1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::Path;
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
64 use crate::util::time::Time;
66 use crate::prelude::*;
68 use core::cell::{RefCell, RefMut};
69 use core::convert::TryInto;
70 use core::ops::{Deref, DerefMut};
71 use core::time::Duration;
72 use crate::io::{self, Read};
73 use crate::sync::{Mutex, MutexGuard};
75 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
76 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
77 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
78 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
80 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
81 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
82 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
83 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
84 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
85 /// do here by defining `Score` differently for `cfg(c_bindings)`.
86 macro_rules! define_score { ($($supertrait: path)*) => {
87 /// An interface used to score payment channels for path finding.
89 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
90 pub trait Score $(: $supertrait)* {
91 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
92 /// on a per-routefinding-call basis through to the scorer methods,
93 /// which are used to determine the parameters for the suitability of channels for use.
95 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
96 /// given channel in the direction from `source` to `target`.
98 /// The channel's capacity (less any other MPP parts that are also being considered for use in
99 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
100 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
101 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
102 /// Thus, implementations should be overflow-safe.
103 fn channel_penalty_msat(
104 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
107 /// Handles updating channel penalties after failing to route through a channel.
108 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64);
110 /// Handles updating channel penalties after successfully routing along a path.
111 fn payment_path_successful(&mut self, path: &Path);
113 /// Handles updating channel penalties after a probe over the given path failed.
114 fn probe_failed(&mut self, path: &Path, short_channel_id: u64);
116 /// Handles updating channel penalties after a probe over the given path succeeded.
117 fn probe_successful(&mut self, path: &Path);
120 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
121 type ScoreParams = S::ScoreParams;
122 fn channel_penalty_msat(
123 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &Self::ScoreParams
125 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
128 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129 self.deref_mut().payment_path_failed(path, short_channel_id)
132 fn payment_path_successful(&mut self, path: &Path) {
133 self.deref_mut().payment_path_successful(path)
136 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137 self.deref_mut().probe_failed(path, short_channel_id)
140 fn probe_successful(&mut self, path: &Path) {
141 self.deref_mut().probe_successful(path)
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
151 /// A scorer that is accessed under a lock.
153 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
154 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
155 /// implementations. Internal locking would be detrimental to route finding performance and could
156 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160 /// The [`Score`] type.
161 type Score: 'a + Score;
163 /// The locked [`Score`] type.
164 type Locked: DerefMut<Target = Self::Score> + Sized;
166 /// Returns the locked scorer.
167 fn lock(&'a self) -> Self::Locked;
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
172 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
173 /// use the Persister to persist it.
174 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
176 #[cfg(not(c_bindings))]
177 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
178 #[cfg(not(c_bindings))]
179 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
181 type Locked = MutexGuard<'a, T>;
183 fn lock(&'a self) -> Self::Locked {
184 Mutex::lock(self).unwrap()
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
191 type Locked = RefMut<'a, T>;
193 fn lock(&'a self) -> Self::Locked {
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
207 type Locked = MultiThreadedScoreLock<'a, T>;
209 fn lock(&'a self) -> Self::Locked {
210 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
215 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
216 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
217 self.lock().write(writer)
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
225 impl<T: Score> MultiThreadedLockableScore<T> {
226 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
227 pub fn new(score: T) -> Self {
228 MultiThreadedLockableScore { score: Mutex::new(score) }
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245 fn deref_mut(&mut self) -> &mut Self::Target {
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
254 fn deref(&self) -> &Self::Target {
261 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
262 #[derive(Clone, Copy, Debug, PartialEq)]
263 pub struct ChannelUsage {
264 /// The amount to send through the channel, denominated in millisatoshis.
265 pub amount_msat: u64,
267 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
268 /// as part of a multi-path payment.
269 pub inflight_htlc_msat: u64,
271 /// The effective capacity of the channel.
272 pub effective_capacity: EffectiveCapacity,
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
281 impl FixedPenaltyScorer {
282 /// Creates a new scorer using `penalty_msat`.
283 pub fn with_penalty(penalty_msat: u64) -> Self {
284 Self { penalty_msat }
288 impl Score for FixedPenaltyScorer {
289 type ScoreParams = ();
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
294 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &Path) {}
298 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &Path) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = crate::util::time::MonotonicTime;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// This is not exported to bindings users generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 decay_params: ProbabilisticScoringDecayParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringFeeParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
423 /// channel's success probability for the payment, as determined by our latest estimates of the
424 /// channel's liquidity, to determine the amount penalty.
426 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
427 /// fees plus penalty) for large payments. The penalty is computed as the product of this
428 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
429 /// success probability.
431 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
433 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
434 /// the amount will result in a penalty of the multiplier. And, as the success probability
435 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
436 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
439 /// Default value: 192 msat
440 pub liquidity_penalty_amount_multiplier_msat: u64,
442 /// A multiplier used in conjunction with the negative `log10` of the channel's success
443 /// probability for the payment, as determined based on the history of our estimates of the
444 /// channel's available liquidity, to determine a penalty.
446 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
447 /// only our latest estimate for the current liquidity available in the channel, it estimates
448 /// success probability based on the estimated liquidity available in the channel through
449 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
450 /// track which of several buckets those bounds fall into, exponentially decaying the
451 /// probability of each bucket as new samples are added.
453 /// Default value: 10,000 msat
455 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456 pub historical_liquidity_penalty_multiplier_msat: u64,
458 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
459 /// channel's success probability for the payment, as determined based on the history of our
460 /// estimates of the channel's available liquidity, to determine a penalty.
462 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
463 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
464 /// of the payment amount, weighted by the negative `log10` of the success probability.
466 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
467 /// of using only our latest estimate for the current liquidity available in the channel, it
468 /// estimates success probability based on the estimated liquidity available in the channel
469 /// through history. Specifically, every time we update our liquidity bounds on a given
470 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
471 /// the probability of each bucket as new samples are added.
473 /// Default value: 64 msat
475 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
478 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
479 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
480 /// considered during path finding.
482 /// This is not exported to bindings users
483 pub manual_node_penalties: HashMap<NodeId, u64>,
485 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
486 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
487 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
488 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
489 /// to restrict `htlc_maximum_msat` and improve privacy.
491 /// Default value: 250 msat
492 pub anti_probing_penalty_msat: u64,
494 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
495 /// current estimate of the channel's available liquidity.
497 /// Note that in this case all other penalties, including the
498 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
499 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
500 /// applicable, are still included in the overall penalty.
502 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
503 /// `u64::max_value()` will guarantee that.
505 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
507 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
508 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
509 /// [`base_penalty_msat`]: Self::base_penalty_msat
510 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
511 pub considered_impossible_penalty_msat: u64,
514 impl Default for ProbabilisticScoringFeeParameters {
515 fn default() -> Self {
517 base_penalty_msat: 500,
518 base_penalty_amount_multiplier_msat: 8192,
519 liquidity_penalty_multiplier_msat: 30_000,
520 liquidity_penalty_amount_multiplier_msat: 192,
521 manual_node_penalties: HashMap::new(),
522 anti_probing_penalty_msat: 250,
523 considered_impossible_penalty_msat: 1_0000_0000_000,
524 historical_liquidity_penalty_multiplier_msat: 10_000,
525 historical_liquidity_penalty_amount_multiplier_msat: 64,
530 impl ProbabilisticScoringFeeParameters {
531 /// Marks the node with the given `node_id` as banned,
532 /// i.e it will be avoided during path finding.
533 pub fn add_banned(&mut self, node_id: &NodeId) {
534 self.manual_node_penalties.insert(*node_id, u64::max_value());
537 /// Marks all nodes in the given list as banned, i.e.,
538 /// they will be avoided during path finding.
539 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
541 self.manual_node_penalties.insert(id, u64::max_value());
545 /// Removes the node with the given `node_id` from the list of nodes to avoid.
546 pub fn remove_banned(&mut self, node_id: &NodeId) {
547 self.manual_node_penalties.remove(node_id);
550 /// Sets a manual penalty for the given node.
551 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
552 self.manual_node_penalties.insert(*node_id, penalty);
555 /// Removes the node with the given `node_id` from the list of manual penalties.
556 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
557 self.manual_node_penalties.remove(node_id);
560 /// Clears the list of manual penalties that are applied during path finding.
561 pub fn clear_manual_penalties(&mut self) {
562 self.manual_node_penalties = HashMap::new();
567 impl ProbabilisticScoringFeeParameters {
568 fn zero_penalty() -> Self {
570 base_penalty_msat: 0,
571 base_penalty_amount_multiplier_msat: 0,
572 liquidity_penalty_multiplier_msat: 0,
573 liquidity_penalty_amount_multiplier_msat: 0,
574 historical_liquidity_penalty_multiplier_msat: 0,
575 historical_liquidity_penalty_amount_multiplier_msat: 0,
576 manual_node_penalties: HashMap::new(),
577 anti_probing_penalty_msat: 0,
578 considered_impossible_penalty_msat: 0,
583 /// Parameters for configuring [`ProbabilisticScorer`].
585 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
586 /// these decay parameters affect the score of the channel penalty and are not changed on a
587 /// per-route penalty cost call.
588 #[derive(Copy, Clone)]
589 pub struct ProbabilisticScoringDecayParameters {
590 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
591 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
592 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
594 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
596 /// Note that after 16 or more half lives all historical data will be completely gone.
