1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
65 use crate::prelude::*;
67 use core::cell::{RefCell, RefMut, Ref};
68 use core::convert::TryInto;
69 use core::ops::{Deref, DerefMut};
70 use core::time::Duration;
71 use crate::io::{self, Read};
72 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
74 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
75 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
76 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
77 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
79 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
80 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
81 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
82 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
83 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
84 /// do here by defining `Score` differently for `cfg(c_bindings)`.
85 macro_rules! define_score { ($($supertrait: path)*) => {
86 /// An interface used to score payment channels for path finding.
88 /// `ScoreLookUp` is used to determine the penalty for a given channel.
90 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
91 pub trait ScoreLookUp {
92 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
93 /// on a per-routefinding-call basis through to the scorer methods,
94 /// which are used to determine the parameters for the suitability of channels for use.
96 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
97 /// given channel in the direction from `source` to `target`.
99 /// The channel's capacity (less any other MPP parts that are also being considered for use in
100 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
101 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
102 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
103 /// Thus, implementations should be overflow-safe.
104 fn channel_penalty_msat(
105 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
109 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
110 pub trait ScoreUpdate {
111 /// Handles updating channel penalties after failing to route through a channel.
112 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
114 /// Handles updating channel penalties after successfully routing along a path.
115 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
117 /// Handles updating channel penalties after a probe over the given path failed.
118 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
120 /// Handles updating channel penalties after a probe over the given path succeeded.
121 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
123 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
124 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
125 /// of this object should call this method regularly (generally via the
126 /// `lightning-background-processor` crate).
127 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration);
130 /// A trait which can both lookup and update routing channel penalty scores.
132 /// This is used in places where both bounds are required and implemented for all types which
133 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
135 /// Bindings users may need to manually implement this for their custom scoring implementations.
136 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
138 #[cfg(not(c_bindings))]
139 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
141 #[cfg(not(c_bindings))]
142 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
143 type ScoreParams = S::ScoreParams;
144 fn channel_penalty_msat(
145 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
147 self.deref().channel_penalty_msat(candidate, usage, score_params)
151 #[cfg(not(c_bindings))]
152 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
153 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
154 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
157 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
158 self.deref_mut().payment_path_successful(path, duration_since_epoch)
161 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
162 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
165 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
166 self.deref_mut().probe_successful(path, duration_since_epoch)
169 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
170 self.deref_mut().decay_liquidity_certainty(duration_since_epoch)
176 define_score!(Writeable);
178 #[cfg(not(c_bindings))]
181 /// A scorer that is accessed under a lock.
183 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
184 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
185 /// implementations. Internal locking would be detrimental to route finding performance and could
186 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
188 /// [`find_route`]: crate::routing::router::find_route
189 pub trait LockableScore<'a> {
190 /// The [`ScoreUpdate`] type.
191 type ScoreUpdate: 'a + ScoreUpdate;
192 /// The [`ScoreLookUp`] type.
193 type ScoreLookUp: 'a + ScoreLookUp;
195 /// The write locked [`ScoreUpdate`] type.
196 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
198 /// The read locked [`ScoreLookUp`] type.
199 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
201 /// Returns read locked scorer.
202 fn read_lock(&'a self) -> Self::ReadLocked;
204 /// Returns write locked scorer.
205 fn write_lock(&'a self) -> Self::WriteLocked;
208 /// Refers to a scorer that is accessible under lock and also writeable to disk
210 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
211 /// use the Persister to persist it.
212 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
214 #[cfg(not(c_bindings))]
215 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
216 #[cfg(not(c_bindings))]
217 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
218 type ScoreUpdate = T;
219 type ScoreLookUp = T;
221 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
222 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
224 fn read_lock(&'a self) -> Self::ReadLocked {
225 Mutex::lock(self).unwrap()
228 fn write_lock(&'a self) -> Self::WriteLocked {
229 Mutex::lock(self).unwrap()
233 #[cfg(not(c_bindings))]
234 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
235 type ScoreUpdate = T;
236 type ScoreLookUp = T;
238 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
239 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
241 fn write_lock(&'a self) -> Self::WriteLocked {
245 fn read_lock(&'a self) -> Self::ReadLocked {
250 #[cfg(not(c_bindings))]
251 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
252 type ScoreUpdate = T;
253 type ScoreLookUp = T;
255 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
256 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
258 fn read_lock(&'a self) -> Self::ReadLocked {
259 RwLock::read(self).unwrap()
262 fn write_lock(&'a self) -> Self::WriteLocked {
263 RwLock::write(self).unwrap()
268 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
269 pub struct MultiThreadedLockableScore<T: Score> {
274 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
275 type ScoreUpdate = T;
276 type ScoreLookUp = T;
277 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
278 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
280 fn read_lock(&'a self) -> Self::ReadLocked {
281 MultiThreadedScoreLockRead(self.score.read().unwrap())
284 fn write_lock(&'a self) -> Self::WriteLocked {
285 MultiThreadedScoreLockWrite(self.score.write().unwrap())
290 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
291 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
292 self.score.read().unwrap().write(writer)
297 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
300 impl<T: Score> MultiThreadedLockableScore<T> {
301 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
302 pub fn new(score: T) -> Self {
303 MultiThreadedLockableScore { score: RwLock::new(score) }
308 /// A locked `MultiThreadedLockableScore`.
309 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
312 /// A locked `MultiThreadedLockableScore`.
313 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
316 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
319 fn deref(&self) -> &Self::Target {
325 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
326 type ScoreParams = T::ScoreParams;
327 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
329 self.0.channel_penalty_msat(candidate, usage, score_params)
334 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
335 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
341 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
344 fn deref(&self) -> &Self::Target {
350 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
351 fn deref_mut(&mut self) -> &mut Self::Target {
357 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
358 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
359 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
362 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
363 self.0.payment_path_successful(path, duration_since_epoch)
366 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
367 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
370 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
371 self.0.probe_successful(path, duration_since_epoch)
374 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
375 self.0.decay_liquidity_certainty(duration_since_epoch)
380 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
381 #[derive(Clone, Copy, Debug, PartialEq)]
382 pub struct ChannelUsage {
383 /// The amount to send through the channel, denominated in millisatoshis.
384 pub amount_msat: u64,
386 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
387 /// as part of a multi-path payment.
388 pub inflight_htlc_msat: u64,
390 /// The effective capacity of the channel.
391 pub effective_capacity: EffectiveCapacity,
395 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
396 pub struct FixedPenaltyScorer {
400 impl FixedPenaltyScorer {
401 /// Creates a new scorer using `penalty_msat`.
402 pub fn with_penalty(penalty_msat: u64) -> Self {
403 Self { penalty_msat }
407 impl ScoreLookUp for FixedPenaltyScorer {
408 type ScoreParams = ();
409 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
414 impl ScoreUpdate for FixedPenaltyScorer {
415 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
417 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
419 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
421 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
423 fn decay_liquidity_certainty(&mut self, _duration_since_epoch: Duration) {}
426 impl Writeable for FixedPenaltyScorer {
428 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
429 write_tlv_fields!(w, {});
434 impl ReadableArgs<u64> for FixedPenaltyScorer {
436 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
437 read_tlv_fields!(r, {});
438 Ok(Self { penalty_msat })
442 /// [`ScoreLookUp`] implementation using channel success probability distributions.
444 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
445 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
446 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
447 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
449 /// These bounds are then used to determine a success probability using the formula from
450 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
451 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
453 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
454 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
455 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
456 /// terms of the entire path's success probability. This allows the router to directly compare
457 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
459 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
461 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
462 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
463 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
464 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
467 /// [1]: https://arxiv.org/abs/2107.05322
468 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
469 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
470 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
471 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
472 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
473 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
474 where L::Target: Logger {
475 decay_params: ProbabilisticScoringDecayParameters,
478 channel_liquidities: HashMap<u64, ChannelLiquidity>,
481 /// Parameters for configuring [`ProbabilisticScorer`].
483 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
484 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
486 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
489 pub struct ProbabilisticScoringFeeParameters {
490 /// A fixed penalty in msats to apply to each channel.
492 /// Default value: 500 msat
493 pub base_penalty_msat: u64,
495 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
496 /// applied to each channel, in excess of the [`base_penalty_msat`].
498 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
499 /// fees plus penalty) for large payments. The penalty is computed as the product of this
500 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
501 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
503 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
505 /// Default value: 8,192 msat
507 /// [`base_penalty_msat`]: Self::base_penalty_msat
508 pub base_penalty_amount_multiplier_msat: u64,
510 /// A multiplier used in conjunction with the negative `log10` of the channel's success
511 /// probability for a payment, as determined by our latest estimates of the channel's
512 /// liquidity, to determine the liquidity penalty.
514 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
515 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
516 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
517 /// lower bounding the success probability to `0.01`) when the amount falls within the
518 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
519 /// result in a `u64::max_value` penalty, however.
521 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
523 /// Default value: 30,000 msat
525 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
526 pub liquidity_penalty_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the total amount flowing over a channel and the
529 /// negative `log10` of the channel's success probability for the payment, as determined by our
530 /// latest estimates of the channel's liquidity, to determine the amount penalty.
532 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
533 /// fees plus penalty) for large payments. The penalty is computed as the product of this
534 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
535 /// `log10` of the success probability.
537 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
539 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
540 /// the amount will result in a penalty of the multiplier. And, as the success probability
541 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
542 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
545 /// Default value: 192 msat
546 pub liquidity_penalty_amount_multiplier_msat: u64,
548 /// A multiplier used in conjunction with the negative `log10` of the channel's success
549 /// probability for the payment, as determined based on the history of our estimates of the
550 /// channel's available liquidity, to determine a penalty.
552 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
553 /// only our latest estimate for the current liquidity available in the channel, it estimates
554 /// success probability based on the estimated liquidity available in the channel through
555 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
556 /// track which of several buckets those bounds fall into, exponentially decaying the
557 /// probability of each bucket as new samples are added.
559 /// Default value: 10,000 msat
561 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
562 pub historical_liquidity_penalty_multiplier_msat: u64,
564 /// A multiplier used in conjunction with the total amount flowing over a channel and the
565 /// negative `log10` of the channel's success probability for the payment, as determined based
566 /// on the history of our estimates of the channel's available liquidity, to determine a
569 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
570 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
571 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
574 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
575 /// of using only our latest estimate for the current liquidity available in the channel, it
576 /// estimates success probability based on the estimated liquidity available in the channel
577 /// through history. Specifically, every time we update our liquidity bounds on a given
578 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
579 /// the probability of each bucket as new samples are added.
581 /// Default value: 64 msat
583 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
584 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
586 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
587 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
588 /// considered during path finding.
590 /// This is not exported to bindings users
591 pub manual_node_penalties: HashMap<NodeId, u64>,
593 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
594 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
595 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
596 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
597 /// to restrict `htlc_maximum_msat` and improve privacy.
