fda73117979e581bb84bc7f5fbe9cf99e6c421f0
[rust-lightning] / lightning / src / routing / scoring.rs
1 // This file is Copyright its original authors, visible in version control
2 // history.
3 //
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
8 // licenses.
9
10 //! Utilities for scoring payment channels.
11 //!
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
14 //!
15 //! # Example
16 //!
17 //! ```
18 //! # extern crate bitcoin;
19 //! #
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;
26 //! #
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! #     fn log(&self, record: &Record) { unimplemented!() }
30 //! # }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
33 //! #
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);
38 //!
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //!     liquidity_penalty_multiplier_msat: 2 * 1000,
42 //!     ..ProbabilisticScoringFeeParameters::default()
43 //! };
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
47 //!
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &params, &random_seed_bytes);
49 //! # }
50 //! ```
51 //!
52 //! # Note
53 //!
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
56 //!
57 //! [`find_route`]: crate::routing::router::find_route
58
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;
65
66 use crate::prelude::*;
67 use core::{cmp, fmt};
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};
74
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`.
79 ///
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.
88 ///
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.
94         type ScoreParams;
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`.
97         ///
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
105         ) -> u64;
106
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);
109
110         /// Handles updating channel penalties after successfully routing along a path.
111         fn payment_path_successful(&mut self, path: &Path);
112
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);
115
116         /// Handles updating channel penalties after a probe over the given path succeeded.
117         fn probe_successful(&mut self, path: &Path);
118 }
119
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
124         ) -> u64 {
125                 self.deref().channel_penalty_msat(short_channel_id, source, target, usage, score_params)
126         }
127
128         fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64) {
129                 self.deref_mut().payment_path_failed(path, short_channel_id)
130         }
131
132         fn payment_path_successful(&mut self, path: &Path) {
133                 self.deref_mut().payment_path_successful(path)
134         }
135
136         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
137                 self.deref_mut().probe_failed(path, short_channel_id)
138         }
139
140         fn probe_successful(&mut self, path: &Path) {
141                 self.deref_mut().probe_successful(path)
142         }
143 }
144 } }
145
146 #[cfg(c_bindings)]
147 define_score!(Writeable);
148 #[cfg(not(c_bindings))]
149 define_score!();
150
151 /// A scorer that is accessed under a lock.
152 ///
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.
157 ///
158 /// [`find_route`]: crate::routing::router::find_route
159 pub trait LockableScore<'a> {
160         /// The [`Score`] type.
161         type Score: 'a + Score;
162
163         /// The locked [`Score`] type.
164         type Locked: DerefMut<Target = Self::Score> + Sized;
165
166         /// Returns the locked scorer.
167         fn lock(&'a self) -> Self::Locked;
168 }
169
170 /// Refers to a scorer that is accessible under lock and also writeable to disk
171 ///
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 {}
175
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> {
180         type Score = T;
181         type Locked = MutexGuard<'a, T>;
182
183         fn lock(&'a self) -> Self::Locked {
184                 Mutex::lock(self).unwrap()
185         }
186 }
187
188 #[cfg(not(c_bindings))]
189 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
190         type Score = T;
191         type Locked = RefMut<'a, T>;
192
193         fn lock(&'a self) -> Self::Locked {
194                 self.borrow_mut()
195         }
196 }
197
198 #[cfg(c_bindings)]
199 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
200 pub struct MultiThreadedLockableScore<T: Score> {
201         score: Mutex<T>,
202 }
203
204 #[cfg(c_bindings)]
205 impl<'a, T: 'a + Score> LockableScore<'a> for MultiThreadedLockableScore<T> {
206         type Score = T;
207         type Locked = MultiThreadedScoreLock<'a, T>;
208
209         fn lock(&'a self) -> Self::Locked {
210                 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
211         }
212 }
213
214 #[cfg(c_bindings)]
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)
218         }
219 }
220
221 #[cfg(c_bindings)]
222 impl<'a, T: 'a + Score> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
223
224 #[cfg(c_bindings)]
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) }
229         }
230 }
231
232 #[cfg(c_bindings)]
233 /// A locked `MultiThreadedLockableScore`.
234 pub struct MultiThreadedScoreLock<'a, T: Score>(MutexGuard<'a, T>);
235
236 #[cfg(c_bindings)]
237 impl<'a, T: 'a + Score> Writeable for MultiThreadedScoreLock<'a, T> {
238         fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
239                 self.0.write(writer)
240         }
241 }
242
243 #[cfg(c_bindings)]
244 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLock<'a, T> {
245     fn deref_mut(&mut self) -> &mut Self::Target {
246         self.0.deref_mut()
247     }
248 }
249
250 #[cfg(c_bindings)]
251 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLock<'a, T> {
252         type Target = T;
253
254     fn deref(&self) -> &Self::Target {
255         self.0.deref()
256     }
257 }
258
259
260
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,
266
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,
270
271         /// The effective capacity of the channel.
272         pub effective_capacity: EffectiveCapacity,
273 }
274
275 #[derive(Clone)]
276 /// [`Score`] implementation that uses a fixed penalty.
277 pub struct FixedPenaltyScorer {
278         penalty_msat: u64,
279 }
280
281 impl FixedPenaltyScorer {
282         /// Creates a new scorer using `penalty_msat`.