598 /// Default value: 14 days
600 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601 pub historical_no_updates_half_life: Duration,
603 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
604 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
605 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
608 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
609 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
610 /// struct documentation for more info on the way the liquidity bounds are used.
612 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
613 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
614 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
616 /// Default value: 6 hours
620 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
621 /// liquidity knowledge will never decay except when the bounds cross.
622 pub liquidity_offset_half_life: Duration,
625 impl Default for ProbabilisticScoringDecayParameters {
626 fn default() -> Self {
628 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
629 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
635 impl ProbabilisticScoringDecayParameters {
636 fn zero_penalty() -> Self {
638 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
639 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
644 /// Accounting for channel liquidity balance uncertainty.
646 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
647 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
648 /// offset fields gives the opposite direction.
649 struct ChannelLiquidity<T: Time> {
650 /// Lower channel liquidity bound in terms of an offset from zero.
651 min_liquidity_offset_msat: u64,
653 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654 max_liquidity_offset_msat: u64,
656 /// Time when the liquidity bounds were last modified.
659 min_liquidity_offset_history: HistoricalBucketRangeTracker,
660 max_liquidity_offset_history: HistoricalBucketRangeTracker,
663 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
664 /// decayed with a given half life.
665 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
666 min_liquidity_offset_msat: L,
667 max_liquidity_offset_msat: L,
668 liquidity_history: HistoricalMinMaxBuckets<BRT>,
669 inflight_htlc_msat: u64,
673 decay_params: ProbabilisticScoringDecayParameters,
676 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
677 /// Creates a new scorer using the given scoring parameters for sending payments from a node
678 /// through a network graph.
679 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
684 channel_liquidities: HashMap::new(),
689 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
690 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
694 /// Dump the contents of this scorer into the configured logger.
696 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
697 /// which may be a substantial amount of log output.
698 pub fn debug_log_liquidity_stats(&self) {
701 let graph = self.network_graph.read_only();
702 for (scid, liq) in self.channel_liquidities.iter() {
703 if let Some(chan_debug) = graph.channels().get(scid) {
704 let log_direction = |source, target| {
705 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
706 let amt = directed_info.effective_capacity().as_msat();
707 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
709 let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
710 .get_decayed_buckets(now, *dir_liq.last_updated,
711 self.decay_params.historical_no_updates_half_life);
713 log_debug!(self.logger, core::concat!(
714 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
715 "\tHistorical min liquidity bucket relative probabilities:\n",
716 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
717 "\tHistorical max liquidity bucket relative probabilities:\n",
718 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
719 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
720 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
721 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
722 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
723 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
724 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
725 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
726 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
727 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
728 // Note that the liquidity buckets are an offset from the edge, so we
729 // inverse the max order to get the probabilities from zero.
730 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
731 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
732 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
733 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
734 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
735 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
736 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
737 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
739 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
743 log_direction(&chan_debug.node_one, &chan_debug.node_two);
744 log_direction(&chan_debug.node_two, &chan_debug.node_one);
746 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
751 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
752 /// channel with `scid` towards the given `target` node.
753 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
754 let graph = self.network_graph.read_only();
756 if let Some(chan) = graph.channels().get(&scid) {
757 if let Some(liq) = self.channel_liquidities.get(&scid) {
758 if let Some((directed_info, source)) = chan.as_directed_to(target) {
759 let amt = directed_info.effective_capacity().as_msat();
760 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
761 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
768 /// Query the historical estimated minimum and maximum liquidity available for sending a
769 /// payment over the channel with `scid` towards the given `target` node.
771 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
772 /// the second set describes the upper-bound liquidity history. Each bucket describes the
773 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
774 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
775 /// more recent data points are weighted more heavily than older datapoints.
777 /// Note that the range of each bucket varies by its location to provide more granular results
778 /// at the edges of a channel's capacity, where it is more likely to sit.
780 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
781 /// is calculated by dividing that bucket's value with the total value of all buckets.
783 /// For example, using a lower bucket count for illustrative purposes, a value of
784 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
785 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
786 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
787 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
789 /// Because the datapoints are decayed slowly over time, values will eventually return to
790 /// `Some(([0; 32], [0; 32]))`.
792 /// In order to fetch a single success probability from the buckets provided here, as used in
793 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
794 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
795 -> Option<([u16; 32], [u16; 32])> {
796 let graph = self.network_graph.read_only();
798 if let Some(chan) = graph.channels().get(&scid) {
799 if let Some(liq) = self.channel_liquidities.get(&scid) {
800 if let Some((directed_info, source)) = chan.as_directed_to(target) {
801 let amt = directed_info.effective_capacity().as_msat();
802 let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
804 let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
805 .get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
806 self.decay_params.historical_no_updates_half_life);
807 // Note that the liquidity buckets are an offset from the edge, so we inverse
808 // the max order to get the probabilities from zero.
809 max_buckets.reverse();
810 return Some((min_buckets, max_buckets));
817 /// Query the probability of payment success sending the given `amount_msat` over the channel
818 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
821 /// These are the same bounds as returned by
822 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
823 /// [`Self::estimated_channel_liquidity_range`]).
824 pub fn historical_estimated_payment_success_probability(
825 &self, scid: u64, target: &NodeId, amount_msat: u64)
827 let graph = self.network_graph.read_only();
829 if let Some(chan) = graph.channels().get(&scid) {
830 if let Some(liq) = self.channel_liquidities.get(&scid) {
831 if let Some((directed_info, source)) = chan.as_directed_to(target) {
832 let capacity_msat = directed_info.effective_capacity().as_msat();
833 let dir_liq = liq.as_directed(source, target, 0, capacity_msat, self.decay_params);
835 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
836 dir_liq.now, *dir_liq.last_updated,
837 self.decay_params.historical_no_updates_half_life, amount_msat, capacity_msat
838 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
846 impl<T: Time> ChannelLiquidity<T> {
850 min_liquidity_offset_msat: 0,
851 max_liquidity_offset_msat: 0,
852 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
853 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
854 last_updated: T::now(),
858 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
861 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
862 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, T, &T> {
863 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
865 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
866 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
868 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
869 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
872 DirectedChannelLiquidity {
873 min_liquidity_offset_msat,
874 max_liquidity_offset_msat,
875 liquidity_history: HistoricalMinMaxBuckets {
876 min_liquidity_offset_history,
877 max_liquidity_offset_history,
881 last_updated: &self.last_updated,
883 decay_params: decay_params,
887 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
890 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
891 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
892 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
894 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
895 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
897 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
898 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
901 DirectedChannelLiquidity {
902 min_liquidity_offset_msat,
903 max_liquidity_offset_msat,
904 liquidity_history: HistoricalMinMaxBuckets {
905 min_liquidity_offset_history,
906 max_liquidity_offset_history,
910 last_updated: &mut self.last_updated,
912 decay_params: decay_params,
917 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
919 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
921 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
922 /// ratio, as X in 1/X.
923 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
925 /// The divisor used when computing the amount penalty.
926 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
927 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
929 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity< L, BRT, T, U> {
930 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
932 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
933 let available_capacity = self.available_capacity();
934 let max_liquidity_msat = self.max_liquidity_msat();
935 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
937 let mut res = if amount_msat <= min_liquidity_msat {
939 } else if amount_msat >= max_liquidity_msat {
940 // Equivalent to hitting the else clause below with the amount equal to the effective
941 // capacity and without any certainty on the liquidity upper bound, plus the
942 // impossibility penalty.
943 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
944 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
945 score_params.liquidity_penalty_multiplier_msat,
946 score_params.liquidity_penalty_amount_multiplier_msat)
947 .saturating_add(score_params.considered_impossible_penalty_msat)
949 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
950 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
951 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
952 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
953 // don't bother trying to use the log approximation as it gets too noisy to be
954 // particularly helpful, instead just round down to 0.
957 let negative_log10_times_2048 =
958 approx::negative_log10_times_2048(numerator, denominator);
959 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
960 score_params.liquidity_penalty_multiplier_msat,
961 score_params.liquidity_penalty_amount_multiplier_msat)
965 if amount_msat >= available_capacity {
966 // We're trying to send more than the capacity, use a max penalty.
967 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
968 NEGATIVE_LOG10_UPPER_BOUND * 2048,
969 score_params.historical_liquidity_penalty_multiplier_msat,
970 score_params.historical_liquidity_penalty_amount_multiplier_msat));
974 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
975 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
976 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
977 .calculate_success_probability_times_billion(self.now, *self.last_updated,
978 self.decay_params.historical_no_updates_half_life, amount_msat, self.capacity_msat)
980 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
981 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
982 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
983 score_params.historical_liquidity_penalty_amount_multiplier_msat));
985 // If we don't have any valid points (or, once decayed, we have less than a full
986 // point), redo the non-historical calculation with no liquidity bounds tracked and
987 // the historical penalty multipliers.
988 let available_capacity = self.available_capacity();
989 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
990 let denominator = available_capacity.saturating_add(1);
991 let negative_log10_times_2048 =
992 approx::negative_log10_times_2048(numerator, denominator);
993 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
994 score_params.historical_liquidity_penalty_multiplier_msat,
995 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1002 /// Computes the liquidity penalty from the penalty multipliers.
1004 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1005 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1007 negative_log10_times_2048 =
1008 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1010 // Upper bound the liquidity penalty to ensure some channel is selected.