599 /// Default value: 250 msat
600 pub anti_probing_penalty_msat: u64,
602 /// This penalty is applied when the total amount flowing over a channel exceeds our current
603 /// estimate of the channel's available liquidity. The total amount is the amount of the
604 /// current HTLC plus any HTLCs which we've sent over the same channel.
606 /// Note that in this case all other penalties, including the
607 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
608 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
609 /// applicable, are still included in the overall penalty.
611 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
612 /// `u64::max_value()` will guarantee that.
614 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
616 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
617 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
618 /// [`base_penalty_msat`]: Self::base_penalty_msat
619 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
620 pub considered_impossible_penalty_msat: u64,
622 /// In order to calculate most of the scores above, we must first convert a lower and upper
623 /// bound on the available liquidity in a channel into the probability that we think a payment
624 /// will succeed. That probability is derived from a Probability Density Function for where we
625 /// think the liquidity in a channel likely lies, given such bounds.
627 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
628 /// liquidity in a channel is just as likely to be at any point between our lower and upper
631 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
632 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
633 /// matches experimental results - most routing nodes do not aggressively rebalance their
634 /// channels and flows in the network are often unbalanced, leaving liquidity usually
637 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
638 /// of floating-point multiplications in the hottest routing code, which may lead to routing
639 /// performance degradation on some machines.
641 /// Default value: false
642 pub linear_success_probability: bool,
645 impl Default for ProbabilisticScoringFeeParameters {
646 fn default() -> Self {
648 base_penalty_msat: 500,
649 base_penalty_amount_multiplier_msat: 8192,
650 liquidity_penalty_multiplier_msat: 30_000,
651 liquidity_penalty_amount_multiplier_msat: 192,
652 manual_node_penalties: HashMap::new(),
653 anti_probing_penalty_msat: 250,
654 considered_impossible_penalty_msat: 1_0000_0000_000,
655 historical_liquidity_penalty_multiplier_msat: 10_000,
656 historical_liquidity_penalty_amount_multiplier_msat: 64,
657 linear_success_probability: false,
662 impl ProbabilisticScoringFeeParameters {
663 /// Marks the node with the given `node_id` as banned,
664 /// i.e it will be avoided during path finding.
665 pub fn add_banned(&mut self, node_id: &NodeId) {
666 self.manual_node_penalties.insert(*node_id, u64::max_value());
669 /// Marks all nodes in the given list as banned, i.e.,
670 /// they will be avoided during path finding.
671 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
673 self.manual_node_penalties.insert(id, u64::max_value());
677 /// Removes the node with the given `node_id` from the list of nodes to avoid.
678 pub fn remove_banned(&mut self, node_id: &NodeId) {
679 self.manual_node_penalties.remove(node_id);
682 /// Sets a manual penalty for the given node.
683 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
684 self.manual_node_penalties.insert(*node_id, penalty);
687 /// Removes the node with the given `node_id` from the list of manual penalties.
688 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
689 self.manual_node_penalties.remove(node_id);
692 /// Clears the list of manual penalties that are applied during path finding.
693 pub fn clear_manual_penalties(&mut self) {
694 self.manual_node_penalties = HashMap::new();
699 impl ProbabilisticScoringFeeParameters {
700 fn zero_penalty() -> Self {
702 base_penalty_msat: 0,
703 base_penalty_amount_multiplier_msat: 0,
704 liquidity_penalty_multiplier_msat: 0,
705 liquidity_penalty_amount_multiplier_msat: 0,
706 historical_liquidity_penalty_multiplier_msat: 0,
707 historical_liquidity_penalty_amount_multiplier_msat: 0,
708 manual_node_penalties: HashMap::new(),
709 anti_probing_penalty_msat: 0,
710 considered_impossible_penalty_msat: 0,
711 linear_success_probability: true,
716 /// Parameters for configuring [`ProbabilisticScorer`].
718 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
719 /// these decay parameters affect the score of the channel penalty and are not changed on a
720 /// per-route penalty cost call.
721 #[derive(Copy, Clone)]
722 pub struct ProbabilisticScoringDecayParameters {
723 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
724 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
725 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
727 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
729 /// Note that after 16 or more half lives all historical data will be completely gone.
731 /// Default value: 14 days
733 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
734 pub historical_no_updates_half_life: Duration,
736 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
737 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
738 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
741 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
742 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
743 /// struct documentation for more info on the way the liquidity bounds are used.
745 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
746 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
747 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
749 /// Default value: 6 hours
753 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
754 /// liquidity knowledge will never decay except when the bounds cross.
755 pub liquidity_offset_half_life: Duration,
758 impl Default for ProbabilisticScoringDecayParameters {
759 fn default() -> Self {
761 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
762 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
768 impl ProbabilisticScoringDecayParameters {
769 fn zero_penalty() -> Self {
771 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
772 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
777 /// Accounting for channel liquidity balance uncertainty.
779 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
780 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
781 /// offset fields gives the opposite direction.
782 struct ChannelLiquidity {
783 /// Lower channel liquidity bound in terms of an offset from zero.
784 min_liquidity_offset_msat: u64,
786 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
787 max_liquidity_offset_msat: u64,
789 min_liquidity_offset_history: HistoricalBucketRangeTracker,
790 max_liquidity_offset_history: HistoricalBucketRangeTracker,
792 /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
793 last_updated: Duration,
795 /// Time when the historical liquidity bounds were last modified as an offset against the unix
797 offset_history_last_updated: Duration,
800 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
801 /// decayed with a given half life.
802 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
803 min_liquidity_offset_msat: L,
804 max_liquidity_offset_msat: L,
805 liquidity_history: HistoricalMinMaxBuckets<BRT>,
808 offset_history_last_updated: T,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
834 let graph = self.network_graph.read_only();
835 for (scid, liq) in self.channel_liquidities.iter() {
836 if let Some(chan_debug) = graph.channels().get(scid) {
837 let log_direction = |source, target| {
838 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
839 let amt = directed_info.effective_capacity().as_msat();
840 let dir_liq = liq.as_directed(source, target, amt);
842 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
843 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
845 log_debug!(self.logger, core::concat!(
846 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
847 "\tHistorical min liquidity bucket relative probabilities:\n",
848 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
849 "\tHistorical max liquidity bucket relative probabilities:\n",
850 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
851 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
852 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
853 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
854 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
855 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
856 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
857 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
858 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
859 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
860 // Note that the liquidity buckets are an offset from the edge, so we
861 // inverse the max order to get the probabilities from zero.
862 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
863 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
864 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
865 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
866 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
867 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
868 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
869 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
871 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
875 log_direction(&chan_debug.node_one, &chan_debug.node_two);
876 log_direction(&chan_debug.node_two, &chan_debug.node_one);
878 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
883 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
884 /// channel with `scid` towards the given `target` node.
885 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
886 let graph = self.network_graph.read_only();
888 if let Some(chan) = graph.channels().get(&scid) {
889 if let Some(liq) = self.channel_liquidities.get(&scid) {
890 if let Some((directed_info, source)) = chan.as_directed_to(target) {
891 let amt = directed_info.effective_capacity().as_msat();
892 let dir_liq = liq.as_directed(source, target, amt);
893 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
900 /// Query the historical estimated minimum and maximum liquidity available for sending a
901 /// payment over the channel with `scid` towards the given `target` node.
903 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
904 /// the second set describes the upper-bound liquidity history. Each bucket describes the
905 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
906 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
907 /// more recent data points are weighted more heavily than older datapoints.
909 /// Note that the range of each bucket varies by its location to provide more granular results
910 /// at the edges of a channel's capacity, where it is more likely to sit.
912 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
913 /// is calculated by dividing that bucket's value with the total value of all buckets.
915 /// For example, using a lower bucket count for illustrative purposes, a value of
916 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
917 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
918 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
919 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
921 /// Because the datapoints are decayed slowly over time, values will eventually return to
922 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
924 /// In order to fetch a single success probability from the buckets provided here, as used in
925 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
926 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
927 -> Option<([u16; 32], [u16; 32])> {
928 let graph = self.network_graph.read_only();
930 if let Some(chan) = graph.channels().get(&scid) {
931 if let Some(liq) = self.channel_liquidities.get(&scid) {
932 if let Some((directed_info, source)) = chan.as_directed_to(target) {
933 let amt = directed_info.effective_capacity().as_msat();
934 let dir_liq = liq.as_directed(source, target, amt);
936 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
937 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
939 // Note that the liquidity buckets are an offset from the edge, so we inverse
940 // the max order to get the probabilities from zero.
941 max_buckets.reverse();
942 return Some((min_buckets, max_buckets));
949 /// Query the probability of payment success sending the given `amount_msat` over the channel
950 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
953 /// These are the same bounds as returned by
954 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
955 /// [`Self::estimated_channel_liquidity_range`]).
956 pub fn historical_estimated_payment_success_probability(
957 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
959 let graph = self.network_graph.read_only();
961 if let Some(chan) = graph.channels().get(&scid) {
962 if let Some(liq) = self.channel_liquidities.get(&scid) {
963 if let Some((directed_info, source)) = chan.as_directed_to(target) {
964 let capacity_msat = directed_info.effective_capacity().as_msat();
965 let dir_liq = liq.as_directed(source, target, capacity_msat);
967 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
968 ¶ms, amount_msat, capacity_msat
969 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
977 impl ChannelLiquidity {
978 fn new(last_updated: Duration) -> Self {
980 min_liquidity_offset_msat: 0,
981 max_liquidity_offset_msat: 0,
982 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
983 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
985 offset_history_last_updated: last_updated,
989 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
992 &self, source: &NodeId, target: &NodeId, capacity_msat: u64,
993 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
994 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
996 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
997 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
999 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1000 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1003 DirectedChannelLiquidity {
1004 min_liquidity_offset_msat,
1005 max_liquidity_offset_msat,
1006 liquidity_history: HistoricalMinMaxBuckets {
1007 min_liquidity_offset_history,
1008 max_liquidity_offset_history,
1011 last_updated: &self.last_updated,
1012 offset_history_last_updated: &self.offset_history_last_updated,
1016 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1017 /// `capacity_msat`.
1019 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64,
1020 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1021 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1022 if source < target {
1023 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1024 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1026 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1027 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1030 DirectedChannelLiquidity {
1031 min_liquidity_offset_msat,
1032 max_liquidity_offset_msat,
1033 liquidity_history: HistoricalMinMaxBuckets {
1034 min_liquidity_offset_history,
1035 max_liquidity_offset_history,
1038 last_updated: &mut self.last_updated,
1039 offset_history_last_updated: &mut self.offset_history_last_updated,
1043 fn decayed_offset(&self, offset: u64, duration_since_epoch: Duration,
1044 decay_params: ProbabilisticScoringDecayParameters
1046 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1047 if half_life != 0.0 {
1048 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1049 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1056 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1058 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1060 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1061 /// ratio, as X in 1/X.
1062 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1064 /// The divisor used when computing the amount penalty.
1065 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1066 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1068 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1070 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1071 (a * a * a, b * b * b, c * c * c)
1074 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1075 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1077 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1079 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1080 /// (recently) seen an HTLC successfully complete over this channel.
