1 // This file is Copyright its original authors, visible in version control
4 // This file is licensed under the Apache License, Version 2.0 <LICENSE-APACHE
5 // or http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
6 // <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your option.
7 // You may not use this file except in accordance with one or both of these
10 //! Utilities for scoring payment channels.
12 //! [`ProbabilisticScorer`] may be given to [`find_route`] to score payment channels during path
13 //! finding when a custom [`Score`] implementation is not needed.
18 //! # extern crate bitcoin;
20 //! # use lightning::routing::gossip::NetworkGraph;
21 //! # use lightning::routing::router::{RouteParameters, find_route};
22 //! # use lightning::routing::scoring::{ProbabilisticScorer, ProbabilisticScoringParameters};
23 //! # use lightning::chain::keysinterface::KeysManager;
24 //! # use lightning::util::logger::{Logger, Record};
25 //! # use bitcoin::secp256k1::PublicKey;
27 //! # struct FakeLogger {};
28 //! # impl Logger for FakeLogger {
29 //! # fn log(&self, record: &Record) { unimplemented!() }
31 //! # fn find_scored_route(payer: PublicKey, route_params: RouteParameters, network_graph: NetworkGraph<&FakeLogger>) {
32 //! # let logger = FakeLogger {};
34 //! // Use the default channel penalties.
35 //! let params = ProbabilisticScoringParameters::default();
36 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
38 //! // Or use custom channel penalties.
39 //! let params = ProbabilisticScoringParameters {
40 //! liquidity_penalty_multiplier_msat: 2 * 1000,
41 //! ..ProbabilisticScoringParameters::default()
43 //! let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
44 //! # let random_seed_bytes = [42u8; 32];
46 //! let route = find_route(&payer, &route_params, &network_graph, None, &logger, &scorer, &random_seed_bytes);
52 //! Persisting when built with feature `no-std` and restoring without it, or vice versa, uses
53 //! different types and thus is undefined.
55 //! [`find_route`]: crate::routing::router::find_route
57 use crate::ln::msgs::DecodeError;
58 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
59 use crate::routing::router::RouteHop;
60 use crate::util::ser::{Readable, ReadableArgs, Writeable, Writer};
61 use crate::util::logger::Logger;
62 use crate::util::time::Time;
64 use crate::prelude::*;
66 use core::cell::{RefCell, RefMut};
67 use core::convert::TryInto;
68 use core::ops::{Deref, DerefMut};
69 use core::time::Duration;
70 use crate::io::{self, Read};
71 use crate::sync::{Mutex, MutexGuard};
73 /// We define Score ever-so-slightly differently based on whether we are being built for C bindings
74 /// or not. For users, `LockableScore` must somehow be writeable to disk. For Rust users, this is
75 /// no problem - you move a `Score` that implements `Writeable` into a `Mutex`, lock it, and now
76 /// you have the original, concrete, `Score` type, which presumably implements `Writeable`.
78 /// For C users, once you've moved the `Score` into a `LockableScore` all you have after locking it
79 /// is an opaque trait object with an opaque pointer with no type info. Users could take the unsafe
80 /// approach of blindly casting that opaque pointer to a concrete type and calling `Writeable` from
81 /// there, but other languages downstream of the C bindings (e.g. Java) can't even do that.
82 /// Instead, we really want `Score` and `LockableScore` to implement `Writeable` directly, which we
83 /// do here by defining `Score` differently for `cfg(c_bindings)`.
84 macro_rules! define_score { ($($supertrait: path)*) => {
85 /// An interface used to score payment channels for path finding.
87 /// Scoring is in terms of fees willing to be paid in order to avoid routing through a channel.
88 pub trait Score $(: $supertrait)* {
89 /// Returns the fee in msats willing to be paid to avoid routing `send_amt_msat` through the
90 /// given channel in the direction from `source` to `target`.
92 /// The channel's capacity (less any other MPP parts that are also being considered for use in
93 /// the same payment) is given by `capacity_msat`. It may be determined from various sources
94 /// such as a chain data, network gossip, or invoice hints. For invoice hints, a capacity near
95 /// [`u64::max_value`] is given to indicate sufficient capacity for the invoice's full amount.
96 /// Thus, implementations should be overflow-safe.
97 fn channel_penalty_msat(
98 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
101 /// Handles updating channel penalties after failing to route through a channel.
102 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
104 /// Handles updating channel penalties after successfully routing along a path.
105 fn payment_path_successful(&mut self, path: &[&RouteHop]);
107 /// Handles updating channel penalties after a probe over the given path failed.
108 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64);
110 /// Handles updating channel penalties after a probe over the given path succeeded.
111 fn probe_successful(&mut self, path: &[&RouteHop]);
114 impl<S: Score, T: DerefMut<Target=S> $(+ $supertrait)*> Score for T {
115 fn channel_penalty_msat(
116 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
118 self.deref().channel_penalty_msat(short_channel_id, source, target, usage)
121 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
122 self.deref_mut().payment_path_failed(path, short_channel_id)
125 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
126 self.deref_mut().payment_path_successful(path)
129 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
130 self.deref_mut().probe_failed(path, short_channel_id)
133 fn probe_successful(&mut self, path: &[&RouteHop]) {
134 self.deref_mut().probe_successful(path)
140 define_score!(Writeable);
141 #[cfg(not(c_bindings))]
144 /// A scorer that is accessed under a lock.
146 /// Needed so that calls to [`Score::channel_penalty_msat`] in [`find_route`] can be made while
147 /// having shared ownership of a scorer but without requiring internal locking in [`Score`]
148 /// implementations. Internal locking would be detrimental to route finding performance and could
149 /// result in [`Score::channel_penalty_msat`] returning a different value for the same channel.
151 /// [`find_route`]: crate::routing::router::find_route
152 pub trait LockableScore<'a> {
153 /// The locked [`Score`] type.
154 type Locked: 'a + Score;
156 /// Returns the locked scorer.
157 fn lock(&'a self) -> Self::Locked;
160 /// Refers to a scorer that is accessible under lock and also writeable to disk
162 /// We need this trait to be able to pass in a scorer to `lightning-background-processor` that will enable us to
163 /// use the Persister to persist it.
164 pub trait WriteableScore<'a>: LockableScore<'a> + Writeable {}
166 #[cfg(not(c_bindings))]
167 impl<'a, T> WriteableScore<'a> for T where T: LockableScore<'a> + Writeable {}
170 impl<'a, T: 'a + Score> LockableScore<'a> for Mutex<T> {
171 type Locked = MutexGuard<'a, T>;
173 fn lock(&'a self) -> MutexGuard<'a, T> {
174 Mutex::lock(self).unwrap()
178 impl<'a, T: 'a + Score> LockableScore<'a> for RefCell<T> {
179 type Locked = RefMut<'a, T>;
181 fn lock(&'a self) -> RefMut<'a, T> {
187 /// A concrete implementation of [`LockableScore`] which supports multi-threading.
