1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`ScoreLookUp`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters};
23 //! # use lightning::sign::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringFeeParameters::default();
36 //! let decay_params = ProbabilisticScoringDecayParameters::default();
37 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
39 //! // Or use custom channel penalties.
40 //! let params = ProbabilisticScoringFeeParameters {
41 //! liquidity_penalty_multiplier_msat: 2 * 1000,
42 //! ..ProbabilisticScoringFeeParameters::default()
44 //! let decay_params = ProbabilisticScoringDecayParameters::default();
45 //! let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
46 //! # let random_seed_bytes = [42u8; 32];
48 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, ¶ms, &random_seed_bytes);
54 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
55 //! different types and thus is undefined.
57 //! [`find_route`]: crate::routing::router::find_route
59 use crate::ln::msgs::DecodeError;
60 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
61 use crate::routing::router::{Path, CandidateRouteHop};
62 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
63 use crate::util::logger::Logger;
65 use crate::prelude::*;
67 use core::cell::{RefCell, RefMut, Ref};
68 use core::convert::TryInto;
69 use core::ops::{Deref, DerefMut};
70 use core::time::Duration;
71 use crate::io::{self, Read};
72 use crate::sync::{Mutex, MutexGuard, RwLock, RwLockReadGuard, RwLockWriteGuard};
74 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
75 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
76 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
77 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
79 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
80 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
81 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
82 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
83 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
84 /// do here by defining `Score` differently for `cfg(c_bindings)`.
85 macro_rules! define_score { ($($supertrait: path)*) => {
86 /// An interface used to score payment channels for path finding.
88 /// `ScoreLookUp` is used to determine the penalty for a given channel.
90 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
91 pub trait ScoreLookUp {
92 /// A configurable type which should contain various passed-in parameters for configuring the scorer,
93 /// on a per-routefinding-call basis through to the scorer methods,
94 /// which are used to determine the parameters for the suitability of channels for use.
96 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
97 /// given channel in the direction from `source` to `target`.
99 /// The channel's capacity (less any other MPP parts that are also being considered for use in
100 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
101 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
102 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
103 /// Thus, implementations should be overflow-safe.
104 fn channel_penalty_msat(
105 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
109 /// `ScoreUpdate` is used to update the scorer's internal state after a payment attempt.
110 pub trait ScoreUpdate {
111 /// Handles updating channel penalties after failing to route through a channel.
112 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
114 /// Handles updating channel penalties after successfully routing along a path.
115 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration);
117 /// Handles updating channel penalties after a probe over the given path failed.
118 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration);
120 /// Handles updating channel penalties after a probe over the given path succeeded.
121 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration);
123 /// Scorers may wish to reduce their certainty of channel liquidity information over time.
124 /// Thus, this method is provided to allow scorers to observe the passage of time - the holder
125 /// of this object should call this method regularly (generally via the
126 /// `lightning-background-processor` crate).
127 fn time_passed(&mut self, duration_since_epoch: Duration);
130 /// A trait which can both lookup and update routing channel penalty scores.
132 /// This is used in places where both bounds are required and implemented for all types which
133 /// implement [`ScoreLookUp`] and [`ScoreUpdate`].
135 /// Bindings users may need to manually implement this for their custom scoring implementations.
136 pub trait Score : ScoreLookUp + ScoreUpdate $(+ $supertrait)* {}
138 #[cfg(not(c_bindings))]
139 impl<T: ScoreLookUp + ScoreUpdate $(+ $supertrait)*> Score for T {}
141 #[cfg(not(c_bindings))]
142 impl<S: ScoreLookUp, T: Deref<Target=S>> ScoreLookUp for T {
143 type ScoreParams = S::ScoreParams;
144 fn channel_penalty_msat(
145 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
147 self.deref().channel_penalty_msat(candidate, usage, score_params)
151 #[cfg(not(c_bindings))]
152 impl<S: ScoreUpdate, T: DerefMut<Target=S>> ScoreUpdate for T {
153 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
154 self.deref_mut().payment_path_failed(path, short_channel_id, duration_since_epoch)
157 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
158 self.deref_mut().payment_path_successful(path, duration_since_epoch)
161 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
162 self.deref_mut().probe_failed(path, short_channel_id, duration_since_epoch)
165 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
166 self.deref_mut().probe_successful(path, duration_since_epoch)
169 fn time_passed(&mut self, duration_since_epoch: Duration) {
170 self.deref_mut().time_passed(duration_since_epoch)
176 define_score!(Writeable);
178 #[cfg(not(c_bindings))]
181 /// A scorer that is accessed under a lock.
183 /// Needed so that calls to [`ScoreLookUp::channel_penalty_msat`] in [`find_route`] can be made while
184 /// having shared ownership of a scorer but without requiring internal locking in [`ScoreUpdate`]
185 /// implementations. Internal locking would be detrimental to route finding performance and could
186 /// result in [`ScoreLookUp::channel_penalty_msat`] returning a different value for the same channel.
188 /// [`find_route`]: crate::routing::router::find_route
189 pub trait LockableScore<'a> {
190 /// The [`ScoreUpdate`] type.
191 type ScoreUpdate: 'a + ScoreUpdate;
192 /// The [`ScoreLookUp`] type.
193 type ScoreLookUp: 'a + ScoreLookUp;
195 /// The write locked [`ScoreUpdate`] type.
196 type WriteLocked: DerefMut<Target = Self::ScoreUpdate> + Sized;
198 /// The read locked [`ScoreLookUp`] type.
199 type ReadLocked: Deref<Target = Self::ScoreLookUp> + Sized;
201 /// Returns read locked scorer.
202 fn read_lock(&'a self) -> Self::ReadLocked;
204 /// Returns write locked scorer.
205 fn write_lock(&'a self) -> Self::WriteLocked;
208 /// Refers to a scorer that is accessible under lock and also writeable to disk
210 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
211 /// use the Persister to persist it.
212 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
214 #[cfg(not(c_bindings))]
215 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
216 #[cfg(not(c_bindings))]
217 impl<'a, T: Score + 'a> LockableScore<'a> for Mutex<T> {
218 type ScoreUpdate = T;
219 type ScoreLookUp = T;
221 type WriteLocked = MutexGuard<'a, Self::ScoreUpdate>;
222 type ReadLocked = MutexGuard<'a, Self::ScoreLookUp>;
224 fn read_lock(&'a self) -> Self::ReadLocked {
225 Mutex::lock(self).unwrap()
228 fn write_lock(&'a self) -> Self::WriteLocked {
229 Mutex::lock(self).unwrap()
233 #[cfg(not(c_bindings))]
234 impl<'a, T: Score + 'a> LockableScore<'a> for RefCell<T> {
235 type ScoreUpdate = T;
236 type ScoreLookUp = T;
238 type WriteLocked = RefMut<'a, Self::ScoreUpdate>;
239 type ReadLocked = Ref<'a, Self::ScoreLookUp>;
241 fn write_lock(&'a self) -> Self::WriteLocked {
245 fn read_lock(&'a self) -> Self::ReadLocked {
250 #[cfg(not(c_bindings))]
251 impl<'a, T: Score + 'a> LockableScore<'a> for RwLock<T> {
252 type ScoreUpdate = T;
253 type ScoreLookUp = T;
255 type WriteLocked = RwLockWriteGuard<'a, Self::ScoreLookUp>;
256 type ReadLocked = RwLockReadGuard<'a, Self::ScoreUpdate>;
258 fn read_lock(&'a self) -> Self::ReadLocked {
259 RwLock::read(self).unwrap()
262 fn write_lock(&'a self) -> Self::WriteLocked {
263 RwLock::write(self).unwrap()
268 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
269 pub struct MultiThreadedLockableScore<T: Score> {
274 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
275 type ScoreUpdate = T;
276 type ScoreLookUp = T;
277 type WriteLocked = MultiThreadedScoreLockWrite<'a, Self::ScoreUpdate>;
278 type ReadLocked = MultiThreadedScoreLockRead<'a, Self::ScoreLookUp>;
280 fn read_lock(&'a self) -> Self::ReadLocked {
281 MultiThreadedScoreLockRead(self.score.read().unwrap())
284 fn write_lock(&'a self) -> Self::WriteLocked {
285 MultiThreadedScoreLockWrite(self.score.write().unwrap())
290 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
291 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
292 self.score.read().unwrap().write(writer)
297 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
300 impl<T: Score> MultiThreadedLockableScore<T> {
301 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
302 pub fn new(score: T) -> Self {
303 MultiThreadedLockableScore { score: RwLock::new(score) }
308 /// A locked `MultiThreadedLockableScore`.
309 pub struct MultiThreadedScoreLockRead<'a, T: Score>(RwLockReadGuard<'a, T>);
312 /// A locked `MultiThreadedLockableScore`.
313 pub struct MultiThreadedScoreLockWrite<'a, T: Score>(RwLockWriteGuard<'a, T>);
316 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockRead<'a, T> {
319 fn deref(&self) -> &Self::Target {
325 impl<'a, T: Score> ScoreLookUp for MultiThreadedScoreLockRead<'a, T> {
326 type ScoreParams = T::ScoreParams;
327 fn channel_penalty_msat(&self, candidate:&CandidateRouteHop, usage: ChannelUsage, score_params: &Self::ScoreParams
329 self.0.channel_penalty_msat(candidate, usage, score_params)
334 impl<'a, T: Score> Writeable for MultiThreadedScoreLockWrite<'a, T> {
335 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
341 impl<'a, T: 'a + Score> Deref for MultiThreadedScoreLockWrite<'a, T> {
344 fn deref(&self) -> &Self::Target {
350 impl<'a, T: 'a + Score> DerefMut for MultiThreadedScoreLockWrite<'a, T> {
351 fn deref_mut(&mut self) -> &mut Self::Target {
357 impl<'a, T: Score> ScoreUpdate for MultiThreadedScoreLockWrite<'a, T> {
358 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
359 self.0.payment_path_failed(path, short_channel_id, duration_since_epoch)
362 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
363 self.0.payment_path_successful(path, duration_since_epoch)
366 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
367 self.0.probe_failed(path, short_channel_id, duration_since_epoch)
370 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
371 self.0.probe_successful(path, duration_since_epoch)
374 fn time_passed(&mut self, duration_since_epoch: Duration) {
375 self.0.time_passed(duration_since_epoch)
380 /// Proposed use of a channel passed as a parameter to [`ScoreLookUp::channel_penalty_msat`].
381 #[derive(Clone, Copy, Debug, PartialEq)]
382 pub struct ChannelUsage {
383 /// The amount to send through the channel, denominated in millisatoshis.
384 pub amount_msat: u64,
386 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
387 /// as part of a multi-path payment.
388 pub inflight_htlc_msat: u64,
390 /// The effective capacity of the channel.
391 pub effective_capacity: EffectiveCapacity,
395 /// [`ScoreLookUp`] implementation that uses a fixed penalty.
396 pub struct FixedPenaltyScorer {
400 impl FixedPenaltyScorer {
401 /// Creates a new scorer using `penalty_msat`.
402 pub fn with_penalty(penalty_msat: u64) -> Self {
403 Self { penalty_msat }
407 impl ScoreLookUp for FixedPenaltyScorer {
408 type ScoreParams = ();
409 fn channel_penalty_msat(&self, _: &CandidateRouteHop, _: ChannelUsage, _score_params: &Self::ScoreParams) -> u64 {
414 impl ScoreUpdate for FixedPenaltyScorer {
415 fn payment_path_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
417 fn payment_path_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
419 fn probe_failed(&mut self, _path: &Path, _short_channel_id: u64, _duration_since_epoch: Duration) {}
421 fn probe_successful(&mut self, _path: &Path, _duration_since_epoch: Duration) {}
423 fn time_passed(&mut self, _duration_since_epoch: Duration) {}
426 impl Writeable for FixedPenaltyScorer {
428 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
429 write_tlv_fields!(w, {});
434 impl ReadableArgs<u64> for FixedPenaltyScorer {
436 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
437 read_tlv_fields!(r, {});
438 Ok(Self { penalty_msat })
442 /// [`ScoreLookUp`] implementation using channel success probability distributions.
444 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
445 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
446 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
447 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
449 /// These bounds are then used to determine a success probability using the formula from
450 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
451 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
453 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
454 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
455 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
456 /// terms of the entire path's success probability. This allows the router to directly compare
457 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
459 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
461 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
462 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
463 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
464 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
467 /// [1]: https://arxiv.org/abs/2107.05322
468 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_multiplier_msat
469 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::liquidity_penalty_amount_multiplier_msat
470 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
471 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_multiplier_msat
472 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringFeeParameters::historical_liquidity_penalty_amount_multiplier_msat
473 pub struct ProbabilisticScorer<G: Deref<Target = NetworkGraph<L>>, L: Deref>
474 where L::Target: Logger {
475 decay_params: ProbabilisticScoringDecayParameters,
478 channel_liquidities: HashMap<u64, ChannelLiquidity>,
481 /// Parameters for configuring [`ProbabilisticScorer`].
483 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
484 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
486 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
489 pub struct ProbabilisticScoringFeeParameters {
490 /// A fixed penalty in msats to apply to each channel.
492 /// Default value: 500 msat
493 pub base_penalty_msat: u64,
495 /// A multiplier used with the total amount flowing over a channel to calculate a fixed penalty
496 /// applied to each channel, in excess of the [`base_penalty_msat`].
498 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
499 /// fees plus penalty) for large payments. The penalty is computed as the product of this
500 /// multiplier and `2^30`ths of the total amount flowing over a channel (i.e. the payment
501 /// amount plus the amount of any other HTLCs flowing we sent over the same channel).
503 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
505 /// Default value: 8,192 msat
507 /// [`base_penalty_msat`]: Self::base_penalty_msat
508 pub base_penalty_amount_multiplier_msat: u64,
510 /// A multiplier used in conjunction with the negative `log10` of the channel's success
511 /// probability for a payment, as determined by our latest estimates of the channel's
512 /// liquidity, to determine the liquidity penalty.
514 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
515 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
516 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
517 /// lower bounding the success probability to `0.01`) when the amount falls within the
518 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
519 /// result in a `u64::max_value` penalty, however.
521 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
523 /// Default value: 30,000 msat
525 /// [`liquidity_offset_half_life`]: ProbabilisticScoringDecayParameters::liquidity_offset_half_life
526 pub liquidity_penalty_multiplier_msat: u64,
528 /// A multiplier used in conjunction with the total amount flowing over a channel and the
529 /// negative `log10` of the channel's success probability for the payment, as determined by our
530 /// latest estimates of the channel's liquidity, to determine the amount penalty.
532 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
533 /// fees plus penalty) for large payments. The penalty is computed as the product of this
534 /// multiplier and `2^20`ths of the amount flowing over this channel, weighted by the negative
535 /// `log10` of the success probability.