1082 fn success_probability(
1083 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1084 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1086 debug_assert!(min_liquidity_msat <= amount_msat);
1087 debug_assert!(amount_msat < max_liquidity_msat);
1088 debug_assert!(max_liquidity_msat <= capacity_msat);
1090 let (numerator, mut denominator) =
1091 if params.linear_success_probability {
1092 (max_liquidity_msat - amount_msat,
1093 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1095 let capacity = capacity_msat as f64;
1096 let min = (min_liquidity_msat as f64) / capacity;
1097 let max = (max_liquidity_msat as f64) / capacity;
1098 let amount = (amount_msat as f64) / capacity;
1100 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1101 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1102 // liquidity bounds is thus the integral under the curve from the amount to maximum
1103 // estimated liquidity, divided by the same integral from the minimum to the maximum
1104 // estimated liquidity bounds.
1106 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1107 // calculate the cumulative density function between the min/max bounds trivially. Note
1108 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1109 // division of num / den.
1110 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1111 let num = max_pow - amt_pow;
1112 let den = max_pow - min_pow;
1114 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1115 // quite a large factor to get something useful (ideally in the 2^30 range).
1116 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1117 let numerator = (num * BILLIONISH) as u64 + 1;
1118 let denominator = (den * BILLIONISH) as u64 + 1;
1119 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1120 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1121 (numerator, denominator)
1124 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1125 denominator < u64::max_value() / 21
1127 // If we have no knowledge of the channel, scale probability down by ~75%
1128 // Note that we prefer to increase the denominator rather than decrease the numerator as
1129 // the denominator is more likely to be larger and thus provide greater precision. This is
1130 // mostly an overoptimization but makes a large difference in tests.
1131 denominator = denominator * 21 / 16
1134 (numerator, denominator)
1137 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1138 DirectedChannelLiquidity< L, BRT, T> {
1139 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1141 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1142 let available_capacity = self.capacity_msat;
1143 let max_liquidity_msat = self.max_liquidity_msat();
1144 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1146 let mut res = if amount_msat <= min_liquidity_msat {
1148 } else if amount_msat >= max_liquidity_msat {
1149 // Equivalent to hitting the else clause below with the amount equal to the effective
1150 // capacity and without any certainty on the liquidity upper bound, plus the
1151 // impossibility penalty.
1152 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1153 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1154 score_params.liquidity_penalty_multiplier_msat,
1155 score_params.liquidity_penalty_amount_multiplier_msat)
1156 .saturating_add(score_params.considered_impossible_penalty_msat)
1158 let (numerator, denominator) = success_probability(amount_msat,
1159 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1160 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1161 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1162 // don't bother trying to use the log approximation as it gets too noisy to be
1163 // particularly helpful, instead just round down to 0.
1166 let negative_log10_times_2048 =
1167 approx::negative_log10_times_2048(numerator, denominator);
1168 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1169 score_params.liquidity_penalty_multiplier_msat,
1170 score_params.liquidity_penalty_amount_multiplier_msat)
1174 if amount_msat >= available_capacity {
1175 // We're trying to send more than the capacity, use a max penalty.
1176 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1177 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1178 score_params.historical_liquidity_penalty_multiplier_msat,
1179 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1183 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1184 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1185 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1186 .calculate_success_probability_times_billion(
1187 score_params, amount_msat, self.capacity_msat)
1189 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1190 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1191 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1192 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1194 // If we don't have any valid points (or, once decayed, we have less than a full
1195 // point), redo the non-historical calculation with no liquidity bounds tracked and
1196 // the historical penalty multipliers.
1197 let (numerator, denominator) = success_probability(amount_msat, 0,
1198 available_capacity, available_capacity, score_params, true);
1199 let negative_log10_times_2048 =
1200 approx::negative_log10_times_2048(numerator, denominator);
1201 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1202 score_params.historical_liquidity_penalty_multiplier_msat,
1203 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1210 /// Computes the liquidity penalty from the penalty multipliers.
1212 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1213 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1215 negative_log10_times_2048 =
1216 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1218 // Upper bound the liquidity penalty to ensure some channel is selected.
1219 let liquidity_penalty_msat = negative_log10_times_2048
1220 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1221 let amount_penalty_msat = negative_log10_times_2048
1222 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1223 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1225 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1228 /// Returns the lower bound of the channel liquidity balance in this direction.
1230 fn min_liquidity_msat(&self) -> u64 {
1231 *self.min_liquidity_offset_msat
1234 /// Returns the upper bound of the channel liquidity balance in this direction.
1236 fn max_liquidity_msat(&self) -> u64 {
1238 .saturating_sub(*self.max_liquidity_offset_msat)
1242 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1243 DirectedChannelLiquidity<L, BRT, T> {
1244 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1245 fn failed_at_channel<Log: Deref>(
1246 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1247 ) where Log::Target: Logger {
1248 let existing_max_msat = self.max_liquidity_msat();
1249 if amount_msat < existing_max_msat {
1250 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1251 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1253 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1254 chan_descr, existing_max_msat, amount_msat);
1256 self.update_history_buckets(0, duration_since_epoch);
1259 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1260 fn failed_downstream<Log: Deref>(
1261 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1262 ) where Log::Target: Logger {
1263 let existing_min_msat = self.min_liquidity_msat();
1264 if amount_msat > existing_min_msat {
1265 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1266 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1268 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1269 chan_descr, existing_min_msat, amount_msat);
1271 self.update_history_buckets(0, duration_since_epoch);
1274 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1275 fn successful<Log: Deref>(&mut self,
1276 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1277 ) where Log::Target: Logger {
1278 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1279 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1280 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1281 self.update_history_buckets(amount_msat, duration_since_epoch);
1284 /// Updates the history buckets for this channel. Because the history buckets track what we now
1285 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1286 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1287 /// represents the amount of the successful payment we just made.
1288 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1289 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1290 *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1292 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1293 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1295 *self.offset_history_last_updated = duration_since_epoch;
1298 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1299 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1300 *self.min_liquidity_offset_msat = amount_msat;
1301 if amount_msat > self.max_liquidity_msat() {
1302 *self.max_liquidity_offset_msat = 0;
1304 *self.last_updated = duration_since_epoch;
1307 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1308 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1309 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1310 if amount_msat < *self.min_liquidity_offset_msat {
1311 *self.min_liquidity_offset_msat = 0;
1313 *self.last_updated = duration_since_epoch;
1317 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1318 type ScoreParams = ProbabilisticScoringFeeParameters;
1319 fn channel_penalty_msat(
1320 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1322 let (scid, target) = match candidate {
1323 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1324 (short_channel_id, info.target())
1328 let source = candidate.source();
1329 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1333 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1334 score_params.base_penalty_amount_multiplier_msat
1335 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1337 let mut anti_probing_penalty_msat = 0;
1338 match usage.effective_capacity {
1339 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1340 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1342 if usage.amount_msat > amount_msat {
1343 return u64::max_value();
1345 return base_penalty_msat;
1348 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1349 if htlc_maximum_msat >= capacity_msat/2 {
1350 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1356 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1357 let capacity_msat = usage.effective_capacity.as_msat();
1358 self.channel_liquidities
1360 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1361 .as_directed(&source, &target, capacity_msat)
1362 .penalty_msat(amount_msat, score_params)
1363 .saturating_add(anti_probing_penalty_msat)
1364 .saturating_add(base_penalty_msat)
1368 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1369 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1370 let amount_msat = path.final_value_msat();
1371 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1372 let network_graph = self.network_graph.read_only();
1373 for (hop_idx, hop) in path.hops.iter().enumerate() {
1374 let target = NodeId::from_pubkey(&hop.pubkey);
1375 let channel_directed_from_source = network_graph.channels()
1376 .get(&hop.short_channel_id)
1377 .and_then(|channel| channel.as_directed_to(&target));
1379 let at_failed_channel = hop.short_channel_id == short_channel_id;
1380 if at_failed_channel && hop_idx == 0 {
1381 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);
1384 // Only score announced channels.
1385 if let Some((channel, source)) = channel_directed_from_source {
1386 let capacity_msat = channel.effective_capacity().as_msat();
1387 if at_failed_channel {
1388 self.channel_liquidities
1389 .entry(hop.short_channel_id)
1390 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1391 .as_directed_mut(source, &target, capacity_msat)
1392 .failed_at_channel(amount_msat, duration_since_epoch,
1393 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1395 self.channel_liquidities
1396 .entry(hop.short_channel_id)
1397 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1398 .as_directed_mut(source, &target, capacity_msat)
1399 .failed_downstream(amount_msat, duration_since_epoch,
1400 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1403 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).",
1404 hop.short_channel_id);
1406 if at_failed_channel { break; }
1410 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1411 let amount_msat = path.final_value_msat();
1412 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1413 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1414 let network_graph = self.network_graph.read_only();
1415 for hop in &path.hops {
1416 let target = NodeId::from_pubkey(&hop.pubkey);
1417 let channel_directed_from_source = network_graph.channels()
1418 .get(&hop.short_channel_id)
1419 .and_then(|channel| channel.as_directed_to(&target));
1421 // Only score announced channels.