188 pub struct MultiThreadedLockableScore<S: Score> {
192 /// A locked `MultiThreadedLockableScore`.
193 pub struct MultiThreadedScoreLock<'a, S: Score>(MutexGuard<'a, S>);
195 impl<'a, T: Score + 'a> Score for MultiThreadedScoreLock<'a, T> {
196 fn channel_penalty_msat(&self, scid: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage) -> u64 {
197 self.0.channel_penalty_msat(scid, source, target, usage)
199 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
200 self.0.payment_path_failed(path, short_channel_id)
202 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
203 self.0.payment_path_successful(path)
205 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
206 self.0.probe_failed(path, short_channel_id)
208 fn probe_successful(&mut self, path: &[&RouteHop]) {
209 self.0.probe_successful(path)
213 impl<'a, T: Score + 'a> Writeable for MultiThreadedScoreLock<'a, T> {
214 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
220 impl<'a, T: Score + 'a> LockableScore<'a> for MultiThreadedLockableScore<T> {
221 type Locked = MultiThreadedScoreLock<'a, T>;
223 fn lock(&'a self) -> MultiThreadedScoreLock<'a, T> {
224 MultiThreadedScoreLock(Mutex::lock(&self.score).unwrap())
229 impl<T: Score> Writeable for MultiThreadedLockableScore<T> {
230 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
231 self.lock().write(writer)
236 impl<'a, T: Score + 'a> WriteableScore<'a> for MultiThreadedLockableScore<T> {}
239 impl<T: Score> MultiThreadedLockableScore<T> {
240 /// Creates a new [`MultiThreadedLockableScore`] given an underlying [`Score`].
241 pub fn new(score: T) -> Self {
242 MultiThreadedLockableScore { score: Mutex::new(score) }
248 impl<'a, T: Writeable> Writeable for RefMut<'a, T> {
249 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
250 T::write(&**self, writer)
256 impl<'a, S: Writeable> Writeable for MutexGuard<'a, S> {
257 fn write<W: Writer>(&self, writer: &mut W) -> Result<(), io::Error> {
258 S::write(&**self, writer)
262 /// Proposed use of a channel passed as a parameter to [`Score::channel_penalty_msat`].
263 #[derive(Clone, Copy, Debug, PartialEq)]
264 pub struct ChannelUsage {
265 /// The amount to send through the channel, denominated in millisatoshis.
266 pub amount_msat: u64,
268 /// Total amount, denominated in millisatoshis, already allocated to send through the channel
269 /// as part of a multi-path payment.
270 pub inflight_htlc_msat: u64,
272 /// The effective capacity of the channel.
273 pub effective_capacity: EffectiveCapacity,
277 /// [`Score`] implementation that uses a fixed penalty.
278 pub struct FixedPenaltyScorer {
282 impl FixedPenaltyScorer {
283 /// Creates a new scorer using `penalty_msat`.
284 pub fn with_penalty(penalty_msat: u64) -> Self {
285 Self { penalty_msat }
289 impl Score for FixedPenaltyScorer {
290 fn channel_penalty_msat(&self, _: u64, _: &NodeId, _: &NodeId, _: ChannelUsage) -> u64 {
294 fn payment_path_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
296 fn payment_path_successful(&mut self, _path: &[&RouteHop]) {}
298 fn probe_failed(&mut self, _path: &[&RouteHop], _short_channel_id: u64) {}
300 fn probe_successful(&mut self, _path: &[&RouteHop]) {}
303 impl Writeable for FixedPenaltyScorer {
305 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
306 write_tlv_fields!(w, {});
311 impl ReadableArgs<u64> for FixedPenaltyScorer {
313 fn read<R: Read>(r: &mut R, penalty_msat: u64) -> Result<Self, DecodeError> {
314 read_tlv_fields!(r, {});
315 Ok(Self { penalty_msat })
319 #[cfg(not(feature = "no-std"))]
320 type ConfiguredTime = std::time::Instant;
321 #[cfg(feature = "no-std")]
322 use crate::util::time::Eternity;
323 #[cfg(feature = "no-std")]
324 type ConfiguredTime = Eternity;
326 /// [`Score`] implementation using channel success probability distributions.
328 /// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
329 /// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
330 /// When a payment is forwarded through a channel (but fails later in the route), we learn the
331 /// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
333 /// These bounds are then used to determine a success probability using the formula from
334 /// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
335 /// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
337 /// This probability is combined with the [`liquidity_penalty_multiplier_msat`] and
338 /// [`liquidity_penalty_amount_multiplier_msat`] parameters to calculate a concrete penalty in
339 /// milli-satoshis. The penalties, when added across all hops, have the property of being linear in
340 /// terms of the entire path's success probability. This allows the router to directly compare
341 /// penalties for different paths. See the documentation of those parameters for the exact formulas.
343 /// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
345 /// Further, we track the history of our upper and lower liquidity bounds for each channel,
346 /// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
347 /// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
348 /// formula, but using the history of a channel rather than our latest estimates for the liquidity
353 /// Mixing the `no-std` feature between serialization and deserialization results in undefined
356 /// [1]: https://arxiv.org/abs/2107.05322
357 /// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
358 /// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
359 /// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
360 /// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
361 /// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
362 pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
364 /// Probabilistic [`Score`] implementation.
366 /// (C-not exported) generally all users should use the [`ProbabilisticScorer`] type alias.
367 pub struct ProbabilisticScorerUsingTime<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
368 where L::Target: Logger {
369 params: ProbabilisticScoringParameters,
372 // TODO: Remove entries of closed channels.
373 channel_liquidities: HashMap<u64, ChannelLiquidity<T>>,
376 /// Parameters for configuring [`ProbabilisticScorer`].
378 /// Used to configure base, liquidity, and amount penalties, the sum of which comprises the channel
379 /// penalty (i.e., the amount in msats willing to be paid to avoid routing through the channel).
381 /// The penalty applied to any channel by the [`ProbabilisticScorer`] is the sum of each of the
384 pub struct ProbabilisticScoringParameters {
385 /// A fixed penalty in msats to apply to each channel.
387 /// Default value: 500 msat
388 pub base_penalty_msat: u64,
390 /// A multiplier used with the payment amount to calculate a fixed penalty applied to each
391 /// channel, in excess of the [`base_penalty_msat`].
393 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
394 /// fees plus penalty) for large payments. The penalty is computed as the product of this
395 /// multiplier and `2^30`ths of the payment amount.
397 /// ie `base_penalty_amount_multiplier_msat * amount_msat / 2^30`
399 /// Default value: 8,192 msat
401 /// [`base_penalty_msat`]: Self::base_penalty_msat
402 pub base_penalty_amount_multiplier_msat: u64,
404 /// A multiplier used in conjunction with the negative `log10` of the channel's success
405 /// probability for a payment, as determined by our latest estimates of the channel's
406 /// liquidity, to determine the liquidity penalty.