283         pub fn with_penalty(penalty_msat: u64) -> Self {
284                 Self { penalty_msat }
285         }
286 }
287
288 impl Score for FixedPenaltyScorer {
289         type ScoreParams = ();
290         fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
291                 self.penalty_msat
292         }
293
294         fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
295
296         fn payment_path_successful(&mut self, _path: &Path) {}
297
298         fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64) {}
299
300         fn probe_successful(&mut self, _path: &Path) {}
301 }
302
303 impl Writeable for FixedPenaltyScorer {
304         #[inline]
305         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306                 write_tlv_fields!(w, {});
307                 Ok(())
308         }
309 }
310
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
312         #[inline]
313         fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314                 read_tlv_fields!(r, {});
315                 Ok(Self { penalty_msat })
316         }
317 }
318
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;
325
326 /// [`Score`] implementation using channel success probability distributions.
327 ///
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.
332 ///
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)`).
336 ///
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.
342 ///
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
344 ///
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
349 /// bounds.
350 ///
351 /// # Note
352 ///
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
354 /// behavior.
355 ///
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>;
363
364 /// Probabilistic [`Score`] implementation.
365 ///
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,
370         network_graph: G,
371         logger: L,
372         // TODO: Remove entries of closed channels.
373         channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
374 }
375
376 /// Parameters for configuring [`ProbabilisticScorer`].
377 ///
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).
380 ///
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
382 /// parameters here.
383 #[derive(Clone)]
384 pub struct ProbabilisticScoringFeeParameters {
385         /// A fixed penalty in msats to apply to each channel.
386         ///
387         /// Default value: 500 msat
388         pub base_penalty_msat: u64,
389
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`].
392         ///
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.
396         ///
397         /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
398         ///
399         /// Default value: 8,192 msat
400         ///
401         /// [`base_penalty_msat`]: Self::base_penalty_msat
402         pub base_penalty_amount_multiplier_msat: u64,
403
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.
407         ///
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.
414         ///
415         /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
416         ///
417         /// Default value: 30,000 msat
418         ///
419         /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
420         pub liquidity_penalty_multiplier_msat: u64,
421
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.
425         ///
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.
430         ///
431         /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
432         ///
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
437         /// fall below `1`.
438         ///
439         /// Default value: 192 msat
440         pub liquidity_penalty_amount_multiplier_msat: u64,
441
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.
445         ///
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.
452         ///
453         /// Default value: 10,000 msat
454         ///
455         /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
456         pub historical_liquidity_penalty_multiplier_msat: u64,
457
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.
461         ///
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.
465         ///
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.
472         ///
473         /// Default value: 64 msat
474         ///
475         /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
476         pub historical_liquidity_penalty_amount_multiplier_msat: u64,
477
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.
481         ///
482         /// This is not exported to bindings users
483         pub manual_node_penalties: HashMap<NodeId, u64>,
484
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.
490         ///
491         /// Default value: 250 msat
492         pub anti_probing_penalty_msat: u64,
493
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.
496         ///
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.
501         ///
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.
504         ///
505         /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
506         ///
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,
512 }
513
514 impl Default for ProbabilisticScoringFeeParameters {
515         fn default() -> Self {
516                 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,
526                 }
527         }
528 }
529
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());
535         }
536
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>) {
540                 for id in node_ids {
541                         self.manual_node_penalties.insert(id, u64::max_value());
542                 }
543         }
544
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);
548         }
549
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);
553         }
554
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);
558         }
559
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();
563         }
564 }
565
566 #[cfg(test)]
567 impl ProbabilisticScoringFeeParameters {
568         fn zero_penalty() -> Self {
569                 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,
579                 }
580         }
581 }
582
583 /// Parameters for configuring [`ProbabilisticScorer`].
584 ///
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
593         /// decayed by half.
594         /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
595         ///
596         /// Note that after 16 or more half lives all historical data will be completely gone.
597         ///
598         /// Default value: 14 days
599         ///
600         /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorerUsingTime::historical_estimated_channel_liquidity_probabilities
601         pub historical_no_updates_half_life: Duration,
602
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
606         /// capacity.
607         ///
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.
611         ///
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.
615         ///
616         /// Default value: 6 hours
617         ///
618         /// # Note
619         ///
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,
623 }
624
625 impl Default for ProbabilisticScoringDecayParameters {
626         fn default() -> Self {
627                 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),
630                 }
631         }
632 }
633
634 #[cfg(test)]
635 impl ProbabilisticScoringDecayParameters {
636         fn zero_penalty() -> Self {
637                 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),
640                 }
641         }
642 }
643
644 /// Accounting for channel liquidity balance uncertainty.
645 ///
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,
652
653         /// Upper channel liquidity bound in terms of an offset from the effective capacity.
654         max_liquidity_offset_msat: u64,
655
656         /// Time when the liquidity bounds were last modified.
657         last_updated: T,
658
659         min_liquidity_offset_history: HistoricalBucketRangeTracker,
660         max_liquidity_offset_history: HistoricalBucketRangeTracker,
661 }
662
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,
670         capacity_msat: u64,
671         last_updated: U,
672         now: T,
673         decay_params: ProbabilisticScoringDecayParameters,
674 }
675
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 {
680                 Self {
681                         decay_params,
682                         network_graph,
683                         logger,
684                         channel_liquidities: HashMap::new(),
685                 }
686         }
687
688         #[cfg(test)]
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());
691                 self
692         }
693
694         /// Dump the contents of this scorer into the configured logger.
695         ///
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) {
699                 let now = T::now();
700
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);
708
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);
712
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]);
738                                         } else {
739                                                 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
740                                         }
741                                 };
742
743                                 log_direction(&chan_debug.node_one, &chan_debug.node_two);
744                                 log_direction(&chan_debug.node_two, &chan_debug.node_one);
745                         } else {
746                                 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
747                         }
748                 }
749         }
750
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();
755
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()));
762                                 }
763                         }
764                 }
765                 None
766         }
767
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.
770         ///
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.
776         ///
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.
779         ///
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.
782         ///
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.
788         ///
789         /// Because the datapoints are decayed slowly over time, values will eventually return to
790         /// `Some(([0; 32], [0; 32]))`.
791         ///
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();
797
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);
803
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));
811                                 }
812                         }
813                 }
814                 None
815         }
816
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
819         /// bounds.
820         ///
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)
826         -> Option<f64> {
827                 let graph = self.network_graph.read_only();
828
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);
834
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);
839                                 }
840                         }
841                 }
842                 None
843         }
844 }
845
846 impl<T: Time> ChannelLiquidity<T> {
847         #[inline]
848         fn new() -> Self {
849                 Self {
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(),
855                 }
856         }
857
858         /// Returns a view of the channel liquidity directed from `source` to `target` assuming
859         /// `capacity_msat`.
860         fn as_directed(
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) =
864                         if source < target {
865                                 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
866                                         &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
867                         } else {
868                                 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
869                                         &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
870                         };
871
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,
878                         },
879                         inflight_htlc_msat,
880                         capacity_msat,
881                         last_updated: &self.last_updated,
882                         now: T::now(),
883                         decay_params: decay_params,
884                 }
885         }
886
887         /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
888         /// `capacity_msat`.
889         fn as_directed_mut(
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) =
893                         if source < target {
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)
896                         } else {
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)
899                         };
900
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,
907                         },
908                         inflight_htlc_msat,
909                         capacity_msat,
910                         last_updated: &mut self.last_updated,
911                         now: T::now(),
912                         decay_params: decay_params,
913                 }
914         }
915 }
916
917 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
918 /// probabilities.
919 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
920
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;
924
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;
928
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
931         /// this direction.
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);
936
937                 let mut res = if amount_msat <= min_liquidity_msat {
938                         0
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)
948                 } else {
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.
955                                 0
956                         } else {
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)
962                         }
963                 };
964
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));
971                         return res;
972                 }
973
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)
979                         {
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));
984                         } else {
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));
996                         }
997                 }
998
999                 res
1000         }
1001
1002         /// Computes the liquidity penalty from the penalty multipliers.
1003         #[inline(always)]
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,
1006         ) -> u64 {
1007                 negative_log10_times_2048 =
1008                         negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1009
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;
1016
1017                 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1018         }
1019
1020         /// Returns the lower bound of the channel liquidity balance in this direction.
1021         #[inline(always)]
1022         fn min_liquidity_msat(&self) -> u64 {
1023                 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1024         }
1025
1026         /// Returns the upper bound of the channel liquidity balance in this direction.
1027         #[inline(always)]
1028         fn max_liquidity_msat(&self) -> u64 {
1029                 self.available_capacity()
1030                         .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1031         }
1032
1033         /// Returns the capacity minus the in-flight HTLCs in this direction.
1034         #[inline(always)]
1035         fn available_capacity(&self) -> u64 {
1036                 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1037         }
1038
1039         fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1040                 let half_life = self.decay_params.liquidity_offset_half_life.as_secs();
1041                 if half_life != 0 {
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
1044                         // decay.