1011 let liquidity_penalty_msat = negative_log10_times_2048
1012 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1013 let amount_penalty_msat = negative_log10_times_2048
1014 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1015 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1017 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1020 /// Returns the lower bound of the channel liquidity balance in this direction.
1022 fn min_liquidity_msat(&self) -> u64 {
1023 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1026 /// Returns the upper bound of the channel liquidity balance in this direction.
1028 fn max_liquidity_msat(&self) -> u64 {
1029 self.available_capacity()
1030 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1033 /// Returns the capacity minus the in-flight HTLCs in this direction.
1035 fn available_capacity(&self) -> u64 {
1036 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1039 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1040 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1042 // Decay the offset by the appropriate number of half lives. If half of the next half
1043 // life has passed, approximate an additional three-quarter life to help smooth out the
1045 let elapsed_time = self.now.duration_since(*self.last_updated).as_secs();
1046 let half_decays = elapsed_time / (half_life / 2);
1047 let decays = half_decays / 2;
1048 let decayed_offset_msat = offset_msat.checked_shr(decays as u32).unwrap_or(0);
1049 if half_decays % 2 == 0 {
1052 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1054 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1062 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<L, BRT, T, U> {
1063 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1064 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1065 let existing_max_msat = self.max_liquidity_msat();
1066 if amount_msat < existing_max_msat {
1067 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1068 self.set_max_liquidity_msat(amount_msat);
1070 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1071 chan_descr, existing_max_msat, amount_msat);
1073 self.update_history_buckets();
1076 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1077 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1078 let existing_min_msat = self.min_liquidity_msat();
1079 if amount_msat > existing_min_msat {
1080 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1081 self.set_min_liquidity_msat(amount_msat);
1083 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1084 chan_descr, existing_min_msat, amount_msat);
1086 self.update_history_buckets();
1089 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1090 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1091 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1092 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1093 self.set_max_liquidity_msat(max_liquidity_msat);
1094 self.update_history_buckets();
1097 fn update_history_buckets(&mut self) {
1098 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1099 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1100 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1101 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1102 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1104 let min_liquidity_offset_msat = self.decayed_offset_msat(*self.min_liquidity_offset_msat);
1105 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1106 min_liquidity_offset_msat, self.capacity_msat
1108 let max_liquidity_offset_msat = self.decayed_offset_msat(*self.max_liquidity_offset_msat);
1109 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1110 max_liquidity_offset_msat, self.capacity_msat
1114 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1115 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1116 *self.min_liquidity_offset_msat = amount_msat;
1117 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1120 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1122 *self.last_updated = self.now;
1125 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1126 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1127 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1128 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1131 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1133 *self.last_updated = self.now;
1137 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1138 type ScoreParams = ProbabilisticScoringFeeParameters;
1139 fn channel_penalty_msat(
1140 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1142 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1146 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1147 score_params.base_penalty_amount_multiplier_msat
1148 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1150 let mut anti_probing_penalty_msat = 0;
1151 match usage.effective_capacity {
1152 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1153 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1155 if usage.amount_msat > amount_msat {
1156 return u64::max_value();
1158 return base_penalty_msat;
1161 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1162 if htlc_maximum_msat >= capacity_msat/2 {
1163 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1169 let amount_msat = usage.amount_msat;
1170 let capacity_msat = usage.effective_capacity.as_msat();
1171 let inflight_htlc_msat = usage.inflight_htlc_msat;
1172 self.channel_liquidities
1173 .get(&short_channel_id)
1174 .unwrap_or(&ChannelLiquidity::new())
1175 .as_directed(source, target, inflight_htlc_msat, capacity_msat, self.decay_params)
1176 .penalty_msat(amount_msat, score_params)
1177 .saturating_add(anti_probing_penalty_msat)
1178 .saturating_add(base_penalty_msat)
1181 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
1182 let amount_msat = path.final_value_msat();
1183 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1184 let network_graph = self.network_graph.read_only();
1185 for (hop_idx, hop) in path.hops.iter().enumerate() {
1186 let target = NodeId::from_pubkey(&hop.pubkey);
1187 let channel_directed_from_source = network_graph.channels()
1188 .get(&hop.short_channel_id)
1189 .and_then(|channel| channel.as_directed_to(&target));
1191 let at_failed_channel = hop.short_channel_id == short_channel_id;
1192 if at_failed_channel && hop_idx == 0 {
1193 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);
1196 // Only score announced channels.
1197 if let Some((channel, source)) = channel_directed_from_source {
1198 let capacity_msat = channel.effective_capacity().as_msat();
1199 if at_failed_channel {
1200 self.channel_liquidities
1201 .entry(hop.short_channel_id)
1202 .or_insert_with(ChannelLiquidity::new)
1203 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1204 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1206 self.channel_liquidities
1207 .entry(hop.short_channel_id)
1208 .or_insert_with(ChannelLiquidity::new)
1209 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1210 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1213 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).",
1214 hop.short_channel_id);
1216 if at_failed_channel { break; }
1220 fn payment_path_successful(&mut self, path: &Path) {
1221 let amount_msat = path.final_value_msat();
1222 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1223 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1224 let network_graph = self.network_graph.read_only();
1225 for hop in &path.hops {
1226 let target = NodeId::from_pubkey(&hop.pubkey);
1227 let channel_directed_from_source = network_graph.channels()
1228 .get(&hop.short_channel_id)
1229 .and_then(|channel| channel.as_directed_to(&target));
1231 // Only score announced channels.
1232 if let Some((channel, source)) = channel_directed_from_source {
1233 let capacity_msat = channel.effective_capacity().as_msat();
1234 self.channel_liquidities
1235 .entry(hop.short_channel_id)
1236 .or_insert_with(ChannelLiquidity::new)
1237 .as_directed_mut(source, &target, 0, capacity_msat, self.decay_params)
1238 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1240 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).",
1241 hop.short_channel_id);
1246 fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1247 self.payment_path_failed(path, short_channel_id)
1250 fn probe_successful(&mut self, path: &Path) {
1251 self.payment_path_failed(path, u64::max_value())
1256 const BITS: u32 = 64;
1257 const HIGHEST_BIT: u32 = BITS - 1;
1258 const LOWER_BITS: u32 = 6;
1259 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1260 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1262 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1263 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1264 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1265 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1266 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1267 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1268 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1269 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1270 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1271 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1272 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1273 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1274 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1275 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1276 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1277 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1278 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1279 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1280 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1281 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1282 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1283 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1284 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1285 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1286 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1287 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1288 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1289 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1290 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1291 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1292 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1293 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1294 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1295 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1296 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1297 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1298 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1299 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1300 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1301 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1302 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1303 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1304 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1305 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1306 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1307 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1308 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1309 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1310 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1311 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1312 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1313 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1314 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1315 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1316 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1317 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1318 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1319 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1320 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1321 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1322 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1323 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1324 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1325 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1326 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1327 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1328 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1329 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1330 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1331 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1332 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1333 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1334 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1335 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1336 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1337 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1338 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1339 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1340 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1341 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1342 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1343 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1344 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1345 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1346 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1347 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1348 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1349 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1350 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1351 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1352 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1353 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1354 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1355 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1356 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1357 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1358 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1359 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1360 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1361 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1362 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1363 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1364 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1365 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1366 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1367 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1368 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1369 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1370 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1371 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1372 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1373 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1374 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1375 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1376 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1377 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1378 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1379 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1380 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1381 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1382 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1383 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1384 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1385 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1386 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1387 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1388 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1389 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1390 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1391 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1392 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1393 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1394 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1395 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1396 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1397 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1398 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1399 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1400 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1401 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1402 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1403 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1404 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1405 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1406 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1407 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1408 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1409 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1410 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1411 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1412 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1413 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1414 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1415 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1416 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1417 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1418 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1419 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1420 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1421 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1422 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1423 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1424 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1425 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1426 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1427 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1428 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1429 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1430 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1431 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1432 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1433 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1434 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1435 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1436 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1437 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1438 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1439 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1440 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1441 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1442 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1443 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1444 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1445 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1446 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1447 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1448 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1449 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1450 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1451 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1452 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1453 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1454 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1455 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1456 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1457 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1458 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1459 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1460 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1461 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1462 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1463 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1464 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1465 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1466 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1467 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1468 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1469 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1470 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1471 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1472 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1473 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1474 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1475 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1476 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1477 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1478 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1479 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1480 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1481 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1482 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1483 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1484 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1485 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1486 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1487 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1488 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1489 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1490 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1491 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1492 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1493 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1494 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1495 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1496 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1497 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1498 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1499 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1500 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1501 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1502 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1503 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1504 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1505 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1506 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1507 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1508 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1509 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1510 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1511 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1512 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1513 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1514 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1515 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1516 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1517 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1518 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1519 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1520 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1523 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1525 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1526 // Multiply the -1 through to avoid needing to use signed numbers.
1527 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1531 fn log10_times_2048(x: u64) -> u16 {
1532 debug_assert_ne!(x, 0);
1533 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1534 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1535 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1543 fn prints_negative_log10_times_2048_lookup_table() {
1544 for msb in 0..BITS {
1545 for i in 0..LOWER_BITS_BOUND {
1546 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1547 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1548 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1550 if i % LOWER_BITS_BOUND == 0 {
1551 print!("\t\t[{}, ", log10_times_2048);
1552 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1553 println!("{}],", log10_times_2048);
1554 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1555 print!("{},\n\t\t\t", log10_times_2048);
1557 print!("{}, ", log10_times_2048);
1565 mod bucketed_history {
1568 // Because liquidity is often skewed heavily in one direction, we store historical state
1569 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1570 // must fit evenly into the buckets here.