408 /// The penalty is based in part on the knowledge learned from prior successful and unsuccessful
409 /// payments. This knowledge is decayed over time based on [`liquidity_offset_half_life`]. The
410 /// penalty is effectively limited to `2 * liquidity_penalty_multiplier_msat` (corresponding to
411 /// lower bounding the success probability to `0.01`) when the amount falls within the
412 /// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
413 /// result in a `u64::max_value` penalty, however.
415 /// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
417 /// Default value: 30,000 msat
419 /// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
420 pub liquidity_penalty_multiplier_msat: u64,
422 /// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
423 /// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
424 /// the available liquidity is halved and the upper-bound moves half-way to the channel's total
427 /// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
428 /// the penalty for an amount within the new bounds may change. See the [`ProbabilisticScorer`]
429 /// struct documentation for more info on the way the liquidity bounds are used.
431 /// For example, if the channel's capacity is 1 million sats, and the current upper and lower
432 /// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper
433 /// and lower liquidity bounds will be decayed to 100,000 and 800,000 sats.
435 /// Default value: 6 hours
439 /// When built with the `no-std` feature, time will never elapse. Therefore, the channel
440 /// liquidity knowledge will never decay except when the bounds cross.
441 pub liquidity_offset_half_life: Duration,
443 /// A multiplier used in conjunction with a payment amount and the negative `log10` of the
444 /// channel's success probability for the payment, as determined by our latest estimates of the
445 /// channel's liquidity, to determine the amount penalty.
447 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost (i.e.,
448 /// fees plus penalty) for large payments. The penalty is computed as the product of this
449 /// multiplier and `2^20`ths of the payment amount, weighted by the negative `log10` of the
450 /// success probability.
452 /// `-log10(success_probability) * liquidity_penalty_amount_multiplier_msat * amount_msat / 2^20`
454 /// In practice, this means for 0.1 success probability (`-log10(0.1) == 1`) each `2^20`th of
455 /// the amount will result in a penalty of the multiplier. And, as the success probability
456 /// decreases, the negative `log10` weighting will increase dramatically. For higher success
457 /// probabilities, the multiplier will have a decreasing effect as the negative `log10` will
460 /// Default value: 192 msat
461 pub liquidity_penalty_amount_multiplier_msat: u64,
463 /// A multiplier used in conjunction with the negative `log10` of the channel's success
464 /// probability for the payment, as determined based on the history of our estimates of the
465 /// channel's available liquidity, to determine a penalty.
467 /// This penalty is similar to [`liquidity_penalty_multiplier_msat`], however, instead of using
468 /// only our latest estimate for the current liquidity available in the channel, it estimates
469 /// success probability based on the estimated liquidity available in the channel through
470 /// history. Specifically, every time we update our liquidity bounds on a given channel, we
471 /// track which of several buckets those bounds fall into, exponentially decaying the
472 /// probability of each bucket as new samples are added.
474 /// Default value: 10,000 msat
476 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
477 pub historical_liquidity_penalty_multiplier_msat: u64,
479 /// A multiplier used in conjunction with the payment amount and the negative `log10` of the
480 /// channel's success probability for the payment, as determined based on the history of our
481 /// estimates of the channel's available liquidity, to determine a penalty.
483 /// The purpose of the amount penalty is to avoid having fees dominate the channel cost for
484 /// large payments. The penalty is computed as the product of this multiplier and the `2^20`ths
485 /// of the payment amount, weighted by the negative `log10` of the success probability.
487 /// This penalty is similar to [`liquidity_penalty_amount_multiplier_msat`], however, instead
488 /// of using only our latest estimate for the current liquidity available in the channel, it
489 /// estimates success probability based on the estimated liquidity available in the channel
490 /// through history. Specifically, every time we update our liquidity bounds on a given
491 /// channel, we track which of several buckets those bounds fall into, exponentially decaying
492 /// the probability of each bucket as new samples are added.
494 /// Default value: 64 msat
496 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
497 pub historical_liquidity_penalty_amount_multiplier_msat: u64,
499 /// If we aren't learning any new datapoints for a channel, the historical liquidity bounds
500 /// tracking can simply live on with increasingly stale data. Instead, when a channel has not
501 /// seen a liquidity estimate update for this amount of time, the historical datapoints are
504 /// Note that after 16 or more half lives all historical data will be completely gone.
506 /// Default value: 14 days
507 pub historical_no_updates_half_life: Duration,
509 /// Manual penalties used for the given nodes. Allows to set a particular penalty for a given
510 /// node. Note that a manual penalty of `u64::max_value()` means the node would not ever be
511 /// considered during path finding.
514 pub manual_node_penalties: HashMap<NodeId, u64>,
516 /// This penalty is applied when `htlc_maximum_msat` is equal to or larger than half of the
517 /// channel's capacity, which makes us prefer nodes with a smaller `htlc_maximum_msat`. We
518 /// treat such nodes preferentially as this makes balance discovery attacks harder to execute,
519 /// thereby creating an incentive to restrict `htlc_maximum_msat` and improve privacy.
521 /// Default value: 250 msat
522 pub anti_probing_penalty_msat: u64,
524 /// This penalty is applied when the amount we're attempting to send over a channel exceeds our
525 /// current estimate of the channel's available liquidity.
527 /// Note that in this case all other penalties, including the
528 /// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]-based
529 /// penalties, as well as the [`base_penalty_msat`] and the [`anti_probing_penalty_msat`], if
530 /// applicable, are still included in the overall penalty.
532 /// If you wish to avoid creating paths with such channels entirely, setting this to a value of
533 /// `u64::max_value()` will guarantee that.
535 /// Default value: 1_0000_0000_000 msat (1 Bitcoin)
537 /// [`liquidity_penalty_multiplier_msat`]: Self::liquidity_penalty_multiplier_msat
538 /// [`liquidity_penalty_amount_multiplier_msat`]: Self::liquidity_penalty_amount_multiplier_msat
539 /// [`base_penalty_msat`]: Self::base_penalty_msat
540 /// [`anti_probing_penalty_msat`]: Self::anti_probing_penalty_msat
541 pub considered_impossible_penalty_msat: u64,
544 /// Tracks the historical state of a distribution as a weighted average of how much time was spent
545 /// in each of 8 buckets.
546 #[derive(Clone, Copy)]
547 struct HistoricalBucketRangeTracker {
551 impl HistoricalBucketRangeTracker {
552 fn new() -> Self { Self { buckets: [0; 8] } }
553 fn track_datapoint(&mut self, liquidity_offset_msat: u64, capacity_msat: u64) {
554 // We have 8 leaky buckets for min and max liquidity. Each bucket tracks the amount of time
555 // we spend in each bucket as a 16-bit fixed-point number with a 5 bit fractional part.
557 // Each time we update our liquidity estimate, we add 32 (1.0 in our fixed-point system) to
558 // the buckets for the current min and max liquidity offset positions.
560 // We then decay each bucket by multiplying by 2047/2048 (avoiding dividing by a
561 // non-power-of-two). This ensures we can't actually overflow the u16 - when we get to
562 // 63,457 adding 32 and decaying by 2047/2048 leaves us back at 63,457.
