(&logger);
2877 let params = ProbabilisticScoringFeeParameters {
2878 liquidity_penalty_multiplier_msat: 1_000,
2879 ..ProbabilisticScoringFeeParameters::zero_penalty()
2881 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2882 let source = source_node_id();
2883 let usage = ChannelUsage {
2885 inflight_htlc_msat: 0,
2886 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2888 let network_graph = network_graph.read_only().channels().clone();
2889 let channel_42 = network_graph.get(&42).unwrap();
2890 let channel_43 = network_graph.get(&43).unwrap();
2891 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2892 let candidate_41 = CandidateRouteHop::PublicHop {
2894 short_channel_id: 41,
2896 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2897 let candidate_42 = CandidateRouteHop::PublicHop {
2899 short_channel_id: 42,
2901 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2902 let candidate_43 = CandidateRouteHop::PublicHop {
2904 short_channel_id: 43,
2906 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2907 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2908 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2910 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2912 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2913 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2914 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2918 fn decays_liquidity_bounds_over_time() {
2919 let logger = TestLogger::new();
2920 let network_graph = network_graph(&logger);
2921 let params = ProbabilisticScoringFeeParameters {
2922 liquidity_penalty_multiplier_msat: 1_000,
2923 considered_impossible_penalty_msat: u64::max_value(),
2924 ..ProbabilisticScoringFeeParameters::zero_penalty()
2926 let decay_params = ProbabilisticScoringDecayParameters {
2927 liquidity_offset_half_life: Duration::from_secs(10),
2928 ..ProbabilisticScoringDecayParameters::zero_penalty()
2930 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2931 let source = source_node_id();
2933 let usage = ChannelUsage {
2935 inflight_htlc_msat: 0,
2936 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2938 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2939 let (info, _) = channel.as_directed_from(&source).unwrap();
2940 let candidate = CandidateRouteHop::PublicHop {
2942 short_channel_id: 42,
2944 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2945 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2946 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2948 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2949 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2951 // Initial penalties
2952 let usage = ChannelUsage { amount_msat: 128, ..usage };
2953 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2954 let usage = ChannelUsage { amount_msat: 256, ..usage };
2955 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2956 let usage = ChannelUsage { amount_msat: 768, ..usage };
2957 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2958 let usage = ChannelUsage { amount_msat: 896, ..usage };
2959 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2961 // Half decay (i.e., three-quarter life)
2962 SinceEpoch::advance(Duration::from_secs(5));
2963 scorer.time_passed(Duration::from_secs(5));
2964 let usage = ChannelUsage { amount_msat: 128, ..usage };
2965 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2966 let usage = ChannelUsage { amount_msat: 256, ..usage };
2967 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2968 let usage = ChannelUsage { amount_msat: 768, ..usage };
2969 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2970 let usage = ChannelUsage { amount_msat: 896, ..usage };
2971 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2973 // One decay (i.e., half life)
2974 SinceEpoch::advance(Duration::from_secs(5));
2975 scorer.time_passed(Duration::from_secs(10));
2976 let usage = ChannelUsage { amount_msat: 64, ..usage };
2977 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2978 let usage = ChannelUsage { amount_msat: 128, ..usage };
2979 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2980 let usage = ChannelUsage { amount_msat: 896, ..usage };
2981 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2982 let usage = ChannelUsage { amount_msat: 960, ..usage };
2983 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2985 // Fully decay liquidity lower bound.
2986 SinceEpoch::advance(Duration::from_secs(10 * 7));
2987 scorer.time_passed(Duration::from_secs(10 * 8));
2988 let usage = ChannelUsage { amount_msat: 0, ..usage };
2989 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2990 let usage = ChannelUsage { amount_msat: 1, ..usage };
2991 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2992 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2993 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2994 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2995 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2997 // Fully decay liquidity upper bound.