1422 if let Some((channel, source)) = channel_directed_from_source {
1423 let capacity_msat = channel.effective_capacity().as_msat();
1424 self.channel_liquidities
1425 .entry(hop.short_channel_id)
1426 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1427 .as_directed_mut(source, &target, capacity_msat)
1428 .successful(amount_msat, duration_since_epoch,
1429 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1431 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).",
1432 hop.short_channel_id);
1437 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1438 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1441 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1442 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1445 fn decay_liquidity_certainty(&mut self, duration_since_epoch: Duration) {
1446 let decay_params = self.decay_params;
1447 self.channel_liquidities.retain(|_scid, liquidity| {
1448 liquidity.min_liquidity_offset_msat =
1449 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1450 liquidity.max_liquidity_offset_msat =
1451 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1452 liquidity.last_updated = duration_since_epoch;
1455 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1456 if elapsed_time > decay_params.historical_no_updates_half_life {
1457 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1458 if half_life != 0.0 {
1459 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1460 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1461 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1463 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1464 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1466 liquidity.offset_history_last_updated = duration_since_epoch;
1469 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1470 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1471 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1477 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1478 where L::Target: Logger {}
1480 #[cfg(feature = "std")]
1482 fn powf64(n: f64, exp: f64) -> f64 {
1485 #[cfg(not(feature = "std"))]
1486 fn powf64(n: f64, exp: f64) -> f64 {
1487 libm::powf(n as f32, exp as f32) as f64
1491 const BITS: u32 = 64;
1492 const HIGHEST_BIT: u32 = BITS - 1;
1493 const LOWER_BITS: u32 = 6;
1494 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1495 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1497 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1498 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1499 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1500 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1501 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1502 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1503 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1504 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1505 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1506 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1507 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1508 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1509 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1510 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1511 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1512 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1513 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1514 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1515 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1516 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1517 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1518 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1519 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1520 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1521 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1522 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1523 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1524 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1525 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1526 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1527 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1528 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1529 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1530 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1531 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1532 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1533 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1534 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1535 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1536 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1537 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1538 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1539 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1540 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1541 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1542 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1543 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1544 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1545 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1546 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1547 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1548 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1549 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1550 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1551 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1552 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1553 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1554 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1555 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1556 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1557 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1558 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1559 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1560 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1561 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1562 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1563 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1564 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1565 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1566 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1567 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1568 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1569 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1570 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1571 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1572 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1573 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1574 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1575 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1576 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1577 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1578 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1579 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1580 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1581 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1582 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1583 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1584 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1585 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1586 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1587 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1588 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1589 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1590 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1591 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1592 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1593 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1594 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1595 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1596 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1597 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1598 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1599 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1600 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1601 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1602 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1603 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1604 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1605 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1606 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1607 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1608 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1609 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1610 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1611 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1612 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1613 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1614 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1615 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1616 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1617 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1618 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1619 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1620 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1621 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1622 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1623 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1624 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1625 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1626 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1627 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1628 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1629 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1630 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1631 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1632 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1633 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1634 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1635 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1636 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1637 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1638 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1639 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1640 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1641 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1642 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1643 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1644 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1645 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1646 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1647 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1648 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1649 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1650 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1651 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1652 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1653 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1654 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1655 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1656 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1657 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1658 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1659 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1660 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1661 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1662 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1663 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1664 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1665 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1666 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1667 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1668 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1669 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1670 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1671 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1672 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1673 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1674 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1675 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1676 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1677 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1678 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1679 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1680 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1681 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1682 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1683 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1684 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1685 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1686 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1687 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1688 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1689 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1690 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1691 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1692 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1693 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1694 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1695 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1696 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1697 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1698 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1699 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1700 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1701 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1702 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1703 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1704 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1705 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1706 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1707 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1708 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1709 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1710 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1711 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1712 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1713 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1714 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1715 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1716 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1717 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1718 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1719 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1720 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1721 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1722 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1723 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1724 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1725 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1726 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1727 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1728 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1729 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1730 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1731 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1732 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1733 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1734 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1735 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1736 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1737 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1738 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1739 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1740 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1741 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1742 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1743 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1744 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1745 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1746 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1747 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1748 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1749 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1750 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1751 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1752 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1753 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1754 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1755 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1758 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1760 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1761 // Multiply the -1 through to avoid needing to use signed numbers.
1762 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1766 fn log10_times_2048(x: u64) -> u16 {
1767 debug_assert_ne!(x, 0);
1768 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1769 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1770 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1778 fn prints_negative_log10_times_2048_lookup_table() {
1779 for msb in 0..BITS {
1780 for i in 0..LOWER_BITS_BOUND {
1781 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1782 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1783 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1785 if i % LOWER_BITS_BOUND == 0 {
1786 print!("\t\t[{}, ", log10_times_2048);
1787 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1788 println!("{}],", log10_times_2048);
1789 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1790 print!("{},\n\t\t\t", log10_times_2048);
1792 print!("{}, ", log10_times_2048);
1800 mod bucketed_history {
1803 // Because liquidity is often skewed heavily in one direction, we store historical state
1804 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1805 // must fit evenly into the buckets here.
1807 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1808 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1809 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1810 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1812 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1813 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1814 // buckets in total.
1816 const BUCKET_START_POS: [u16; 33] = [
1817 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1818 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1821 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1822 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1825 const POSITION_TICKS: u16 = 1 << 14;
1827 fn pos_to_bucket(pos: u16) -> usize {
1828 for bucket in 0..32 {
1829 if pos < BUCKET_START_POS[bucket + 1] {
1833 debug_assert!(false);
1839 fn check_bucket_maps() {
1840 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1841 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1842 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1844 let mut min_size_iter = 0;
1845 let mut legacy_bucket_iter = 0;
1846 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1847 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1848 for i in 0..*width {
1849 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1851 min_size_iter += *width;
1852 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1853 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1854 if legacy_bucket_iter + 1 < 8 {
1855 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1857 legacy_bucket_iter += 1;
1860 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1861 assert_eq!(min_size_iter, POSITION_TICKS);
1865 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1866 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1867 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1868 .try_into().unwrap_or(POSITION_TICKS)
1870 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1871 // division. This branch should only be hit in fuzz testing since the amount would
1872 // need to be over 2.88 million BTC in practice.
1873 ((amount_msat as u128) * (POSITION_TICKS as u128)
1874 / (capacity_msat as u128).saturating_add(1))
1875 .try_into().unwrap_or(POSITION_TICKS)
1877 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1878 // capacity to change due to a `channel_update` message which, if received while a payment
1879 // is in-flight, could cause this to fail. Thus, we only assert in test.
1881 debug_assert!(pos < POSITION_TICKS);
1885 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1886 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1887 /// support reading the legacy values here for backwards compatibility.
1888 pub(super) struct LegacyHistoricalBucketRangeTracker {
1892 impl LegacyHistoricalBucketRangeTracker {
1893 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1894 let mut buckets = [0; 32];
1895 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1896 let mut new_val = *legacy_bucket;
1897 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1898 new_val /= (end - start) as u16;
1899 for i in start..end {
1900 buckets[i as usize] = new_val;
1903 HistoricalBucketRangeTracker { buckets }
1907 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1908 /// in each of 32 buckets.
1909 #[derive(Clone, Copy)]
1910 pub(super) struct HistoricalBucketRangeTracker {
1911 pub(super) buckets: [u16; 32],
1914 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1915 /// "one" is 32, or this constant.
1916 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1918 impl HistoricalBucketRangeTracker {
1919 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1920 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1921 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1922 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1924 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1925 // the buckets for the current min and max liquidity offset positions.
1927 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1928 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1929 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1931 // In total, this allows us to track data for the last 8,000 or so payments across a given
1934 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1935 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1936 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1939 // The constants were picked experimentally, selecting a decay amount that restricts us
1940 // from overflowing buckets without having to cap them manually.
1942 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1943 if pos < POSITION_TICKS {
1944 for e in self.buckets.iter_mut() {
1945 *e = ((*e as u32) * 2047 / 2048) as u16;
1947 let bucket = pos_to_bucket(pos);
1948 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1953 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1954 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1956 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1957 /// liquidity bounds for a given channel.
1958 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1959 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1961 pub(super) min_liquidity_offset_history: D,
1962 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1964 pub(super) max_liquidity_offset_history: D,
1967 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1969 pub(super) fn calculate_success_probability_times_billion(
1970 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1973 // If historical penalties are enabled, we try to calculate a probability of success
1974 // given our historical distribution of min- and max-liquidity bounds in a channel.
1975 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1976 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1977 // state). For each pair, we calculate the probability as if the bucket's corresponding
1978 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1979 // that probability by the weight of the selected buckets.
1980 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1981 if payment_pos >= POSITION_TICKS { return None; }
1983 let mut total_valid_points_tracked = 0;
1984 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1985 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1986 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1990 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
1991 // treat it as if we were fully decayed.
1992 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
1993 if total_valid_points_tracked < FULLY_DECAYED.into() {
1997 let mut cumulative_success_prob_times_billion = 0;
1998 // Special-case the 0th min bucket - it generally means we failed a payment, so only
1999 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2000 // points against the 0th min bucket. This avoids the case where we fail to route
2001 // increasingly lower values over a channel, but treat each failure as a separate
2002 // datapoint, many of which may have relatively high maximum-available-liquidity
2003 // values, which will result in us thinking we have some nontrivial probability of
2004 // routing up to that amount.
2005 if self.min_liquidity_offset_history.buckets[0] != 0 {
2006 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2007 let mut total_max_points = 0; // Total points in max-buckets to consider
2008 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2009 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2010 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2012 total_max_points += *max_bucket as u64;
2014 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2015 if payment_pos < max_bucket_end_pos {
2016 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2017 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2018 let bucket_prob_times_billion =
2019 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2020 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2021 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2022 numerator / denominator;
2026 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2027 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2028 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2029 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2030 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2031 // 30 bits is 62 bits.