1572 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1573 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1574 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1575 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1577 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1578 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1579 // buckets in total.
1581 const BUCKET_START_POS: [u16; 33] = [
1582 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1583 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1586 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1587 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1590 const POSITION_TICKS: u16 = 1 << 14;
1592 fn pos_to_bucket(pos: u16) -> usize {
1593 for bucket in 0..32 {
1594 if pos < BUCKET_START_POS[bucket + 1] {
1598 debug_assert!(false);
1604 fn check_bucket_maps() {
1605 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1606 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1607 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1609 let mut min_size_iter = 0;
1610 let mut legacy_bucket_iter = 0;
1611 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1612 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1613 for i in 0..*width {
1614 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1616 min_size_iter += *width;
1617 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1618 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1619 if legacy_bucket_iter + 1 < 8 {
1620 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1622 legacy_bucket_iter += 1;
1625 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1626 assert_eq!(min_size_iter, POSITION_TICKS);
1630 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1631 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1632 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1633 .try_into().unwrap_or(POSITION_TICKS)
1635 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1636 // division. This branch should only be hit in fuzz testing since the amount would
1637 // need to be over 2.88 million BTC in practice.
1638 ((amount_msat as u128) * (POSITION_TICKS as u128)
1639 / (capacity_msat as u128).saturating_add(1))
1640 .try_into().unwrap_or(POSITION_TICKS)
1642 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1643 // capacity to change due to a `channel_update` message which, if received while a payment
1644 // is in-flight, could cause this to fail. Thus, we only assert in test.
1646 debug_assert!(pos < POSITION_TICKS);
1650 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1651 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1652 /// support reading the legacy values here for backwards compatibility.
1653 pub(super) struct LegacyHistoricalBucketRangeTracker {
1657 impl LegacyHistoricalBucketRangeTracker {
1658 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1659 let mut buckets = [0; 32];
1660 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1661 let mut new_val = *legacy_bucket;
1662 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1663 new_val /= (end - start) as u16;
1664 for i in start..end {
1665 buckets[i as usize] = new_val;
1668 HistoricalBucketRangeTracker { buckets }
1672 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1673 /// in each of 32 buckets.
1674 #[derive(Clone, Copy)]
1675 pub(super) struct HistoricalBucketRangeTracker {
1679 impl HistoricalBucketRangeTracker {
1680 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1681 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1682 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1683 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1685 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1686 // the buckets for the current min and max liquidity offset positions.
1688 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1689 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1690 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1692 // In total, this allows us to track data for the last 8,000 or so payments across a given
1695 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1696 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1697 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1700 // The constants were picked experimentally, selecting a decay amount that restricts us
1701 // from overflowing buckets without having to cap them manually.
1703 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1704 if pos < POSITION_TICKS {
1705 for e in self.buckets.iter_mut() {
1706 *e = ((*e as u32) * 2047 / 2048) as u16;
1708 let bucket = pos_to_bucket(pos);
1709 self.buckets[bucket] = self.buckets[bucket].saturating_add(32);
1712 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1713 /// datapoints as we receive newer information.
1715 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1716 for e in self.buckets.iter_mut() {
1717 *e = e.checked_shr(half_lives).unwrap_or(0);
1722 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1723 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1725 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1726 /// liquidity bounds for a given channel.
1727 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1728 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1730 pub(super) min_liquidity_offset_history: D,
1731 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1733 pub(super) max_liquidity_offset_history: D,
1736 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1738 pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
1739 -> ([u16; 32], [u16; 32], u32) {
1740 let required_decays = now.duration_since(last_updated).as_secs()
1741 .checked_div(half_life.as_secs())
1742 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
1743 let mut min_buckets = *self.min_liquidity_offset_history;
1744 min_buckets.time_decay_data(required_decays);
1745 let mut max_buckets = *self.max_liquidity_offset_history;
1746 max_buckets.time_decay_data(required_decays);
1747 (min_buckets.buckets, max_buckets.buckets, required_decays)
1751 pub(super) fn calculate_success_probability_times_billion<T: Time>(
1752 &self, now: T, last_updated: T, half_life: Duration, amount_msat: u64, capacity_msat: u64)
1754 // If historical penalties are enabled, we try to calculate a probability of success
1755 // given our historical distribution of min- and max-liquidity bounds in a channel.
1756 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1757 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1758 // state). For each pair, we calculate the probability as if the bucket's corresponding
1759 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1760 // that probability by the weight of the selected buckets.
1761 let mut total_valid_points_tracked = 0;
1763 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1764 if payment_pos >= POSITION_TICKS { return None; }
1766 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
1767 // don't actually use the decayed buckets, though, as that would lose precision.
1768 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
1769 self.get_decayed_buckets(now, last_updated, half_life);
1770 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
1774 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1775 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
1776 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
1779 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
1780 // it as if we were fully decayed.
1781 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
1785 let mut cumulative_success_prob_times_billion = 0;
1786 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
1787 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
1788 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
1789 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
1790 // Note that this multiply can only barely not overflow - two 16 bit ints plus
1791 // 30 bits is 62 bits.
1792 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
1793 * 1024 * 1024 * 1024 / total_valid_points_tracked;
1794 if payment_pos >= max_bucket_end_pos {
1795 // Success probability 0, the payment amount may be above the max liquidity
1797 } else if payment_pos < min_bucket_start_pos {
1798 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1800 cumulative_success_prob_times_billion += bucket_prob_times_billion *
1801 ((max_bucket_end_pos - payment_pos) as u64) /
1802 // Add an additional one in the divisor as the payment bucket has been
1804 ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1809 Some(cumulative_success_prob_times_billion)
1813 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1815 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1817 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1818 write_tlv_fields!(w, {
1819 (0, self.channel_liquidities, required),
1825 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1826 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1829 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
1830 ) -> Result<Self, DecodeError> {
1831 let (decay_params, network_graph, logger) = args;
1832 let mut channel_liquidities = HashMap::new();
1833 read_tlv_fields!(r, {
1834 (0, channel_liquidities, required),
1840 channel_liquidities,
1845 impl<T: Time> Writeable for ChannelLiquidity<T> {
1847 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1848 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1849 write_tlv_fields!(w, {
1850 (0, self.min_liquidity_offset_msat, required),
1851 // 1 was the min_liquidity_offset_history in octile form
1852 (2, self.max_liquidity_offset_msat, required),
1853 // 3 was the max_liquidity_offset_history in octile form
1854 (4, duration_since_epoch, required),
1855 (5, Some(self.min_liquidity_offset_history), option),
1856 (7, Some(self.max_liquidity_offset_history), option),
1862 impl<T: Time> Readable for ChannelLiquidity<T> {
1864 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1865 let mut min_liquidity_offset_msat = 0;
1866 let mut max_liquidity_offset_msat = 0;
1867 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1868 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
1869 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1870 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
1871 let mut duration_since_epoch = Duration::from_secs(0);
1872 read_tlv_fields!(r, {
1873 (0, min_liquidity_offset_msat, required),
1874 (1, legacy_min_liq_offset_history, option),
1875 (2, max_liquidity_offset_msat, required),
1876 (3, legacy_max_liq_offset_history, option),
1877 (4, duration_since_epoch, required),
1878 (5, min_liquidity_offset_history, option),
1879 (7, max_liquidity_offset_history, option),
1881 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1882 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1883 // is a time from a monotonic clock usually represented as an offset against boot time).
1884 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1885 // from the one that was written. However, because `Instant` can panic if we construct one
1886 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1887 // using `Instant::now()` in that case.
1888 let wall_clock_now = T::duration_since_epoch();
1890 let last_updated = if wall_clock_now > duration_since_epoch {
1891 now - (wall_clock_now - duration_since_epoch)
1893 if min_liquidity_offset_history.is_none() {
1894 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
1895 min_liquidity_offset_history = Some(legacy_buckets.into_current());
1897 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1900 if max_liquidity_offset_history.is_none() {
1901 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
1902 max_liquidity_offset_history = Some(legacy_buckets.into_current());
1904 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1908 min_liquidity_offset_msat,
1909 max_liquidity_offset_msat,
1910 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1911 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1919 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorerUsingTime};
1920 use crate::blinded_path::{BlindedHop, BlindedPath};
1921 use crate::util::config::UserConfig;
1922 use crate::util::time::Time;
1923 use crate::util::time::tests::SinceEpoch;
1925 use crate::ln::channelmanager;
1926 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1927 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1928 use crate::routing::router::{BlindedTail, Path, RouteHop};
1929 use crate::routing::scoring::{ChannelUsage, Score};
1930 use crate::util::ser::{ReadableArgs, Writeable};
1931 use crate::util::test_utils::{self, TestLogger};
1933 use bitcoin::blockdata::constants::genesis_block;
1934 use bitcoin::hashes::Hash;
1935 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1936 use bitcoin::network::constants::Network;
1937 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1938 use core::time::Duration;
1941 fn source_privkey() -> SecretKey {
1942 SecretKey::from_slice(&[42; 32]).unwrap()
1945 fn target_privkey() -> SecretKey {
1946 SecretKey::from_slice(&[43; 32]).unwrap()
1949 fn source_pubkey() -> PublicKey {
1950 let secp_ctx = Secp256k1::new();
1951 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1954 fn target_pubkey() -> PublicKey {
1955 let secp_ctx = Secp256k1::new();
1956 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1959 fn source_node_id() -> NodeId {
1960 NodeId::from_pubkey(&source_pubkey())
1963 fn target_node_id() -> NodeId {
1964 NodeId::from_pubkey(&target_pubkey())
1967 // `ProbabilisticScorer` tests
1969 /// A probabilistic scorer for testing with time that can be manually advanced.