2998 SinceEpoch::advance(Duration::from_secs(10));
2999 scorer.time_passed(Duration::from_secs(10 * 9));
3000 let usage = ChannelUsage { amount_msat: 0, ..usage };
3001 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3002 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3003 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3005 SinceEpoch::advance(Duration::from_secs(10));
3006 scorer.time_passed(Duration::from_secs(10 * 10));
3007 let usage = ChannelUsage { amount_msat: 0, ..usage };
3008 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3009 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
3010 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3014 fn decays_liquidity_bounds_without_shift_overflow() {
3015 let logger = TestLogger::new();
3016 let network_graph = network_graph(&logger);
3017 let params = ProbabilisticScoringFeeParameters {
3018 liquidity_penalty_multiplier_msat: 1_000,
3019 ..ProbabilisticScoringFeeParameters::zero_penalty()
3021 let decay_params = ProbabilisticScoringDecayParameters {
3022 liquidity_offset_half_life: Duration::from_secs(10),
3023 ..ProbabilisticScoringDecayParameters::default()
3025 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3026 let source = source_node_id();
3027 let usage = ChannelUsage {
3029 inflight_htlc_msat: 0,
3030 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3032 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3033 let (info, _) = channel.as_directed_from(&source).unwrap();
3034 let candidate = CandidateRouteHop::PublicHop {
3036 short_channel_id: 42,
3038 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3040 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3041 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3043 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3044 // would cause an overflow.
3045 SinceEpoch::advance(Duration::from_secs(10 * 64));
3046 scorer.time_passed(Duration::from_secs(10 * 64));
3047 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3049 SinceEpoch::advance(Duration::from_secs(10));
3050 scorer.time_passed(Duration::from_secs(10 * 65));
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3055 fn restricts_liquidity_bounds_after_decay() {
3056 let logger = TestLogger::new();
3057 let network_graph = network_graph(&logger);
3058 let params = ProbabilisticScoringFeeParameters {
3059 liquidity_penalty_multiplier_msat: 1_000,
3060 ..ProbabilisticScoringFeeParameters::zero_penalty()
3062 let decay_params = ProbabilisticScoringDecayParameters {
3063 liquidity_offset_half_life: Duration::from_secs(10),
3064 ..ProbabilisticScoringDecayParameters::default()
3066 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3067 let source = source_node_id();
3068 let usage = ChannelUsage {
3070 inflight_htlc_msat: 0,
3071 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3073 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3074 let (info, _) = channel.as_directed_from(&source).unwrap();
3075 let candidate = CandidateRouteHop::PublicHop {
3077 short_channel_id: 42,
3080 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3082 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3083 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3084 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3085 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3087 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3088 SinceEpoch::advance(Duration::from_secs(10));
3089 scorer.time_passed(Duration::from_secs(10));
3090 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3092 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3093 // is closer to the upper bound, meaning a higher penalty.
3094 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3095 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3097 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3098 // is closer to the lower bound, meaning a lower penalty.
3099 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3100 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3102 // Further decaying affects the lower bound more than the upper bound (128, 928).
3103 SinceEpoch::advance(Duration::from_secs(10));
3104 scorer.time_passed(Duration::from_secs(20));
3105 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3109 fn restores_persisted_liquidity_bounds() {
3110 let logger = TestLogger::new();
3111 let network_graph = network_graph(&logger);
3112 let params = ProbabilisticScoringFeeParameters {
3113 liquidity_penalty_multiplier_msat: 1_000,
3114 considered_impossible_penalty_msat: u64::max_value(),
3115 ..ProbabilisticScoringFeeParameters::zero_penalty()
3117 let decay_params = ProbabilisticScoringDecayParameters {
3118 liquidity_offset_half_life: Duration::from_secs(10),
3119 ..ProbabilisticScoringDecayParameters::default()
3121 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3122 let source = source_node_id();
3123 let usage = ChannelUsage {
3125 inflight_htlc_msat: 0,
3126 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3129 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3130 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3131 let (info, _) = channel.as_directed_from(&source).unwrap();
3132 let candidate = CandidateRouteHop::PublicHop {
3134 short_channel_id: 42,
3136 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3138 SinceEpoch::advance(Duration::from_secs(10));
3139 scorer.time_passed(Duration::from_secs(10));
3140 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3142 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3143 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3145 let mut serialized_scorer = Vec::new();
3146 scorer.write(&mut serialized_scorer).unwrap();
3148 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3149 let deserialized_scorer =
3150 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3151 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3154 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3155 let logger = TestLogger::new();
3156 let network_graph = network_graph(&logger);
3157 let params = ProbabilisticScoringFeeParameters {
3158 liquidity_penalty_multiplier_msat: 1_000,
3159 considered_impossible_penalty_msat: u64::max_value(),
3160 ..ProbabilisticScoringFeeParameters::zero_penalty()
3162 let decay_params = ProbabilisticScoringDecayParameters {
3163 liquidity_offset_half_life: Duration::from_secs(10),
3164 ..ProbabilisticScoringDecayParameters::zero_penalty()
3166 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3167 let source = source_node_id();
3168 let usage = ChannelUsage {
3170 inflight_htlc_msat: 0,
3171 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3174 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3175 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3176 let (info, _) = channel.as_directed_from(&source).unwrap();
3177 let candidate = CandidateRouteHop::PublicHop {
3179 short_channel_id: 42,
3181 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3183 if decay_before_reload {
3184 SinceEpoch::advance(Duration::from_secs(10));
3185 scorer.time_passed(Duration::from_secs(10));
3188 let mut serialized_scorer = Vec::new();
3189 scorer.write(&mut serialized_scorer).unwrap();
3191 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3192 let mut deserialized_scorer =
3193 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3194 if !decay_before_reload {
3195 SinceEpoch::advance(Duration::from_secs(10));
3196 scorer.time_passed(Duration::from_secs(10));
3197 deserialized_scorer.time_passed(Duration::from_secs(10));
3199 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3201 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3202 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3204 SinceEpoch::advance(Duration::from_secs(10));
3205 deserialized_scorer.time_passed(Duration::from_secs(20));
3206 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3210 fn decays_persisted_liquidity_bounds() {
3211 do_decays_persisted_liquidity_bounds(false);
3212 do_decays_persisted_liquidity_bounds(true);
3216 fn scores_realistic_payments() {
3217 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3218 // 50k sat reserve).
3219 let logger = TestLogger::new();
3220 let network_graph = network_graph(&logger);
3221 let params = ProbabilisticScoringFeeParameters::default();
3222 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3223 let source = source_node_id();
3225 let usage = ChannelUsage {
3226 amount_msat: 100_000_000,
3227 inflight_htlc_msat: 0,
3228 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3230 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3231 let (info, _) = channel.as_directed_from(&source).unwrap();
3232 let candidate = CandidateRouteHop::PublicHop {
3234 short_channel_id: 42,
3236 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3237 let usage = ChannelUsage {
3238 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3240 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3241 let usage = ChannelUsage {
3242 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3244 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3245 let usage = ChannelUsage {
3246 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3248 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3249 let usage = ChannelUsage {
3250 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3252 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3253 let usage = ChannelUsage {
3254 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3256 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3257 let usage = ChannelUsage {
3258 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3260 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3261 let usage = ChannelUsage {
3262 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3264 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3265 let usage = ChannelUsage {
3266 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3268 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3269 let usage = ChannelUsage {
3270 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3272 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3273 let usage = ChannelUsage {
3274 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3276 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3280 fn adds_base_penalty_to_liquidity_penalty() {
3281 let logger = TestLogger::new();
3282 let network_graph = network_graph(&logger);
3283 let source = source_node_id();
3284 let usage = ChannelUsage {
3286 inflight_htlc_msat: 0,
3287 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3290 let params = ProbabilisticScoringFeeParameters {
3291 liquidity_penalty_multiplier_msat: 1_000,
3292 ..ProbabilisticScoringFeeParameters::zero_penalty()
3294 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3295 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3296 let (info, _) = channel.as_directed_from(&source).unwrap();
3297 let candidate = CandidateRouteHop::PublicHop {
3299 short_channel_id: 42,
3301 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3303 let params = ProbabilisticScoringFeeParameters {
3304 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3305 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3307 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3308 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3310 let params = ProbabilisticScoringFeeParameters {
3311 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3312 base_penalty_amount_multiplier_msat: (1 << 30),
3313 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3316 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3317 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3321 fn adds_amount_penalty_to_liquidity_penalty() {
3322 let logger = TestLogger::new();
3323 let network_graph = network_graph(&logger);
3324 let source = source_node_id();
3325 let usage = ChannelUsage {
3326 amount_msat: 512_000,
3327 inflight_htlc_msat: 0,
3328 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3331 let params = ProbabilisticScoringFeeParameters {
3332 liquidity_penalty_multiplier_msat: 1_000,
3333 liquidity_penalty_amount_multiplier_msat: 0,
3334 ..ProbabilisticScoringFeeParameters::zero_penalty()
3336 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3337 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3338 let (info, _) = channel.as_directed_from(&source).unwrap();
3339 let candidate = CandidateRouteHop::PublicHop {
3341 short_channel_id: 42,
3343 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3345 let params = ProbabilisticScoringFeeParameters {
3346 liquidity_penalty_multiplier_msat: 1_000,
3347 liquidity_penalty_amount_multiplier_msat: 256,
3348 ..ProbabilisticScoringFeeParameters::zero_penalty()
3350 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3351 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3355 fn calculates_log10_without_overflowing_u64_max_value() {
3356 let logger = TestLogger::new();
3357 let network_graph = network_graph(&logger);
3358 let source = source_node_id();
3359 let usage = ChannelUsage {
3360 amount_msat: u64::max_value(),
3361 inflight_htlc_msat: 0,
3362 effective_capacity: EffectiveCapacity::Infinite,
3364 let params = ProbabilisticScoringFeeParameters {
3365 liquidity_penalty_multiplier_msat: 40_000,
3366 ..ProbabilisticScoringFeeParameters::zero_penalty()
3368 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3369 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3370 let (info, _) = channel.as_directed_from(&source).unwrap();
3371 let candidate = CandidateRouteHop::PublicHop {
3373 short_channel_id: 42,
3375 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3376 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3380 fn accounts_for_inflight_htlc_usage() {
3381 let logger = TestLogger::new();
3382 let network_graph = network_graph(&logger);
3383 let params = ProbabilisticScoringFeeParameters {
3384 considered_impossible_penalty_msat: u64::max_value(),
3385 ..ProbabilisticScoringFeeParameters::zero_penalty()
3387 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3388 let source = source_node_id();
3390 let usage = ChannelUsage {
3392 inflight_htlc_msat: 0,
3393 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3395 let network_graph = network_graph.read_only();
3396 let channel = network_graph.channel(42).unwrap();
3397 let (info, _) = channel.as_directed_from(&source).unwrap();
3398 let candidate = CandidateRouteHop::PublicHop {
3400 short_channel_id: 42,
3402 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3404 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3405 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3409 fn removes_uncertainity_when_exact_liquidity_known() {
3410 let logger = TestLogger::new();
3411 let network_graph = network_graph(&logger);
3412 let params = ProbabilisticScoringFeeParameters::default();
3413 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3414 let source = source_node_id();
3416 let base_penalty_msat = params.base_penalty_msat;
3417 let usage = ChannelUsage {
3419 inflight_htlc_msat: 0,
3420 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3422 let network_graph = network_graph.read_only();
3423 let channel = network_graph.channel(42).unwrap();
3424 let (info, _) = channel.as_directed_from(&source).unwrap();
3425 let candidate = CandidateRouteHop::PublicHop {
3427 short_channel_id: 42,
3429 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3431 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3432 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3434 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3435 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3439 fn remembers_historical_failures() {
3440 let logger = TestLogger::new();
3441 let network_graph = network_graph(&logger);
3442 let params = ProbabilisticScoringFeeParameters {
3443 historical_liquidity_penalty_multiplier_msat: 1024,
3444 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3445 ..ProbabilisticScoringFeeParameters::zero_penalty()
3447 let decay_params = ProbabilisticScoringDecayParameters {
3448 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3449 historical_no_updates_half_life: Duration::from_secs(10),
3451 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3452 let source = source_node_id();
3453 let target = target_node_id();
3455 let usage = ChannelUsage {
3457 inflight_htlc_msat: 0,
3458 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3460 let usage_1 = ChannelUsage {
3462 inflight_htlc_msat: 0,
3463 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3467 let network_graph = network_graph.read_only();
3468 let channel = network_graph.channel(42).unwrap();
3469 let (info, _) = channel.as_directed_from(&source).unwrap();
3470 let candidate = CandidateRouteHop::PublicHop {
3472 short_channel_id: 42,
3475 // With no historical data the normal liquidity penalty calculation is used.
3476 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3478 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3480 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3483 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3485 let network_graph = network_graph.read_only();
3486 let channel = network_graph.channel(42).unwrap();
3487 let (info, _) = channel.as_directed_from(&source).unwrap();
3488 let candidate = CandidateRouteHop::PublicHop {
3490 short_channel_id: 42,
3493 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3494 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3496 // The "it failed" increment is 32, where the probability should lie several buckets into
3497 // the first octile.
3498 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3499 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3500 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3501 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3503 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3506 // Even after we tell the scorer we definitely have enough available liquidity, it will
3507 // still remember that there was some failure in the past, and assign a non-0 penalty.
3508 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3510 let network_graph = network_graph.read_only();
3511 let channel = network_graph.channel(42).unwrap();
3512 let (info, _) = channel.as_directed_from(&source).unwrap();
3513 let candidate = CandidateRouteHop::PublicHop {
3515 short_channel_id: 42,
3518 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3520 // The first points should be decayed just slightly and the last bucket has a new point.
3521 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3522 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3523 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3525 // The exact success probability is a bit complicated and involves integer rounding, so we
3526 // simply check bounds here.
3527 let five_hundred_prob =
3528 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3529 assert!(five_hundred_prob > 0.59);
3530 assert!(five_hundred_prob < 0.60);
3532 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3533 assert!(one_prob < 0.85);
3534 assert!(one_prob > 0.84);
3536 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3537 // gone), and check that we're back to where we started.
3538 SinceEpoch::advance(Duration::from_secs(10 * 16));
3539 scorer.time_passed(Duration::from_secs(10 * 16));
3541 let network_graph = network_graph.read_only();
3542 let channel = network_graph.channel(42).unwrap();
3543 let (info, _) = channel.as_directed_from(&source).unwrap();
3544 let candidate = CandidateRouteHop::PublicHop {
3546 short_channel_id: 42,
3549 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3551 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3552 // data entirely instead.
3553 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3554 Some(([0; 32], [0; 32])));
3555 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3557 let mut usage = ChannelUsage {
3559 inflight_htlc_msat: 1024,
3560 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3562 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3564 let network_graph = network_graph.read_only();
3565 let channel = network_graph.channel(42).unwrap();
3566 let (info, _) = channel.as_directed_from(&source).unwrap();
3567 let candidate = CandidateRouteHop::PublicHop {
3569 short_channel_id: 42,
3572 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3574 let usage = ChannelUsage {
3576 inflight_htlc_msat: 0,
3577 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3579 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3582 // Advance to decay all liquidity offsets to zero.
3583 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3584 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3586 // Once even the bounds have decayed information about the channel should be removed
3588 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3591 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3592 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3594 path_hop(target_pubkey(), 43, 2),
3595 path_hop(source_pubkey(), 42, 1),
3596 path_hop(sender_pubkey(), 41, 0),
3598 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3602 fn adds_anti_probing_penalty() {
3603 let logger = TestLogger::new();
3604 let network_graph = network_graph(&logger);
3605 let source = source_node_id();
3606 let params = ProbabilisticScoringFeeParameters {
3607 anti_probing_penalty_msat: 500,
3608 ..ProbabilisticScoringFeeParameters::zero_penalty()
3610 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3612 // Check we receive no penalty for a low htlc_maximum_msat.