564 // In total, this allows us to track data for the last 8,000 or so payments across a given
567 // These constants are a balance - we try to fit in 2 bytes per bucket to reduce overhead,
568 // and need to balance having more bits in the decimal part (to ensure decay isn't too
569 // non-linear) with having too few bits in the mantissa, causing us to not store very many
572 // The constants were picked experimentally, selecting a decay amount that restricts us
573 // from overflowing buckets without having to cap them manually.
575 // Ensure the bucket index is in the range [0, 7], even if the liquidity offset is zero or
576 // the channel's capacity, though the second should generally never happen.
577 debug_assert!(liquidity_offset_msat <= capacity_msat);
578 let bucket_idx: u8 = (liquidity_offset_msat.saturating_sub(1) * 8 / capacity_msat)
579 .try_into().unwrap_or(32); // 32 is bogus for 8 buckets, and will be ignored
580 debug_assert!(bucket_idx < 8);
582 for e in self.buckets.iter_mut() {
583 *e = ((*e as u32) * 2047 / 2048) as u16;
585 self.buckets[bucket_idx as usize] = self.buckets[bucket_idx as usize].saturating_add(32);
588 /// Decay all buckets by the given number of half-lives. Used to more aggressively remove old
589 /// datapoints as we receive newer information.
590 fn time_decay_data(&mut self, half_lives: u32) {
591 for e in self.buckets.iter_mut() {
592 *e = e.checked_shr(half_lives).unwrap_or(0);
597 impl_writeable_tlv_based!(HistoricalBucketRangeTracker, { (0, buckets, required) });
599 struct HistoricalMinMaxBuckets<'a> {
600 min_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
601 max_liquidity_offset_history: &'a HistoricalBucketRangeTracker,
604 impl HistoricalMinMaxBuckets<'_> {
606 fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
607 -> ([u16; 8], [u16; 8], u32) {
608 let required_decays = now.duration_since(last_updated).as_secs()
609 .checked_div(half_life.as_secs())
610 .map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
611 let mut min_buckets = *self.min_liquidity_offset_history;
612 min_buckets.time_decay_data(required_decays);
613 let mut max_buckets = *self.max_liquidity_offset_history;
614 max_buckets.time_decay_data(required_decays);
615 (min_buckets.buckets, max_buckets.buckets, required_decays)
619 fn calculate_success_probability_times_billion<T: Time>(
620 &self, now: T, last_updated: T, half_life: Duration, payment_amt_64th_bucket: u8)
622 // If historical penalties are enabled, calculate the penalty by walking the set of
623 // historical liquidity bucket (min, max) combinations (where min_idx < max_idx) and, for
624 // each, calculate the probability of success given our payment amount, then total the
625 // weighted average probability of success.
627 // We use a sliding scale to decide which point within a given bucket will be compared to
628 // the amount being sent - for lower-bounds, the amount being sent is compared to the lower
629 // edge of the first bucket (i.e. zero), but compared to the upper 7/8ths of the last
630 // bucket (i.e. 9 times the index, or 63), with each bucket in between increasing the
631 // comparison point by 1/64th. For upper-bounds, the same applies, however with an offset
632 // of 1/64th (i.e. starting at one and ending at 64). This avoids failing to assign
633 // penalties to channels at the edges.
635 // If we used the bottom edge of buckets, we'd end up never assigning any penalty at all to
636 // such a channel when sending less than ~0.19% of the channel's capacity (e.g. ~200k sats
637 // for a 1 BTC channel!).
639 // If we used the middle of each bucket we'd never assign any penalty at all when sending
640 // less than 1/16th of a channel's capacity, or 1/8th if we used the top of the bucket.
641 let mut total_valid_points_tracked = 0;
643 // Check if all our buckets are zero, once decayed and treat it as if we had no data. We
644 // don't actually use the decayed buckets, though, as that would lose precision.
645 let (decayed_min_buckets, decayed_max_buckets, required_decays) =
646 self.get_decayed_buckets(now, last_updated, half_life);
647 if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
651 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
652 for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(8 - min_idx) {
653 total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
656 // If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
657 // it as if we were fully decayed.
658 if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
662 let mut cumulative_success_prob_times_billion = 0;
663 for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
664 for (max_idx, max_bucket) in self.max_liquidity_offset_history.buckets.iter().enumerate().take(8 - min_idx) {
665 let bucket_prob_times_million = (*min_bucket as u64) * (*max_bucket as u64)
666 * 1024 * 1024 / total_valid_points_tracked;
667 let min_64th_bucket = min_idx as u8 * 9;
668 let max_64th_bucket = (7 - max_idx as u8) * 9 + 1;
669 if payment_amt_64th_bucket > max_64th_bucket {
670 // Success probability 0, the payment amount is above the max liquidity
671 } else if payment_amt_64th_bucket <= min_64th_bucket {
672 cumulative_success_prob_times_billion += bucket_prob_times_million * 1024;
674 cumulative_success_prob_times_billion += bucket_prob_times_million *
675 ((max_64th_bucket - payment_amt_64th_bucket) as u64) * 1024 /
676 ((max_64th_bucket - min_64th_bucket) as u64);
681 Some(cumulative_success_prob_times_billion)
685 /// Accounting for channel liquidity balance uncertainty.
687 /// Direction is defined in terms of [`NodeId`] partial ordering, where the source node is the
688 /// first node in the ordering of the channel's counterparties. Thus, swapping the two liquidity
689 /// offset fields gives the opposite direction.
690 struct ChannelLiquidity<T: Time> {
691 /// Lower channel liquidity bound in terms of an offset from zero.
692 min_liquidity_offset_msat: u64,
694 /// Upper channel liquidity bound in terms of an offset from the effective capacity.
695 max_liquidity_offset_msat: u64,
697 /// Time when the liquidity bounds were last modified.
700 min_liquidity_offset_history: HistoricalBucketRangeTracker,
701 max_liquidity_offset_history: HistoricalBucketRangeTracker,
704 /// A snapshot of [`ChannelLiquidity`] in one direction assuming a certain channel capacity and
705 /// decayed with a given half life.
706 struct DirectedChannelLiquidity<'a, L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> {
707 min_liquidity_offset_msat: L,
708 max_liquidity_offset_msat: L,
709 min_liquidity_offset_history: BRT,
710 max_liquidity_offset_history: BRT,
711 inflight_htlc_msat: u64,
715 params: &'a ProbabilisticScoringParameters,
718 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
719 /// Creates a new scorer using the given scoring parameters for sending payments from a node
720 /// through a network graph.
721 pub fn new(params: ProbabilisticScoringParameters, network_graph: G, logger: L) -> Self {
726 channel_liquidities: HashMap::new(),
731 fn with_channel(mut self, short_channel_id: u64, liquidity: ChannelLiquidity<T>) -> Self {
732 assert!(self.channel_liquidities.insert(short_channel_id, liquidity).is_none());
736 /// Dump the contents of this scorer into the configured logger.