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 {
1050                                 decayed_offset_msat
1051                         } else {
1052                                 // 11_585 / 16_384 ~= core::f64::consts::FRAC_1_SQRT_2
1053                                 // 16_384 == 2^14
1054                                 (decayed_offset_msat as u128 * 11_585 / 16_384) as u64
1055                         }
1056                 } else {
1057                         0
1058                 }
1059         }
1060 }
1061
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);
1069                 } else {
1070                         log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1071                                 chan_descr, existing_max_msat, amount_msat);
1072                 }
1073                 self.update_history_buckets();
1074         }
1075
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);
1082                 } else {
1083                         log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1084                                 chan_descr, existing_min_msat, amount_msat);
1085                 }
1086                 self.update_history_buckets();
1087         }
1088
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();
1095         }
1096
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);
1103
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
1107                 );
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
1111                 );
1112         }
1113
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() {
1118                         0
1119                 } else {
1120                         self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1121                 };
1122                 *self.last_updated = self.now;
1123         }
1124
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() {
1129                         0
1130                 } else {
1131                         self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1132                 };
1133                 *self.last_updated = self.now;
1134         }
1135 }
1136
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
1141         ) -> u64 {
1142                 if let Some(penalty) = score_params.manual_node_penalties.get(target) {
1143                         return *penalty;
1144                 }
1145
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);
1149
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 } =>
1154                         {
1155                                 if usage.amount_msat > amount_msat {
1156                                         return u64::max_value();
1157                                 } else {
1158                                         return base_penalty_msat;
1159                                 }
1160                         },
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;
1164                                 }
1165                         },
1166                         _ => {},
1167                 }
1168
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)
1179         }
1180
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));
1190
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);
1194                         }
1195
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);
1205                                 } else {
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);
1211                                 }
1212                         } else {
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);
1215                         }
1216                         if at_failed_channel { break; }
1217                 }
1218         }
1219
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));
1230
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);
1239                         } else {
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);
1242                         }
1243                 }
1244         }
1245
1246         fn probe_failed(&mut self, path: &Path, short_channel_id: u64) {
1247                 self.payment_path_failed(path, short_channel_id)
1248         }
1249
1250         fn probe_successful(&mut self, path: &Path) {
1251                 self.payment_path_failed(path, u64::max_value())
1252         }
1253 }
1254
1255 mod approx {
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;
1261
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],
1521         ];
1522
1523         /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1524         #[inline]
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
1528         }
1529
1530         #[inline]
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]
1536         }
1537
1538         #[cfg(test)]
1539         mod tests {
1540                 use super::*;
1541
1542                 #[test]
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]);
1549
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);
1556                                         } else {
1557                                                 print!("{}, ", log10_times_2048);
1558                                         }
1559                                 }
1560                         }
1561                 }
1562         }
1563 }
1564
1565 mod bucketed_history {
1566         use super::*;
1567
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.
1571         //
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.
1576         //
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.
1580
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,
1584         ];
1585
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)
1588         ];
1589
1590         const POSITION_TICKS: u16 = 1 << 14;
1591
1592         fn pos_to_bucket(pos: u16) -> usize {
1593                 for bucket in 0..32 {
1594                         if pos < BUCKET_START_POS[bucket + 1] {
1595                                 return bucket;
1596                         }
1597                 }
1598                 debug_assert!(false);
1599                 return 32;
1600         }
1601
1602         #[cfg(test)]
1603         #[test]
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];
1608
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);
1615                         }
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);
1621                                 }
1622                                 legacy_bucket_iter += 1;
1623                         }
1624                 }
1625                 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1626                 assert_eq!(min_size_iter, POSITION_TICKS);
1627         }
1628
1629         #[inline]
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)
1634                 } else {
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)
1641                 };
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.
1645                 #[cfg(test)]
1646                 debug_assert!(pos < POSITION_TICKS);
1647                 pos
1648         }
1649
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 {
1654                 buckets: [u16; 8],
1655         }
1656
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;
1666                                 }
1667                         }
1668                         HistoricalBucketRangeTracker { buckets }
1669                 }
1670         }
1671
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 {
1676                 buckets: [u16; 32],
1677         }
1678
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.
1684                         //
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.
1687                         //
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.
1691                         //
1692                         // In total, this allows us to track data for the last 8,000 or so payments across a given
1693                         // channel.
1694                         //
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
1698                         // datapoints.
1699                         //
1700                         // The constants were picked experimentally, selecting a decay amount that restricts us
1701                         // from overflowing buckets without having to cap them manually.
1702
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;
1707                                 }
1708                                 let bucket = pos_to_bucket(pos);
1709                                 self.buckets[bucket] = self.buckets[bucket].saturating_add(32);
1710                         }
1711                 }
1712                 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1713                 /// datapoints as we receive newer information.
1714                 #[inline]
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);
1718                         }
1719                 }
1720         }
1721
1722         impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1723         impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1724
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
1729                 /// channel.
1730                 pub(super) min_liquidity_offset_history: D,
1731                 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1732                 /// channel.
1733                 pub(super) max_liquidity_offset_history: D,
1734         }
1735
1736         impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1737                 #[inline]
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)
1748                 }
1749
1750                 #[inline]
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)
1753                 -> Option<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;
1762
1763                         let payment_pos = amount_to_pos(amount_msat, capacity_msat);
1764                         if payment_pos >= POSITION_TICKS { return None; }
1765
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) {
1771                                 return None;
1772                         }
1773
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);
1777                                 }
1778                         }
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 {
1782                                 return None;
1783                         }
1784
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
1796                                                 break;
1797                                         } else if payment_pos < min_bucket_start_pos {
1798                                                 cumulative_success_prob_times_billion += bucket_prob_times_billion;
1799                                         } else {
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
1803                                                         // rounded down.