537 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
539 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
540 /// the amount will result in a penalty of the multiplier. And, as the success probability
541 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
542 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
545 /// Default value: 192 msat
546 pub liquidity_penalty_amount_multiplier_msat: u64,
548 /// A multiplier used in conjunction with the negative `log10` of the channel's success
549 /// probability for the payment, as determined based on the history of our estimates of the
550 /// channel's available liquidity, to determine a penalty.
552 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
553 /// only our latest estimate for the current liquidity available in the channel, it estimates
554 /// success probability based on the estimated liquidity available in the channel through
555 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
556 /// track which of several buckets those bounds fall into, exponentially decaying the
557 /// probability of each bucket as new samples are added.
559 /// Default value: 10,000 msat
561 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
562 pub historical_liquidity_penalty_multiplier_msat: u64,
564 /// A multiplier used in conjunction with the total amount flowing over a channel and the
565 /// negative `log10` of the channel's success probability for the payment, as determined based
566 /// on the history of our estimates of the channel's available liquidity, to determine a
569 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
570 /// large payments. The penalty is computed as the product of this multiplier and `2^20`ths
571 /// of the amount flowing over this channel, weighted by the negative `log10` of the success
574 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
575 /// of using only our latest estimate for the current liquidity available in the channel, it
576 /// estimates success probability based on the estimated liquidity available in the channel
577 /// through history. Specifically, every time we update our liquidity bounds on a given
578 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
579 /// the probability of each bucket as new samples are added.
581 /// Default value: 64 msat
583 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
584 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
586 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
587 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
588 /// considered during path finding.
590 /// This is not exported to bindings users
591 pub manual_node_penalties: HashMap<NodeId, u64>,
593 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
594 /// channel's capacity, (ie. htlc_maximum_msat >= 0.5 * channel_capacity) which makes us
595 /// prefer nodes with a smaller `htlc_maximum_msat`. We treat such nodes preferentially
596 /// as this makes balance discovery attacks harder to execute, thereby creating an incentive
597 /// to restrict `htlc_maximum_msat` and improve privacy.
599 /// Default value: 250 msat
600 pub anti_probing_penalty_msat: u64,
602 /// This penalty is applied when the total amount flowing over a channel exceeds our current
603 /// estimate of the channel's available liquidity. The total amount is the amount of the
604 /// current HTLC plus any HTLCs which we've sent over the same channel.
606 /// Note that in this case all other penalties, including the
607 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
608 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
609 /// applicable, are still included in the overall penalty.
611 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
612 /// `u64::max_value()` will guarantee that.
614 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
616 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
617 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
618 /// [`base_penalty_msat`]: Self::base_penalty_msat
619 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
620 pub considered_impossible_penalty_msat: u64,
622 /// In order to calculate most of the scores above, we must first convert a lower and upper
623 /// bound on the available liquidity in a channel into the probability that we think a payment
624 /// will succeed. That probability is derived from a Probability Density Function for where we
625 /// think the liquidity in a channel likely lies, given such bounds.
627 /// If this flag is set, that PDF is simply a constant - we assume that the actual available
628 /// liquidity in a channel is just as likely to be at any point between our lower and upper
631 /// If this flag is *not* set, that PDF is `(x - 0.5*capacity) ^ 2`. That is, we use an
632 /// exponential curve which expects the liquidity of a channel to lie "at the edges". This
633 /// matches experimental results - most routing nodes do not aggressively rebalance their
634 /// channels and flows in the network are often unbalanced, leaving liquidity usually
637 /// Thus, for the "best" routes, leave this flag `false`. However, the flag does imply a number
638 /// of floating-point multiplications in the hottest routing code, which may lead to routing
639 /// performance degradation on some machines.
641 /// Default value: false
642 pub linear_success_probability: bool,
645 impl Default for ProbabilisticScoringFeeParameters {
646 fn default() -> Self {
648 base_penalty_msat: 500,
649 base_penalty_amount_multiplier_msat: 8192,
650 liquidity_penalty_multiplier_msat: 30_000,
651 liquidity_penalty_amount_multiplier_msat: 192,
652 manual_node_penalties: HashMap::new(),
653 anti_probing_penalty_msat: 250,
654 considered_impossible_penalty_msat: 1_0000_0000_000,
655 historical_liquidity_penalty_multiplier_msat: 10_000,
656 historical_liquidity_penalty_amount_multiplier_msat: 64,
657 linear_success_probability: false,
662 impl ProbabilisticScoringFeeParameters {
663 /// Marks the node with the given `node_id` as banned,
664 /// i.e it will be avoided during path finding.
665 pub fn add_banned(&mut self, node_id: &NodeId) {
666 self.manual_node_penalties.insert(*node_id, u64::max_value());
669 /// Marks all nodes in the given list as banned, i.e.,
670 /// they will be avoided during path finding.
671 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
673 self.manual_node_penalties.insert(id, u64::max_value());
677 /// Removes the node with the given `node_id` from the list of nodes to avoid.
678 pub fn remove_banned(&mut self, node_id: &NodeId) {
679 self.manual_node_penalties.remove(node_id);
682 /// Sets a manual penalty for the given node.
683 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
684 self.manual_node_penalties.insert(*node_id, penalty);
687 /// Removes the node with the given `node_id` from the list of manual penalties.
688 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
689 self.manual_node_penalties.remove(node_id);
692 /// Clears the list of manual penalties that are applied during path finding.
693 pub fn clear_manual_penalties(&mut self) {
694 self.manual_node_penalties = HashMap::new();
699 impl ProbabilisticScoringFeeParameters {
700 fn zero_penalty() -> Self {
702 base_penalty_msat: 0,
703 base_penalty_amount_multiplier_msat: 0,
704 liquidity_penalty_multiplier_msat: 0,
705 liquidity_penalty_amount_multiplier_msat: 0,
706 historical_liquidity_penalty_multiplier_msat: 0,
707 historical_liquidity_penalty_amount_multiplier_msat: 0,
708 manual_node_penalties: HashMap::new(),
709 anti_probing_penalty_msat: 0,
710 considered_impossible_penalty_msat: 0,
711 linear_success_probability: true,
716 /// Parameters for configuring [`ProbabilisticScorer`].
718 /// Used to configure decay parameters that are static throughout the lifetime of the scorer.
719 /// these decay parameters affect the score of the channel penalty and are not changed on a
720 /// per-route penalty cost call.
721 #[derive(Copy, Clone)]
722 pub struct ProbabilisticScoringDecayParameters {
723 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
724 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
725 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
727 /// For an example of historical_no_updates_half_life being used see [`historical_estimated_channel_liquidity_probabilities`]
729 /// Note that after 16 or more half lives all historical data will be completely gone.
731 /// Default value: 14 days
733 /// [`historical_estimated_channel_liquidity_probabilities`]: ProbabilisticScorer::historical_estimated_channel_liquidity_probabilities
734 pub historical_no_updates_half_life: Duration,
736 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
737 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
738 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
741 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
742 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
743 /// struct documentation for more info on the way the liquidity bounds are used.
745 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
746 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
747 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
749 /// Default value: 6 hours
753 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
754 /// liquidity knowledge will never decay except when the bounds cross.
755 pub liquidity_offset_half_life: Duration,
758 impl Default for ProbabilisticScoringDecayParameters {
759 fn default() -> Self {
761 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
762 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
768 impl ProbabilisticScoringDecayParameters {
769 fn zero_penalty() -> Self {
771 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
772 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
777 /// Accounting for channel liquidity balance uncertainty.
779 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
780 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
781 /// offset fields gives the opposite direction.
782 struct ChannelLiquidity {
783 /// Lower channel liquidity bound in terms of an offset from zero.
784 min_liquidity_offset_msat: u64,
786 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
787 max_liquidity_offset_msat: u64,
789 min_liquidity_offset_history: HistoricalBucketRangeTracker,
790 max_liquidity_offset_history: HistoricalBucketRangeTracker,
792 /// Time when the liquidity bounds were last modified as an offset since the unix epoch.
793 last_updated: Duration,
795 /// Time when the historical liquidity bounds were last modified as an offset against the unix
797 offset_history_last_updated: Duration,
800 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity.
801 struct DirectedChannelLiquidity<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>> {
802 min_liquidity_offset_msat: L,
803 max_liquidity_offset_msat: L,
804 liquidity_history: HistoricalMinMaxBuckets<BRT>,
807 offset_history_last_updated: T,
808 decay_params: ProbabilisticScoringDecayParameters,
811 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ProbabilisticScorer<G, L> where L::Target: Logger {
812 /// Creates a new scorer using the given scoring parameters for sending payments from a node
813 /// through a network graph.
814 pub fn new(decay_params: ProbabilisticScoringDecayParameters, network_graph: G, logger: L) -> Self {
819 channel_liquidities: HashMap::new(),
824 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity) -> Self {
825 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
829 /// Dump the contents of this scorer into the configured logger.
831 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
832 /// which may be a substantial amount of log output.
833 pub fn debug_log_liquidity_stats(&self) {
834 let graph = self.network_graph.read_only();
835 for (scid, liq) in self.channel_liquidities.iter() {
836 if let Some(chan_debug) = graph.channels().get(scid) {
837 let log_direction = |source, target| {
838 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
839 let amt = directed_info.effective_capacity().as_msat();
840 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
842 let min_buckets = &dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
843 let max_buckets = &dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
845 log_debug!(self.logger, core::concat!(
846 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
847 "\tHistorical min liquidity bucket relative probabilities:\n",
848 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}\n",
849 "\tHistorical max liquidity bucket relative probabilities:\n",
850 "\t\t{} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {} {}"),
851 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
852 min_buckets[ 0], min_buckets[ 1], min_buckets[ 2], min_buckets[ 3],
853 min_buckets[ 4], min_buckets[ 5], min_buckets[ 6], min_buckets[ 7],
854 min_buckets[ 8], min_buckets[ 9], min_buckets[10], min_buckets[11],
855 min_buckets[12], min_buckets[13], min_buckets[14], min_buckets[15],
856 min_buckets[16], min_buckets[17], min_buckets[18], min_buckets[19],
857 min_buckets[20], min_buckets[21], min_buckets[22], min_buckets[23],
858 min_buckets[24], min_buckets[25], min_buckets[26], min_buckets[27],
859 min_buckets[28], min_buckets[29], min_buckets[30], min_buckets[31],
860 // Note that the liquidity buckets are an offset from the edge, so we
861 // inverse the max order to get the probabilities from zero.
862 max_buckets[31], max_buckets[30], max_buckets[29], max_buckets[28],
863 max_buckets[27], max_buckets[26], max_buckets[25], max_buckets[24],
864 max_buckets[23], max_buckets[22], max_buckets[21], max_buckets[20],
865 max_buckets[19], max_buckets[18], max_buckets[17], max_buckets[16],
866 max_buckets[15], max_buckets[14], max_buckets[13], max_buckets[12],
867 max_buckets[11], max_buckets[10], max_buckets[ 9], max_buckets[ 8],
868 max_buckets[ 7], max_buckets[ 6], max_buckets[ 5], max_buckets[ 4],
869 max_buckets[ 3], max_buckets[ 2], max_buckets[ 1], max_buckets[ 0]);
871 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
875 log_direction(&chan_debug.node_one, &chan_debug.node_two);
876 log_direction(&chan_debug.node_two, &chan_debug.node_one);
878 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
883 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
884 /// channel with `scid` towards the given `target` node.
885 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
886 let graph = self.network_graph.read_only();
888 if let Some(chan) = graph.channels().get(&scid) {
889 if let Some(liq) = self.channel_liquidities.get(&scid) {
890 if let Some((directed_info, source)) = chan.as_directed_to(target) {
891 let amt = directed_info.effective_capacity().as_msat();
892 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
893 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
900 /// Query the historical estimated minimum and maximum liquidity available for sending a
901 /// payment over the channel with `scid` towards the given `target` node.
903 /// Returns two sets of 32 buckets. The first set describes the lower-bound liquidity history,
904 /// the second set describes the upper-bound liquidity history. Each bucket describes the
905 /// relative frequency at which we've seen a liquidity bound in the bucket's range relative to
906 /// the channel's total capacity, on an arbitrary scale. Because the values are slowly decayed,
907 /// more recent data points are weighted more heavily than older datapoints.
909 /// Note that the range of each bucket varies by its location to provide more granular results
910 /// at the edges of a channel's capacity, where it is more likely to sit.
912 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given bucket
913 /// is calculated by dividing that bucket's value with the total value of all buckets.
915 /// For example, using a lower bucket count for illustrative purposes, a value of
916 /// `[0, 0, 0, ..., 0, 32]` indicates that we believe the probability of a bound being very
917 /// close to the channel's capacity to be 100%, and have never (recently) seen it in any other
918 /// bucket. A value of `[31, 0, 0, ..., 0, 0, 32]` indicates we've seen the bound being both
919 /// in the top and bottom bucket, and roughly with similar (recent) frequency.
921 /// Because the datapoints are decayed slowly over time, values will eventually return to
922 /// `Some(([0; 32], [0; 32]))` or `None` if no data remains for a channel.
924 /// In order to fetch a single success probability from the buckets provided here, as used in
925 /// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
926 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
927 -> Option<([u16; 32], [u16; 32])> {
928 let graph = self.network_graph.read_only();
930 if let Some(chan) = graph.channels().get(&scid) {
931 if let Some(liq) = self.channel_liquidities.get(&scid) {
932 if let Some((directed_info, source)) = chan.as_directed_to(target) {
933 let amt = directed_info.effective_capacity().as_msat();
934 let dir_liq = liq.as_directed(source, target, amt, self.decay_params);
936 let min_buckets = dir_liq.liquidity_history.min_liquidity_offset_history.buckets;
937 let mut max_buckets = dir_liq.liquidity_history.max_liquidity_offset_history.buckets;
939 // Note that the liquidity buckets are an offset from the edge, so we inverse
940 // the max order to get the probabilities from zero.
941 max_buckets.reverse();
942 return Some((min_buckets, max_buckets));
949 /// Query the probability of payment success sending the given `amount_msat` over the channel
950 /// with `scid` towards the given `target` node, based on the historical estimated liquidity
953 /// These are the same bounds as returned by
954 /// [`Self::historical_estimated_channel_liquidity_probabilities`] (but not those returned by
955 /// [`Self::estimated_channel_liquidity_range`]).