738 /// Note that this writes roughly one line per channel for which we have a liquidity estimate,
739 /// which may be a substantial amount of log output.
740 pub fn debug_log_liquidity_stats(&self) {
743 let graph = self.network_graph.read_only();
744 for (scid, liq) in self.channel_liquidities.iter() {
745 if let Some(chan_debug) = graph.channels().get(scid) {
746 let log_direction = |source, target| {
747 if let Some((directed_info, _)) = chan_debug.as_directed_to(target) {
748 let amt = directed_info.effective_capacity().as_msat();
749 let dir_liq = liq.as_directed(source, target, 0, amt, &self.params);
751 let buckets = HistoricalMinMaxBuckets {
752 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
753 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
755 let (min_buckets, max_buckets, _) = buckets.get_decayed_buckets(now,
756 *dir_liq.last_updated, self.params.historical_no_updates_half_life);
758 log_debug!(self.logger, core::concat!(
759 "Liquidity from {} to {} via {} is in the range ({}, {}).\n",
760 "\tHistorical min liquidity octile relative probabilities: {} {} {} {} {} {} {} {}\n",
761 "\tHistorical max liquidity octile relative probabilities: {} {} {} {} {} {} {} {}"),
762 source, target, scid, dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat(),
763 min_buckets[0], min_buckets[1], min_buckets[2], min_buckets[3],
764 min_buckets[4], min_buckets[5], min_buckets[6], min_buckets[7],
765 // Note that the liquidity buckets are an offset from the edge, so we
766 // inverse the max order to get the probabilities from zero.
767 max_buckets[7], max_buckets[6], max_buckets[5], max_buckets[4],
768 max_buckets[3], max_buckets[2], max_buckets[1], max_buckets[0]);
770 log_debug!(self.logger, "No amount known for SCID {} from {:?} to {:?}", scid, source, target);
774 log_direction(&chan_debug.node_one, &chan_debug.node_two);
775 log_direction(&chan_debug.node_two, &chan_debug.node_one);
777 log_debug!(self.logger, "No network graph entry for SCID {}", scid);
782 /// Query the estimated minimum and maximum liquidity available for sending a payment over the
783 /// channel with `scid` towards the given `target` node.
784 pub fn estimated_channel_liquidity_range(&self, scid: u64, target: &NodeId) -> Option<(u64, u64)> {
785 let graph = self.network_graph.read_only();
787 if let Some(chan) = graph.channels().get(&scid) {
788 if let Some(liq) = self.channel_liquidities.get(&scid) {
789 if let Some((directed_info, source)) = chan.as_directed_to(target) {
790 let amt = directed_info.effective_capacity().as_msat();
791 let dir_liq = liq.as_directed(source, target, 0, amt, &self.params);
792 return Some((dir_liq.min_liquidity_msat(), dir_liq.max_liquidity_msat()));
799 /// Query the historical estimated minimum and maximum liquidity available for sending a
800 /// payment over the channel with `scid` towards the given `target` node.
802 /// Returns two sets of 8 buckets. The first set describes the octiles for lower-bound
803 /// liquidity estimates, the second set describes the octiles for upper-bound liquidity
804 /// estimates. Each bucket describes the relative frequency at which we've seen a liquidity
805 /// bound in the octile relative to the channel's total capacity, on an arbitrary scale.
806 /// Because the values are slowly decayed, more recent data points are weighted more heavily
807 /// than older datapoints.
809 /// When scoring, the estimated probability that an upper-/lower-bound lies in a given octile
810 /// relative to the channel's total capacity is calculated by dividing that bucket's value with
811 /// the total of all buckets for the given bound.
813 /// For example, a value of `[0, 0, 0, 0, 0, 0, 32]` indicates that we believe the probability
814 /// of a bound being in the top octile to be 100%, and have never (recently) seen it in any
815 /// other octiles. A value of `[31, 0, 0, 0, 0, 0, 0, 32]` indicates we've seen the bound being
816 /// both in the top and bottom octile, and roughly with similar (recent) frequency.
818 /// Because the datapoints are decayed slowly over time, values will eventually return to
819 /// `Some(([0; 8], [0; 8]))`.
820 pub fn historical_estimated_channel_liquidity_probabilities(&self, scid: u64, target: &NodeId)
821 -> Option<([u16; 8], [u16; 8])> {
822 let graph = self.network_graph.read_only();
824 if let Some(chan) = graph.channels().get(&scid) {
825 if let Some(liq) = self.channel_liquidities.get(&scid) {
826 if let Some((directed_info, source)) = chan.as_directed_to(target) {
827 let amt = directed_info.effective_capacity().as_msat();
828 let dir_liq = liq.as_directed(source, target, 0, amt, &self.params);
830 let buckets = HistoricalMinMaxBuckets {
831 min_liquidity_offset_history: &dir_liq.min_liquidity_offset_history,
832 max_liquidity_offset_history: &dir_liq.max_liquidity_offset_history,
834 let (min_buckets, mut max_buckets, _) = buckets.get_decayed_buckets(T::now(),
835 *dir_liq.last_updated, self.params.historical_no_updates_half_life);
836 // Note that the liquidity buckets are an offset from the edge, so we inverse
837 // the max order to get the probabilities from zero.
838 max_buckets.reverse();
839 return Some((min_buckets, max_buckets));
846 /// Marks the node with the given `node_id` as banned, i.e.,
847 /// it will be avoided during path finding.
848 pub fn add_banned(&mut self, node_id: &NodeId) {
849 self.params.manual_node_penalties.insert(*node_id, u64::max_value());
852 /// Removes the node with the given `node_id` from the list of nodes to avoid.
853 pub fn remove_banned(&mut self, node_id: &NodeId) {
854 self.params.manual_node_penalties.remove(node_id);
857 /// Sets a manual penalty for the given node.
858 pub fn set_manual_penalty(&mut self, node_id: &NodeId, penalty: u64) {
859 self.params.manual_node_penalties.insert(*node_id, penalty);
862 /// Removes the node with the given `node_id` from the list of manual penalties.
863 pub fn remove_manual_penalty(&mut self, node_id: &NodeId) {
864 self.params.manual_node_penalties.remove(node_id);
867 /// Clears the list of manual penalties that are applied during path finding.
868 pub fn clear_manual_penalties(&mut self) {
869 self.params.manual_node_penalties = HashMap::new();
873 impl ProbabilisticScoringParameters {
875 fn zero_penalty() -> Self {
877 base_penalty_msat: 0,
878 base_penalty_amount_multiplier_msat: 0,
879 liquidity_penalty_multiplier_msat: 0,
880 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
881 liquidity_penalty_amount_multiplier_msat: 0,
882 historical_liquidity_penalty_multiplier_msat: 0,
883 historical_liquidity_penalty_amount_multiplier_msat: 0,
884 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
885 manual_node_penalties: HashMap::new(),
886 anti_probing_penalty_msat: 0,
887 considered_impossible_penalty_msat: 0,
891 /// Marks all nodes in the given list as banned, i.e.,
892 /// they will be avoided during path finding.
893 pub fn add_banned_from_list(&mut self, node_ids: Vec<NodeId>) {
895 self.manual_node_penalties.insert(id, u64::max_value());
900 impl Default for ProbabilisticScoringParameters {
901 fn default() -> Self {
903 base_penalty_msat: 500,
904 base_penalty_amount_multiplier_msat: 8192,
905 liquidity_penalty_multiplier_msat: 30_000,
906 liquidity_offset_half_life: Duration::from_secs(6 * 60 * 60),
907 liquidity_penalty_amount_multiplier_msat: 192,
908 historical_liquidity_penalty_multiplier_msat: 10_000,
909 historical_liquidity_penalty_amount_multiplier_msat: 64,
910 historical_no_updates_half_life: Duration::from_secs(60 * 60 * 24 * 14),
911 manual_node_penalties: HashMap::new(),
912 anti_probing_penalty_msat: 250,
913 considered_impossible_penalty_msat: 1_0000_0000_000,
918 impl<T: Time> ChannelLiquidity<T> {
922 min_liquidity_offset_msat: 0,
923 max_liquidity_offset_msat: 0,
924 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
925 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
926 last_updated: T::now(),
930 /// Returns a view of the channel liquidity directed from `source` to `target` assuming
933 &self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64,
934 params: &'a ProbabilisticScoringParameters
935 ) -> DirectedChannelLiquidity<'a, &u64, &HistoricalBucketRangeTracker, T, &T> {
936 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
938 (&self.min_liquidity_offset_msat, &self.max_liquidity_offset_msat,
939 &self.min_liquidity_offset_history, &self.max_liquidity_offset_history)
941 (&self.max_liquidity_offset_msat, &self.min_liquidity_offset_msat,
942 &self.max_liquidity_offset_history, &self.min_liquidity_offset_history)
945 DirectedChannelLiquidity {
946 min_liquidity_offset_msat,
947 max_liquidity_offset_msat,
948 min_liquidity_offset_history,
949 max_liquidity_offset_history,
952 last_updated: &self.last_updated,
958 /// Returns a mutable view of the channel liquidity directed from `source` to `target` assuming
960 fn as_directed_mut<'a>(
961 &mut self, source: &NodeId, target: &NodeId, inflight_htlc_msat: u64, capacity_msat: u64,
962 params: &'a ProbabilisticScoringParameters
963 ) -> DirectedChannelLiquidity<'a, &mut u64, &mut HistoricalBucketRangeTracker, T, &mut T> {
964 let (min_liquidity_offset_msat, max_liquidity_offset_msat, min_liquidity_offset_history, max_liquidity_offset_history) =
966 (&mut self.min_liquidity_offset_msat, &mut self.max_liquidity_offset_msat,
967 &mut self.min_liquidity_offset_history, &mut self.max_liquidity_offset_history)
969 (&mut self.max_liquidity_offset_msat, &mut self.min_liquidity_offset_msat,
970 &mut self.max_liquidity_offset_history, &mut self.min_liquidity_offset_history)
973 DirectedChannelLiquidity {
974 min_liquidity_offset_msat,
975 max_liquidity_offset_msat,
976 min_liquidity_offset_history,
977 max_liquidity_offset_history,
980 last_updated: &mut self.last_updated,
987 /// Bounds `-log10` to avoid excessive liquidity penalties for payments with low success
989 const NEGATIVE_LOG10_UPPER_BOUND: u64 = 2;
991 /// The rough cutoff at which our precision falls off and we should stop bothering to try to log a
992 /// ratio, as X in 1/X.
993 const PRECISION_LOWER_BOUND_DENOMINATOR: u64 = approx::LOWER_BITS_BOUND;
995 /// The divisor used when computing the amount penalty.
996 const AMOUNT_PENALTY_DIVISOR: u64 = 1 << 20;
997 const BASE_AMOUNT_PENALTY_DIVISOR: u64 = 1 << 30;
999 impl<L: Deref<Target = u64>, BRT: Deref<Target = HistoricalBucketRangeTracker>, T: Time, U: Deref<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1000 /// Returns a liquidity penalty for routing the given HTLC `amount_msat` through the channel in
1002 fn penalty_msat(&self, amount_msat: u64, params: &ProbabilisticScoringParameters) -> u64 {
1003 let max_liquidity_msat = self.max_liquidity_msat();
1004 let min_liquidity_msat = core::cmp::min(self.min_liquidity_msat(), max_liquidity_msat);
1006 let mut res = if amount_msat <= min_liquidity_msat {
1008 } else if amount_msat >= max_liquidity_msat {
1009 // Equivalent to hitting the else clause below with the amount equal to the effective
1010 // capacity and without any certainty on the liquidity upper bound, plus the
1011 // impossibility penalty.
1012 let negative_log10_times_2048 = NEGATIVE_LOG10_UPPER_BOUND * 2048;
1013 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1014 params.liquidity_penalty_multiplier_msat,
1015 params.liquidity_penalty_amount_multiplier_msat)
1016 .saturating_add(params.considered_impossible_penalty_msat)
1018 let numerator = (max_liquidity_msat - amount_msat).saturating_add(1);
1019 let denominator = (max_liquidity_msat - min_liquidity_msat).saturating_add(1);
1020 if amount_msat - min_liquidity_msat < denominator / PRECISION_LOWER_BOUND_DENOMINATOR {
1021 // If the failure probability is < 1.5625% (as 1 - numerator/denominator < 1/64),
1022 // don't bother trying to use the log approximation as it gets too noisy to be
1023 // particularly helpful, instead just round down to 0.
1026 let negative_log10_times_2048 =
1027 approx::negative_log10_times_2048(numerator, denominator);
1028 Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1029 params.liquidity_penalty_multiplier_msat,
1030 params.liquidity_penalty_amount_multiplier_msat)
1034 if params.historical_liquidity_penalty_multiplier_msat != 0 ||
1035 params.historical_liquidity_penalty_amount_multiplier_msat != 0 {
1036 let payment_amt_64th_bucket = if amount_msat < u64::max_value() / 64 {
1037 amount_msat * 64 / self.capacity_msat
1039 // Only use 128-bit arithmetic when multiplication will overflow to avoid 128-bit
1040 // division. This branch should only be hit in fuzz testing since the amount would
1041 // need to be over 2.88 million BTC in practice.
1042 ((amount_msat as u128) * 64 / (self.capacity_msat as u128))
1043 .try_into().unwrap_or(65)
1045 #[cfg(not(fuzzing))]
1046 debug_assert!(payment_amt_64th_bucket <= 64);
1047 if payment_amt_64th_bucket > 64 { return res; }
1049 let buckets = HistoricalMinMaxBuckets {
1050 min_liquidity_offset_history: &self.min_liquidity_offset_history,
1051 max_liquidity_offset_history: &self.max_liquidity_offset_history,
1053 if let Some(cumulative_success_prob_times_billion) = buckets
1054 .calculate_success_probability_times_billion(self.now, *self.last_updated,
1055 params.historical_no_updates_half_life, payment_amt_64th_bucket as u8)
1057 let historical_negative_log10_times_2048 = approx::negative_log10_times_2048(cumulative_success_prob_times_billion + 1, 1024 * 1024 * 1024);
1058 res = res.saturating_add(Self::combined_penalty_msat(amount_msat,
1059 historical_negative_log10_times_2048, params.historical_liquidity_penalty_multiplier_msat,
1060 params.historical_liquidity_penalty_amount_multiplier_msat));
1062 // If we don't have any valid points (or, once decayed, we have less than a full
1063 // point), redo the non-historical calculation with no liquidity bounds tracked and
1064 // the historical penalty multipliers.
1065 let available_capacity = self.available_capacity();
1066 let numerator = available_capacity.saturating_sub(amount_msat).saturating_add(1);
1067 let denominator = available_capacity.saturating_add(1);
1068 let negative_log10_times_2048 =
1069 approx::negative_log10_times_2048(numerator, denominator);
1070 res = res.saturating_add(Self::combined_penalty_msat(amount_msat, negative_log10_times_2048,
1071 params.historical_liquidity_penalty_multiplier_msat,
1072 params.historical_liquidity_penalty_amount_multiplier_msat));
1079 /// Computes the liquidity penalty from the penalty multipliers.
1081 fn combined_penalty_msat(amount_msat: u64, negative_log10_times_2048: u64,
1082 liquidity_penalty_multiplier_msat: u64, liquidity_penalty_amount_multiplier_msat: u64,
1084 let liquidity_penalty_msat = {
1085 // Upper bound the liquidity penalty to ensure some channel is selected.
1086 let multiplier_msat = liquidity_penalty_multiplier_msat;
1087 let max_penalty_msat = multiplier_msat.saturating_mul(NEGATIVE_LOG10_UPPER_BOUND);
1088 (negative_log10_times_2048.saturating_mul(multiplier_msat) / 2048).min(max_penalty_msat)
1090 let amount_penalty_msat = negative_log10_times_2048
1091 .saturating_mul(liquidity_penalty_amount_multiplier_msat)
1092 .saturating_mul(amount_msat) / 2048 / AMOUNT_PENALTY_DIVISOR;
1094 liquidity_penalty_msat.saturating_add(amount_penalty_msat)
1097 /// Returns the lower bound of the channel liquidity balance in this direction.
1098 fn min_liquidity_msat(&self) -> u64 {
1099 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1102 /// Returns the upper bound of the channel liquidity balance in this direction.
1103 fn max_liquidity_msat(&self) -> u64 {
1104 self.available_capacity()
1105 .saturating_sub(self.decayed_offset_msat(*self.max_liquidity_offset_msat))
1108 /// Returns the capacity minus the in-flight HTLCs in this direction.
1109 fn available_capacity(&self) -> u64 {
1110 self.capacity_msat.saturating_sub(self.inflight_htlc_msat)
1113 fn decayed_offset_msat(&self, offset_msat: u64) -> u64 {
1114 self.now.duration_since(*self.last_updated).as_secs()
1115 .checked_div(self.params.liquidity_offset_half_life.as_secs())
1116 .and_then(|decays| offset_msat.checked_shr(decays as u32))
1121 impl<L: DerefMut<Target = u64>, BRT: DerefMut<Target = HistoricalBucketRangeTracker>, T: Time, U: DerefMut<Target = T>> DirectedChannelLiquidity<'_, L, BRT, T, U> {
1122 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat`.
1123 fn failed_at_channel<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1124 let existing_max_msat = self.max_liquidity_msat();
1125 if amount_msat < existing_max_msat {
1126 log_debug!(logger, "Setting max liquidity of {} from {} to {}", chan_descr, existing_max_msat, amount_msat);
1127 self.set_max_liquidity_msat(amount_msat);
1129 log_trace!(logger, "Max liquidity of {} is {} (already less than or equal to {})",
1130 chan_descr, existing_max_msat, amount_msat);
1134 /// Adjusts the channel liquidity balance bounds when failing to route `amount_msat` downstream.
1135 fn failed_downstream<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1136 let existing_min_msat = self.min_liquidity_msat();
1137 if amount_msat > existing_min_msat {
1138 log_debug!(logger, "Setting min liquidity of {} from {} to {}", existing_min_msat, chan_descr, amount_msat);
1139 self.set_min_liquidity_msat(amount_msat);
1141 log_trace!(logger, "Min liquidity of {} is {} (already greater than or equal to {})",
1142 chan_descr, existing_min_msat, amount_msat);
1146 /// Adjusts the channel liquidity balance bounds when successfully routing `amount_msat`.
1147 fn successful<Log: Deref>(&mut self, amount_msat: u64, chan_descr: fmt::Arguments, logger: &Log) where Log::Target: Logger {
1148 let max_liquidity_msat = self.max_liquidity_msat().checked_sub(amount_msat).unwrap_or(0);
1149 log_debug!(logger, "Subtracting {} from max liquidity of {} (setting it to {})", amount_msat, chan_descr, max_liquidity_msat);
1150 self.set_max_liquidity_msat(max_liquidity_msat);
1153 fn update_history_buckets(&mut self) {
1154 let half_lives = self.now.duration_since(*self.last_updated).as_secs()
1155 .checked_div(self.params.historical_no_updates_half_life.as_secs())
1156 .map(|v| v.try_into().unwrap_or(u32::max_value())).unwrap_or(u32::max_value());
1157 self.min_liquidity_offset_history.time_decay_data(half_lives);
1158 self.max_liquidity_offset_history.time_decay_data(half_lives);
1160 self.min_liquidity_offset_history.track_datapoint(
1161 *self.min_liquidity_offset_msat, self.capacity_msat
1163 self.max_liquidity_offset_history.track_datapoint(
1164 *self.max_liquidity_offset_msat, self.capacity_msat
1168 /// Adjusts the lower bound of the channel liquidity balance in this direction.
1169 fn set_min_liquidity_msat(&mut self, amount_msat: u64) {
1170 *self.min_liquidity_offset_msat = amount_msat;
1171 *self.max_liquidity_offset_msat = if amount_msat > self.max_liquidity_msat() {
1174 self.decayed_offset_msat(*self.max_liquidity_offset_msat)
1176 self.update_history_buckets();
1177 *self.last_updated = self.now;
1180 /// Adjusts the upper bound of the channel liquidity balance in this direction.