2032 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2033 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2034 if payment_pos >= max_bucket_end_pos {
2035 // Success probability 0, the payment amount may be above the max liquidity
2037 } else if payment_pos < min_bucket_start_pos {
2038 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2040 let (numerator, denominator) = success_probability(payment_pos as u64,
2041 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2042 POSITION_TICKS as u64 - 1, params, true);
2043 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2044 numerator / denominator;
2049 Some(cumulative_success_prob_times_billion)
2053 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2055 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
2057 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2058 write_tlv_fields!(w, {
2059 (0, self.channel_liquidities, required),
2065 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
2066 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
2069 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2070 ) -> Result<Self, DecodeError> {
2071 let (decay_params, network_graph, logger) = args;
2072 let mut channel_liquidities = HashMap::new();
2073 read_tlv_fields!(r, {
2074 (0, channel_liquidities, required),
2080 channel_liquidities,
2085 impl Writeable for ChannelLiquidity {
2087 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2088 write_tlv_fields!(w, {
2089 (0, self.min_liquidity_offset_msat, required),
2090 // 1 was the min_liquidity_offset_history in octile form
2091 (2, self.max_liquidity_offset_msat, required),
2092 // 3 was the max_liquidity_offset_history in octile form
2093 (4, self.last_updated, required),
2094 (5, Some(self.min_liquidity_offset_history), option),
2095 (7, Some(self.max_liquidity_offset_history), option),
2096 (9, self.offset_history_last_updated, required),
2102 impl Readable for ChannelLiquidity {
2104 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2105 let mut min_liquidity_offset_msat = 0;
2106 let mut max_liquidity_offset_msat = 0;
2107 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2108 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2109 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2110 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2111 let mut last_updated = Duration::from_secs(0);
2112 let mut offset_history_last_updated = None;
2113 read_tlv_fields!(r, {
2114 (0, min_liquidity_offset_msat, required),
2115 (1, legacy_min_liq_offset_history, option),
2116 (2, max_liquidity_offset_msat, required),
2117 (3, legacy_max_liq_offset_history, option),
2118 (4, last_updated, required),
2119 (5, min_liquidity_offset_history, option),
2120 (7, max_liquidity_offset_history, option),
2121 (9, offset_history_last_updated, option),
2124 if min_liquidity_offset_history.is_none() {
2125 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2126 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2128 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2131 if max_liquidity_offset_history.is_none() {
2132 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2133 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2135 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2139 min_liquidity_offset_msat,
2140 max_liquidity_offset_msat,
2141 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2142 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2144 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2151 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
2152 use crate::blinded_path::{BlindedHop, BlindedPath};
2153 use crate::util::config::UserConfig;
2154 use crate::util::time::tests::SinceEpoch;
2156 use crate::ln::channelmanager;
2157 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2158 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2159 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2160 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2161 use crate::util::ser::{ReadableArgs, Writeable};
2162 use crate::util::test_utils::{self, TestLogger};
2164 use bitcoin::blockdata::constants::ChainHash;
2165 use bitcoin::hashes::Hash;
2166 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2167 use bitcoin::network::constants::Network;
2168 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2169 use core::time::Duration;
2172 fn source_privkey() -> SecretKey {
2173 SecretKey::from_slice(&[42; 32]).unwrap()
2176 fn target_privkey() -> SecretKey {
2177 SecretKey::from_slice(&[43; 32]).unwrap()
2180 fn source_pubkey() -> PublicKey {
2181 let secp_ctx = Secp256k1::new();
2182 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2185 fn target_pubkey() -> PublicKey {
2186 let secp_ctx = Secp256k1::new();
2187 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2190 fn source_node_id() -> NodeId {
2191 NodeId::from_pubkey(&source_pubkey())
2194 fn target_node_id() -> NodeId {
2195 NodeId::from_pubkey(&target_pubkey())
2198 // `ProbabilisticScorer` tests
2200 fn sender_privkey() -> SecretKey {
2201 SecretKey::from_slice(&[41; 32]).unwrap()
2204 fn recipient_privkey() -> SecretKey {
2205 SecretKey::from_slice(&[45; 32]).unwrap()
2208 fn sender_pubkey() -> PublicKey {
2209 let secp_ctx = Secp256k1::new();
2210 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2213 fn recipient_pubkey() -> PublicKey {
2214 let secp_ctx = Secp256k1::new();
2215 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2218 fn recipient_node_id() -> NodeId {
2219 NodeId::from_pubkey(&recipient_pubkey())
2222 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2223 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2224 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2225 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2231 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2232 node_2_key: SecretKey
2234 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2235 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2236 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2237 let secp_ctx = Secp256k1::new();
2238 let unsigned_announcement = UnsignedChannelAnnouncement {
2239 features: channelmanager::provided_channel_features(&UserConfig::default()),
2240 chain_hash: genesis_hash,
2242 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2243 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2244 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2245 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2246 excess_data: Vec::new(),
2248 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2249 let signed_announcement = ChannelAnnouncement {
2250 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2251 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2252 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2253 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2254 contents: unsigned_announcement,
2256 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2257 network_graph.update_channel_from_announcement(
2258 &signed_announcement, &chain_source).unwrap();
2259 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2260 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2264 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2265 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2267 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2268 let secp_ctx = Secp256k1::new();
2269 let unsigned_update = UnsignedChannelUpdate {
2270 chain_hash: genesis_hash,
2274 cltv_expiry_delta: 18,
2275 htlc_minimum_msat: 0,
2278 fee_proportional_millionths: 0,
2279 excess_data: Vec::new(),
2281 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2282 let signed_update = ChannelUpdate {
2283 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2284 contents: unsigned_update,
2286 network_graph.update_channel(&signed_update).unwrap();
2289 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2290 let config = UserConfig::default();
2293 node_features: channelmanager::provided_node_features(&config),
2295 channel_features: channelmanager::provided_channel_features(&config),
2297 cltv_expiry_delta: 18,
2298 maybe_announced_channel: true,
2302 fn payment_path_for_amount(amount_msat: u64) -> Path {
2305 path_hop(source_pubkey(), 41, 1),
2306 path_hop(target_pubkey(), 42, 2),
2307 path_hop(recipient_pubkey(), 43, amount_msat),
2308 ], blinded_tail: None,
2313 fn liquidity_bounds_directed_from_lowest_node_id() {
2314 let logger = TestLogger::new();
2315 let last_updated = Duration::ZERO;
2316 let offset_history_last_updated = Duration::ZERO;
2317 let network_graph = network_graph(&logger);
2318 let decay_params = ProbabilisticScoringDecayParameters::default();
2319 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2322 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2323 last_updated, offset_history_last_updated,
2324 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2325 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2329 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2330 last_updated, offset_history_last_updated,
2331 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2332 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2334 let source = source_node_id();
2335 let target = target_node_id();
2336 let recipient = recipient_node_id();
2337 assert!(source > target);
2338 assert!(target < recipient);
2340 // Update minimum liquidity.
2342 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2343 .as_directed(&source, &target, 1_000);
2344 assert_eq!(liquidity.min_liquidity_msat(), 100);
2345 assert_eq!(liquidity.max_liquidity_msat(), 300);
2347 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2348 .as_directed(&target, &source, 1_000);
2349 assert_eq!(liquidity.min_liquidity_msat(), 700);
2350 assert_eq!(liquidity.max_liquidity_msat(), 900);
2352 scorer.channel_liquidities.get_mut(&42).unwrap()
2353 .as_directed_mut(&source, &target, 1_000)
2354 .set_min_liquidity_msat(200, Duration::ZERO);
2356 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2357 .as_directed(&source, &target, 1_000);
2358 assert_eq!(liquidity.min_liquidity_msat(), 200);
2359 assert_eq!(liquidity.max_liquidity_msat(), 300);
2361 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2362 .as_directed(&target, &source, 1_000);
2363 assert_eq!(liquidity.min_liquidity_msat(), 700);
2364 assert_eq!(liquidity.max_liquidity_msat(), 800);
2366 // Update maximum liquidity.
2368 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2369 .as_directed(&target, &recipient, 1_000);
2370 assert_eq!(liquidity.min_liquidity_msat(), 700);
2371 assert_eq!(liquidity.max_liquidity_msat(), 900);
2373 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2374 .as_directed(&recipient, &target, 1_000);
2375 assert_eq!(liquidity.min_liquidity_msat(), 100);
2376 assert_eq!(liquidity.max_liquidity_msat(), 300);
2378 scorer.channel_liquidities.get_mut(&43).unwrap()
2379 .as_directed_mut(&target, &recipient, 1_000)
2380 .set_max_liquidity_msat(200, Duration::ZERO);
2382 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2383 .as_directed(&target, &recipient, 1_000);
2384 assert_eq!(liquidity.min_liquidity_msat(), 0);
2385 assert_eq!(liquidity.max_liquidity_msat(), 200);
2387 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2388 .as_directed(&recipient, &target, 1_000);
2389 assert_eq!(liquidity.min_liquidity_msat(), 800);
2390 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2394 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2395 let logger = TestLogger::new();
2396 let last_updated = Duration::ZERO;
2397 let offset_history_last_updated = Duration::ZERO;
2398 let network_graph = network_graph(&logger);
2399 let decay_params = ProbabilisticScoringDecayParameters::default();
2400 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2403 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2404 last_updated, offset_history_last_updated,
2405 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2406 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2408 let source = source_node_id();
2409 let target = target_node_id();
2410 assert!(source > target);
2412 // Check initial bounds.
2413 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2414 .as_directed(&source, &target, 1_000);
2415 assert_eq!(liquidity.min_liquidity_msat(), 400);
2416 assert_eq!(liquidity.max_liquidity_msat(), 800);
2418 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2419 .as_directed(&target, &source, 1_000);
2420 assert_eq!(liquidity.min_liquidity_msat(), 200);
2421 assert_eq!(liquidity.max_liquidity_msat(), 600);
2423 // Reset from source to target.
2424 scorer.channel_liquidities.get_mut(&42).unwrap()
2425 .as_directed_mut(&source, &target, 1_000)
2426 .set_min_liquidity_msat(900, Duration::ZERO);
2428 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2429 .as_directed(&source, &target, 1_000);
2430 assert_eq!(liquidity.min_liquidity_msat(), 900);
2431 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2433 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2434 .as_directed(&target, &source, 1_000);
2435 assert_eq!(liquidity.min_liquidity_msat(), 0);
2436 assert_eq!(liquidity.max_liquidity_msat(), 100);
2438 // Reset from target to source.
2439 scorer.channel_liquidities.get_mut(&42).unwrap()
2440 .as_directed_mut(&target, &source, 1_000)
2441 .set_min_liquidity_msat(400, Duration::ZERO);
2443 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2444 .as_directed(&source, &target, 1_000);
2445 assert_eq!(liquidity.min_liquidity_msat(), 0);
2446 assert_eq!(liquidity.max_liquidity_msat(), 600);
2448 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2449 .as_directed(&target, &source, 1_000);
2450 assert_eq!(liquidity.min_liquidity_msat(), 400);
2451 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2455 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2456 let logger = TestLogger::new();
2457 let last_updated = Duration::ZERO;
2458 let offset_history_last_updated = Duration::ZERO;
2459 let network_graph = network_graph(&logger);
2460 let decay_params = ProbabilisticScoringDecayParameters::default();
2461 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2464 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2465 last_updated, offset_history_last_updated,
2466 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2467 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2469 let source = source_node_id();
2470 let target = target_node_id();
2471 assert!(source > target);
2473 // Check initial bounds.
2474 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2475 .as_directed(&source, &target, 1_000);
2476 assert_eq!(liquidity.min_liquidity_msat(), 400);
2477 assert_eq!(liquidity.max_liquidity_msat(), 800);
2479 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2480 .as_directed(&target, &source, 1_000);
2481 assert_eq!(liquidity.min_liquidity_msat(), 200);
2482 assert_eq!(liquidity.max_liquidity_msat(), 600);
2484 // Reset from source to target.
2485 scorer.channel_liquidities.get_mut(&42).unwrap()
2486 .as_directed_mut(&source, &target, 1_000)
2487 .set_max_liquidity_msat(300, Duration::ZERO);
2489 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2490 .as_directed(&source, &target, 1_000);
2491 assert_eq!(liquidity.min_liquidity_msat(), 0);
2492 assert_eq!(liquidity.max_liquidity_msat(), 300);
2494 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2495 .as_directed(&target, &source, 1_000);
2496 assert_eq!(liquidity.min_liquidity_msat(), 700);
2497 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2499 // Reset from target to source.