1970 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1972 fn sender_privkey() -> SecretKey {
1973 SecretKey::from_slice(&[41; 32]).unwrap()
1976 fn recipient_privkey() -> SecretKey {
1977 SecretKey::from_slice(&[45; 32]).unwrap()
1980 fn sender_pubkey() -> PublicKey {
1981 let secp_ctx = Secp256k1::new();
1982 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1985 fn recipient_pubkey() -> PublicKey {
1986 let secp_ctx = Secp256k1::new();
1987 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1990 fn sender_node_id() -> NodeId {
1991 NodeId::from_pubkey(&sender_pubkey())
1994 fn recipient_node_id() -> NodeId {
1995 NodeId::from_pubkey(&recipient_pubkey())
1998 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1999 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2000 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2001 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2007 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2008 node_2_key: SecretKey
2010 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2011 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2012 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2013 let secp_ctx = Secp256k1::new();
2014 let unsigned_announcement = UnsignedChannelAnnouncement {
2015 features: channelmanager::provided_channel_features(&UserConfig::default()),
2016 chain_hash: genesis_hash,
2018 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2019 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2020 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2021 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2022 excess_data: Vec::new(),
2024 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2025 let signed_announcement = ChannelAnnouncement {
2026 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2027 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2028 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2029 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2030 contents: unsigned_announcement,
2032 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2033 network_graph.update_channel_from_announcement(
2034 &signed_announcement, &chain_source).unwrap();
2035 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2036 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2040 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2041 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2043 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
2044 let secp_ctx = Secp256k1::new();
2045 let unsigned_update = UnsignedChannelUpdate {
2046 chain_hash: genesis_hash,
2050 cltv_expiry_delta: 18,
2051 htlc_minimum_msat: 0,
2054 fee_proportional_millionths: 0,
2055 excess_data: Vec::new(),
2057 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2058 let signed_update = ChannelUpdate {
2059 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2060 contents: unsigned_update,
2062 network_graph.update_channel(&signed_update).unwrap();
2065 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2066 let config = UserConfig::default();
2069 node_features: channelmanager::provided_node_features(&config),
2071 channel_features: channelmanager::provided_channel_features(&config),
2073 cltv_expiry_delta: 18,
2077 fn payment_path_for_amount(amount_msat: u64) -> Path {
2080 path_hop(source_pubkey(), 41, 1),
2081 path_hop(target_pubkey(), 42, 2),
2082 path_hop(recipient_pubkey(), 43, amount_msat),
2083 ], blinded_tail: None,
2088 fn liquidity_bounds_directed_from_lowest_node_id() {
2089 let logger = TestLogger::new();
2090 let last_updated = SinceEpoch::now();
2091 let network_graph = network_graph(&logger);
2092 let decay_params = ProbabilisticScoringDecayParameters::default();
2093 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2096 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2097 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2098 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2102 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
2103 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2104 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2106 let source = source_node_id();
2107 let target = target_node_id();
2108 let recipient = recipient_node_id();
2109 assert!(source > target);
2110 assert!(target < recipient);
2112 // Update minimum liquidity.
2114 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2115 .as_directed(&source, &target, 0, 1_000, decay_params);
2116 assert_eq!(liquidity.min_liquidity_msat(), 100);
2117 assert_eq!(liquidity.max_liquidity_msat(), 300);
2119 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2120 .as_directed(&target, &source, 0, 1_000, decay_params);
2121 assert_eq!(liquidity.min_liquidity_msat(), 700);
2122 assert_eq!(liquidity.max_liquidity_msat(), 900);
2124 scorer.channel_liquidities.get_mut(&42).unwrap()
2125 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2126 .set_min_liquidity_msat(200);
2128 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2129 .as_directed(&source, &target, 0, 1_000, decay_params);
2130 assert_eq!(liquidity.min_liquidity_msat(), 200);
2131 assert_eq!(liquidity.max_liquidity_msat(), 300);
2133 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2134 .as_directed(&target, &source, 0, 1_000, decay_params);
2135 assert_eq!(liquidity.min_liquidity_msat(), 700);
2136 assert_eq!(liquidity.max_liquidity_msat(), 800);
2138 // Update maximum liquidity.
2140 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2141 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2142 assert_eq!(liquidity.min_liquidity_msat(), 700);
2143 assert_eq!(liquidity.max_liquidity_msat(), 900);
2145 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2146 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2147 assert_eq!(liquidity.min_liquidity_msat(), 100);
2148 assert_eq!(liquidity.max_liquidity_msat(), 300);
2150 scorer.channel_liquidities.get_mut(&43).unwrap()
2151 .as_directed_mut(&target, &recipient, 0, 1_000, decay_params)
2152 .set_max_liquidity_msat(200);
2154 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2155 .as_directed(&target, &recipient, 0, 1_000, decay_params);
2156 assert_eq!(liquidity.min_liquidity_msat(), 0);
2157 assert_eq!(liquidity.max_liquidity_msat(), 200);
2159 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2160 .as_directed(&recipient, &target, 0, 1_000, decay_params);
2161 assert_eq!(liquidity.min_liquidity_msat(), 800);
2162 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2166 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2167 let logger = TestLogger::new();
2168 let last_updated = SinceEpoch::now();
2169 let network_graph = network_graph(&logger);
2170 let decay_params = ProbabilisticScoringDecayParameters::default();
2171 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2174 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2175 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2176 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2178 let source = source_node_id();
2179 let target = target_node_id();
2180 assert!(source > target);
2182 // Check initial bounds.
2183 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2184 .as_directed(&source, &target, 0, 1_000, decay_params);
2185 assert_eq!(liquidity.min_liquidity_msat(), 400);
2186 assert_eq!(liquidity.max_liquidity_msat(), 800);
2188 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2189 .as_directed(&target, &source, 0, 1_000, decay_params);
2190 assert_eq!(liquidity.min_liquidity_msat(), 200);
2191 assert_eq!(liquidity.max_liquidity_msat(), 600);
2193 // Reset from source to target.
2194 scorer.channel_liquidities.get_mut(&42).unwrap()
2195 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2196 .set_min_liquidity_msat(900);
2198 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2199 .as_directed(&source, &target, 0, 1_000, decay_params);
2200 assert_eq!(liquidity.min_liquidity_msat(), 900);
2201 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2203 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2204 .as_directed(&target, &source, 0, 1_000, decay_params);
2205 assert_eq!(liquidity.min_liquidity_msat(), 0);
2206 assert_eq!(liquidity.max_liquidity_msat(), 100);
2208 // Reset from target to source.
2209 scorer.channel_liquidities.get_mut(&42).unwrap()
2210 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2211 .set_min_liquidity_msat(400);
2213 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2214 .as_directed(&source, &target, 0, 1_000, decay_params);
2215 assert_eq!(liquidity.min_liquidity_msat(), 0);
2216 assert_eq!(liquidity.max_liquidity_msat(), 600);
2218 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2219 .as_directed(&target, &source, 0, 1_000, decay_params);
2220 assert_eq!(liquidity.min_liquidity_msat(), 400);
2221 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2225 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2226 let logger = TestLogger::new();
2227 let last_updated = SinceEpoch::now();
2228 let network_graph = network_graph(&logger);
2229 let decay_params = ProbabilisticScoringDecayParameters::default();
2230 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2233 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2234 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2235 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2237 let source = source_node_id();
2238 let target = target_node_id();
2239 assert!(source > target);
2241 // Check initial bounds.
2242 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2243 .as_directed(&source, &target, 0, 1_000, decay_params);
2244 assert_eq!(liquidity.min_liquidity_msat(), 400);
2245 assert_eq!(liquidity.max_liquidity_msat(), 800);
2247 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2248 .as_directed(&target, &source, 0, 1_000, decay_params);
2249 assert_eq!(liquidity.min_liquidity_msat(), 200);
2250 assert_eq!(liquidity.max_liquidity_msat(), 600);
2252 // Reset from source to target.
2253 scorer.channel_liquidities.get_mut(&42).unwrap()
2254 .as_directed_mut(&source, &target, 0, 1_000, decay_params)
2255 .set_max_liquidity_msat(300);
2257 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2258 .as_directed(&source, &target, 0, 1_000, decay_params);
2259 assert_eq!(liquidity.min_liquidity_msat(), 0);
2260 assert_eq!(liquidity.max_liquidity_msat(), 300);
2262 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2263 .as_directed(&target, &source, 0, 1_000, decay_params);
2264 assert_eq!(liquidity.min_liquidity_msat(), 700);
2265 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2267 // Reset from target to source.