956 pub fn historical_estimated_payment_success_probability(
957 &self, scid: u64, target: &NodeId, amount_msat: u64, params: &ProbabilisticScoringFeeParameters)
959 let graph = self.network_graph.read_only();
961 if let Some(chan) = graph.channels().get(&scid) {
962 if let Some(liq) = self.channel_liquidities.get(&scid) {
963 if let Some((directed_info, source)) = chan.as_directed_to(target) {
964 let capacity_msat = directed_info.effective_capacity().as_msat();
965 let dir_liq = liq.as_directed(source, target, capacity_msat, self.decay_params);
967 return dir_liq.liquidity_history.calculate_success_probability_times_billion(
968 ¶ms, amount_msat, capacity_msat
969 ).map(|p| p as f64 / (1024 * 1024 * 1024) as f64);
977 impl ChannelLiquidity {
978 fn new(last_updated: Duration) -> Self {
980 min_liquidity_offset_msat: 0,
981 max_liquidity_offset_msat: 0,
982 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
983 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
985 offset_history_last_updated: last_updated,
989 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
992 &self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
993 ) -> DirectedChannelLiquidity<&u64, &HistoricalBucketRangeTracker, &Duration> {
994 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
996 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
997 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
999 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
1000 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
1003 DirectedChannelLiquidity {
1004 min_liquidity_offset_msat,
1005 max_liquidity_offset_msat,
1006 liquidity_history: HistoricalMinMaxBuckets {
1007 min_liquidity_offset_history,
1008 max_liquidity_offset_history,
1011 last_updated: &self.last_updated,
1012 offset_history_last_updated: &self.offset_history_last_updated,
1013 decay_params: decay_params,
1017 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
1018 /// `capacity_msat`.
1020 &mut self, source: &NodeId, target: &NodeId, capacity_msat: u64, decay_params: ProbabilisticScoringDecayParameters
1021 ) -> DirectedChannelLiquidity<&mut u64, &mut HistoricalBucketRangeTracker, &mut Duration> {
1022 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
1023 if source < target {
1024 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
1025 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
1027 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
1028 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
1031 DirectedChannelLiquidity {
1032 min_liquidity_offset_msat,
1033 max_liquidity_offset_msat,
1034 liquidity_history: HistoricalMinMaxBuckets {
1035 min_liquidity_offset_history,
1036 max_liquidity_offset_history,
1039 last_updated: &mut self.last_updated,
1040 offset_history_last_updated: &mut self.offset_history_last_updated,
1041 decay_params: decay_params,
1046 &self, offset: u64, duration_since_epoch: Duration,
1047 decay_params: ProbabilisticScoringDecayParameters,
1049 let half_life = decay_params.liquidity_offset_half_life.as_secs_f64();
1050 if half_life != 0.0 {
1051 let elapsed_time = duration_since_epoch.saturating_sub(self.last_updated).as_secs_f64();
1052 ((offset as f64) * powf64(0.5, elapsed_time / half_life)) as u64
1059 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
1061 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
1063 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
1064 /// ratio, as X in 1/X.
1065 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
1067 /// The divisor used when computing the amount penalty.
1068 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
1069 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
1071 /// Raises three `f64`s to the 3rd power, without `powi` because it requires `std` (dunno why).
1073 fn three_f64_pow_3(a: f64, b: f64, c: f64) -> (f64, f64, f64) {
1074 (a * a * a, b * b * b, c * c * c)
1077 /// Given liquidity bounds, calculates the success probability (in the form of a numerator and
1078 /// denominator) of an HTLC. This is a key assumption in our scoring models.
1080 /// Must not return a numerator or denominator greater than 2^31 for arguments less than 2^31.
1082 /// min_zero_implies_no_successes signals that a `min_liquidity_msat` of 0 means we've not
1083 /// (recently) seen an HTLC successfully complete over this channel.
1085 fn success_probability(
1086 amount_msat: u64, min_liquidity_msat: u64, max_liquidity_msat: u64, capacity_msat: u64,
1087 params: &ProbabilisticScoringFeeParameters, min_zero_implies_no_successes: bool,
1089 debug_assert!(min_liquidity_msat <= amount_msat);
1090 debug_assert!(amount_msat < max_liquidity_msat);
1091 debug_assert!(max_liquidity_msat <= capacity_msat);
1093 let (numerator, mut denominator) =
1094 if params.linear_success_probability {
1095 (max_liquidity_msat - amount_msat,
1096 (max_liquidity_msat - min_liquidity_msat).saturating_add(1))
1098 let capacity = capacity_msat as f64;
1099 let min = (min_liquidity_msat as f64) / capacity;
1100 let max = (max_liquidity_msat as f64) / capacity;
1101 let amount = (amount_msat as f64) / capacity;
1103 // Assume the channel has a probability density function of (x - 0.5)^2 for values from
1104 // 0 to 1 (where 1 is the channel's full capacity). The success probability given some
1105 // liquidity bounds is thus the integral under the curve from the amount to maximum
1106 // estimated liquidity, divided by the same integral from the minimum to the maximum
1107 // estimated liquidity bounds.
1109 // Because the integral from x to y is simply (y - 0.5)^3 - (x - 0.5)^3, we can
1110 // calculate the cumulative density function between the min/max bounds trivially. Note
1111 // that we don't bother to normalize the CDF to total to 1, as it will come out in the
1112 // division of num / den.
1113 let (max_pow, amt_pow, min_pow) = three_f64_pow_3(max - 0.5, amount - 0.5, min - 0.5);
1114 let num = max_pow - amt_pow;
1115 let den = max_pow - min_pow;
1117 // Because our numerator and denominator max out at 0.5^3 we need to multiply them by
1118 // quite a large factor to get something useful (ideally in the 2^30 range).
1119 const BILLIONISH: f64 = 1024.0 * 1024.0 * 1024.0;
1120 let numerator = (num * BILLIONISH) as u64 + 1;
1121 let denominator = (den * BILLIONISH) as u64 + 1;
1122 debug_assert!(numerator <= 1 << 30, "Got large numerator ({}) from float {}.", numerator, num);
1123 debug_assert!(denominator <= 1 << 30, "Got large denominator ({}) from float {}.", denominator, den);
1124 (numerator, denominator)
1127 if min_zero_implies_no_successes && min_liquidity_msat == 0 &&
1128 denominator < u64::max_value() / 21
1130 // If we have no knowledge of the channel, scale probability down by ~75%
1131 // Note that we prefer to increase the denominator rather than decrease the numerator as
1132 // the denominator is more likely to be larger and thus provide greater precision. This is
1133 // mostly an overoptimization but makes a large difference in tests.
1134 denominator = denominator * 21 / 16
1137 (numerator, denominator)
1140 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Deref<Target = Duration>>
1141 DirectedChannelLiquidity< L, BRT, T> {
1142 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1144 fn penalty_msat(&self, amount_msat: u64, score_params: &ProbabilisticScoringFeeParameters) -> u64 {
1145 let available_capacity = self.capacity_msat;
1146 let max_liquidity_msat = self.max_liquidity_msat();
1147 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1149 let mut res = if amount_msat <= min_liquidity_msat {
1151 } else if amount_msat >= max_liquidity_msat {
1152 // Equivalent to hitting the else clause below with the amount equal to the effective
1153 // capacity and without any certainty on the liquidity upper bound, plus the
1154 // impossibility penalty.
1155 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1156 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1157 score_params.liquidity_penalty_multiplier_msat,
1158 score_params.liquidity_penalty_amount_multiplier_msat)
1159 .saturating_add(score_params.considered_impossible_penalty_msat)
1161 let (numerator, denominator) = success_probability(amount_msat,
1162 min_liquidity_msat, max_liquidity_msat, available_capacity, score_params, false);
1163 if denominator - numerator < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1164 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1165 // don't bother trying to use the log approximation as it gets too noisy to be
1166 // particularly helpful, instead just round down to 0.
1169 let negative_log10_times_2048 =
1170 approx::negative_log10_times_2048(numerator, denominator);
1171 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1172 score_params.liquidity_penalty_multiplier_msat,
1173 score_params.liquidity_penalty_amount_multiplier_msat)
1177 if amount_msat >= available_capacity {
1178 // We're trying to send more than the capacity, use a max penalty.
1179 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1180 NEGATIVE_LOG10_UPPER_BOUND * 2048,
1181 score_params.historical_liquidity_penalty_multiplier_msat,
1182 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1186 if score_params.historical_liquidity_penalty_multiplier_msat != 0 ||
1187 score_params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1188 if let Some(cumulative_success_prob_times_billion) = self.liquidity_history
1189 .calculate_success_probability_times_billion(
1190 score_params, amount_msat, self.capacity_msat)
1192 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1193 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1194 historical_negative_log10_times_2048, score_params.historical_liquidity_penalty_multiplier_msat,
1195 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1197 // If we don't have any valid points (or, once decayed, we have less than a full
1198 // point), redo the non-historical calculation with no liquidity bounds tracked and
1199 // the historical penalty multipliers.
1200 let (numerator, denominator) = success_probability(amount_msat, 0,
1201 available_capacity, available_capacity, score_params, true);
1202 let negative_log10_times_2048 =
1203 approx::negative_log10_times_2048(numerator, denominator);
1204 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1205 score_params.historical_liquidity_penalty_multiplier_msat,
1206 score_params.historical_liquidity_penalty_amount_multiplier_msat));
1213 /// Computes the liquidity penalty from the penalty multipliers.
1215 fn combined_penalty_msat(amount_msat: u64, mut negative_log10_times_2048: u64,
1216 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1218 negative_log10_times_2048 =
1219 negative_log10_times_2048.min(NEGATIVE_LOG10_UPPER_BOUND * 2048);
1221 // Upper bound the liquidity penalty to ensure some channel is selected.
1222 let liquidity_penalty_msat = negative_log10_times_2048
1223 .saturating_mul(liquidity_penalty_multiplier_msat) / 2048;
1224 let amount_penalty_msat = negative_log10_times_2048
1225 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1226 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1228 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1231 /// Returns the lower bound of the channel liquidity balance in this direction.
1233 fn min_liquidity_msat(&self) -> u64 {
1234 *self.min_liquidity_offset_msat
1237 /// Returns the upper bound of the channel liquidity balance in this direction.
1239 fn max_liquidity_msat(&self) -> u64 {
1241 .saturating_sub(*self.max_liquidity_offset_msat)
1245 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: DerefMut<Target = Duration>>
1246 DirectedChannelLiquidity<L, BRT, T> {
1247 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1248 fn failed_at_channel<Log: Deref>(
1249 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1250 ) where Log::Target: Logger {
1251 let existing_max_msat = self.max_liquidity_msat();
1252 if amount_msat < existing_max_msat {
1253 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1254 self.set_max_liquidity_msat(amount_msat, duration_since_epoch);
1256 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1257 chan_descr, existing_max_msat, amount_msat);
1259 self.update_history_buckets(0, duration_since_epoch);
1262 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1263 fn failed_downstream<Log: Deref>(
1264 &mut self, amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1265 ) where Log::Target: Logger {
1266 let existing_min_msat = self.min_liquidity_msat();
1267 if amount_msat > existing_min_msat {
1268 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1269 self.set_min_liquidity_msat(amount_msat, duration_since_epoch);
1271 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1272 chan_descr, existing_min_msat, amount_msat);
1274 self.update_history_buckets(0, duration_since_epoch);
1277 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1278 fn successful<Log: Deref>(&mut self,
1279 amount_msat: u64, duration_since_epoch: Duration, chan_descr: fmt::Arguments, logger: &Log
1280 ) where Log::Target: Logger {
1281 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1282 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1283 self.set_max_liquidity_msat(max_liquidity_msat, duration_since_epoch);
1284 self.update_history_buckets(amount_msat, duration_since_epoch);
1287 /// Updates the history buckets for this channel. Because the history buckets track what we now
1288 /// know about the channel's state *prior to our payment* (i.e. what we assume is "steady
1289 /// state"), we allow the caller to set an offset applied to our liquidity bounds which
1290 /// represents the amount of the successful payment we just made.
1291 fn update_history_buckets(&mut self, bucket_offset_msat: u64, duration_since_epoch: Duration) {
1293 duration_since_epoch.checked_sub(*self.offset_history_last_updated)
1294 .unwrap_or(Duration::ZERO).as_secs()
1295 .checked_div(self.decay_params.historical_no_updates_half_life.as_secs())
1296 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1297 self.liquidity_history.min_liquidity_offset_history.time_decay_data(half_lives);
1298 self.liquidity_history.max_liquidity_offset_history.time_decay_data(half_lives);
1300 self.liquidity_history.min_liquidity_offset_history.track_datapoint(
1301 *self.min_liquidity_offset_msat + bucket_offset_msat, self.capacity_msat
1303 self.liquidity_history.max_liquidity_offset_history.track_datapoint(
1304 self.max_liquidity_offset_msat.saturating_sub(bucket_offset_msat), self.capacity_msat
1306 *self.offset_history_last_updated = duration_since_epoch;
1309 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1310 fn set_min_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1311 *self.min_liquidity_offset_msat = amount_msat;
1312 if amount_msat > self.max_liquidity_msat() {
1313 *self.max_liquidity_offset_msat = 0;
1315 *self.last_updated = duration_since_epoch;
1318 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1319 fn set_max_liquidity_msat(&mut self, amount_msat: u64, duration_since_epoch: Duration) {
1320 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1321 if amount_msat < *self.min_liquidity_offset_msat {
1322 *self.min_liquidity_offset_msat = 0;
1324 *self.last_updated = duration_since_epoch;
1328 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreLookUp for ProbabilisticScorer<G, L> where L::Target: Logger {
1329 type ScoreParams = ProbabilisticScoringFeeParameters;
1330 fn channel_penalty_msat(
1331 &self, candidate: &CandidateRouteHop, usage: ChannelUsage, score_params: &ProbabilisticScoringFeeParameters
1333 let (scid, target) = match candidate {
1334 CandidateRouteHop::PublicHop { info, short_channel_id } => {
1335 (short_channel_id, info.target())
1339 let source = candidate.source();
1340 if let Some(penalty) = score_params.manual_node_penalties.get(&target) {
1344 let base_penalty_msat = score_params.base_penalty_msat.saturating_add(
1345 score_params.base_penalty_amount_multiplier_msat
1346 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1348 let mut anti_probing_penalty_msat = 0;
1349 match usage.effective_capacity {
1350 EffectiveCapacity::ExactLiquidity { liquidity_msat: amount_msat } |
1351 EffectiveCapacity::HintMaxHTLC { amount_msat } =>
1353 if usage.amount_msat > amount_msat {
1354 return u64::max_value();
1356 return base_penalty_msat;
1359 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1360 if htlc_maximum_msat >= capacity_msat/2 {
1361 anti_probing_penalty_msat = score_params.anti_probing_penalty_msat;
1367 let amount_msat = usage.amount_msat.saturating_add(usage.inflight_htlc_msat);
1368 let capacity_msat = usage.effective_capacity.as_msat();
1369 self.channel_liquidities
1371 .unwrap_or(&ChannelLiquidity::new(Duration::ZERO))
1372 .as_directed(&source, &target, capacity_msat, self.decay_params)
1373 .penalty_msat(amount_msat, score_params)
1374 .saturating_add(anti_probing_penalty_msat)
1375 .saturating_add(base_penalty_msat)
1379 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> ScoreUpdate for ProbabilisticScorer<G, L> where L::Target: Logger {
1380 fn payment_path_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1381 let amount_msat = path.final_value_msat();
1382 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1383 let network_graph = self.network_graph.read_only();
1384 for (hop_idx, hop) in path.hops.iter().enumerate() {
1385 let target = NodeId::from_pubkey(&hop.pubkey);
1386 let channel_directed_from_source = network_graph.channels()
1387 .get(&hop.short_channel_id)
1388 .and_then(|channel| channel.as_directed_to(&target));
1390 let at_failed_channel = hop.short_channel_id == short_channel_id;
1391 if at_failed_channel && hop_idx == 0 {
1392 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);
1395 // Only score announced channels.