1804                                                         ((max_bucket_end_pos - min_bucket_start_pos + 1) as u64);
1805                                         }
1806                                 }
1807                         }
1808
1809                         Some(cumulative_success_prob_times_billion)
1810                 }
1811         }
1812 }
1813 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
1814
1815 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1816         #[inline]
1817         fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1818                 write_tlv_fields!(w, {
1819                         (0, self.channel_liquidities, required),
1820                 });
1821                 Ok(())
1822         }
1823 }
1824
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 {
1827         #[inline]
1828         fn read<R: Read>(
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),
1835                 });
1836                 Ok(Self {
1837                         decay_params,
1838                         network_graph,
1839                         logger,
1840                         channel_liquidities,
1841                 })
1842         }
1843 }
1844
1845 impl<T: Time> Writeable for ChannelLiquidity<T> {
1846         #[inline]
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),
1857                 });
1858                 Ok(())
1859         }
1860 }
1861
1862 impl<T: Time> Readable for ChannelLiquidity<T> {
1863         #[inline]
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),
1880                 });
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();
1889                 let now = T::now();
1890                 let last_updated = if wall_clock_now > duration_since_epoch {
1891                         now - (wall_clock_now - duration_since_epoch)
1892                 } else { now };
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());
1896                         } else {
1897                                 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1898                         }
1899                 }
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());
1903                         } else {
1904                                 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1905                         }
1906                 }
1907                 Ok(Self {
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(),
1912                         last_updated,
1913                 })
1914         }
1915 }
1916
1917 #[cfg(test)]
1918 mod tests {
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;
1924
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};
1932
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;
1939         use crate::io;
1940
1941         fn source_privkey() -> SecretKey {
1942                 SecretKey::from_slice(&[42; 32]).unwrap()
1943         }
1944
1945         fn target_privkey() -> SecretKey {
1946                 SecretKey::from_slice(&[43; 32]).unwrap()
1947         }
1948
1949         fn source_pubkey() -> PublicKey {
1950                 let secp_ctx = Secp256k1::new();
1951                 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1952         }
1953
1954         fn target_pubkey() -> PublicKey {
1955                 let secp_ctx = Secp256k1::new();
1956                 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1957         }
1958
1959         fn source_node_id() -> NodeId {
1960                 NodeId::from_pubkey(&source_pubkey())
1961         }
1962
1963         fn target_node_id() -> NodeId {
1964                 NodeId::from_pubkey(&target_pubkey())
1965         }
1966
1967         // `ProbabilisticScorer` tests
1968
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>;
1971
1972         fn sender_privkey() -> SecretKey {
1973                 SecretKey::from_slice(&[41; 32]).unwrap()
1974         }
1975
1976         fn recipient_privkey() -> SecretKey {
1977                 SecretKey::from_slice(&[45; 32]).unwrap()
1978         }
1979
1980         fn sender_pubkey() -> PublicKey {
1981                 let secp_ctx = Secp256k1::new();
1982                 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1983         }
1984
1985         fn recipient_pubkey() -> PublicKey {
1986                 let secp_ctx = Secp256k1::new();
1987                 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1988         }
1989
1990         fn sender_node_id() -> NodeId {
1991                 NodeId::from_pubkey(&sender_pubkey())
1992         }
1993
1994         fn recipient_node_id() -> NodeId {
1995                 NodeId::from_pubkey(&recipient_pubkey())
1996         }
1997
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());
2002
2003                 network_graph
2004         }
2005
2006         fn add_channel(
2007                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2008                 node_2_key: SecretKey
2009         ) {
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,
2017                         short_channel_id,
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(),
2023                 };
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,
2031                 };
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);
2037         }
2038
2039         fn update_channel(
2040                 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2041                 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2042         ) {
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,
2047                         short_channel_id,
2048                         timestamp,
2049                         flags,
2050                         cltv_expiry_delta: 18,
2051                         htlc_minimum_msat: 0,
2052                         htlc_maximum_msat,
2053                         fee_base_msat: 1,
2054                         fee_proportional_millionths: 0,
2055                         excess_data: Vec::new(),
2056                 };
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,
2061                 };
2062                 network_graph.update_channel(&signed_update).unwrap();
2063         }
2064
2065         fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2066                 let config = UserConfig::default();
2067                 RouteHop {
2068                         pubkey,
2069                         node_features: channelmanager::provided_node_features(&config),
2070                         short_channel_id,
2071                         channel_features: channelmanager::provided_channel_features(&config),
2072                         fee_msat,
2073                         cltv_expiry_delta: 18,
2074                 }
2075         }
2076
2077         fn payment_path_for_amount(amount_msat: u64) -> Path {
2078                 Path {
2079                         hops: vec![
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,
2084                 }
2085         }
2086
2087         #[test]
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)
2094                         .with_channel(42,
2095                                 ChannelLiquidity {
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(),
2099                                 })
2100                         .with_channel(43,
2101                                 ChannelLiquidity {
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(),
2105                                 });
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);
2111
2112                 // Update minimum liquidity.
2113
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);
2118
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);
2123
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);
2127
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);
2132
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);
2137
2138                 // Update maximum liquidity.
2139
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);
2144
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);
2149
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);
2153
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);
2158
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);
2163         }
2164
2165         #[test]
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)
2172                         .with_channel(42,
2173                                 ChannelLiquidity {
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(),
2177                                 });
2178                 let source = source_node_id();
2179                 let target = target_node_id();
2180                 assert!(source > target);
2181
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);
2187
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);
2192
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);
2197
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);
2202
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);
2207
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);
2212
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);
2217
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);
2222         }
2223
2224         #[test]
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)
2231                         .with_channel(42,
2232                                 ChannelLiquidity {
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(),
2236                                 });
2237                 let source = source_node_id();
2238                 let target = target_node_id();
2239                 assert!(source > target);
2240
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);
2246
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);
2251
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);
2256
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);
2261
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);
2266
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);
2271
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);
2276
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);
2281         }
2282
2283         #[test]
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()
2290                 };
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();
2295
2296                 let usage = ChannelUsage {
2297                         amount_msat: 1_024,
2298                         inflight_htlc_msat: 0,
2299                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2300                 };
2301                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2302                 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2303                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2304                 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2305                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
2306                 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2307                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2308
2309                 let usage = ChannelUsage {
2310                         amount_msat: 128,
2311                         inflight_htlc_msat: 0,
2312                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2313                 };
2314                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2315                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2316                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2317                 let usage = ChannelUsage { amount_msat: 374, ..usage };
2318                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 198);
2319                 let usage = ChannelUsage { amount_msat: 512, ..usage };
2320                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2321                 let usage = ChannelUsage { amount_msat: 640, ..usage };
2322                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 425);
2323                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2324                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2325                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2326                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 902);
2327         }
2328
2329         #[test]
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()
2338                 };
2339                 let decay_params = ProbabilisticScoringDecayParameters {
2340                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2341                 };
2342                 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2343                         .with_channel(42,
2344                                 ChannelLiquidity {
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(),
2348                                 });
2349                 let source = source_node_id();
2350                 let target = target_node_id();
2351
2352                 let usage = ChannelUsage {
2353                         amount_msat: 39,
2354                         inflight_htlc_msat: 0,
2355                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2356                 };
2357                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2358                 let usage = ChannelUsage { amount_msat: 50, ..usage };
2359                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2360                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2361                 let usage = ChannelUsage { amount_msat: 61, ..usage };
2362                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2363         }
2364
2365         #[test]
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()
2372                 };
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 {
2377                         amount_msat: 500,
2378                         inflight_htlc_msat: 0,
2379                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2380                 };
2381                 let failed_path = payment_path_for_amount(500);
2382                 let successful_path = payment_path_for_amount(200);
2383
2384                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2385
2386                 scorer.payment_path_failed(&failed_path, 41);
2387                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2388
2389                 scorer.payment_path_successful(&successful_path);
2390                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 301);
2391         }
2392
2393         #[test]
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()
2400                 };
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);
2405
2406                 let usage = ChannelUsage {
2407                         amount_msat: 250,
2408                         inflight_htlc_msat: 0,
2409                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2410                 };
2411                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2412                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2413                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2414                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2415                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2416
2417                 scorer.payment_path_failed(&path, 43);
2418
2419                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2420                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2421                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2422                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2423                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2424                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2425         }
2426
2427         #[test]
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()
2435                 };
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);
2440
2441                 let usage = ChannelUsage {
2442                         amount_msat: 250,
2443                         inflight_htlc_msat: 0,
2444                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2445                 };
2446                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2447                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2448                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 301);
2449                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2450                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 602);
2451
2452                 scorer.payment_path_failed(&path, 42);
2453
2454                 let usage = ChannelUsage { amount_msat: 250, ..usage };
2455                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2456                 let usage = ChannelUsage { amount_msat: 500, ..usage };
2457                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2458                 let usage = ChannelUsage { amount_msat: 750, ..usage };
2459                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2460         }
2461
2462         #[test]
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);
2479
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);
2484
2485                 let path = vec![
2486                         path_hop(pub_b, 42, 1),
2487                         path_hop(pub_c, 43, 2),
2488                         path_hop(pub_d, 44, 100),
2489                 ];
2490
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);
2495
2496                 let params = ProbabilisticScoringFeeParameters {
2497                         liquidity_penalty_multiplier_msat: 1_000,
2498                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2499                 };
2500                 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2501
2502                 let usage = ChannelUsage {
2503                         amount_msat: 250,
2504                         inflight_htlc_msat: 0,
2505                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2506                 };
2507                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 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, &params), 128);
2510                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2511
2512                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43);
2513
2514                 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage, &params), 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, &params), 128);
2517                 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage, &params), 128);
2518         }
2519
2520         #[test]
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()
2527                 };
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 {
2534                         amount_msat: 250,
2535                         inflight_htlc_msat: 0,
2536                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2537                 };
2538
2539                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2540                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 128);
2541                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 128);
2542
2543                 scorer.payment_path_successful(&payment_path_for_amount(500));
2544
2545                 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage, &params), 128);
2546                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2547                 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage, &params), 300);
2548         }
2549
2550         #[test]
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()
2558                 };
2559                 let decay_params = ProbabilisticScoringDecayParameters {
2560                         liquidity_offset_half_life: Duration::from_secs(10),
2561                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2562                 };
2563                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2564                 let source = source_node_id();
2565                 let target = target_node_id();
2566
2567                 let usage = ChannelUsage {
2568                         amount_msat: 0,
2569                         inflight_htlc_msat: 0,
2570                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2571                 };
2572                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2573                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2574                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2575
2576                 scorer.payment_path_failed(&payment_path_for_amount(768), 42);
2577                 scorer.payment_path_failed(&payment_path_for_amount(128), 43);
2578
2579                 // Initial penalties
2580                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2581                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2582                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2583                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2584                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2585                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2586                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2587                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2588
2589                 // No decay
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, &params), 0);
2593                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2594                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 93);
2595                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2596                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_479);
2597                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2598                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2599
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, &params), 22);
2604                 let usage = ChannelUsage { amount_msat: 256, ..usage };
2605                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 106);
2606                 let usage = ChannelUsage { amount_msat: 768, ..usage };
2607                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 916);
2608                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2609                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2610
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, &params), 0);
2615                 let usage = ChannelUsage { amount_msat: 128, ..usage };
2616                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 34);
2617                 let usage = ChannelUsage { amount_msat: 896, ..usage };
2618                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1_970);
2619                 let usage = ChannelUsage { amount_msat: 960, ..usage };
2620                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2621
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, &params), 0);
2626                 let usage = ChannelUsage { amount_msat: 1, ..usage };
2627                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
2628                 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2629                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2_000);
2630                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2631                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2632
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, &params), 0);
2637                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2638                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2639
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, &params), 0);
2643                 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2644                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2645         }
2646
2647         #[test]
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()
2654                 };
2655                 let decay_params = ProbabilisticScoringDecayParameters {
2656                         liquidity_offset_half_life: Duration::from_secs(10),
2657                         ..ProbabilisticScoringDecayParameters::default()
2658                 };
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 {
2663                         amount_msat: 256,
2664                         inflight_htlc_msat: 0,
2665                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2666                 };
2667                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2668
2669                 scorer.payment_path_failed(&payment_path_for_amount(512), 42);
2670                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 281);
2671
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, &params), 125);
2676
2677                 SinceEpoch::advance(Duration::from_secs(10));
2678                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 125);
2679         }
2680
2681         #[test]
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()
2688                 };
2689                 let decay_params = ProbabilisticScoringDecayParameters {
2690                         liquidity_offset_half_life: Duration::from_secs(10),
2691                         ..ProbabilisticScoringDecayParameters::default()
2692                 };
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 {
2697                         amount_msat: 512,
2698                         inflight_htlc_msat: 0,
2699                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2700                 };
2701
2702                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2703
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, &params), 281);
2708
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, &params), 291);
2712
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, &params), 331);
2717
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, &params), 245);
2722
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, &params), 280);
2726         }
2727
2728         #[test]
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()
2736                 };
2737                 let decay_params = ProbabilisticScoringDecayParameters {
2738                         liquidity_offset_half_life: Duration::from_secs(10),
2739                         ..ProbabilisticScoringDecayParameters::default()
2740                 };
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 {
2745                         amount_msat: 500,
2746                         inflight_htlc_msat: 0,
2747                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2748                 };
2749
2750                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2751                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2752
2753                 SinceEpoch::advance(Duration::from_secs(10));
2754                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 473);
2755
2756                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2757                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2758
2759                 let mut serialized_scorer = Vec::new();
2760                 scorer.write(&mut serialized_scorer).unwrap();
2761
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, &params), 300);
2766         }
2767
2768         #[test]
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()
2776                 };
2777                 let decay_params = ProbabilisticScoringDecayParameters {
2778                         liquidity_offset_half_life: Duration::from_secs(10),
2779                         ..ProbabilisticScoringDecayParameters::zero_penalty()
2780                 };
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 {
2785                         amount_msat: 500,
2786                         inflight_htlc_msat: 0,
2787                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2788                 };
2789
2790                 scorer.payment_path_failed(&payment_path_for_amount(500), 42);
2791                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2792
2793                 let mut serialized_scorer = Vec::new();
2794                 scorer.write(&mut serialized_scorer).unwrap();
2795
2796                 SinceEpoch::advance(Duration::from_secs(10));
2797
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, &params), 473);
2802
2803                 scorer.payment_path_failed(&payment_path_for_amount(250), 43);
2804                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2805
2806                 SinceEpoch::advance(Duration::from_secs(10));
2807                 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage, &params), 365);
2808         }
2809
2810         #[test]
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();
2820
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 },
2825                 };
2826                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 4375);
2827                 let usage = ChannelUsage {
2828                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2829                 };
2830                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2739);
2831                 let usage = ChannelUsage {
2832                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2833                 };
2834                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2236);
2835                 let usage = ChannelUsage {
2836                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2837                 };
2838                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1983);
2839                 let usage = ChannelUsage {
2840                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2841                 };
2842                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1637);
2843                 let usage = ChannelUsage {
2844                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2845                 };
2846                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1606);
2847                 let usage = ChannelUsage {
2848                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2849                 };
2850                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1331);
2851                 let usage = ChannelUsage {
2852                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2853                 };
2854                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1387);
2855                 let usage = ChannelUsage {
2856                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2857                 };
2858                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1379);
2859                 let usage = ChannelUsage {
2860                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2861                 };
2862                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1363);
2863                 let usage = ChannelUsage {
2864                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2865                 };
2866                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 1355);
2867         }
2868
2869         #[test]
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 {
2876                         amount_msat: 128,
2877                         inflight_htlc_msat: 0,
2878                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2879                 };
2880
2881                 let params = ProbabilisticScoringFeeParameters {
2882                         liquidity_penalty_multiplier_msat: 1_000,
2883                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2884                 };
2885                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2886                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 58);
2887
2888                 let params = ProbabilisticScoringFeeParameters {
2889                         base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2890                         anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
2891                 };
2892                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2893                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558);
2894
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()
2899                 };
2900
2901                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2902                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 558 + 128);
2903         }
2904
2905         #[test]
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 },
2915                 };
2916
2917                 let params = ProbabilisticScoringFeeParameters {
2918                         liquidity_penalty_multiplier_msat: 1_000,
2919                         liquidity_penalty_amount_multiplier_msat: 0,
2920                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2921                 };
2922                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2923                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
2924
2925                 let params = ProbabilisticScoringFeeParameters {
2926                         liquidity_penalty_multiplier_msat: 1_000,
2927                         liquidity_penalty_amount_multiplier_msat: 256,
2928                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2929                 };
2930                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2931                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 337);
2932         }
2933
2934         #[test]
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,
2944                 };
2945
2946                 let params = ProbabilisticScoringFeeParameters {
2947                         liquidity_penalty_multiplier_msat: 40_000,
2948                         ..ProbabilisticScoringFeeParameters::zero_penalty()
2949                 };
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, &params), 80_000);
2953         }
2954
2955         #[test]
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()
2962                 };
2963                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2964                 let source = source_node_id();
2965                 let target = target_node_id();
2966
2967                 let usage = ChannelUsage {
2968                         amount_msat: 750,
2969                         inflight_htlc_msat: 0,
2970                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2971                 };
2972                 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2973
2974                 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2975                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
2976         }
2977
2978         #[test]
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();
2986
2987                 let base_penalty_msat = params.base_penalty_msat;
2988                 let usage = ChannelUsage {
2989                         amount_msat: 750,
2990                         inflight_htlc_msat: 0,
2991                         effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2992                 };
2993                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2994
2995                 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2996                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), base_penalty_msat);
2997
2998                 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2999                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), u64::max_value());
3000         }
3001
3002         #[test]
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()
3010                 };
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),
3014                 };
3015                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3016                 let source = source_node_id();
3017                 let target = target_node_id();
3018
3019                 let usage = ChannelUsage {
3020                         amount_msat: 100,
3021                         inflight_htlc_msat: 0,
3022                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3023                 };
3024                 let usage_1 = ChannelUsage {
3025                         amount_msat: 1,
3026                         inflight_htlc_msat: 0,
3027                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3028                 };
3029
3030                 // With no historical data the normal liquidity penalty calculation is used.
3031                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 47);
3032                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3033                         None);
3034                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3035                         None);
3036
3037                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3038                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
3039                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage_1, &params), 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)
3046                         .unwrap() > 0.35);
3047                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500),
3048                         Some(0.0));
3049
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, &params), 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])));
3058
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);
3065                 let one_prob =
3066                         scorer.historical_estimated_payment_success_probability(42, &target, 1).unwrap();
3067                 assert!(one_prob < 0.95);
3068                 assert!(one_prob > 0.90);
3069
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, &params), 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);
3079
3080                 let mut usage = ChannelUsage {
3081                         amount_msat: 100,
3082                         inflight_htlc_msat: 1024,
3083                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3084                 };
3085                 scorer.payment_path_failed(&payment_path_for_amount(1), 42);
3086                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 2048);
3087                 usage.inflight_htlc_msat = 0;
3088                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 409);
3089
3090                 let usage = ChannelUsage {
3091                         amount_msat: 1,
3092                         inflight_htlc_msat: 0,
3093                         effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3094                 };
3095                 assert_eq!(scorer.channel_penalty_msat(42, &target, &source, usage, &params), 2048);
3096
3097                 // Advance to decay all liquidity offsets to zero.
3098                 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3099
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.
3102                 let path = vec![
3103                         path_hop(target_pubkey(), 43, 2),
3104                         path_hop(source_pubkey(), 42, 1),
3105                         path_hop(sender_pubkey(), 41, 0),
3106                 ];
3107                 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42);
3108         }
3109
3110         #[test]
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()
3119                 };
3120                 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3121
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 },
3127                 };
3128                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3129
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 },
3135                 };
3136                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
3137
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 },
3143                 };
3144                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 500);
3145
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 },
3151                 };
3152                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 0);
3153         }
3154
3155         #[test]
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()
3163                 };
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 {
3169                         amount_msat: 512,
3170                         inflight_htlc_msat: 0,
3171                         effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3172                 };
3173                 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage, &params), 300);
3174
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),
3180                         blinded_hops: vec![
3181                                 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3182                         ],
3183                 };
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,
3189                 });
3190
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());
3194
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);
3198
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);
3203         }
3204
3205         #[test]
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
3209                 // properly.
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()
3216                 };
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()
3221                 };
3222
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);
3226
3227                 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3228                 let source = source_node_id();
3229                 let target = target_node_id();
3230
3231                 let mut amount_msat = 10_000_000;
3232                 let usage = ChannelUsage {
3233                         amount_msat,
3234                         inflight_htlc_msat: 0,
3235                         effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3236                 };
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, &params), 0);
3240                 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3241                         None);
3242                 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42),
3243                         None);
3244
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, &params),
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),
3258                         Some(0.0));
3259
3260                 // Now test again with the amount in the bottom bucket.
3261                 amount_msat /= 2;
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),
3265                         Some(0.5));
3266
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
3269                 // now shows 31.
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)
3275                         .unwrap() > 0.24);
3276                 assert!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat)
3277                         .unwrap() < 0.25);
3278         }
3279 }