2268 scorer.channel_liquidities.get_mut(&42).unwrap()
2269 .as_directed_mut(&target, &source, 0, 1_000, decay_params)
2270 .set_max_liquidity_msat(600);
2272 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2273 .as_directed(&source, &target, 0, 1_000, decay_params);
2274 assert_eq!(liquidity.min_liquidity_msat(), 400);
2275 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2277 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2278 .as_directed(&target, &source, 0, 1_000, decay_params);
2279 assert_eq!(liquidity.min_liquidity_msat(), 0);
2280 assert_eq!(liquidity.max_liquidity_msat(), 600);
2284 fn increased_penalty_nearing_liquidity_upper_bound() {
2285 let logger = TestLogger::new();
2286 let network_graph = network_graph(&logger);
2287 let params = ProbabilisticScoringFeeParameters {
2288 liquidity_penalty_multiplier_msat: 1_000,
2289 ..ProbabilisticScoringFeeParameters::zero_penalty()
2291 let decay_params = ProbabilisticScoringDecayParameters::default();
2292 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2293 let source = source_node_id();
2294 let target = target_node_id();
2296 let usage = ChannelUsage {
2298 inflight_htlc_msat: 0,
2299 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2301 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2302 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2303 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2304 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2305 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
2306 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2307 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2309 let usage = ChannelUsage {
2311 inflight_htlc_msat: 0,
2312 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2314 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2315 let usage = ChannelUsage { amount_msat: 256, ..usage };
2316 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2317 let usage = ChannelUsage { amount_msat: 374, ..usage };
2318 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
2319 let usage = ChannelUsage { amount_msat: 512, ..usage };
2320 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2321 let usage = ChannelUsage { amount_msat: 640, ..usage };
2322 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 425);
2323 let usage = ChannelUsage { amount_msat: 768, ..usage };
2324 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2325 let usage = ChannelUsage { amount_msat: 896, ..usage };
2326 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 902);
2330 fn constant_penalty_outside_liquidity_bounds() {
2331 let logger = TestLogger::new();
2332 let last_updated = SinceEpoch::now();
2333 let network_graph = network_graph(&logger);
2334 let params = ProbabilisticScoringFeeParameters {
2335 liquidity_penalty_multiplier_msat: 1_000,
2336 considered_impossible_penalty_msat: u64::max_value(),
2337 ..ProbabilisticScoringFeeParameters::zero_penalty()
2339 let decay_params = ProbabilisticScoringDecayParameters {
2340 ..ProbabilisticScoringDecayParameters::zero_penalty()
2342 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2345 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2346 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2347 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2349 let source = source_node_id();
2350 let target = target_node_id();
2352 let usage = ChannelUsage {
2354 inflight_htlc_msat: 0,
2355 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2357 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2358 let usage = ChannelUsage { amount_msat: 50, ..usage };
2359 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2360 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2361 let usage = ChannelUsage { amount_msat: 61, ..usage };
2362 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2366 fn does_not_further_penalize_own_channel() {
2367 let logger = TestLogger::new();
2368 let network_graph = network_graph(&logger);
2369 let params = ProbabilisticScoringFeeParameters {
2370 liquidity_penalty_multiplier_msat: 1_000,
2371 ..ProbabilisticScoringFeeParameters::zero_penalty()
2373 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2374 let sender = sender_node_id();
2375 let source = source_node_id();
2376 let usage = ChannelUsage {
2378 inflight_htlc_msat: 0,
2379 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2381 let failed_path = payment_path_for_amount(500);
2382 let successful_path = payment_path_for_amount(200);
2384 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2386 scorer.payment_path_failed(&failed_path, 41);
2387 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2389 scorer.payment_path_successful(&successful_path);
2390 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 301);
2394 fn sets_liquidity_lower_bound_on_downstream_failure() {
2395 let logger = TestLogger::new();
2396 let network_graph = network_graph(&logger);
2397 let params = ProbabilisticScoringFeeParameters {
2398 liquidity_penalty_multiplier_msat: 1_000,
2399 ..ProbabilisticScoringFeeParameters::zero_penalty()
2401 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2402 let source = source_node_id();
2403 let target = target_node_id();
2404 let path = payment_path_for_amount(500);
2406 let usage = ChannelUsage {
2408 inflight_htlc_msat: 0,
2409 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2411 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2412 let usage = ChannelUsage { amount_msat: 500, ..usage };
2413 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2414 let usage = ChannelUsage { amount_msat: 750, ..usage };
2415 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2417 scorer.payment_path_failed(&path, 43);
2419 let usage = ChannelUsage { amount_msat: 250, ..usage };
2420 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2421 let usage = ChannelUsage { amount_msat: 500, ..usage };
2422 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2423 let usage = ChannelUsage { amount_msat: 750, ..usage };
2424 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2428 fn sets_liquidity_upper_bound_on_failure() {
2429 let logger = TestLogger::new();
2430 let network_graph = network_graph(&logger);
2431 let params = ProbabilisticScoringFeeParameters {
2432 liquidity_penalty_multiplier_msat: 1_000,
2433 considered_impossible_penalty_msat: u64::max_value(),
2434 ..ProbabilisticScoringFeeParameters::zero_penalty()
2436 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2437 let source = source_node_id();
2438 let target = target_node_id();
2439 let path = payment_path_for_amount(500);
2441 let usage = ChannelUsage {
2443 inflight_htlc_msat: 0,
2444 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2446 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2447 let usage = ChannelUsage { amount_msat: 500, ..usage };
2448 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 301);
2449 let usage = ChannelUsage { amount_msat: 750, ..usage };
2450 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 602);
2452 scorer.payment_path_failed(&path, 42);
2454 let usage = ChannelUsage { amount_msat: 250, ..usage };
2455 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2456 let usage = ChannelUsage { amount_msat: 500, ..usage };
2457 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2458 let usage = ChannelUsage { amount_msat: 750, ..usage };
2459 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2463 fn ignores_channels_after_removed_failed_channel() {
2464 // Previously, if we'd tried to send over a channel which was removed from the network
2465 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2466 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2467 // channels in the route, even ones which they payment never reached. This tests to ensure
2468 // we do not score such channels.
2469 let secp_ctx = Secp256k1::new();
2470 let logger = TestLogger::new();
2471 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2472 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2473 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2474 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2475 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2476 add_channel(&mut network_graph, 42, secret_a, secret_b);
2477 // Don't add the channel from B -> C.
2478 add_channel(&mut network_graph, 44, secret_c, secret_d);
2480 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2481 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2482 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2483 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2486 path_hop(pub_b, 42, 1),
2487 path_hop(pub_c, 43, 2),
2488 path_hop(pub_d, 44, 100),
2491 let node_a = NodeId::from_pubkey(&pub_a);
2492 let node_b = NodeId::from_pubkey(&pub_b);
2493 let node_c = NodeId::from_pubkey(&pub_c);
2494 let node_d = NodeId::from_pubkey(&pub_d);
2496 let params = ProbabilisticScoringFeeParameters {
2497 liquidity_penalty_multiplier_msat: 1_000,
2498 ..ProbabilisticScoringFeeParameters::zero_penalty()
2500 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2502 let usage = ChannelUsage {
2504 inflight_htlc_msat: 0,
2505 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2507 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 128);
2508 // Note that a default liquidity bound is used for B -> C as no channel exists
2509 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2510 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2512 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2514 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, ¶ms), 80);
2515 // Note that a default liquidity bound is used for B -> C as no channel exists
2516 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage, ¶ms), 128);
2517 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, ¶ms), 128);
2521 fn reduces_liquidity_upper_bound_along_path_on_success() {
2522 let logger = TestLogger::new();
2523 let network_graph = network_graph(&logger);
2524 let params = ProbabilisticScoringFeeParameters {
2525 liquidity_penalty_multiplier_msat: 1_000,
2526 ..ProbabilisticScoringFeeParameters::zero_penalty()
2528 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2529 let sender = sender_node_id();
2530 let source = source_node_id();
2531 let target = target_node_id();
2532 let recipient = recipient_node_id();
2533 let usage = ChannelUsage {
2535 inflight_htlc_msat: 0,
2536 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2539 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2540 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 128);
2541 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 128);
2543 scorer.payment_path_successful(&payment_path_for_amount(500));
2545 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, ¶ms), 128);
2546 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2547 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, ¶ms), 300);
2551 fn decays_liquidity_bounds_over_time() {
2552 let logger = TestLogger::new();
2553 let network_graph = network_graph(&logger);
2554 let params = ProbabilisticScoringFeeParameters {
2555 liquidity_penalty_multiplier_msat: 1_000,
2556 considered_impossible_penalty_msat: u64::max_value(),
2557 ..ProbabilisticScoringFeeParameters::zero_penalty()
2559 let decay_params = ProbabilisticScoringDecayParameters {
2560 liquidity_offset_half_life: Duration::from_secs(10),
2561 ..ProbabilisticScoringDecayParameters::zero_penalty()
2563 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2564 let source = source_node_id();
2565 let target = target_node_id();
2567 let usage = ChannelUsage {
2569 inflight_htlc_msat: 0,
2570 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2572 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2573 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2574 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2576 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2577 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2579 // Initial penalties
2580 let usage = ChannelUsage { amount_msat: 128, ..usage };
2581 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2582 let usage = ChannelUsage { amount_msat: 256, ..usage };
2583 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2584 let usage = ChannelUsage { amount_msat: 768, ..usage };
2585 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2586 let usage = ChannelUsage { amount_msat: 896, ..usage };
2587 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2590 SinceEpoch::advance(Duration::from_secs(4));
2591 let usage = ChannelUsage { amount_msat: 128, ..usage };
2592 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2593 let usage = ChannelUsage { amount_msat: 256, ..usage };
2594 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 93);
2595 let usage = ChannelUsage { amount_msat: 768, ..usage };
2596 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_479);
2597 let usage = ChannelUsage { amount_msat: 896, ..usage };
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2600 // Half decay (i.e., three-quarter life)
2601 SinceEpoch::advance(Duration::from_secs(1));
2602 let usage = ChannelUsage { amount_msat: 128, ..usage };
2603 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 22);
2604 let usage = ChannelUsage { amount_msat: 256, ..usage };
2605 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 106);
2606 let usage = ChannelUsage { amount_msat: 768, ..usage };
2607 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 916);
2608 let usage = ChannelUsage { amount_msat: 896, ..usage };
2609 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2611 // One decay (i.e., half life)
2612 SinceEpoch::advance(Duration::from_secs(5));
2613 let usage = ChannelUsage { amount_msat: 64, ..usage };
2614 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2615 let usage = ChannelUsage { amount_msat: 128, ..usage };
2616 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 34);
2617 let usage = ChannelUsage { amount_msat: 896, ..usage };
2618 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1_970);
2619 let usage = ChannelUsage { amount_msat: 960, ..usage };
2620 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2622 // Fully decay liquidity lower bound.