1396 if let Some((channel, source)) = channel_directed_from_source {
1397 let capacity_msat = channel.effective_capacity().as_msat();
1398 if at_failed_channel {
1399 self.channel_liquidities
1400 .entry(hop.short_channel_id)
1401 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1402 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1403 .failed_at_channel(amount_msat, duration_since_epoch,
1404 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1406 self.channel_liquidities
1407 .entry(hop.short_channel_id)
1408 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1409 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1410 .failed_downstream(amount_msat, duration_since_epoch,
1411 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1414 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).",
1415 hop.short_channel_id);
1417 if at_failed_channel { break; }
1421 fn payment_path_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1422 let amount_msat = path.final_value_msat();
1423 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1424 path.hops.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1425 let network_graph = self.network_graph.read_only();
1426 for hop in &path.hops {
1427 let target = NodeId::from_pubkey(&hop.pubkey);
1428 let channel_directed_from_source = network_graph.channels()
1429 .get(&hop.short_channel_id)
1430 .and_then(|channel| channel.as_directed_to(&target));
1432 // Only score announced channels.
1433 if let Some((channel, source)) = channel_directed_from_source {
1434 let capacity_msat = channel.effective_capacity().as_msat();
1435 self.channel_liquidities
1436 .entry(hop.short_channel_id)
1437 .or_insert_with(|| ChannelLiquidity::new(duration_since_epoch))
1438 .as_directed_mut(source, &target, capacity_msat, self.decay_params)
1439 .successful(amount_msat, duration_since_epoch,
1440 format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1442 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).",
1443 hop.short_channel_id);
1448 fn probe_failed(&mut self, path: &Path, short_channel_id: u64, duration_since_epoch: Duration) {
1449 self.payment_path_failed(path, short_channel_id, duration_since_epoch)
1452 fn probe_successful(&mut self, path: &Path, duration_since_epoch: Duration) {
1453 self.payment_path_failed(path, u64::max_value(), duration_since_epoch)
1456 fn time_passed(&mut self, duration_since_epoch: Duration) {
1457 let decay_params = self.decay_params;
1458 self.channel_liquidities.retain(|_scid, liquidity| {
1459 liquidity.min_liquidity_offset_msat =
1460 liquidity.decayed_offset(liquidity.min_liquidity_offset_msat, duration_since_epoch, decay_params);
1461 liquidity.max_liquidity_offset_msat =
1462 liquidity.decayed_offset(liquidity.max_liquidity_offset_msat, duration_since_epoch, decay_params);
1463 liquidity.last_updated = duration_since_epoch;
1466 duration_since_epoch.saturating_sub(liquidity.offset_history_last_updated);
1467 if elapsed_time > decay_params.historical_no_updates_half_life {
1468 let half_life = decay_params.historical_no_updates_half_life.as_secs_f64();
1469 if half_life != 0.0 {
1470 let divisor = powf64(2048.0, elapsed_time.as_secs_f64() / half_life) as u64;
1471 for bucket in liquidity.min_liquidity_offset_history.buckets.iter_mut() {
1472 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1474 for bucket in liquidity.max_liquidity_offset_history.buckets.iter_mut() {
1475 *bucket = ((*bucket as u64) * 1024 / divisor) as u16;
1477 liquidity.offset_history_last_updated = duration_since_epoch;
1480 liquidity.min_liquidity_offset_msat != 0 || liquidity.max_liquidity_offset_msat != 0 ||
1481 liquidity.min_liquidity_offset_history.buckets != [0; 32] ||
1482 liquidity.max_liquidity_offset_history.buckets != [0; 32]
1488 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Score for ProbabilisticScorer<G, L>
1489 where L::Target: Logger {}
1491 #[cfg(feature = "std")]
1493 fn powf64(n: f64, exp: f64) -> f64 {
1496 #[cfg(not(feature = "std"))]
1497 fn powf64(n: f64, exp: f64) -> f64 {
1498 libm::powf(n as f32, exp as f32) as f64
1502 const BITS: u32 = 64;
1503 const HIGHEST_BIT: u32 = BITS - 1;
1504 const LOWER_BITS: u32 = 6;
1505 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1506 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1508 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1509 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1510 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1511 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1512 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1513 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1514 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1515 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1516 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1517 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1518 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1519 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1520 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1521 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1522 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1523 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1524 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1525 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1526 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1527 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1528 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1529 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1530 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1531 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1532 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1533 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1534 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1535 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1536 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1537 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1538 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1539 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1540 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1541 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1542 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1543 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1544 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1545 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1546 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1547 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1548 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1549 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1550 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1551 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1552 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1553 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1554 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1555 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1556 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1557 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1558 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1559 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1560 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1561 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1562 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1563 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1564 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1565 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1566 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1567 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1568 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1569 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1570 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1571 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1572 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1573 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1574 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1575 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1576 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1577 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1578 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1579 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1580 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1581 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1582 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1583 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1584 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1585 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1586 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1587 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1588 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1589 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1590 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1591 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1592 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1593 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1594 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1595 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1596 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1597 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1598 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1599 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1600 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1601 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1602 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1603 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1604 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1605 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1606 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1607 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1608 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1609 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1610 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1611 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1612 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1613 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1614 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1615 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1616 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1617 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1618 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1619 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1620 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1621 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1622 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1623 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1624 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1625 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1626 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1627 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1628 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1629 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1630 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1631 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1632 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1633 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1634 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1635 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1636 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1637 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1638 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1639 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1640 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1641 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1642 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1643 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1644 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1645 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1646 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1647 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1648 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1649 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1650 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1651 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1652 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1653 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1654 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1655 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1656 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1657 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1658 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1659 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1660 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1661 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1662 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1663 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1664 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1665 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1666 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1667 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1668 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1669 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1670 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1671 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1672 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1673 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1674 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1675 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1676 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1677 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1678 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1679 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1680 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1681 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1682 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1683 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1684 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1685 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1686 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1687 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1688 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1689 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1690 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1691 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1692 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1693 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1694 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1695 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1696 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1697 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1698 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1699 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1700 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1701 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1702 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1703 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1704 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1705 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1706 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1707 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1708 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1709 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1710 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1711 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1712 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1713 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1714 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1715 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1716 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1717 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1718 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1719 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1720 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1721 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1722 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1723 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1724 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1725 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1726 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1727 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1728 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1729 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1730 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1731 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1732 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1733 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1734 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1735 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1736 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1737 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1738 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1739 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1740 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1741 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1742 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1743 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1744 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1745 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1746 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1747 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1748 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1749 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1750 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1751 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1752 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1753 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1754 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1755 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1756 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1757 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1758 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1759 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1760 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1761 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1762 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1763 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1764 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1765 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1766 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1769 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1771 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1772 // Multiply the -1 through to avoid needing to use signed numbers.
1773 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1777 fn log10_times_2048(x: u64) -> u16 {
1778 debug_assert_ne!(x, 0);
1779 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1780 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1781 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1789 fn prints_negative_log10_times_2048_lookup_table() {
1790 for msb in 0..BITS {
1791 for i in 0..LOWER_BITS_BOUND {
1792 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1793 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1794 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1796 if i % LOWER_BITS_BOUND == 0 {
1797 print!("\t\t[{}, ", log10_times_2048);
1798 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1799 println!("{}],", log10_times_2048);
1800 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1801 print!("{},\n\t\t\t", log10_times_2048);
1803 print!("{}, ", log10_times_2048);
1811 mod bucketed_history {
1814 // Because liquidity is often skewed heavily in one direction, we store historical state
1815 // distribution in buckets of different size. For backwards compatibility, buckets of size 1/8th
1816 // must fit evenly into the buckets here.
1818 // The smallest bucket is 2^-14th of the channel, for each of our 32 buckets here we define the
1819 // width of the bucket in 2^14'ths of the channel. This increases exponentially until we reach
1820 // a full 16th of the channel's capacity, which is reapeated a few times for backwards
1821 // compatibility. The four middle buckets represent full octiles of the channel's capacity.
1823 // For a 1 BTC channel, this let's us differentiate between failures in the bottom 6k sats, or
1824 // between the 12,000th sat and 24,000th sat, while only needing to store and operate on 32
1825 // buckets in total.
1827 const BUCKET_START_POS: [u16; 33] = [
1828 0, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 2048, 3072, 4096, 6144, 8192, 10240, 12288,
1829 13312, 14336, 15360, 15872, 16128, 16256, 16320, 16352, 16368, 16376, 16380, 16382, 16383, 16384,
1832 const LEGACY_TO_BUCKET_RANGE: [(u8, u8); 8] = [
1833 (0, 12), (12, 14), (14, 15), (15, 16), (16, 17), (17, 18), (18, 20), (20, 32)
1836 const POSITION_TICKS: u16 = 1 << 14;
1838 fn pos_to_bucket(pos: u16) -> usize {
1839 for bucket in 0..32 {
1840 if pos < BUCKET_START_POS[bucket + 1] {
1844 debug_assert!(false);
1850 fn check_bucket_maps() {
1851 const BUCKET_WIDTH_IN_16384S: [u16; 32] = [
1852 1, 1, 2, 4, 8, 16, 32, 64, 128, 256, 512, 1024, 1024, 1024, 2048, 2048,
1853 2048, 2048, 1024, 1024, 1024, 512, 256, 128, 64, 32, 16, 8, 4, 2, 1, 1];
1855 let mut min_size_iter = 0;
1856 let mut legacy_bucket_iter = 0;
1857 for (bucket, width) in BUCKET_WIDTH_IN_16384S.iter().enumerate() {
1858 assert_eq!(BUCKET_START_POS[bucket], min_size_iter);
1859 for i in 0..*width {
1860 assert_eq!(pos_to_bucket(min_size_iter + i) as usize, bucket);
1862 min_size_iter += *width;
1863 if min_size_iter % (POSITION_TICKS / 8) == 0 {
1864 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter].1 as usize, bucket + 1);
1865 if legacy_bucket_iter + 1 < 8 {
1866 assert_eq!(LEGACY_TO_BUCKET_RANGE[legacy_bucket_iter + 1].0 as usize, bucket + 1);
1868 legacy_bucket_iter += 1;
1871 assert_eq!(BUCKET_START_POS[32], POSITION_TICKS);
1872 assert_eq!(min_size_iter, POSITION_TICKS);
1876 fn amount_to_pos(amount_msat: u64, capacity_msat: u64) -> u16 {
1877 let pos = if amount_msat < u64::max_value() / (POSITION_TICKS as u64) {
1878 (amount_msat * (POSITION_TICKS as u64) / capacity_msat.saturating_add(1))
1879 .try_into().unwrap_or(POSITION_TICKS)
1881 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1882 // division. This branch should only be hit in fuzz testing since the amount would
1883 // need to be over 2.88 million BTC in practice.
1884 ((amount_msat as u128) * (POSITION_TICKS as u128)
1885 / (capacity_msat as u128).saturating_add(1))
1886 .try_into().unwrap_or(POSITION_TICKS)
1888 // If we are running in a client that doesn't validate gossip, its possible for a channel's
1889 // capacity to change due to a `channel_update` message which, if received while a payment
1890 // is in-flight, could cause this to fail. Thus, we only assert in test.
1892 debug_assert!(pos < POSITION_TICKS);
1896 /// Prior to LDK 0.0.117 we used eight buckets which were split evenly across the either
1897 /// octiles. This was changed to use 32 buckets for accuracy reasons in 0.0.117, however we
1898 /// support reading the legacy values here for backwards compatibility.
1899 pub(super) struct LegacyHistoricalBucketRangeTracker {
1903 impl LegacyHistoricalBucketRangeTracker {
1904 pub(crate) fn into_current(&self) -> HistoricalBucketRangeTracker {
1905 let mut buckets = [0; 32];
1906 for (idx, legacy_bucket) in self.buckets.iter().enumerate() {
1907 let mut new_val = *legacy_bucket;
1908 let (start, end) = LEGACY_TO_BUCKET_RANGE[idx];
1909 new_val /= (end - start) as u16;
1910 for i in start..end {
1911 buckets[i as usize] = new_val;
1914 HistoricalBucketRangeTracker { buckets }
1918 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
1919 /// in each of 32 buckets.
1920 #[derive(Clone, Copy)]
1921 pub(super) struct HistoricalBucketRangeTracker {
1922 pub(super) buckets: [u16; 32],
1925 /// Buckets are stored in fixed point numbers with a 5 bit fractional part. Thus, the value
1926 /// "one" is 32, or this constant.
1927 pub const BUCKET_FIXED_POINT_ONE: u16 = 32;
1929 impl HistoricalBucketRangeTracker {
1930 pub(super) fn new() -> Self { Self { buckets: [0; 32] } }
1931 pub(super) fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
1932 // We have 32 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
1933 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
1935 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
1936 // the buckets for the current min and max liquidity offset positions.
1938 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
1939 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
1940 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
1942 // In total, this allows us to track data for the last 8,000 or so payments across a given
1945 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
1946 // and need to balance having more bits in the decimal part (to ensure decay isn't too
1947 // non-linear) with having too few bits in the mantissa, causing us to not store very many
1950 // The constants were picked experimentally, selecting a decay amount that restricts us
1951 // from overflowing buckets without having to cap them manually.
1953 let pos: u16 = amount_to_pos(liquidity_offset_msat, capacity_msat);
1954 if pos < POSITION_TICKS {
1955 for e in self.buckets.iter_mut() {
1956 *e = ((*e as u32) * 2047 / 2048) as u16;
1958 let bucket = pos_to_bucket(pos);
1959 self.buckets[bucket] = self.buckets[bucket].saturating_add(BUCKET_FIXED_POINT_ONE);
1962 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
1963 /// datapoints as we receive newer information.
1965 pub(super) fn time_decay_data(&mut self, half_lives: u32) {
1966 for e in self.buckets.iter_mut() {
1967 *e = e.checked_shr(half_lives).unwrap_or(0);
1972 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
1973 impl_writeable_tlv_based!(LegacyHistoricalBucketRangeTracker, { (0, buckets, required) });
1975 /// A set of buckets representing the history of where we've seen the minimum- and maximum-
1976 /// liquidity bounds for a given channel.
1977 pub(super) struct HistoricalMinMaxBuckets<D: Deref<Target = HistoricalBucketRangeTracker>> {
1978 /// Buckets tracking where and how often we've seen the minimum liquidity bound for a
1980 pub(super) min_liquidity_offset_history: D,
1981 /// Buckets tracking where and how often we've seen the maximum liquidity bound for a
1983 pub(super) max_liquidity_offset_history: D,
1986 impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
1988 pub(super) fn calculate_success_probability_times_billion(
1989 &self, params: &ProbabilisticScoringFeeParameters, amount_msat: u64,
1992 // If historical penalties are enabled, we try to calculate a probability of success
1993 // given our historical distribution of min- and max-liquidity bounds in a channel.
1994 // To do so, we walk the set of historical liquidity bucket (min, max) combinations
1995 // (where min_idx < max_idx, as having a minimum above our maximum is an invalid
1996 // state). For each pair, we calculate the probability as if the bucket's corresponding
1997 // min- and max- liquidity bounds were our current liquidity bounds and then multiply
1998 // that probability by the weight of the selected buckets.
1999 let payment_pos = amount_to_pos(amount_msat, capacity_msat);
2000 if payment_pos >= POSITION_TICKS { return None; }
2002 let mut total_valid_points_tracked = 0;
2003 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
2004 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
2005 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
2009 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
2010 // treat it as if we were fully decayed.
2011 const FULLY_DECAYED: u16 = BUCKET_FIXED_POINT_ONE * BUCKET_FIXED_POINT_ONE;
2012 if total_valid_points_tracked < FULLY_DECAYED.into() {
2016 let mut cumulative_success_prob_times_billion = 0;
2017 // Special-case the 0th min bucket - it generally means we failed a payment, so only
2018 // consider the highest (i.e. largest-offset-from-max-capacity) max bucket for all
2019 // points against the 0th min bucket. This avoids the case where we fail to route
2020 // increasingly lower values over a channel, but treat each failure as a separate
2021 // datapoint, many of which may have relatively high maximum-available-liquidity
2022 // values, which will result in us thinking we have some nontrivial probability of
2023 // routing up to that amount.
2024 if self.min_liquidity_offset_history.buckets[0] != 0 {
2025 let mut highest_max_bucket_with_points = 0; // The highest max-bucket with any data
2026 let mut total_max_points = 0; // Total points in max-buckets to consider
2027 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate() {
2028 if *max_bucket >= BUCKET_FIXED_POINT_ONE {
2029 highest_max_bucket_with_points = cmp::max(highest_max_bucket_with_points, max_idx);
2031 total_max_points += *max_bucket as u64;
2033 let max_bucket_end_pos = BUCKET_START_POS[32 - highest_max_bucket_with_points] - 1;
2034 if payment_pos < max_bucket_end_pos {
2035 let (numerator, denominator) = success_probability(payment_pos as u64, 0,
2036 max_bucket_end_pos as u64, POSITION_TICKS as u64 - 1, params, true);
2037 let bucket_prob_times_billion =
2038 (self.min_liquidity_offset_history.buckets[0] as u64) * total_max_points
2039 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2040 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2041 numerator / denominator;
2045 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate().skip(1) {
2046 let min_bucket_start_pos = BUCKET_START_POS[min_idx];
2047 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(32 - min_idx) {
2048 let max_bucket_end_pos = BUCKET_START_POS[32 - max_idx] - 1;
2049 // Note that this multiply can only barely not overflow - two 16 bit ints plus
2050 // 30 bits is 62 bits.
2051 let bucket_prob_times_billion = (*min_bucket as u64) * (*max_bucket as u64)
2052 * 1024 * 1024 * 1024 / total_valid_points_tracked;
2053 if payment_pos >= max_bucket_end_pos {
2054 // Success probability 0, the payment amount may be above the max liquidity
2056 } else if payment_pos < min_bucket_start_pos {
2057 cumulative_success_prob_times_billion += bucket_prob_times_billion;
2059 let (numerator, denominator) = success_probability(payment_pos as u64,
2060 min_bucket_start_pos as u64, max_bucket_end_pos as u64,
2061 POSITION_TICKS as u64 - 1, params, true);
2062 cumulative_success_prob_times_billion += bucket_prob_times_billion *
2063 numerator / denominator;
2068 Some(cumulative_success_prob_times_billion)
2072 use bucketed_history::{LegacyHistoricalBucketRangeTracker, HistoricalBucketRangeTracker, HistoricalMinMaxBuckets};
2074 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref> Writeable for ProbabilisticScorer<G, L> where L::Target: Logger {
2076 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2077 write_tlv_fields!(w, {
2078 (0, self.channel_liquidities, required),
2084 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref>
2085 ReadableArgs<(ProbabilisticScoringDecayParameters, G, L)> for ProbabilisticScorer<G, L> where L::Target: Logger {
2088 r: &mut R, args: (ProbabilisticScoringDecayParameters, G, L)
2089 ) -> Result<Self, DecodeError> {
2090 let (decay_params, network_graph, logger) = args;
2091 let mut channel_liquidities = HashMap::new();
2092 read_tlv_fields!(r, {
2093 (0, channel_liquidities, required),
2099 channel_liquidities,
2104 impl Writeable for ChannelLiquidity {
2106 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
2107 write_tlv_fields!(w, {
2108 (0, self.min_liquidity_offset_msat, required),
2109 // 1 was the min_liquidity_offset_history in octile form
2110 (2, self.max_liquidity_offset_msat, required),
2111 // 3 was the max_liquidity_offset_history in octile form
2112 (4, self.last_updated, required),
2113 (5, Some(self.min_liquidity_offset_history), option),
2114 (7, Some(self.max_liquidity_offset_history), option),
2115 (9, self.offset_history_last_updated, required),
2121 impl Readable for ChannelLiquidity {
2123 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
2124 let mut min_liquidity_offset_msat = 0;
2125 let mut max_liquidity_offset_msat = 0;
2126 let mut legacy_min_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2127 let mut legacy_max_liq_offset_history: Option<LegacyHistoricalBucketRangeTracker> = None;
2128 let mut min_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2129 let mut max_liquidity_offset_history: Option<HistoricalBucketRangeTracker> = None;
2130 let mut last_updated = Duration::from_secs(0);
2131 let mut offset_history_last_updated = None;
2132 read_tlv_fields!(r, {
2133 (0, min_liquidity_offset_msat, required),
2134 (1, legacy_min_liq_offset_history, option),
2135 (2, max_liquidity_offset_msat, required),
2136 (3, legacy_max_liq_offset_history, option),
2137 (4, last_updated, required),
2138 (5, min_liquidity_offset_history, option),
2139 (7, max_liquidity_offset_history, option),
2140 (9, offset_history_last_updated, option),
2143 if min_liquidity_offset_history.is_none() {
2144 if let Some(legacy_buckets) = legacy_min_liq_offset_history {
2145 min_liquidity_offset_history = Some(legacy_buckets.into_current());
2147 min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2150 if max_liquidity_offset_history.is_none() {
2151 if let Some(legacy_buckets) = legacy_max_liq_offset_history {
2152 max_liquidity_offset_history = Some(legacy_buckets.into_current());
2154 max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
2158 min_liquidity_offset_msat,
2159 max_liquidity_offset_msat,
2160 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
2161 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
2163 offset_history_last_updated: offset_history_last_updated.unwrap_or(last_updated),
2170 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringFeeParameters, ProbabilisticScoringDecayParameters, ProbabilisticScorer};
2171 use crate::blinded_path::{BlindedHop, BlindedPath};
2172 use crate::util::config::UserConfig;
2173 use crate::util::time::tests::SinceEpoch;
2175 use crate::ln::channelmanager;
2176 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
2177 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
2178 use crate::routing::router::{BlindedTail, Path, RouteHop, CandidateRouteHop};
2179 use crate::routing::scoring::{ChannelUsage, ScoreLookUp, ScoreUpdate};
2180 use crate::util::ser::{ReadableArgs, Writeable};
2181 use crate::util::test_utils::{self, TestLogger};
2183 use bitcoin::blockdata::constants::ChainHash;
2184 use bitcoin::hashes::Hash;
2185 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
2186 use bitcoin::network::constants::Network;
2187 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
2188 use core::time::Duration;
2191 fn source_privkey() -> SecretKey {
2192 SecretKey::from_slice(&[42; 32]).unwrap()
2195 fn target_privkey() -> SecretKey {
2196 SecretKey::from_slice(&[43; 32]).unwrap()
2199 fn source_pubkey() -> PublicKey {
2200 let secp_ctx = Secp256k1::new();
2201 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
2204 fn target_pubkey() -> PublicKey {
2205 let secp_ctx = Secp256k1::new();
2206 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
2209 fn source_node_id() -> NodeId {
2210 NodeId::from_pubkey(&source_pubkey())
2213 fn target_node_id() -> NodeId {
2214 NodeId::from_pubkey(&target_pubkey())
2217 // `ProbabilisticScorer` tests
2219 fn sender_privkey() -> SecretKey {
2220 SecretKey::from_slice(&[41; 32]).unwrap()
2223 fn recipient_privkey() -> SecretKey {
2224 SecretKey::from_slice(&[45; 32]).unwrap()
2227 fn sender_pubkey() -> PublicKey {
2228 let secp_ctx = Secp256k1::new();
2229 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
2232 fn recipient_pubkey() -> PublicKey {
2233 let secp_ctx = Secp256k1::new();
2234 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
2237 fn recipient_node_id() -> NodeId {
2238 NodeId::from_pubkey(&recipient_pubkey())
2241 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
2242 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
2243 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
2244 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
2250 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
2251 node_2_key: SecretKey
2253 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2254 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
2255 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
2256 let secp_ctx = Secp256k1::new();
2257 let unsigned_announcement = UnsignedChannelAnnouncement {
2258 features: channelmanager::provided_channel_features(&UserConfig::default()),
2259 chain_hash: genesis_hash,
2261 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
2262 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
2263 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
2264 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
2265 excess_data: Vec::new(),
2267 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
2268 let signed_announcement = ChannelAnnouncement {
2269 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
2270 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
2271 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
2272 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
2273 contents: unsigned_announcement,
2275 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
2276 network_graph.update_channel_from_announcement(
2277 &signed_announcement, &chain_source).unwrap();
2278 update_channel(network_graph, short_channel_id, node_1_key, 0, 1_000, 100);
2279 update_channel(network_graph, short_channel_id, node_2_key, 1, 0, 100);
2283 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
2284 flags: u8, htlc_maximum_msat: u64, timestamp: u32,
2286 let genesis_hash = ChainHash::using_genesis_block(Network::Testnet);
2287 let secp_ctx = Secp256k1::new();
2288 let unsigned_update = UnsignedChannelUpdate {
2289 chain_hash: genesis_hash,
2293 cltv_expiry_delta: 18,
2294 htlc_minimum_msat: 0,
2297 fee_proportional_millionths: 0,
2298 excess_data: Vec::new(),
2300 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
2301 let signed_update = ChannelUpdate {
2302 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
2303 contents: unsigned_update,
2305 network_graph.update_channel(&signed_update).unwrap();
2308 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
2309 let config = UserConfig::default();
2312 node_features: channelmanager::provided_node_features(&config),
2314 channel_features: channelmanager::provided_channel_features(&config),
2316 cltv_expiry_delta: 18,
2317 maybe_announced_channel: true,
2321 fn payment_path_for_amount(amount_msat: u64) -> Path {
2324 path_hop(source_pubkey(), 41, 1),
2325 path_hop(target_pubkey(), 42, 2),
2326 path_hop(recipient_pubkey(), 43, amount_msat),
2327 ], blinded_tail: None,
2332 fn liquidity_bounds_directed_from_lowest_node_id() {
2333 let logger = TestLogger::new();
2334 let last_updated = Duration::ZERO;
2335 let offset_history_last_updated = Duration::ZERO;
2336 let network_graph = network_graph(&logger);
2337 let decay_params = ProbabilisticScoringDecayParameters::default();
2338 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2341 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2342 last_updated, offset_history_last_updated,
2343 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2344 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2348 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100,
2349 last_updated, offset_history_last_updated,
2350 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2351 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2353 let source = source_node_id();
2354 let target = target_node_id();
2355 let recipient = recipient_node_id();
2356 assert!(source > target);
2357 assert!(target < recipient);
2359 // Update minimum liquidity.
2361 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2362 .as_directed(&source, &target, 1_000, decay_params);
2363 assert_eq!(liquidity.min_liquidity_msat(), 100);
2364 assert_eq!(liquidity.max_liquidity_msat(), 300);
2366 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2367 .as_directed(&target, &source, 1_000, decay_params);
2368 assert_eq!(liquidity.min_liquidity_msat(), 700);
2369 assert_eq!(liquidity.max_liquidity_msat(), 900);
2371 scorer.channel_liquidities.get_mut(&42).unwrap()
2372 .as_directed_mut(&source, &target, 1_000, decay_params)
2373 .set_min_liquidity_msat(200, Duration::ZERO);
2375 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2376 .as_directed(&source, &target, 1_000, decay_params);
2377 assert_eq!(liquidity.min_liquidity_msat(), 200);
2378 assert_eq!(liquidity.max_liquidity_msat(), 300);
2380 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2381 .as_directed(&target, &source, 1_000, decay_params);
2382 assert_eq!(liquidity.min_liquidity_msat(), 700);
2383 assert_eq!(liquidity.max_liquidity_msat(), 800);
2385 // Update maximum liquidity.
2387 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2388 .as_directed(&target, &recipient, 1_000, decay_params);
2389 assert_eq!(liquidity.min_liquidity_msat(), 700);
2390 assert_eq!(liquidity.max_liquidity_msat(), 900);
2392 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2393 .as_directed(&recipient, &target, 1_000, decay_params);
2394 assert_eq!(liquidity.min_liquidity_msat(), 100);
2395 assert_eq!(liquidity.max_liquidity_msat(), 300);
2397 scorer.channel_liquidities.get_mut(&43).unwrap()
2398 .as_directed_mut(&target, &recipient, 1_000, decay_params)
2399 .set_max_liquidity_msat(200, Duration::ZERO);
2401 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2402 .as_directed(&target, &recipient, 1_000, decay_params);
2403 assert_eq!(liquidity.min_liquidity_msat(), 0);
2404 assert_eq!(liquidity.max_liquidity_msat(), 200);
2406 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
2407 .as_directed(&recipient, &target, 1_000, decay_params);
2408 assert_eq!(liquidity.min_liquidity_msat(), 800);
2409 assert_eq!(liquidity.max_liquidity_msat(), 1000);
2413 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
2414 let logger = TestLogger::new();
2415 let last_updated = Duration::ZERO;
2416 let offset_history_last_updated = Duration::ZERO;
2417 let network_graph = network_graph(&logger);
2418 let decay_params = ProbabilisticScoringDecayParameters::default();
2419 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2422 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2423 last_updated, offset_history_last_updated,
2424 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2425 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2427 let source = source_node_id();
2428 let target = target_node_id();
2429 assert!(source > target);
2431 // Check initial bounds.
2432 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2433 .as_directed(&source, &target, 1_000, decay_params);
2434 assert_eq!(liquidity.min_liquidity_msat(), 400);
2435 assert_eq!(liquidity.max_liquidity_msat(), 800);
2437 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2438 .as_directed(&target, &source, 1_000, decay_params);
2439 assert_eq!(liquidity.min_liquidity_msat(), 200);
2440 assert_eq!(liquidity.max_liquidity_msat(), 600);
2442 // Reset from source to target.
2443 scorer.channel_liquidities.get_mut(&42).unwrap()
2444 .as_directed_mut(&source, &target, 1_000, decay_params)
2445 .set_min_liquidity_msat(900, Duration::ZERO);
2447 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2448 .as_directed(&source, &target, 1_000, decay_params);
2449 assert_eq!(liquidity.min_liquidity_msat(), 900);
2450 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2452 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2453 .as_directed(&target, &source, 1_000, decay_params);
2454 assert_eq!(liquidity.min_liquidity_msat(), 0);
2455 assert_eq!(liquidity.max_liquidity_msat(), 100);
2457 // Reset from target to source.
2458 scorer.channel_liquidities.get_mut(&42).unwrap()
2459 .as_directed_mut(&target, &source, 1_000, decay_params)
2460 .set_min_liquidity_msat(400, Duration::ZERO);
2462 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2463 .as_directed(&source, &target, 1_000, decay_params);
2464 assert_eq!(liquidity.min_liquidity_msat(), 0);
2465 assert_eq!(liquidity.max_liquidity_msat(), 600);
2467 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2468 .as_directed(&target, &source, 1_000, decay_params);
2469 assert_eq!(liquidity.min_liquidity_msat(), 400);
2470 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2474 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2475 let logger = TestLogger::new();
2476 let last_updated = Duration::ZERO;
2477 let offset_history_last_updated = Duration::ZERO;
2478 let network_graph = network_graph(&logger);
2479 let decay_params = ProbabilisticScoringDecayParameters::default();
2480 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2483 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400,
2484 last_updated, offset_history_last_updated,
2485 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2486 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2488 let source = source_node_id();
2489 let target = target_node_id();
2490 assert!(source > target);
2492 // Check initial bounds.
2493 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2494 .as_directed(&source, &target, 1_000, decay_params);
2495 assert_eq!(liquidity.min_liquidity_msat(), 400);
2496 assert_eq!(liquidity.max_liquidity_msat(), 800);
2498 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2499 .as_directed(&target, &source, 1_000, decay_params);
2500 assert_eq!(liquidity.min_liquidity_msat(), 200);
2501 assert_eq!(liquidity.max_liquidity_msat(), 600);
2503 // Reset from source to target.
2504 scorer.channel_liquidities.get_mut(&42).unwrap()
2505 .as_directed_mut(&source, &target, 1_000, decay_params)
2506 .set_max_liquidity_msat(300, Duration::ZERO);
2508 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2509 .as_directed(&source, &target, 1_000, decay_params);
2510 assert_eq!(liquidity.min_liquidity_msat(), 0);
2511 assert_eq!(liquidity.max_liquidity_msat(), 300);
2513 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2514 .as_directed(&target, &source, 1_000, decay_params);
2515 assert_eq!(liquidity.min_liquidity_msat(), 700);
2516 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2518 // Reset from target to source.
2519 scorer.channel_liquidities.get_mut(&42).unwrap()
2520 .as_directed_mut(&target, &source, 1_000, decay_params)
2521 .set_max_liquidity_msat(600, Duration::ZERO);
2523 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2524 .as_directed(&source, &target, 1_000, decay_params);
2525 assert_eq!(liquidity.min_liquidity_msat(), 400);
2526 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2528 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2529 .as_directed(&target, &source, 1_000, decay_params);
2530 assert_eq!(liquidity.min_liquidity_msat(), 0);
2531 assert_eq!(liquidity.max_liquidity_msat(), 600);
2535 fn increased_penalty_nearing_liquidity_upper_bound() {
2536 let logger = TestLogger::new();
2537 let network_graph = network_graph(&logger);
2538 let params = ProbabilisticScoringFeeParameters {
2539 liquidity_penalty_multiplier_msat: 1_000,
2540 ..ProbabilisticScoringFeeParameters::zero_penalty()
2542 let decay_params = ProbabilisticScoringDecayParameters::default();
2543 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2544 let source = source_node_id();
2546 let usage = ChannelUsage {
2548 inflight_htlc_msat: 0,
2549 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2551 let network_graph = network_graph.read_only();
2552 let channel = network_graph.channel(42).unwrap();
2553 let (info, _) = channel.as_directed_from(&source).unwrap();
2554 let candidate = CandidateRouteHop::PublicHop {
2556 short_channel_id: 42,
2558 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2559 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2560 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2561 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2562 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 47);
2563 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2564 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2566 let usage = ChannelUsage {
2568 inflight_htlc_msat: 0,
2569 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2571 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
2572 let usage = ChannelUsage { amount_msat: 256, ..usage };
2573 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
2574 let usage = ChannelUsage { amount_msat: 374, ..usage };
2575 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 198);
2576 let usage = ChannelUsage { amount_msat: 512, ..usage };
2577 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2578 let usage = ChannelUsage { amount_msat: 640, ..usage };
2579 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 425);
2580 let usage = ChannelUsage { amount_msat: 768, ..usage };
2581 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2582 let usage = ChannelUsage { amount_msat: 896, ..usage };
2583 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 902);
2587 fn constant_penalty_outside_liquidity_bounds() {
2588 let logger = TestLogger::new();
2589 let last_updated = Duration::ZERO;
2590 let offset_history_last_updated = Duration::ZERO;
2591 let network_graph = network_graph(&logger);
2592 let params = ProbabilisticScoringFeeParameters {
2593 liquidity_penalty_multiplier_msat: 1_000,
2594 considered_impossible_penalty_msat: u64::max_value(),
2595 ..ProbabilisticScoringFeeParameters::zero_penalty()
2597 let decay_params = ProbabilisticScoringDecayParameters {
2598 ..ProbabilisticScoringDecayParameters::zero_penalty()
2600 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger)
2603 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40,
2604 last_updated, offset_history_last_updated,
2605 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2606 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2608 let source = source_node_id();
2610 let usage = ChannelUsage {
2612 inflight_htlc_msat: 0,
2613 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2615 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2616 let (info, _) = channel.as_directed_from(&source).unwrap();
2617 let candidate = CandidateRouteHop::PublicHop {
2619 short_channel_id: 42,
2621 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2622 let usage = ChannelUsage { amount_msat: 50, ..usage };
2623 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2624 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2625 let usage = ChannelUsage { amount_msat: 61, ..usage };
2626 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2630 fn does_not_further_penalize_own_channel() {
2631 let logger = TestLogger::new();
2632 let network_graph = network_graph(&logger);
2633 let params = ProbabilisticScoringFeeParameters {
2634 liquidity_penalty_multiplier_msat: 1_000,
2635 ..ProbabilisticScoringFeeParameters::zero_penalty()
2637 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2638 let source = source_node_id();
2639 let usage = ChannelUsage {
2641 inflight_htlc_msat: 0,
2642 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2644 let failed_path = payment_path_for_amount(500);
2645 let successful_path = payment_path_for_amount(200);
2646 let channel = &network_graph.read_only().channel(42).unwrap().to_owned();
2647 let (info, _) = channel.as_directed_from(&source).unwrap();
2648 let candidate = CandidateRouteHop::PublicHop {
2650 short_channel_id: 41,
2653 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2655 scorer.payment_path_failed(&failed_path, 41, Duration::ZERO);
2656 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2658 scorer.payment_path_successful(&successful_path, Duration::ZERO);
2659 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2663 fn sets_liquidity_lower_bound_on_downstream_failure() {
2664 let logger = TestLogger::new();
2665 let network_graph = network_graph(&logger);
2666 let params = ProbabilisticScoringFeeParameters {
2667 liquidity_penalty_multiplier_msat: 1_000,
2668 ..ProbabilisticScoringFeeParameters::zero_penalty()
2670 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2671 let source = source_node_id();
2672 let path = payment_path_for_amount(500);
2674 let usage = ChannelUsage {
2676 inflight_htlc_msat: 0,
2677 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2679 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2680 let (info, _) = channel.as_directed_from(&source).unwrap();
2681 let candidate = CandidateRouteHop::PublicHop {
2683 short_channel_id: 42,
2685 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2686 let usage = ChannelUsage { amount_msat: 500, ..usage };
2687 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2688 let usage = ChannelUsage { amount_msat: 750, ..usage };
2689 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2691 scorer.payment_path_failed(&path, 43, Duration::ZERO);
2693 let usage = ChannelUsage { amount_msat: 250, ..usage };
2694 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2695 let usage = ChannelUsage { amount_msat: 500, ..usage };
2696 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2697 let usage = ChannelUsage { amount_msat: 750, ..usage };
2698 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2702 fn sets_liquidity_upper_bound_on_failure() {
2703 let logger = TestLogger::new();
2704 let network_graph = network_graph(&logger);
2705 let params = ProbabilisticScoringFeeParameters {
2706 liquidity_penalty_multiplier_msat: 1_000,
2707 considered_impossible_penalty_msat: u64::max_value(),
2708 ..ProbabilisticScoringFeeParameters::zero_penalty()
2710 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2711 let source = source_node_id();
2712 let path = payment_path_for_amount(500);
2714 let usage = ChannelUsage {
2716 inflight_htlc_msat: 0,
2717 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2719 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2720 let (info, _) = channel.as_directed_from(&source).unwrap();
2721 let candidate = CandidateRouteHop::PublicHop {
2723 short_channel_id: 42,
2725 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2726 let usage = ChannelUsage { amount_msat: 500, ..usage };
2727 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 301);
2728 let usage = ChannelUsage { amount_msat: 750, ..usage };
2729 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 602);
2731 scorer.payment_path_failed(&path, 42, Duration::ZERO);
2733 let usage = ChannelUsage { amount_msat: 250, ..usage };
2734 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
2735 let usage = ChannelUsage { amount_msat: 500, ..usage };
2736 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2737 let usage = ChannelUsage { amount_msat: 750, ..usage };
2738 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2742 fn ignores_channels_after_removed_failed_channel() {
2743 // Previously, if we'd tried to send over a channel which was removed from the network
2744 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2745 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2746 // channels in the route, even ones which they payment never reached. This tests to ensure
2747 // we do not score such channels.
2748 let secp_ctx = Secp256k1::new();
2749 let logger = TestLogger::new();
2750 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2751 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2752 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2753 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2754 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2755 add_channel(&mut network_graph, 42, secret_a, secret_b);
2756 // Don't add the channel from B -> C.
2757 add_channel(&mut network_graph, 44, secret_c, secret_d);
2759 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2760 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2761 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2762 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2765 path_hop(pub_b, 42, 1),
2766 path_hop(pub_c, 43, 2),
2767 path_hop(pub_d, 44, 100),
2770 let node_a = NodeId::from_pubkey(&pub_a);
2771 let node_b = NodeId::from_pubkey(&pub_b);
2772 let node_c = NodeId::from_pubkey(&pub_c);
2774 let params = ProbabilisticScoringFeeParameters {
2775 liquidity_penalty_multiplier_msat: 1_000,
2776 ..ProbabilisticScoringFeeParameters::zero_penalty()
2778 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2780 let usage = ChannelUsage {
2782 inflight_htlc_msat: 0,
2783 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2785 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2786 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2787 let candidate = CandidateRouteHop::PublicHop {
2789 short_channel_id: 42,
2791 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2792 // Note that a default liquidity bound is used for B -> C as no channel exists
2793 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2794 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2795 let candidate = CandidateRouteHop::PublicHop {
2797 short_channel_id: 43,
2799 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2800 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2801 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2802 let candidate = CandidateRouteHop::PublicHop {
2804 short_channel_id: 44,
2806 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2808 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 43, Duration::ZERO);
2810 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2811 let (info, _) = channel.as_directed_from(&node_a).unwrap();
2812 let candidate = CandidateRouteHop::PublicHop {
2814 short_channel_id: 42,
2816 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80);
2817 // Note that a default liquidity bound is used for B -> C as no channel exists
2818 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2819 let (info, _) = channel.as_directed_from(&node_b).unwrap();
2820 let candidate = CandidateRouteHop::PublicHop {
2822 short_channel_id: 43,
2824 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2825 let channel = network_graph.read_only().channel(44).unwrap().to_owned();
2826 let (info, _) = channel.as_directed_from(&node_c).unwrap();
2827 let candidate = CandidateRouteHop::PublicHop {
2829 short_channel_id: 44,
2831 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 128);
2835 fn reduces_liquidity_upper_bound_along_path_on_success() {
2836 let logger = TestLogger::new();
2837 let network_graph = network_graph(&logger);
2838 let params = ProbabilisticScoringFeeParameters {
2839 liquidity_penalty_multiplier_msat: 1_000,
2840 ..ProbabilisticScoringFeeParameters::zero_penalty()
2842 let mut scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
2843 let source = source_node_id();
2844 let usage = ChannelUsage {
2846 inflight_htlc_msat: 0,
2847 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2849 let network_graph = network_graph.read_only().channels().clone();
2850 let channel_42 = network_graph.get(&42).unwrap();
2851 let channel_43 = network_graph.get(&43).unwrap();
2852 let (info, _) = channel_42.as_directed_from(&source).unwrap();
2853 let candidate_41 = CandidateRouteHop::PublicHop {
2855 short_channel_id: 41,
2857 let (info, target) = channel_42.as_directed_from(&source).unwrap();
2858 let candidate_42 = CandidateRouteHop::PublicHop {
2860 short_channel_id: 42,
2862 let (info, _) = channel_43.as_directed_from(&target).unwrap();
2863 let candidate_43 = CandidateRouteHop::PublicHop {
2865 short_channel_id: 43,
2867 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2868 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 128);
2869 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 128);
2871 scorer.payment_path_successful(&payment_path_for_amount(500), Duration::ZERO);
2873 assert_eq!(scorer.channel_penalty_msat(&candidate_41, usage, ¶ms), 128);
2874 assert_eq!(scorer.channel_penalty_msat(&candidate_42, usage, ¶ms), 300);
2875 assert_eq!(scorer.channel_penalty_msat(&candidate_43, usage, ¶ms), 300);
2879 fn decays_liquidity_bounds_over_time() {
2880 let logger = TestLogger::new();
2881 let network_graph = network_graph(&logger);
2882 let params = ProbabilisticScoringFeeParameters {
2883 liquidity_penalty_multiplier_msat: 1_000,
2884 considered_impossible_penalty_msat: u64::max_value(),
2885 ..ProbabilisticScoringFeeParameters::zero_penalty()
2887 let decay_params = ProbabilisticScoringDecayParameters {
2888 liquidity_offset_half_life: Duration::from_secs(10),
2889 ..ProbabilisticScoringDecayParameters::zero_penalty()
2891 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2892 let source = source_node_id();
2894 let usage = ChannelUsage {
2896 inflight_htlc_msat: 0,
2897 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2899 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2900 let (info, _) = channel.as_directed_from(&source).unwrap();
2901 let candidate = CandidateRouteHop::PublicHop {
2903 short_channel_id: 42,
2905 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2906 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2907 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2909 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
2910 scorer.payment_path_failed(&payment_path_for_amount(128), 43, Duration::ZERO);
2912 // Initial penalties
2913 let usage = ChannelUsage { amount_msat: 128, ..usage };
2914 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2915 let usage = ChannelUsage { amount_msat: 256, ..usage };
2916 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 93);
2917 let usage = ChannelUsage { amount_msat: 768, ..usage };
2918 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_479);
2919 let usage = ChannelUsage { amount_msat: 896, ..usage };
2920 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2922 // Half decay (i.e., three-quarter life)
2923 SinceEpoch::advance(Duration::from_secs(5));
2924 scorer.time_passed(Duration::from_secs(5));
2925 let usage = ChannelUsage { amount_msat: 128, ..usage };
2926 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 22);
2927 let usage = ChannelUsage { amount_msat: 256, ..usage };
2928 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 106);
2929 let usage = ChannelUsage { amount_msat: 768, ..usage };
2930 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 921);
2931 let usage = ChannelUsage { amount_msat: 896, ..usage };
2932 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2934 // One decay (i.e., half life)
2935 SinceEpoch::advance(Duration::from_secs(5));
2936 scorer.time_passed(Duration::from_secs(10));
2937 let usage = ChannelUsage { amount_msat: 64, ..usage };
2938 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2939 let usage = ChannelUsage { amount_msat: 128, ..usage };
2940 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 34);
2941 let usage = ChannelUsage { amount_msat: 896, ..usage };
2942 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1_970);
2943 let usage = ChannelUsage { amount_msat: 960, ..usage };
2944 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2946 // Fully decay liquidity lower bound.
2947 SinceEpoch::advance(Duration::from_secs(10 * 7));
2948 scorer.time_passed(Duration::from_secs(10 * 8));
2949 let usage = ChannelUsage { amount_msat: 0, ..usage };
2950 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2951 let usage = ChannelUsage { amount_msat: 1, ..usage };
2952 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2953 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2954 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2_000);
2955 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2956 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2958 // Fully decay liquidity upper bound.
2959 SinceEpoch::advance(Duration::from_secs(10));
2960 scorer.time_passed(Duration::from_secs(10 * 9));
2961 let usage = ChannelUsage { amount_msat: 0, ..usage };
2962 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2963 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2964 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2966 SinceEpoch::advance(Duration::from_secs(10));
2967 scorer.time_passed(Duration::from_secs(10 * 10));
2968 let usage = ChannelUsage { amount_msat: 0, ..usage };
2969 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
2970 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2971 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
2975 fn decays_liquidity_bounds_without_shift_overflow() {
2976 let logger = TestLogger::new();
2977 let network_graph = network_graph(&logger);
2978 let params = ProbabilisticScoringFeeParameters {
2979 liquidity_penalty_multiplier_msat: 1_000,
2980 ..ProbabilisticScoringFeeParameters::zero_penalty()
2982 let decay_params = ProbabilisticScoringDecayParameters {
2983 liquidity_offset_half_life: Duration::from_secs(10),
2984 ..ProbabilisticScoringDecayParameters::default()
2986 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
2987 let source = source_node_id();
2988 let usage = ChannelUsage {
2990 inflight_htlc_msat: 0,
2991 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2993 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
2994 let (info, _) = channel.as_directed_from(&source).unwrap();
2995 let candidate = CandidateRouteHop::PublicHop {
2997 short_channel_id: 42,
2999 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3001 scorer.payment_path_failed(&payment_path_for_amount(512), 42, Duration::ZERO);
3002 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3004 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
3005 // would cause an overflow.
3006 SinceEpoch::advance(Duration::from_secs(10 * 64));
3007 scorer.time_passed(Duration::from_secs(10 * 64));
3008 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3010 SinceEpoch::advance(Duration::from_secs(10));
3011 scorer.time_passed(Duration::from_secs(10 * 65));
3012 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 125);
3016 fn restricts_liquidity_bounds_after_decay() {
3017 let logger = TestLogger::new();
3018 let network_graph = network_graph(&logger);
3019 let params = ProbabilisticScoringFeeParameters {
3020 liquidity_penalty_multiplier_msat: 1_000,
3021 ..ProbabilisticScoringFeeParameters::zero_penalty()
3023 let decay_params = ProbabilisticScoringDecayParameters {
3024 liquidity_offset_half_life: Duration::from_secs(10),
3025 ..ProbabilisticScoringDecayParameters::default()
3027 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3028 let source = source_node_id();
3029 let usage = ChannelUsage {
3031 inflight_htlc_msat: 0,
3032 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3034 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3035 let (info, _) = channel.as_directed_from(&source).unwrap();
3036 let candidate = CandidateRouteHop::PublicHop {
3038 short_channel_id: 42,
3041 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3043 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
3044 scorer.payment_path_failed(&payment_path_for_amount(768), 42, Duration::ZERO);
3045 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::ZERO);
3046 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 281);
3048 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
3049 SinceEpoch::advance(Duration::from_secs(10));
3050 scorer.time_passed(Duration::from_secs(10));
3051 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 291);
3053 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
3054 // is closer to the upper bound, meaning a higher penalty.
3055 scorer.payment_path_successful(&payment_path_for_amount(64), Duration::from_secs(10));
3056 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 331);
3058 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
3059 // is closer to the lower bound, meaning a lower penalty.
3060 scorer.payment_path_failed(&payment_path_for_amount(256), 43, Duration::from_secs(10));
3061 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 245);
3063 // Further decaying affects the lower bound more than the upper bound (128, 928).
3064 SinceEpoch::advance(Duration::from_secs(10));
3065 scorer.time_passed(Duration::from_secs(20));
3066 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 280);
3070 fn restores_persisted_liquidity_bounds() {
3071 let logger = TestLogger::new();
3072 let network_graph = network_graph(&logger);
3073 let params = ProbabilisticScoringFeeParameters {
3074 liquidity_penalty_multiplier_msat: 1_000,
3075 considered_impossible_penalty_msat: u64::max_value(),
3076 ..ProbabilisticScoringFeeParameters::zero_penalty()
3078 let decay_params = ProbabilisticScoringDecayParameters {
3079 liquidity_offset_half_life: Duration::from_secs(10),
3080 ..ProbabilisticScoringDecayParameters::default()
3082 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3083 let source = source_node_id();
3084 let usage = ChannelUsage {
3086 inflight_htlc_msat: 0,
3087 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3090 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3091 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3092 let (info, _) = channel.as_directed_from(&source).unwrap();
3093 let candidate = CandidateRouteHop::PublicHop {
3095 short_channel_id: 42,
3097 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3099 SinceEpoch::advance(Duration::from_secs(10));
3100 scorer.time_passed(Duration::from_secs(10));
3101 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3103 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3104 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3106 let mut serialized_scorer = Vec::new();
3107 scorer.write(&mut serialized_scorer).unwrap();
3109 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3110 let deserialized_scorer =
3111 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3112 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3115 fn do_decays_persisted_liquidity_bounds(decay_before_reload: bool) {
3116 let logger = TestLogger::new();
3117 let network_graph = network_graph(&logger);
3118 let params = ProbabilisticScoringFeeParameters {
3119 liquidity_penalty_multiplier_msat: 1_000,
3120 considered_impossible_penalty_msat: u64::max_value(),
3121 ..ProbabilisticScoringFeeParameters::zero_penalty()
3123 let decay_params = ProbabilisticScoringDecayParameters {
3124 liquidity_offset_half_life: Duration::from_secs(10),
3125 ..ProbabilisticScoringDecayParameters::zero_penalty()
3127 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3128 let source = source_node_id();
3129 let usage = ChannelUsage {
3131 inflight_htlc_msat: 0,
3132 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3135 scorer.payment_path_failed(&payment_path_for_amount(500), 42, Duration::ZERO);
3136 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3137 let (info, _) = channel.as_directed_from(&source).unwrap();
3138 let candidate = CandidateRouteHop::PublicHop {
3140 short_channel_id: 42,
3142 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3144 if decay_before_reload {
3145 SinceEpoch::advance(Duration::from_secs(10));
3146 scorer.time_passed(Duration::from_secs(10));
3149 let mut serialized_scorer = Vec::new();
3150 scorer.write(&mut serialized_scorer).unwrap();
3152 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
3153 let mut deserialized_scorer =
3154 <ProbabilisticScorer<_, _>>::read(&mut serialized_scorer, (decay_params, &network_graph, &logger)).unwrap();
3155 if !decay_before_reload {
3156 SinceEpoch::advance(Duration::from_secs(10));
3157 scorer.time_passed(Duration::from_secs(10));
3158 deserialized_scorer.time_passed(Duration::from_secs(10));
3160 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 473);
3162 scorer.payment_path_failed(&payment_path_for_amount(250), 43, Duration::from_secs(10));
3163 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3165 SinceEpoch::advance(Duration::from_secs(10));
3166 deserialized_scorer.time_passed(Duration::from_secs(20));
3167 assert_eq!(deserialized_scorer.channel_penalty_msat(&candidate, usage, ¶ms), 370);
3171 fn decays_persisted_liquidity_bounds() {
3172 do_decays_persisted_liquidity_bounds(false);
3173 do_decays_persisted_liquidity_bounds(true);
3177 fn scores_realistic_payments() {
3178 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
3179 // 50k sat reserve).
3180 let logger = TestLogger::new();
3181 let network_graph = network_graph(&logger);
3182 let params = ProbabilisticScoringFeeParameters::default();
3183 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3184 let source = source_node_id();
3186 let usage = ChannelUsage {
3187 amount_msat: 100_000_000,
3188 inflight_htlc_msat: 0,
3189 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
3191 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3192 let (info, _) = channel.as_directed_from(&source).unwrap();
3193 let candidate = CandidateRouteHop::PublicHop {
3195 short_channel_id: 42,
3197 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 11497);
3198 let usage = ChannelUsage {
3199 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3201 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 7408);
3202 let usage = ChannelUsage {
3203 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3205 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 6151);
3206 let usage = ChannelUsage {
3207 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3209 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 5427);
3210 let usage = ChannelUsage {
3211 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3213 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4955);
3214 let usage = ChannelUsage {
3215 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3217 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4736);
3218 let usage = ChannelUsage {
3219 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3221 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3222 let usage = ChannelUsage {
3223 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
3225 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4484);
3226 let usage = ChannelUsage {
3227 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3229 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3230 let usage = ChannelUsage {
3231 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3233 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4263);
3234 let usage = ChannelUsage {
3235 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
3237 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 4044);
3241 fn adds_base_penalty_to_liquidity_penalty() {
3242 let logger = TestLogger::new();
3243 let network_graph = network_graph(&logger);
3244 let source = source_node_id();
3245 let usage = ChannelUsage {
3247 inflight_htlc_msat: 0,
3248 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3251 let params = ProbabilisticScoringFeeParameters {
3252 liquidity_penalty_multiplier_msat: 1_000,
3253 ..ProbabilisticScoringFeeParameters::zero_penalty()
3255 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3256 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3257 let (info, _) = channel.as_directed_from(&source).unwrap();
3258 let candidate = CandidateRouteHop::PublicHop {
3260 short_channel_id: 42,
3262 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 58);
3264 let params = ProbabilisticScoringFeeParameters {
3265 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3266 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3268 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3269 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558);
3271 let params = ProbabilisticScoringFeeParameters {
3272 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
3273 base_penalty_amount_multiplier_msat: (1 << 30),
3274 anti_probing_penalty_msat: 0, ..ProbabilisticScoringFeeParameters::zero_penalty()
3277 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3278 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 558 + 128);
3282 fn adds_amount_penalty_to_liquidity_penalty() {
3283 let logger = TestLogger::new();
3284 let network_graph = network_graph(&logger);
3285 let source = source_node_id();
3286 let usage = ChannelUsage {
3287 amount_msat: 512_000,
3288 inflight_htlc_msat: 0,
3289 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3292 let params = ProbabilisticScoringFeeParameters {
3293 liquidity_penalty_multiplier_msat: 1_000,
3294 liquidity_penalty_amount_multiplier_msat: 0,
3295 ..ProbabilisticScoringFeeParameters::zero_penalty()
3297 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3298 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3299 let (info, _) = channel.as_directed_from(&source).unwrap();
3300 let candidate = CandidateRouteHop::PublicHop {
3302 short_channel_id: 42,
3304 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3306 let params = ProbabilisticScoringFeeParameters {
3307 liquidity_penalty_multiplier_msat: 1_000,
3308 liquidity_penalty_amount_multiplier_msat: 256,
3309 ..ProbabilisticScoringFeeParameters::zero_penalty()
3311 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3312 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 337);
3316 fn calculates_log10_without_overflowing_u64_max_value() {
3317 let logger = TestLogger::new();
3318 let network_graph = network_graph(&logger);
3319 let source = source_node_id();
3320 let usage = ChannelUsage {
3321 amount_msat: u64::max_value(),
3322 inflight_htlc_msat: 0,
3323 effective_capacity: EffectiveCapacity::Infinite,
3325 let params = ProbabilisticScoringFeeParameters {
3326 liquidity_penalty_multiplier_msat: 40_000,
3327 ..ProbabilisticScoringFeeParameters::zero_penalty()
3329 let decay_params = ProbabilisticScoringDecayParameters::zero_penalty();
3330 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3331 let (info, _) = channel.as_directed_from(&source).unwrap();
3332 let candidate = CandidateRouteHop::PublicHop {
3334 short_channel_id: 42,
3336 let scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3337 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 80_000);
3341 fn accounts_for_inflight_htlc_usage() {
3342 let logger = TestLogger::new();
3343 let network_graph = network_graph(&logger);
3344 let params = ProbabilisticScoringFeeParameters {
3345 considered_impossible_penalty_msat: u64::max_value(),
3346 ..ProbabilisticScoringFeeParameters::zero_penalty()
3348 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3349 let source = source_node_id();
3351 let usage = ChannelUsage {
3353 inflight_htlc_msat: 0,
3354 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
3356 let network_graph = network_graph.read_only();
3357 let channel = network_graph.channel(42).unwrap();
3358 let (info, _) = channel.as_directed_from(&source).unwrap();
3359 let candidate = CandidateRouteHop::PublicHop {
3361 short_channel_id: 42,
3363 assert_ne!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3365 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
3366 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3370 fn removes_uncertainity_when_exact_liquidity_known() {
3371 let logger = TestLogger::new();
3372 let network_graph = network_graph(&logger);
3373 let params = ProbabilisticScoringFeeParameters::default();
3374 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3375 let source = source_node_id();
3377 let base_penalty_msat = params.base_penalty_msat;
3378 let usage = ChannelUsage {
3380 inflight_htlc_msat: 0,
3381 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
3383 let network_graph = network_graph.read_only();
3384 let channel = network_graph.channel(42).unwrap();
3385 let (info, _) = channel.as_directed_from(&source).unwrap();
3386 let candidate = CandidateRouteHop::PublicHop {
3388 short_channel_id: 42,
3390 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3392 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
3393 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), base_penalty_msat);
3395 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
3396 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), u64::max_value());
3400 fn remembers_historical_failures() {
3401 let logger = TestLogger::new();
3402 let network_graph = network_graph(&logger);
3403 let params = ProbabilisticScoringFeeParameters {
3404 historical_liquidity_penalty_multiplier_msat: 1024,
3405 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3406 ..ProbabilisticScoringFeeParameters::zero_penalty()
3408 let decay_params = ProbabilisticScoringDecayParameters {
3409 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3410 historical_no_updates_half_life: Duration::from_secs(10),
3412 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3413 let source = source_node_id();
3414 let target = target_node_id();
3416 let usage = ChannelUsage {
3418 inflight_htlc_msat: 0,
3419 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3421 let usage_1 = ChannelUsage {
3423 inflight_htlc_msat: 0,
3424 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3428 let network_graph = network_graph.read_only();
3429 let channel = network_graph.channel(42).unwrap();
3430 let (info, _) = channel.as_directed_from(&source).unwrap();
3431 let candidate = CandidateRouteHop::PublicHop {
3433 short_channel_id: 42,
3436 // With no historical data the normal liquidity penalty calculation is used.
3437 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3439 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3441 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3444 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::ZERO);
3446 let network_graph = network_graph.read_only();
3447 let channel = network_graph.channel(42).unwrap();
3448 let (info, _) = channel.as_directed_from(&source).unwrap();
3449 let candidate = CandidateRouteHop::PublicHop {
3451 short_channel_id: 42,
3454 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3455 assert_eq!(scorer.channel_penalty_msat(&candidate, usage_1, ¶ms), 249);
3457 // The "it failed" increment is 32, where the probability should lie several buckets into
3458 // the first octile.
3459 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3460 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],
3461 [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])));
3462 assert!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms)
3464 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms),
3467 // Even after we tell the scorer we definitely have enough available liquidity, it will
3468 // still remember that there was some failure in the past, and assign a non-0 penalty.
3469 scorer.payment_path_failed(&payment_path_for_amount(1000), 43, Duration::ZERO);
3471 let network_graph = network_graph.read_only();
3472 let channel = network_graph.channel(42).unwrap();
3473 let (info, _) = channel.as_directed_from(&source).unwrap();
3474 let candidate = CandidateRouteHop::PublicHop {
3476 short_channel_id: 42,
3479 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 105);
3481 // The first points should be decayed just slightly and the last bucket has a new point.
3482 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3483 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],
3484 [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])));
3486 // The exact success probability is a bit complicated and involves integer rounding, so we
3487 // simply check bounds here.
3488 let five_hundred_prob =
3489 scorer.historical_estimated_payment_success_probability(42, &target, 500, ¶ms).unwrap();
3490 assert!(five_hundred_prob > 0.59);
3491 assert!(five_hundred_prob < 0.60);
3493 scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms).unwrap();
3494 assert!(one_prob < 0.85);
3495 assert!(one_prob > 0.84);
3497 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
3498 // gone), and check that we're back to where we started.
3499 SinceEpoch::advance(Duration::from_secs(10 * 16));
3500 scorer.time_passed(Duration::from_secs(10 * 16));
3502 let network_graph = network_graph.read_only();
3503 let channel = network_graph.channel(42).unwrap();
3504 let (info, _) = channel.as_directed_from(&source).unwrap();
3505 let candidate = CandidateRouteHop::PublicHop {
3507 short_channel_id: 42,
3510 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 168);
3512 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
3513 // data entirely instead.
3514 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3515 Some(([0; 32], [0; 32])));
3516 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1, ¶ms), None);
3518 let mut usage = ChannelUsage {
3520 inflight_htlc_msat: 1024,
3521 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
3523 scorer.payment_path_failed(&payment_path_for_amount(1), 42, Duration::from_secs(10 * 16));
3525 let network_graph = network_graph.read_only();
3526 let channel = network_graph.channel(42).unwrap();
3527 let (info, _) = channel.as_directed_from(&source).unwrap();
3528 let candidate = CandidateRouteHop::PublicHop {
3530 short_channel_id: 42,
3533 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2050);
3535 let usage = ChannelUsage {
3537 inflight_htlc_msat: 0,
3538 effective_capacity: EffectiveCapacity::AdvertisedMaxHTLC { amount_msat: 0 },
3540 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 2048);
3543 // Advance to decay all liquidity offsets to zero.
3544 SinceEpoch::advance(Duration::from_secs(60 * 60 * 10));
3545 scorer.time_passed(Duration::from_secs(10 * (16 + 60 * 60)));
3547 // Once even the bounds have decayed information about the channel should be removed
3549 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3552 // Use a path in the opposite direction, which have zero for htlc_maximum_msat. This will
3553 // ensure that the effective capacity is zero to test division-by-zero edge cases.
3555 path_hop(target_pubkey(), 43, 2),
3556 path_hop(source_pubkey(), 42, 1),
3557 path_hop(sender_pubkey(), 41, 0),
3559 scorer.payment_path_failed(&Path { hops: path, blinded_tail: None }, 42, Duration::from_secs(10 * (16 + 60 * 60)));
3563 fn adds_anti_probing_penalty() {
3564 let logger = TestLogger::new();
3565 let network_graph = network_graph(&logger);
3566 let source = source_node_id();
3567 let params = ProbabilisticScoringFeeParameters {
3568 anti_probing_penalty_msat: 500,
3569 ..ProbabilisticScoringFeeParameters::zero_penalty()
3571 let scorer = ProbabilisticScorer::new(ProbabilisticScoringDecayParameters::default(), &network_graph, &logger);
3573 // Check we receive no penalty for a low htlc_maximum_msat.
3574 let usage = ChannelUsage {
3575 amount_msat: 512_000,
3576 inflight_htlc_msat: 0,
3577 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
3579 let network_graph = network_graph.read_only();
3580 let channel = network_graph.channel(42).unwrap();
3581 let (info, _) = channel.as_directed_from(&source).unwrap();
3582 let candidate = CandidateRouteHop::PublicHop {
3584 short_channel_id: 42,
3586 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3588 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
3589 let usage = ChannelUsage {
3590 amount_msat: 512_000,
3591 inflight_htlc_msat: 0,
3592 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
3594 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3596 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
3597 let usage = ChannelUsage {
3598 amount_msat: 512_000,
3599 inflight_htlc_msat: 0,
3600 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
3602 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 500);
3604 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
3605 let usage = ChannelUsage {
3606 amount_msat: 512_000,
3607 inflight_htlc_msat: 0,
3608 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
3610 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 0);
3614 fn scores_with_blinded_path() {
3615 // Make sure we'll account for a blinded path's final_value_msat in scoring
3616 let logger = TestLogger::new();
3617 let network_graph = network_graph(&logger);
3618 let params = ProbabilisticScoringFeeParameters {
3619 liquidity_penalty_multiplier_msat: 1_000,
3620 ..ProbabilisticScoringFeeParameters::zero_penalty()
3622 let decay_params = ProbabilisticScoringDecayParameters::default();
3623 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3624 let source = source_node_id();
3625 let usage = ChannelUsage {
3627 inflight_htlc_msat: 0,
3628 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
3630 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3631 let (info, target) = channel.as_directed_from(&source).unwrap();
3632 let candidate = CandidateRouteHop::PublicHop {
3634 short_channel_id: 42,
3636 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 300);
3638 let mut path = payment_path_for_amount(768);
3639 let recipient_hop = path.hops.pop().unwrap();
3640 let blinded_path = BlindedPath {
3641 introduction_node_id: path.hops.last().as_ref().unwrap().pubkey,
3642 blinding_point: test_utils::pubkey(42),
3644 BlindedHop { blinded_node_id: test_utils::pubkey(44), encrypted_payload: Vec::new() }
3647 path.blinded_tail = Some(BlindedTail {
3648 hops: blinded_path.blinded_hops,
3649 blinding_point: blinded_path.blinding_point,
3650 excess_final_cltv_expiry_delta: recipient_hop.cltv_expiry_delta,
3651 final_value_msat: recipient_hop.fee_msat,
3654 // Check the liquidity before and after scoring payment failures to ensure the blinded path's
3655 // final value is taken into account.
3656 assert!(scorer.channel_liquidities.get(&42).is_none());
3658 scorer.payment_path_failed(&path, 42, Duration::ZERO);
3659 path.blinded_tail.as_mut().unwrap().final_value_msat = 256;
3660 scorer.payment_path_failed(&path, 43, Duration::ZERO);
3662 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
3663 .as_directed(&source, &target, 1_000, decay_params);
3664 assert_eq!(liquidity.min_liquidity_msat(), 256);
3665 assert_eq!(liquidity.max_liquidity_msat(), 768);
3669 fn realistic_historical_failures() {
3670 // The motivation for the unequal sized buckets came largely from attempting to pay 10k
3671 // sats over a one bitcoin channel. This tests that case explicitly, ensuring that we score
3673 let logger = TestLogger::new();
3674 let mut network_graph = network_graph(&logger);
3675 let params = ProbabilisticScoringFeeParameters {
3676 historical_liquidity_penalty_multiplier_msat: 1024,
3677 historical_liquidity_penalty_amount_multiplier_msat: 1024,
3678 ..ProbabilisticScoringFeeParameters::zero_penalty()
3680 let decay_params = ProbabilisticScoringDecayParameters {
3681 liquidity_offset_half_life: Duration::from_secs(60 * 60),
3682 historical_no_updates_half_life: Duration::from_secs(10),
3683 ..ProbabilisticScoringDecayParameters::default()
3686 let capacity_msat = 100_000_000_000;
3687 update_channel(&mut network_graph, 42, source_privkey(), 0, capacity_msat, 200);
3688 update_channel(&mut network_graph, 42, target_privkey(), 1, capacity_msat, 200);
3690 let mut scorer = ProbabilisticScorer::new(decay_params, &network_graph, &logger);
3691 let source = source_node_id();
3693 let mut amount_msat = 10_000_000;
3694 let usage = ChannelUsage {
3696 inflight_htlc_msat: 0,
3697 effective_capacity: EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat: capacity_msat },
3699 let channel = network_graph.read_only().channel(42).unwrap().to_owned();
3700 let (info, target) = channel.as_directed_from(&source).unwrap();
3701 let candidate = CandidateRouteHop::PublicHop {
3703 short_channel_id: 42,
3705 // With no historical data the normal liquidity penalty calculation is used, which results
3706 // in a success probability of ~75%.
3707 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms), 1269);
3708 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3710 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 42, ¶ms),
3713 // Fail to pay once, and then check the buckets and penalty.
3714 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3715 // The penalty should be the maximum penalty, as the payment we're scoring is now in the
3716 // same bucket which is the only maximum datapoint.
3717 assert_eq!(scorer.channel_penalty_msat(&candidate, usage, ¶ms),
3718 2048 + 2048 * amount_msat / super::AMOUNT_PENALTY_DIVISOR);
3719 // The "it failed" increment is 32, which we should apply to the first upper-bound (between
3720 // 6k sats and 12k sats).
3721 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3722 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],
3723 [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])));
3724 // The success probability estimate itself should be zero.
3725 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3728 // Now test again with the amount in the bottom bucket.
3730 // The new amount is entirely within the only minimum bucket with score, so the probability
3731 // we assign is 1/2.
3732 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3735 // ...but once we see a failure, we consider the payment to be substantially less likely,
3736 // even though not a probability of zero as we still look at the second max bucket which
3738 scorer.payment_path_failed(&payment_path_for_amount(amount_msat), 42, Duration::ZERO);
3739 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
3740 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],
3741 [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])));
3742 assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, amount_msat, ¶ms),
3750 use criterion::Criterion;
3751 use crate::routing::router::{bench_utils, RouteHop};
3752 use crate::util::test_utils::TestLogger;
3753 use crate::ln::features::{ChannelFeatures, NodeFeatures};
3755 pub fn decay_100k_channel_bounds(bench: &mut Criterion) {
3756 let logger = TestLogger::new();
3757 let network_graph = bench_utils::read_network_graph(&logger).unwrap();
3758 let mut scorer = ProbabilisticScorer::new(Default::default(), &network_graph, &logger);
3759 // Score a number of random channels
3760 let mut seed: u64 = 0xdeadbeef;
3761 for _ in 0..100_000 {
3762 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3763 let (victim, victim_dst, amt) = {
3764 let rong = network_graph.read_only();
3765 let channels = rong.channels();
3766 let chan = channels.unordered_iter()
3767 .skip((seed as usize) % channels.len())
3769 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3770 let amt = seed % chan.1.capacity_sats.map(|c| c * 1000)
3771 .or(chan.1.one_to_two.as_ref().map(|info| info.htlc_maximum_msat))
3772 .or(chan.1.two_to_one.as_ref().map(|info| info.htlc_maximum_msat))
3773 .unwrap_or(1_000_000_000).saturating_add(1);
3774 (*chan.0, chan.1.node_two, amt)
3777 hops: vec![RouteHop {
3778 pubkey: victim_dst.as_pubkey().unwrap(),
3779 node_features: NodeFeatures::empty(),
3780 short_channel_id: victim,
3781 channel_features: ChannelFeatures::empty(),
3783 cltv_expiry_delta: 42,
3784 maybe_announced_channel: true,
3788 seed = seed.overflowing_mul(6364136223846793005).0.overflowing_add(1).0;
3790 scorer.probe_failed(&path, victim, Duration::ZERO);
3792 scorer.probe_successful(&path, Duration::ZERO);
3795 let mut cur_time = Duration::ZERO;
3796 cur_time += Duration::from_millis(1);
3797 scorer.decay_liquidity_certainty(cur_time);
3798 bench.bench_function("decay_100k_channel_bounds", |b| b.iter(|| {
3799 cur_time += Duration::from_millis(1);
3800 scorer.decay_liquidity_certainty(cur_time);