3613 let usage = ChannelUsage {
3614 amount_msat: 512_000,
3615 inflight_htlc_msat: 0,
3616 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3618 let network_graph = network_graph.read_only();
3619 let channel = network_graph.channel(42).unwrap();
3620 let (info, _) = channel.as_directed_from(&source).unwrap();
3621 let candidate = CandidateRouteHop::PublicHop {
3623 short_channel_id: 42,
3625 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3627 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3628 let usage = ChannelUsage {
3629 amount_msat: 512_000,
3630 inflight_htlc_msat: 0,
3631 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3633 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3635 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3636 let usage = ChannelUsage {
3637 amount_msat: 512_000,
3638 inflight_htlc_msat: 0,
3639 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3641 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3643 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3644 let usage = ChannelUsage {
3645 amount_msat: 512_000,
3646 inflight_htlc_msat: 0,
3647 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3649 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3653 fn scores_with_blinded_path() {
3654 // Make sure we'll account for a blinded path's final_value_msat in scoring
3655 let logger = TestLogger::new();
3656 let network_graph = network_graph(&logger);
3657 let params = ProbabilisticScoringFeeParameters {
3658 liquidity_penalty_multiplier_msat: 1_000,
3659 ..ProbabilisticScoringFeeParameters::zero_penalty()
3661 let decay_params = ProbabilisticScoringDecayParameters::default();
3662 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3663 let source = source_node_id();
3664 let usage = ChannelUsage {
3666 inflight_htlc_msat: 0,
3667 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3669 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3670 let (info, target) = channel.as_directed_from(&source).unwrap();
3671 let candidate = CandidateRouteHop::PublicHop {
3673 short_channel_id: 42,
3675 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3677 let mut path = payment_path_for_amount(768);
3678 let recipient_hop = path.hops.pop().unwrap();
3679 let blinded_path = BlindedPath {
3680 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3681 blinding_point: test_utils::pubkey(42),
3683 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3686 path.blinded_tail = Some(BlindedTail {
3687 hops: blinded_path.blinded_hops,
3688 blinding_point: blinded_path.blinding_point,
3689 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3690 final_value_msat: recipient_hop.fee_msat,
3693 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3694 // final value is taken into account.
3695 assert!(scorer.channel_liquidities.get(&42).is_none());
3697 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3698 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3699 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3701 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3702 .as_directed(&source, &target, 1_000, decay_params);
3703 assert_eq!(liquidity.min_liquidity_msat(), 256);
3704 assert_eq!(liquidity.max_liquidity_msat(), 768);
3708 fn realistic_historical_failures() {
3709 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3710 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3712 let logger = TestLogger::new();
3713 let mut network_graph = network_graph(&logger);
3714 let params = ProbabilisticScoringFeeParameters {
3715 historical_liquidity_penalty_multiplier_msat: 1024,
3716 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3717 ..ProbabilisticScoringFeeParameters::zero_penalty()
3719 let decay_params = ProbabilisticScoringDecayParameters {
3720 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3721 historical_no_updates_half_life: Duration::from_secs(10),
3722 ..ProbabilisticScoringDecayParameters::default()
3725 let capacity_msat = 100_000_000_000;
3726 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3727 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3729 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3730 let source = source_node_id();
3732 let mut amount_msat = 10_000_000;
3733 let usage = ChannelUsage {
3735 inflight_htlc_msat: 0,
3736 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3738 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3739 let (info, target) = channel.as_directed_from(&source).unwrap();
3740 let candidate = CandidateRouteHop::PublicHop {
3742 short_channel_id: 42,
3744 // With no historical data the normal liquidity penalty calculation is used, which results
3745 // in a success probability of ~75%.
3746 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3747 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3749 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3752 // Fail to pay once, and then check the buckets and penalty.
3753 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3754 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3755 // same bucket which is the only maximum datapoint.
3756 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3757 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3758 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3759 // 6k sats and 12k sats).
3760 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3761 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3762 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3763 // The success probability estimate itself should be zero.
3764 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3767 // Now test again with the amount in the bottom bucket.
3769 // The new amount is entirely within the only minimum bucket with score, so the probability
3770 // we assign is 1/2.
3771 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3774 // ...but once we see a failure, we consider the payment to be substantially less likely,
3775 // even though not a probability of zero as we still look at the second max bucket which
3777 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3778 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3779 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3780 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3781 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),