2623 SinceEpoch::advance(Duration::from_secs(10 * 7));
2624 let usage = ChannelUsage { amount_msat: 0, ..usage };
2625 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2626 let usage = ChannelUsage { amount_msat: 1, ..usage };
2627 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2628 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2629 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2_000);
2630 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2631 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2633 // Fully decay liquidity upper bound.
2634 SinceEpoch::advance(Duration::from_secs(10));
2635 let usage = ChannelUsage { amount_msat: 0, ..usage };
2636 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2637 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2638 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2640 SinceEpoch::advance(Duration::from_secs(10));
2641 let usage = ChannelUsage { amount_msat: 0, ..usage };
2642 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
2643 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2644 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2648 fn decays_liquidity_bounds_without_shift_overflow() {
2649 let logger = TestLogger::new();
2650 let network_graph = network_graph(&logger);
2651 let params = ProbabilisticScoringFeeParameters {
2652 liquidity_penalty_multiplier_msat: 1_000,
2653 ..ProbabilisticScoringFeeParameters::zero_penalty()
2655 let decay_params = ProbabilisticScoringDecayParameters {
2656 liquidity_offset_half_life: Duration::from_secs(10),
2657 ..ProbabilisticScoringDecayParameters::default()
2659 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2660 let source = source_node_id();
2661 let target = target_node_id();
2662 let usage = ChannelUsage {
2664 inflight_htlc_msat: 0,
2665 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2667 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2669 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2670 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2672 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2673 // would cause an overflow.
2674 SinceEpoch::advance(Duration::from_secs(10 * 64));
2675 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2677 SinceEpoch::advance(Duration::from_secs(10));
2678 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 125);
2682 fn restricts_liquidity_bounds_after_decay() {
2683 let logger = TestLogger::new();
2684 let network_graph = network_graph(&logger);
2685 let params = ProbabilisticScoringFeeParameters {
2686 liquidity_penalty_multiplier_msat: 1_000,
2687 ..ProbabilisticScoringFeeParameters::zero_penalty()
2689 let decay_params = ProbabilisticScoringDecayParameters {
2690 liquidity_offset_half_life: Duration::from_secs(10),
2691 ..ProbabilisticScoringDecayParameters::default()
2693 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2694 let source = source_node_id();
2695 let target = target_node_id();
2696 let usage = ChannelUsage {
2698 inflight_htlc_msat: 0,
2699 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2702 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2704 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2705 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2706 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2707 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 281);
2709 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2710 SinceEpoch::advance(Duration::from_secs(10));
2711 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 291);
2713 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2714 // is closer to the upper bound, meaning a higher penalty.
2715 scorer.payment_path_successful(&payment_path_for_amount(64));
2716 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 331);
2718 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2719 // is closer to the lower bound, meaning a lower penalty.
2720 scorer.payment_path_failed(&payment_path_for_amount(256), 43);
2721 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 245);
2723 // Further decaying affects the lower bound more than the upper bound (128, 928).
2724 SinceEpoch::advance(Duration::from_secs(10));
2725 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 280);
2729 fn restores_persisted_liquidity_bounds() {
2730 let logger = TestLogger::new();
2731 let network_graph = network_graph(&logger);
2732 let params = ProbabilisticScoringFeeParameters {
2733 liquidity_penalty_multiplier_msat: 1_000,
2734 considered_impossible_penalty_msat: u64::max_value(),
2735 ..ProbabilisticScoringFeeParameters::zero_penalty()
2737 let decay_params = ProbabilisticScoringDecayParameters {
2738 liquidity_offset_half_life: Duration::from_secs(10),
2739 ..ProbabilisticScoringDecayParameters::default()
2741 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2742 let source = source_node_id();
2743 let target = target_node_id();
2744 let usage = ChannelUsage {
2746 inflight_htlc_msat: 0,
2747 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2750 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2751 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2753 SinceEpoch::advance(Duration::from_secs(10));
2754 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2756 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2757 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2759 let mut serialized_scorer = Vec::new();
2760 scorer.write(&mut serialized_scorer).unwrap();
2762 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2763 let deserialized_scorer =
2764 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2765 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2769 fn decays_persisted_liquidity_bounds() {
2770 let logger = TestLogger::new();
2771 let network_graph = network_graph(&logger);
2772 let params = ProbabilisticScoringFeeParameters {
2773 liquidity_penalty_multiplier_msat: 1_000,
2774 considered_impossible_penalty_msat: u64::max_value(),
2775 ..ProbabilisticScoringFeeParameters::zero_penalty()
2777 let decay_params = ProbabilisticScoringDecayParameters {
2778 liquidity_offset_half_life: Duration::from_secs(10),
2779 ..ProbabilisticScoringDecayParameters::zero_penalty()
2781 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2782 let source = source_node_id();
2783 let target = target_node_id();
2784 let usage = ChannelUsage {
2786 inflight_htlc_msat: 0,
2787 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2790 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2791 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2793 let mut serialized_scorer = Vec::new();
2794 scorer.write(&mut serialized_scorer).unwrap();
2796 SinceEpoch::advance(Duration::from_secs(10));
2798 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2799 let deserialized_scorer =
2800 <ProbabilisticScorer>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
2801 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 473);
2803 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2804 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2806 SinceEpoch::advance(Duration::from_secs(10));
2807 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 365);
2811 fn scores_realistic_payments() {
2812 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2813 // 50k sat reserve).