2500 scorer.channel_liquidities.get_mut(&42).unwrap()
2501 .as_directed_mut(&target, &source, 1_000)
2502 .set_max_liquidity_msat(600, Duration::ZERO);
2504 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2505 .as_directed(&source, &target, 1_000);
2506 assert_eq!(liquidity.min_liquidity_msat(), 400);
2507 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2509 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2510 .as_directed(&target, &source, 1_000);
2511 assert_eq!(liquidity.min_liquidity_msat(), 0);
2512 assert_eq!(liquidity.max_liquidity_msat(), 600);
2516 fn increased_penalty_nearing_liquidity_upper_bound() {
2517 let logger = TestLogger::new();
2518 let network_graph = network_graph(&logger);
2519 let params = ProbabilisticScoringFeeParameters {
2520 liquidity_penalty_multiplier_msat: 1_000,
2521 ..ProbabilisticScoringFeeParameters::zero_penalty()
2523 let decay_params = ProbabilisticScoringDecayParameters::default();
2524 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2525 let source = source_node_id();
2527 let usage = ChannelUsage {
2529 inflight_htlc_msat: 0,
2530 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2532 let network_graph = network_graph.read_only();
2533 let channel = network_graph.channel(42).unwrap();
2534 let (info, _) = channel.as_directed_from(&source).unwrap();
2535 let candidate = CandidateRouteHop::PublicHop {
2537 short_channel_id: 42,
2539 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2540 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2541 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2542 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2543 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2544 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2545 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2547 let usage = ChannelUsage {
2549 inflight_htlc_msat: 0,
2550 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2552 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2553 let usage = ChannelUsage { amount_msat: 256, ..usage };
2554 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2555 let usage = ChannelUsage { amount_msat: 374, ..usage };
2556 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2557 let usage = ChannelUsage { amount_msat: 512, ..usage };
2558 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2559 let usage = ChannelUsage { amount_msat: 640, ..usage };
2560 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2561 let usage = ChannelUsage { amount_msat: 768, ..usage };
2562 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2563 let usage = ChannelUsage { amount_msat: 896, ..usage };
2564 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2568 fn constant_penalty_outside_liquidity_bounds() {
2569 let logger = TestLogger::new();
2570 let last_updated = Duration::ZERO;
2571 let offset_history_last_updated = Duration::ZERO;
2572 let network_graph = network_graph(&logger);
2573 let params = ProbabilisticScoringFeeParameters {
2574 liquidity_penalty_multiplier_msat: 1_000,
2575 considered_impossible_penalty_msat: u64::max_value(),
2576 ..ProbabilisticScoringFeeParameters::zero_penalty()
2578 let decay_params = ProbabilisticScoringDecayParameters {
2579 ..ProbabilisticScoringDecayParameters::zero_penalty()
2581 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2584 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2585 last_updated, offset_history_last_updated,
2586 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2587 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2589 let source = source_node_id();
2591 let usage = ChannelUsage {
2593 inflight_htlc_msat: 0,
2594 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2596 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2597 let (info, _) = channel.as_directed_from(&source).unwrap();
2598 let candidate = CandidateRouteHop::PublicHop {
2600 short_channel_id: 42,
2602 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2603 let usage = ChannelUsage { amount_msat: 50, ..usage };
2604 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2605 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2606 let usage = ChannelUsage { amount_msat: 61, ..usage };
2607 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2611 fn does_not_further_penalize_own_channel() {
2612 let logger = TestLogger::new();
2613 let network_graph = network_graph(&logger);
2614 let params = ProbabilisticScoringFeeParameters {
2615 liquidity_penalty_multiplier_msat: 1_000,
2616 ..ProbabilisticScoringFeeParameters::zero_penalty()
2618 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2619 let source = source_node_id();
2620 let usage = ChannelUsage {
2622 inflight_htlc_msat: 0,
2623 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2625 let failed_path = payment_path_for_amount(500);
2626 let successful_path = payment_path_for_amount(200);
2627 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2628 let (info, _) = channel.as_directed_from(&source).unwrap();
2629 let candidate = CandidateRouteHop::PublicHop {
2631 short_channel_id: 41,
2634 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2636 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2637 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2639 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2640 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2644 fn sets_liquidity_lower_bound_on_downstream_failure() {
2645 let logger = TestLogger::new();
2646 let network_graph = network_graph(&logger);
2647 let params = ProbabilisticScoringFeeParameters {
2648 liquidity_penalty_multiplier_msat: 1_000,
2649 ..ProbabilisticScoringFeeParameters::zero_penalty()
2651 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2652 let source = source_node_id();
2653 let path = payment_path_for_amount(500);
2655 let usage = ChannelUsage {
2657 inflight_htlc_msat: 0,
2658 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2660 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2661 let (info, _) = channel.as_directed_from(&source).unwrap();
2662 let candidate = CandidateRouteHop::PublicHop {
2664 short_channel_id: 42,
2666 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2667 let usage = ChannelUsage { amount_msat: 500, ..usage };
2668 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2669 let usage = ChannelUsage { amount_msat: 750, ..usage };
2670 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2672 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2674 let usage = ChannelUsage { amount_msat: 250, ..usage };
2675 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2676 let usage = ChannelUsage { amount_msat: 500, ..usage };
2677 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2678 let usage = ChannelUsage { amount_msat: 750, ..usage };
2679 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2683 fn sets_liquidity_upper_bound_on_failure() {
2684 let logger = TestLogger::new();
2685 let network_graph = network_graph(&logger);
2686 let params = ProbabilisticScoringFeeParameters {
2687 liquidity_penalty_multiplier_msat: 1_000,
2688 considered_impossible_penalty_msat: u64::max_value(),
2689 ..ProbabilisticScoringFeeParameters::zero_penalty()
2691 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2692 let source = source_node_id();
2693 let path = payment_path_for_amount(500);
2695 let usage = ChannelUsage {
2697 inflight_htlc_msat: 0,
2698 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2700 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2701 let (info, _) = channel.as_directed_from(&source).unwrap();
2702 let candidate = CandidateRouteHop::PublicHop {
2704 short_channel_id: 42,
2706 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2707 let usage = ChannelUsage { amount_msat: 500, ..usage };
2708 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2709 let usage = ChannelUsage { amount_msat: 750, ..usage };
2710 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2712 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2714 let usage = ChannelUsage { amount_msat: 250, ..usage };
2715 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2716 let usage = ChannelUsage { amount_msat: 500, ..usage };
2717 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2718 let usage = ChannelUsage { amount_msat: 750, ..usage };
2719 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2723 fn ignores_channels_after_removed_failed_channel() {
2724 // Previously, if we'd tried to send over a channel which was removed from the network
2725 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2726 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2727 // channels in the route, even ones which they payment never reached. This tests to ensure
2728 // we do not score such channels.
2729 let secp_ctx = Secp256k1::new();
2730 let logger = TestLogger::new();
2731 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2732 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2733 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2734 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2735 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2736 add_channel(&mut network_graph, 42, secret_a, secret_b);
2737 // Don't add the channel from B -> C.
2738 add_channel(&mut network_graph, 44, secret_c, secret_d);
2740 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2741 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2742 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2743 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2746 path_hop(pub_b, 42, 1),
2747 path_hop(pub_c, 43, 2),
2748 path_hop(pub_d, 44, 100),
2751 let node_a = NodeId::from_pubkey(&pub_a);
2752 let node_b = NodeId::from_pubkey(&pub_b);
2753 let node_c = NodeId::from_pubkey(&pub_c);
2755 let params = ProbabilisticScoringFeeParameters {
2756 liquidity_penalty_multiplier_msat: 1_000,
2757 ..ProbabilisticScoringFeeParameters::zero_penalty()
2759 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2761 let usage = ChannelUsage {
2763 inflight_htlc_msat: 0,
2764 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2766 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2767 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2768 let candidate = CandidateRouteHop::PublicHop {
2770 short_channel_id: 42,
2772 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2773 // Note that a default liquidity bound is used for B -> C as no channel exists
2774 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2775 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2776 let candidate = CandidateRouteHop::PublicHop {
2778 short_channel_id: 43,
2780 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2781 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2782 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2783 let candidate = CandidateRouteHop::PublicHop {
2785 short_channel_id: 44,
2787 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2789 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2791 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2792 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2793 let candidate = CandidateRouteHop::PublicHop {
2795 short_channel_id: 42,
2797 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2798 // Note that a default liquidity bound is used for B -> C as no channel exists
2799 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2800 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2801 let candidate = CandidateRouteHop::PublicHop {
2803 short_channel_id: 43,
2805 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2806 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2807 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2808 let candidate = CandidateRouteHop::PublicHop {
2810 short_channel_id: 44,
2812 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2816 fn reduces_liquidity_upper_bound_along_path_on_success() {
2817 let logger = TestLogger::new();
2818 let network_graph = network_graph(&logger);
2819 let params = ProbabilisticScoringFeeParameters {
2820 liquidity_penalty_multiplier_msat: 1_000,
2821 ..ProbabilisticScoringFeeParameters::zero_penalty()
2823 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2824 let source = source_node_id();
2825 let usage = ChannelUsage {
2827 inflight_htlc_msat: 0,
2828 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2830 let network_graph = network_graph.read_only().channels().clone();
2831 let channel_42 = network_graph.get(&42).unwrap();
2832 let channel_43 = network_graph.get(&43).unwrap();
2833 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2834 let candidate_41 = CandidateRouteHop::PublicHop {
2836 short_channel_id: 41,
2838 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2839 let candidate_42 = CandidateRouteHop::PublicHop {
2841 short_channel_id: 42,
2843 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2844 let candidate_43 = CandidateRouteHop::PublicHop {
2846 short_channel_id: 43,
2848 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2849 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2850 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2852 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2854 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2855 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2856 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2860 fn decays_liquidity_bounds_over_time() {
2861 let logger = TestLogger::new();
2862 let network_graph = network_graph(&logger);
2863 let params = ProbabilisticScoringFeeParameters {
2864 liquidity_penalty_multiplier_msat: 1_000,
2865 considered_impossible_penalty_msat: u64::max_value(),
2866 ..ProbabilisticScoringFeeParameters::zero_penalty()
2868 let decay_params = ProbabilisticScoringDecayParameters {
2869 liquidity_offset_half_life: Duration::from_secs(10),
2870 ..ProbabilisticScoringDecayParameters::zero_penalty()
2872 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2873 let source = source_node_id();
2875 let usage = ChannelUsage {
2877 inflight_htlc_msat: 0,
2878 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2880 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2881 let (info, _) = channel.as_directed_from(&source).unwrap();
2882 let candidate = CandidateRouteHop::PublicHop {
2884 short_channel_id: 42,
2886 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2887 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2888 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2890 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2891 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2893 // Initial penalties
2894 let usage = ChannelUsage { amount_msat: 128, ..usage };
2895 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2896 let usage = ChannelUsage { amount_msat: 256, ..usage };
2897 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2898 let usage = ChannelUsage { amount_msat: 768, ..usage };
2899 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2900 let usage = ChannelUsage { amount_msat: 896, ..usage };
2901 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2903 // Half decay (i.e., three-quarter life)
2904 SinceEpoch::advance(Duration::from_secs(5));
2905 scorer.decay_liquidity_certainty(Duration::from_secs(5));
2906 let usage = ChannelUsage { amount_msat: 128, ..usage };
2907 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2908 let usage = ChannelUsage { amount_msat: 256, ..usage };
2909 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2910 let usage = ChannelUsage { amount_msat: 768, ..usage };
2911 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2912 let usage = ChannelUsage { amount_msat: 896, ..usage };
2913 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2915 // One decay (i.e., half life)
2916 SinceEpoch::advance(Duration::from_secs(5));
2917 scorer.decay_liquidity_certainty(Duration::from_secs(10));
2918 let usage = ChannelUsage { amount_msat: 64, ..usage };
2919 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2920 let usage = ChannelUsage { amount_msat: 128, ..usage };
2921 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2922 let usage = ChannelUsage { amount_msat: 896, ..usage };
2923 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2924 let usage = ChannelUsage { amount_msat: 960, ..usage };
2925 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2927 // Fully decay liquidity lower bound.
2928 SinceEpoch::advance(Duration::from_secs(10 * 7));
2929 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 8));
2930 let usage = ChannelUsage { amount_msat: 0, ..usage };
2931 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2932 let usage = ChannelUsage { amount_msat: 1, ..usage };
2933 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2934 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2935 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2936 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2937 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2939 // Fully decay liquidity upper bound.
2940 SinceEpoch::advance(Duration::from_secs(10));
2941 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 9));
2942 let usage = ChannelUsage { amount_msat: 0, ..usage };
2943 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2944 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2945 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2947 SinceEpoch::advance(Duration::from_secs(10));
2948 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 10));
2949 let usage = ChannelUsage { amount_msat: 0, ..usage };
2950 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2951 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2952 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2956 fn decays_liquidity_bounds_without_shift_overflow() {
2957 let logger = TestLogger::new();
2958 let network_graph = network_graph(&logger);
2959 let params = ProbabilisticScoringFeeParameters {
2960 liquidity_penalty_multiplier_msat: 1_000,
2961 ..ProbabilisticScoringFeeParameters::zero_penalty()
2963 let decay_params = ProbabilisticScoringDecayParameters {
2964 liquidity_offset_half_life: Duration::from_secs(10),
2965 ..ProbabilisticScoringDecayParameters::default()
2967 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2968 let source = source_node_id();
2969 let usage = ChannelUsage {
2971 inflight_htlc_msat: 0,
2972 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2974 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2975 let (info, _) = channel.as_directed_from(&source).unwrap();
2976 let candidate = CandidateRouteHop::PublicHop {
2978 short_channel_id: 42,
2980 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2982 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
2983 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
2985 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2986 // would cause an overflow.
2987 SinceEpoch::advance(Duration::from_secs(10 * 64));
2988 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 64));
2989 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2991 SinceEpoch::advance(Duration::from_secs(10));
2992 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 65));
2993 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2997 fn restricts_liquidity_bounds_after_decay() {
2998 let logger = TestLogger::new();
2999 let network_graph = network_graph(&logger);
3000 let params = ProbabilisticScoringFeeParameters {
3001 liquidity_penalty_multiplier_msat: 1_000,
3002 ..ProbabilisticScoringFeeParameters::zero_penalty()
3004 let decay_params = ProbabilisticScoringDecayParameters {
3005 liquidity_offset_half_life: Duration::from_secs(10),
3006 ..ProbabilisticScoringDecayParameters::default()
3008 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3009 let source = source_node_id();
3010 let usage = ChannelUsage {
3012 inflight_htlc_msat: 0,
3013 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3015 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3016 let (info, _) = channel.as_directed_from(&source).unwrap();
3017 let candidate = CandidateRouteHop::PublicHop {
3019 short_channel_id: 42,
3022 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3024 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3025 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3026 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3027 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3029 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3030 SinceEpoch::advance(Duration::from_secs(10));
3031 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3032 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3034 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3035 // is closer to the upper bound, meaning a higher penalty.
3036 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3037 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3039 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3040 // is closer to the lower bound, meaning a lower penalty.
3041 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3042 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3044 // Further decaying affects the lower bound more than the upper bound (128, 928).
3045 SinceEpoch::advance(Duration::from_secs(10));
3046 scorer.decay_liquidity_certainty(Duration::from_secs(20));
3047 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3051 fn restores_persisted_liquidity_bounds() {
3052 let logger = TestLogger::new();
3053 let network_graph = network_graph(&logger);
3054 let params = ProbabilisticScoringFeeParameters {
3055 liquidity_penalty_multiplier_msat: 1_000,
3056 considered_impossible_penalty_msat: u64::max_value(),
3057 ..ProbabilisticScoringFeeParameters::zero_penalty()
3059 let decay_params = ProbabilisticScoringDecayParameters {
3060 liquidity_offset_half_life: Duration::from_secs(10),
3061 ..ProbabilisticScoringDecayParameters::default()
3063 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3064 let source = source_node_id();
3065 let usage = ChannelUsage {
3067 inflight_htlc_msat: 0,
3068 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3071 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3072 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3073 let (info, _) = channel.as_directed_from(&source).unwrap();
3074 let candidate = CandidateRouteHop::PublicHop {
3076 short_channel_id: 42,
3078 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3080 SinceEpoch::advance(Duration::from_secs(10));
3081 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3082 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3084 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3085 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3087 let mut serialized_scorer = Vec::new();
3088 scorer.write(&mut serialized_scorer).unwrap();
3090 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3091 let deserialized_scorer =
3092 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3093 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3096 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3097 let logger = TestLogger::new();
3098 let network_graph = network_graph(&logger);
3099 let params = ProbabilisticScoringFeeParameters {
3100 liquidity_penalty_multiplier_msat: 1_000,
3101 considered_impossible_penalty_msat: u64::max_value(),
3102 ..ProbabilisticScoringFeeParameters::zero_penalty()
3104 let decay_params = ProbabilisticScoringDecayParameters {
3105 liquidity_offset_half_life: Duration::from_secs(10),
3106 ..ProbabilisticScoringDecayParameters::zero_penalty()
3108 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3109 let source = source_node_id();
3110 let usage = ChannelUsage {
3112 inflight_htlc_msat: 0,
3113 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3116 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3117 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3118 let (info, _) = channel.as_directed_from(&source).unwrap();
3119 let candidate = CandidateRouteHop::PublicHop {
3121 short_channel_id: 42,
3123 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3125 if decay_before_reload {
3126 SinceEpoch::advance(Duration::from_secs(10));
3127 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3130 let mut serialized_scorer = Vec::new();
3131 scorer.write(&mut serialized_scorer).unwrap();
3133 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3134 let mut deserialized_scorer =
3135 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3136 if !decay_before_reload {
3137 SinceEpoch::advance(Duration::from_secs(10));
3138 scorer.decay_liquidity_certainty(Duration::from_secs(10));
3139 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(10));
3141 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3143 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3144 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3146 SinceEpoch::advance(Duration::from_secs(10));
3147 deserialized_scorer.decay_liquidity_certainty(Duration::from_secs(20));
3148 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3152 fn decays_persisted_liquidity_bounds() {
3153 do_decays_persisted_liquidity_bounds(false);
3154 do_decays_persisted_liquidity_bounds(true);
3158 fn scores_realistic_payments() {
3159 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3160 // 50k sat reserve).
3161 let logger = TestLogger::new();
3162 let network_graph = network_graph(&logger);
3163 let params = ProbabilisticScoringFeeParameters::default();
3164 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3165 let source = source_node_id();
3167 let usage = ChannelUsage {
3168 amount_msat: 100_000_000,
3169 inflight_htlc_msat: 0,
3170 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3172 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3173 let (info, _) = channel.as_directed_from(&source).unwrap();
3174 let candidate = CandidateRouteHop::PublicHop {
3176 short_channel_id: 42,
3178 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3179 let usage = ChannelUsage {
3180 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3182 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3183 let usage = ChannelUsage {
3184 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3186 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3187 let usage = ChannelUsage {
3188 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3190 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3191 let usage = ChannelUsage {
3192 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3194 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3195 let usage = ChannelUsage {
3196 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3198 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3199 let usage = ChannelUsage {
3200 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3202 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3203 let usage = ChannelUsage {
3204 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3206 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3207 let usage = ChannelUsage {
3208 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3210 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3211 let usage = ChannelUsage {
3212 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3214 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3215 let usage = ChannelUsage {
3216 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3218 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3222 fn adds_base_penalty_to_liquidity_penalty() {
3223 let logger = TestLogger::new();
3224 let network_graph = network_graph(&logger);
3225 let source = source_node_id();
3226 let usage = ChannelUsage {
3228 inflight_htlc_msat: 0,
3229 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3232 let params = ProbabilisticScoringFeeParameters {
3233 liquidity_penalty_multiplier_msat: 1_000,
3234 ..ProbabilisticScoringFeeParameters::zero_penalty()
3236 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3237 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3238 let (info, _) = channel.as_directed_from(&source).unwrap();
3239 let candidate = CandidateRouteHop::PublicHop {
3241 short_channel_id: 42,
3243 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3245 let params = ProbabilisticScoringFeeParameters {
3246 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3247 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3249 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3250 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3252 let params = ProbabilisticScoringFeeParameters {
3253 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3254 base_penalty_amount_multiplier_msat: (1 << 30),
3255 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3258 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3259 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3263 fn adds_amount_penalty_to_liquidity_penalty() {
3264 let logger = TestLogger::new();
3265 let network_graph = network_graph(&logger);
3266 let source = source_node_id();
3267 let usage = ChannelUsage {
3268 amount_msat: 512_000,
3269 inflight_htlc_msat: 0,
3270 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3273 let params = ProbabilisticScoringFeeParameters {
3274 liquidity_penalty_multiplier_msat: 1_000,
3275 liquidity_penalty_amount_multiplier_msat: 0,
3276 ..ProbabilisticScoringFeeParameters::zero_penalty()
3278 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3279 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3280 let (info, _) = channel.as_directed_from(&source).unwrap();
3281 let candidate = CandidateRouteHop::PublicHop {
3283 short_channel_id: 42,
3285 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3287 let params = ProbabilisticScoringFeeParameters {
3288 liquidity_penalty_multiplier_msat: 1_000,
3289 liquidity_penalty_amount_multiplier_msat: 256,
3290 ..ProbabilisticScoringFeeParameters::zero_penalty()
3292 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3293 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3297 fn calculates_log10_without_overflowing_u64_max_value() {
3298 let logger = TestLogger::new();
3299 let network_graph = network_graph(&logger);
3300 let source = source_node_id();
3301 let usage = ChannelUsage {
3302 amount_msat: u64::max_value(),
3303 inflight_htlc_msat: 0,
3304 effective_capacity: EffectiveCapacity::Infinite,
3306 let params = ProbabilisticScoringFeeParameters {
3307 liquidity_penalty_multiplier_msat: 40_000,
3308 ..ProbabilisticScoringFeeParameters::zero_penalty()
3310 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3311 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3312 let (info, _) = channel.as_directed_from(&source).unwrap();
3313 let candidate = CandidateRouteHop::PublicHop {
3315 short_channel_id: 42,
3317 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3318 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3322 fn accounts_for_inflight_htlc_usage() {
3323 let logger = TestLogger::new();
3324 let network_graph = network_graph(&logger);
3325 let params = ProbabilisticScoringFeeParameters {
3326 considered_impossible_penalty_msat: u64::max_value(),
3327 ..ProbabilisticScoringFeeParameters::zero_penalty()
3329 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3330 let source = source_node_id();
3332 let usage = ChannelUsage {
3334 inflight_htlc_msat: 0,
3335 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3337 let network_graph = network_graph.read_only();
3338 let channel = network_graph.channel(42).unwrap();
3339 let (info, _) = channel.as_directed_from(&source).unwrap();
3340 let candidate = CandidateRouteHop::PublicHop {
3342 short_channel_id: 42,
3344 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3346 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3347 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3351 fn removes_uncertainity_when_exact_liquidity_known() {
3352 let logger = TestLogger::new();
3353 let network_graph = network_graph(&logger);
3354 let params = ProbabilisticScoringFeeParameters::default();
3355 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3356 let source = source_node_id();
3358 let base_penalty_msat = params.base_penalty_msat;
3359 let usage = ChannelUsage {
3361 inflight_htlc_msat: 0,
3362 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3364 let network_graph = network_graph.read_only();
3365 let channel = network_graph.channel(42).unwrap();
3366 let (info, _) = channel.as_directed_from(&source).unwrap();
3367 let candidate = CandidateRouteHop::PublicHop {
3369 short_channel_id: 42,
3371 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3373 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3374 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3376 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3377 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3381 fn remembers_historical_failures() {
3382 let logger = TestLogger::new();
3383 let network_graph = network_graph(&logger);
3384 let params = ProbabilisticScoringFeeParameters {
3385 historical_liquidity_penalty_multiplier_msat: 1024,
3386 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3387 ..ProbabilisticScoringFeeParameters::zero_penalty()
3389 let decay_params = ProbabilisticScoringDecayParameters {
3390 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3391 historical_no_updates_half_life: Duration::from_secs(10),
3393 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3394 let source = source_node_id();
3395 let target = target_node_id();
3397 let usage = ChannelUsage {
3399 inflight_htlc_msat: 0,
3400 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3402 let usage_1 = ChannelUsage {
3404 inflight_htlc_msat: 0,
3405 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3409 let network_graph = network_graph.read_only();
3410 let channel = network_graph.channel(42).unwrap();
3411 let (info, _) = channel.as_directed_from(&source).unwrap();
3412 let candidate = CandidateRouteHop::PublicHop {
3414 short_channel_id: 42,
3417 // With no historical data the normal liquidity penalty calculation is used.
3418 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3420 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3422 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3425 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3427 let network_graph = network_graph.read_only();
3428 let channel = network_graph.channel(42).unwrap();
3429 let (info, _) = channel.as_directed_from(&source).unwrap();
3430 let candidate = CandidateRouteHop::PublicHop {
3432 short_channel_id: 42,
3435 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3436 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3438 // The "it failed" increment is 32, where the probability should lie several buckets into
3439 // the first octile.
3440 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3441 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3442 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3443 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3445 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3448 // Even after we tell the scorer we definitely have enough available liquidity, it will
3449 // still remember that there was some failure in the past, and assign a non-0 penalty.
3450 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3452 let network_graph = network_graph.read_only();
3453 let channel = network_graph.channel(42).unwrap();
3454 let (info, _) = channel.as_directed_from(&source).unwrap();
3455 let candidate = CandidateRouteHop::PublicHop {
3457 short_channel_id: 42,
3460 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3462 // The first points should be decayed just slightly and the last bucket has a new point.
3463 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3464 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3465 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3467 // The exact success probability is a bit complicated and involves integer rounding, so we
3468 // simply check bounds here.
3469 let five_hundred_prob =
3470 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3471 assert!(five_hundred_prob > 0.59);
3472 assert!(five_hundred_prob < 0.60);
3474 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3475 assert!(one_prob < 0.85);
3476 assert!(one_prob > 0.84);
3478 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3479 // gone), and check that we're back to where we started.
3480 SinceEpoch::advance(Duration::from_secs(10 * 16));
3481 scorer.decay_liquidity_certainty(Duration::from_secs(10 * 16));
3483 let network_graph = network_graph.read_only();
3484 let channel = network_graph.channel(42).unwrap();
3485 let (info, _) = channel.as_directed_from(&source).unwrap();
3486 let candidate = CandidateRouteHop::PublicHop {
3488 short_channel_id: 42,
3491 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3493 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3494 // data entirely instead.
3495 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3496 Some(([0; 32], [0; 32])));
3497 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3499 let mut usage = ChannelUsage {
3501 inflight_htlc_msat: 1024,
3502 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3504 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3506 let network_graph = network_graph.read_only();
3507 let channel = network_graph.channel(42).unwrap();
3508 let (info, _) = channel.as_directed_from(&source).unwrap();
3509 let candidate = CandidateRouteHop::PublicHop {
3511 short_channel_id: 42,
3514 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3516 let usage = ChannelUsage {
3518 inflight_htlc_msat: 0,
3519 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3521 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3524 // Advance to decay all liquidity offsets to zero.
3525 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3526 scorer.decay_liquidity_certainty(Duration::from_secs(10 * (16 + 60 * 60)));
3528 // Once even the bounds have decayed information about the channel should be removed
3530 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3533 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3534 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3536 path_hop(target_pubkey(), 43, 2),
3537 path_hop(source_pubkey(), 42, 1),
3538 path_hop(sender_pubkey(), 41, 0),
3540 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3544 fn adds_anti_probing_penalty() {
3545 let logger = TestLogger::new();
3546 let network_graph = network_graph(&logger);
3547 let source = source_node_id();
3548 let params = ProbabilisticScoringFeeParameters {
3549 anti_probing_penalty_msat: 500,
3550 ..ProbabilisticScoringFeeParameters::zero_penalty()
3552 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3554 // Check we receive no penalty for a low htlc_maximum_msat.
3555 let usage = ChannelUsage {
3556 amount_msat: 512_000,
3557 inflight_htlc_msat: 0,
3558 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3560 let network_graph = network_graph.read_only();
3561 let channel = network_graph.channel(42).unwrap();
3562 let (info, _) = channel.as_directed_from(&source).unwrap();
3563 let candidate = CandidateRouteHop::PublicHop {
3565 short_channel_id: 42,
3567 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3569 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3570 let usage = ChannelUsage {
3571 amount_msat: 512_000,
3572 inflight_htlc_msat: 0,
3573 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3575 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3577 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3578 let usage = ChannelUsage {
3579 amount_msat: 512_000,
3580 inflight_htlc_msat: 0,
3581 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3583 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3585 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3586 let usage = ChannelUsage {
3587 amount_msat: 512_000,
3588 inflight_htlc_msat: 0,
3589 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3591 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3595 fn scores_with_blinded_path() {
3596 // Make sure we'll account for a blinded path's final_value_msat in scoring
3597 let logger = TestLogger::new();
3598 let network_graph = network_graph(&logger);
3599 let params = ProbabilisticScoringFeeParameters {
3600 liquidity_penalty_multiplier_msat: 1_000,
3601 ..ProbabilisticScoringFeeParameters::zero_penalty()
3603 let decay_params = ProbabilisticScoringDecayParameters::default();
3604 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3605 let source = source_node_id();
3606 let usage = ChannelUsage {
3608 inflight_htlc_msat: 0,
3609 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3611 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3612 let (info, target) = channel.as_directed_from(&source).unwrap();
3613 let candidate = CandidateRouteHop::PublicHop {
3615 short_channel_id: 42,
3617 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3619 let mut path = payment_path_for_amount(768);
3620 let recipient_hop = path.hops.pop().unwrap();
3621 let blinded_path = BlindedPath {
3622 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3623 blinding_point: test_utils::pubkey(42),
3625 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3628 path.blinded_tail = Some(BlindedTail {
3629 hops: blinded_path.blinded_hops,
3630 blinding_point: blinded_path.blinding_point,
3631 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3632 final_value_msat: recipient_hop.fee_msat,
3635 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3636 // final value is taken into account.
3637 assert!(scorer.channel_liquidities.get(&42).is_none());
3639 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3640 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3641 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3643 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3644 .as_directed(&source, &target, 1_000);
3645 assert_eq!(liquidity.min_liquidity_msat(), 256);
3646 assert_eq!(liquidity.max_liquidity_msat(), 768);
3650 fn realistic_historical_failures() {
3651 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3652 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3654 let logger = TestLogger::new();
3655 let mut network_graph = network_graph(&logger);
3656 let params = ProbabilisticScoringFeeParameters {
3657 historical_liquidity_penalty_multiplier_msat: 1024,
3658 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3659 ..ProbabilisticScoringFeeParameters::zero_penalty()
3661 let decay_params = ProbabilisticScoringDecayParameters {
3662 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3663 historical_no_updates_half_life: Duration::from_secs(10),
3664 ..ProbabilisticScoringDecayParameters::default()
3667 let capacity_msat = 100_000_000_000;
3668 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3669 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3671 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3672 let source = source_node_id();
3674 let mut amount_msat = 10_000_000;
3675 let usage = ChannelUsage {
3677 inflight_htlc_msat: 0,
3678 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3680 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3681 let (info, target) = channel.as_directed_from(&source).unwrap();
3682 let candidate = CandidateRouteHop::PublicHop {
3684 short_channel_id: 42,
3686 // With no historical data the normal liquidity penalty calculation is used, which results
3687 // in a success probability of ~75%.
3688 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3689 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3691 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3694 // Fail to pay once, and then check the buckets and penalty.
3695 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3696 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3697 // same bucket which is the only maximum datapoint.
3698 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3699 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3700 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3701 // 6k sats and 12k sats).
3702 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3703 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3704 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3705 // The success probability estimate itself should be zero.
3706 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3709 // Now test again with the amount in the bottom bucket.
3711 // The new amount is entirely within the only minimum bucket with score, so the probability
3712 // we assign is 1/2.
3713 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3716 // ...but once we see a failure, we consider the payment to be substantially less likely,
3717 // even though not a probability of zero as we still look at the second max bucket which
3719 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3720 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3721 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3722 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3723 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3731 use criterion::Criterion;
3732 use crate::routing::router::{bench_utils, RouteHop};
3733 use crate::util::test_utils::TestLogger;
3734 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3736 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3737 let logger = TestLogger::new();
3738 let network_graph = bench_utils::read_network_graph(&logger).unwrap();
3739 let mut scorer = ProbabilisticScorer::new(Default::default(), &network_graph, &logger);
3740 // Score a number of random channels
3741 let mut seed: u64 = 0xdeadbeef;
3742 for _ in 0..100_000 {
3743 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3744 let (victim, victim_dst, amt) = {
3745 let rong = network_graph.read_only();
3746 let channels = rong.channels();
3747 let chan = channels.unordered_iter()
3748 .skip((seed as usize) % channels.len())
3750 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3751 let amt = seed % chan.1.capacity_sats.map(|c| c * 1000)
3752 .or(chan.1.one_to_two.as_ref().map(|info| info.htlc_maximum_msat))
3753 .or(chan.1.two_to_one.as_ref().map(|info| info.htlc_maximum_msat))
3754 .unwrap_or(1_000_000_000).saturating_add(1);
3755 (*chan.0, chan.1.node_two, amt)
3758 hops: vec![RouteHop {
3759 pubkey: victim_dst.as_pubkey().unwrap(),
3760 node_features: NodeFeatures::empty(),
3761 short_channel_id: victim,
3762 channel_features: ChannelFeatures::empty(),
3764 cltv_expiry_delta: 42,
3765 maybe_announced_channel: true,
3769 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3771 scorer.probe_failed(&path, victim, Duration::ZERO);
3773 scorer.probe_successful(&path, Duration::ZERO);
3776 let mut cur_time = Duration::ZERO;
3777 cur_time += Duration::from_millis(1);
3778 scorer.decay_liquidity_certainty(cur_time);
3779 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3780 cur_time += Duration::from_millis(1);
3781 scorer.decay_liquidity_certainty(cur_time);