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