2814 let logger = TestLogger::new();
2815 let network_graph = network_graph(&logger);
2816 let params = ProbabilisticScoringFeeParameters::default();
2817 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2818 let source = source_node_id();
2819 let target = target_node_id();
2821 let usage = ChannelUsage {
2822 amount_msat: 100_000_000,
2823 inflight_htlc_msat: 0,
2824 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2826 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 4375);
2827 let usage = ChannelUsage {
2828 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2830 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2739);
2831 let usage = ChannelUsage {
2832 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2834 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2236);
2835 let usage = ChannelUsage {
2836 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2838 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1983);
2839 let usage = ChannelUsage {
2840 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2842 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1637);
2843 let usage = ChannelUsage {
2844 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2846 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1606);
2847 let usage = ChannelUsage {
2848 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2850 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1331);
2851 let usage = ChannelUsage {
2852 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2854 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1387);
2855 let usage = ChannelUsage {
2856 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2858 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1379);
2859 let usage = ChannelUsage {
2860 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2862 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1363);
2863 let usage = ChannelUsage {
2864 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2866 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 1355);
2870 fn adds_base_penalty_to_liquidity_penalty() {
2871 let logger = TestLogger::new();
2872 let network_graph = network_graph(&logger);
2873 let source = source_node_id();
2874 let target = target_node_id();
2875 let usage = ChannelUsage {
2877 inflight_htlc_msat: 0,
2878 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2881 let params = ProbabilisticScoringFeeParameters {
2882 liquidity_penalty_multiplier_msat: 1_000,
2883 ..ProbabilisticScoringFeeParameters::zero_penalty()
2885 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2886 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 58);
2888 let params = ProbabilisticScoringFeeParameters {
2889 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2890 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2892 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2893 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558);
2895 let params = ProbabilisticScoringFeeParameters {
2896 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2897 base_penalty_amount_multiplier_msat: (1 << 30),
2898 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2901 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2902 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 558 + 128);
2906 fn adds_amount_penalty_to_liquidity_penalty() {
2907 let logger = TestLogger::new();
2908 let network_graph = network_graph(&logger);
2909 let source = source_node_id();
2910 let target = target_node_id();
2911 let usage = ChannelUsage {
2912 amount_msat: 512_000,
2913 inflight_htlc_msat: 0,
2914 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2917 let params = ProbabilisticScoringFeeParameters {
2918 liquidity_penalty_multiplier_msat: 1_000,
2919 liquidity_penalty_amount_multiplier_msat: 0,
2920 ..ProbabilisticScoringFeeParameters::zero_penalty()
2922 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2923 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
2925 let params = ProbabilisticScoringFeeParameters {
2926 liquidity_penalty_multiplier_msat: 1_000,
2927 liquidity_penalty_amount_multiplier_msat: 256,
2928 ..ProbabilisticScoringFeeParameters::zero_penalty()
2930 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2931 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 337);
2935 fn calculates_log10_without_overflowing_u64_max_value() {
2936 let logger = TestLogger::new();
2937 let network_graph = network_graph(&logger);
2938 let source = source_node_id();
2939 let target = target_node_id();
2940 let usage = ChannelUsage {
2941 amount_msat: u64::max_value(),
2942 inflight_htlc_msat: 0,
2943 effective_capacity: EffectiveCapacity::Infinite,
2946 let params = ProbabilisticScoringFeeParameters {
2947 liquidity_penalty_multiplier_msat: 40_000,
2948 ..ProbabilisticScoringFeeParameters::zero_penalty()
2950 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
2951 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2952 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 80_000);
2956 fn accounts_for_inflight_htlc_usage() {
2957 let logger = TestLogger::new();
2958 let network_graph = network_graph(&logger);
2959 let params = ProbabilisticScoringFeeParameters {
2960 considered_impossible_penalty_msat: u64::max_value(),
2961 ..ProbabilisticScoringFeeParameters::zero_penalty()
2963 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2964 let source = source_node_id();
2965 let target = target_node_id();
2967 let usage = ChannelUsage {
2969 inflight_htlc_msat: 0,
2970 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2972 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2974 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2975 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
2979 fn removes_uncertainity_when_exact_liquidity_known() {
2980 let logger = TestLogger::new();
2981 let network_graph = network_graph(&logger);
2982 let params = ProbabilisticScoringFeeParameters::default();
2983 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2984 let source = source_node_id();
2985 let target = target_node_id();
2987 let base_penalty_msat = params.base_penalty_msat;
2988 let usage = ChannelUsage {
2990 inflight_htlc_msat: 0,
2991 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2993 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2995 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2996 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), base_penalty_msat);
2998 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2999 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), u64::max_value());
3003 fn remembers_historical_failures() {
3004 let logger = TestLogger::new();
3005 let network_graph = network_graph(&logger);
3006 let params = ProbabilisticScoringFeeParameters {
3007 historical_liquidity_penalty_multiplier_msat: 1024,
3008 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3009 ..ProbabilisticScoringFeeParameters::zero_penalty()
3011 let decay_params = ProbabilisticScoringDecayParameters {
3012 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3013 historical_no_updates_half_life: Duration::from_secs(10),
3015 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3016 let source = source_node_id();
3017 let target = target_node_id();
3019 let usage = ChannelUsage {
3021 inflight_htlc_msat: 0,
3022 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3024 let usage_1 = ChannelUsage {
3026 inflight_htlc_msat: 0,
3027 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3030 // With no historical data the normal liquidity penalty calculation is used.
3031 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3032 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3034 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3037 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3038 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3039 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, ¶ms), 128);
3040 // The "it failed" increment is 32, where the probability should lie several buckets into
3041 // the first octile.
3042 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3043 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3044 [0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3045 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1)
3047 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3050 // Even after we tell the scorer we definitely have enough available liquidity, it will
3051 // still remember that there was some failure in the past, and assign a non-0 penalty.
3052 scorer.payment_path_failed(&payment_path_for_amount(1000), 43);
3053 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 198);
3054 // The first points should be decayed just slightly and the last bucket has a new point.
3055 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3056 Some(([31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32, 0, 0, 0, 0, 0],
3057 [0, 0, 0, 0, 0, 0, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 32])));
3059 // The exact success probability is a bit complicated and involves integer rounding, so we
3060 // simply check bounds here.
3061 let five_hundred_prob =
3062 scorer.historical_estimated_payment_success_probability(42, &target, 500).unwrap();
3063 assert!(five_hundred_prob > 0.5);
3064 assert!(five_hundred_prob < 0.52);
3066 scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3067 assert!(one_prob < 0.95);
3068 assert!(one_prob > 0.90);
3070 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3071 // gone), and check that we're back to where we started.
3072 SinceEpoch::advance(Duration::from_secs(10 * 16));
3073 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 47);
3074 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3075 // data entirely instead.
3076 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3077 Some(([0; 32], [0; 32])));
3078 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
3080 let mut usage = ChannelUsage {
3082 inflight_htlc_msat: 1024,
3083 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3085 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3086 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 2048);
3087 usage.inflight_htlc_msat = 0;
3088 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 409);
3090 let usage = ChannelUsage {
3092 inflight_htlc_msat: 0,
3093 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3095 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, ¶ms), 2048);
3097 // Advance to decay all liquidity offsets to zero.
3098 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3100 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3101 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3103 path_hop(target_pubkey(), 43, 2),
3104 path_hop(source_pubkey(), 42, 1),
3105 path_hop(sender_pubkey(), 41, 0),
3107 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3111 fn adds_anti_probing_penalty() {
3112 let logger = TestLogger::new();
3113 let network_graph = network_graph(&logger);
3114 let source = source_node_id();
3115 let target = target_node_id();
3116 let params = ProbabilisticScoringFeeParameters {
3117 anti_probing_penalty_msat: 500,
3118 ..ProbabilisticScoringFeeParameters::zero_penalty()
3120 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3122 // Check we receive no penalty for a low htlc_maximum_msat.
3123 let usage = ChannelUsage {
3124 amount_msat: 512_000,
3125 inflight_htlc_msat: 0,
3126 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3128 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3130 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3131 let usage = ChannelUsage {
3132 amount_msat: 512_000,
3133 inflight_htlc_msat: 0,
3134 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3136 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3138 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3139 let usage = ChannelUsage {
3140 amount_msat: 512_000,
3141 inflight_htlc_msat: 0,
3142 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3144 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 500);
3146 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3147 let usage = ChannelUsage {
3148 amount_msat: 512_000,
3149 inflight_htlc_msat: 0,
3150 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3152 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3156 fn scores_with_blinded_path() {
3157 // Make sure we'll account for a blinded path's final_value_msat in scoring
3158 let logger = TestLogger::new();
3159 let network_graph = network_graph(&logger);
3160 let params = ProbabilisticScoringFeeParameters {
3161 liquidity_penalty_multiplier_msat: 1_000,
3162 ..ProbabilisticScoringFeeParameters::zero_penalty()
3164 let decay_params = ProbabilisticScoringDecayParameters::default();
3165 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3166 let source = source_node_id();
3167 let target = target_node_id();
3168 let usage = ChannelUsage {
3170 inflight_htlc_msat: 0,
3171 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3173 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 300);
3175 let mut path = payment_path_for_amount(768);
3176 let recipient_hop = path.hops.pop().unwrap();
3177 let blinded_path = BlindedPath {
3178 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3179 blinding_point: test_utils::pubkey(42),
3181 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3184 path.blinded_tail = Some(BlindedTail {
3185 hops: blinded_path.blinded_hops,
3186 blinding_point: blinded_path.blinding_point,
3187 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3188 final_value_msat: recipient_hop.fee_msat,
3191 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3192 // final value is taken into account.
3193 assert!(scorer.channel_liquidities.get(&42).is_none());
3195 scorer.payment_path_failed(&path, 42);
3196 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3197 scorer.payment_path_failed(&path, 43);
3199 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3200 .as_directed(&source, &target, 0, 1_000, decay_params);
3201 assert_eq!(liquidity.min_liquidity_msat(), 256);
3202 assert_eq!(liquidity.max_liquidity_msat(), 768);
3206 fn realistic_historical_failures() {
3207 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3208 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3210 let logger = TestLogger::new();
3211 let mut network_graph = network_graph(&logger);
3212 let params = ProbabilisticScoringFeeParameters {
3213 historical_liquidity_penalty_multiplier_msat: 1024,
3214 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3215 ..ProbabilisticScoringFeeParameters::zero_penalty()
3217 let decay_params = ProbabilisticScoringDecayParameters {
3218 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3219 historical_no_updates_half_life: Duration::from_secs(10),
3220 ..ProbabilisticScoringDecayParameters::default()
3223 let capacity_msat = 100_000_000_000;
3224 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3225 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3227 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3228 let source = source_node_id();
3229 let target = target_node_id();
3231 let mut amount_msat = 10_000_000;
3232 let usage = ChannelUsage {
3234 inflight_htlc_msat: 0,
3235 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3237 // With no historical data the normal liquidity penalty calculation is used, which in this
3238 // case is diminuitively low.
3239 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms), 0);
3240 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3242 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3245 // Fail to pay once, and then check the buckets and penalty.
3246 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3247 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3248 // same bucket which is the only maximum datapoint.
3249 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, ¶ms),
3250 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3251 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3252 // 6k sats and 12k sats).
3253 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3254 Some(([32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3255 [0, 32, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3256 // The success probability estimate itself should be zero.
3257 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3260 // Now test again with the amount in the bottom bucket.
3262 // The new amount is entirely within the only minimum bucket with score, so the probability
3263 // we assign is 1/2.
3264 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat),
3267 // ...but once we see a failure, we consider the payment to be substantially less likely,
3268 // even though not a probability of zero as we still look at the second max bucket which
3270 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42);
3271 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3272 Some(([63, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
3273 [32, 31, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0])));
3274 assert!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat)
3276 assert!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat)