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