1181 fn set_max_liquidity_msat(&mut self, amount_msat: u64) {
1182 *self.max_liquidity_offset_msat = self.capacity_msat.checked_sub(amount_msat).unwrap_or(0);
1183 *self.min_liquidity_offset_msat = if amount_msat < self.min_liquidity_msat() {
1186 self.decayed_offset_msat(*self.min_liquidity_offset_msat)
1188 self.update_history_buckets();
1189 *self.last_updated = self.now;
1193 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Score for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1194 fn channel_penalty_msat(
1195 &self, short_channel_id: u64, source: &NodeId, target: &NodeId, usage: ChannelUsage
1197 if let Some(penalty) = self.params.manual_node_penalties.get(target) {
1201 let base_penalty_msat = self.params.base_penalty_msat.saturating_add(
1202 self.params.base_penalty_amount_multiplier_msat
1203 .saturating_mul(usage.amount_msat) / BASE_AMOUNT_PENALTY_DIVISOR);
1205 let mut anti_probing_penalty_msat = 0;
1206 match usage.effective_capacity {
1207 EffectiveCapacity::ExactLiquidity { liquidity_msat } => {
1208 if usage.amount_msat > liquidity_msat {
1209 return u64::max_value();
1211 return base_penalty_msat;
1214 EffectiveCapacity::Total { capacity_msat, htlc_maximum_msat } => {
1215 if htlc_maximum_msat >= capacity_msat/2 {
1216 anti_probing_penalty_msat = self.params.anti_probing_penalty_msat;
1222 let amount_msat = usage.amount_msat;
1223 let capacity_msat = usage.effective_capacity.as_msat();
1224 let inflight_htlc_msat = usage.inflight_htlc_msat;
1225 self.channel_liquidities
1226 .get(&short_channel_id)
1227 .unwrap_or(&ChannelLiquidity::new())
1228 .as_directed(source, target, inflight_htlc_msat, capacity_msat, &self.params)
1229 .penalty_msat(amount_msat, &self.params)
1230 .saturating_add(anti_probing_penalty_msat)
1231 .saturating_add(base_penalty_msat)
1234 fn payment_path_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1235 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1236 log_trace!(self.logger, "Scoring path through to SCID {} as having failed at {} msat", short_channel_id, amount_msat);
1237 let network_graph = self.network_graph.read_only();
1238 for (hop_idx, hop) in path.iter().enumerate() {
1239 let target = NodeId::from_pubkey(&hop.pubkey);
1240 let channel_directed_from_source = network_graph.channels()
1241 .get(&hop.short_channel_id)
1242 .and_then(|channel| channel.as_directed_to(&target));
1244 let at_failed_channel = hop.short_channel_id == short_channel_id;
1245 if at_failed_channel && hop_idx == 0 {
1246 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);
1249 // Only score announced channels.
1250 if let Some((channel, source)) = channel_directed_from_source {
1251 let capacity_msat = channel.effective_capacity().as_msat();
1252 if at_failed_channel {
1253 self.channel_liquidities
1254 .entry(hop.short_channel_id)
1255 .or_insert_with(ChannelLiquidity::new)
1256 .as_directed_mut(source, &target, 0, capacity_msat, &self.params)
1257 .failed_at_channel(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1259 self.channel_liquidities
1260 .entry(hop.short_channel_id)
1261 .or_insert_with(ChannelLiquidity::new)
1262 .as_directed_mut(source, &target, 0, capacity_msat, &self.params)
1263 .failed_downstream(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1266 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).",
1267 hop.short_channel_id);
1269 if at_failed_channel { break; }
1273 fn payment_path_successful(&mut self, path: &[&RouteHop]) {
1274 let amount_msat = path.split_last().map(|(hop, _)| hop.fee_msat).unwrap_or(0);
1275 log_trace!(self.logger, "Scoring path through SCID {} as having succeeded at {} msat.",
1276 path.split_last().map(|(hop, _)| hop.short_channel_id).unwrap_or(0), amount_msat);
1277 let network_graph = self.network_graph.read_only();
1279 let target = NodeId::from_pubkey(&hop.pubkey);
1280 let channel_directed_from_source = network_graph.channels()
1281 .get(&hop.short_channel_id)
1282 .and_then(|channel| channel.as_directed_to(&target));
1284 // Only score announced channels.
1285 if let Some((channel, source)) = channel_directed_from_source {
1286 let capacity_msat = channel.effective_capacity().as_msat();
1287 self.channel_liquidities
1288 .entry(hop.short_channel_id)
1289 .or_insert_with(ChannelLiquidity::new)
1290 .as_directed_mut(source, &target, 0, capacity_msat, &self.params)
1291 .successful(amount_msat, format_args!("SCID {}, towards {:?}", hop.short_channel_id, target), &self.logger);
1293 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).",
1294 hop.short_channel_id);
1299 fn probe_failed(&mut self, path: &[&RouteHop], short_channel_id: u64) {
1300 self.payment_path_failed(path, short_channel_id)
1303 fn probe_successful(&mut self, path: &[&RouteHop]) {
1304 self.payment_path_failed(path, u64::max_value())
1309 const BITS: u32 = 64;
1310 const HIGHEST_BIT: u32 = BITS - 1;
1311 const LOWER_BITS: u32 = 6;
1312 pub(super) const LOWER_BITS_BOUND: u64 = 1 << LOWER_BITS;
1313 const LOWER_BITMASK: u64 = (1 << LOWER_BITS) - 1;
1315 /// Look-up table for `log10(x) * 2048` where row `i` is used for each `x` having `i` as the
1316 /// most significant bit. The next 4 bits of `x`, if applicable, are used for the second index.
1317 const LOG10_TIMES_2048: [[u16; (LOWER_BITS_BOUND) as usize]; BITS as usize] = [
1318 [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1319 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1320 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1321 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
1322 [617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1323 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617, 617,
1324 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977,
1325 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977, 977],
1326 [1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233, 1233,
1327 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431, 1431,
1328 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594, 1594,
1329 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731, 1731],
1330 [1850, 1850, 1850, 1850, 1850, 1850, 1850, 1850, 1954, 1954, 1954, 1954, 1954, 1954, 1954, 1954,
1331 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2048, 2133, 2133, 2133, 2133, 2133, 2133, 2133, 2133,
1332 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2210, 2281, 2281, 2281, 2281, 2281, 2281, 2281, 2281,
1333 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2347, 2409, 2409, 2409, 2409, 2409, 2409, 2409, 2409],
1334 [2466, 2466, 2466, 2466, 2520, 2520, 2520, 2520, 2571, 2571, 2571, 2571, 2619, 2619, 2619, 2619,
1335 2665, 2665, 2665, 2665, 2708, 2708, 2708, 2708, 2749, 2749, 2749, 2749, 2789, 2789, 2789, 2789,
1336 2827, 2827, 2827, 2827, 2863, 2863, 2863, 2863, 2898, 2898, 2898, 2898, 2931, 2931, 2931, 2931,
1337 2964, 2964, 2964, 2964, 2995, 2995, 2995, 2995, 3025, 3025, 3025, 3025, 3054, 3054, 3054, 3054],
1338 [3083, 3083, 3110, 3110, 3136, 3136, 3162, 3162, 3187, 3187, 3212, 3212, 3235, 3235, 3259, 3259,
1339 3281, 3281, 3303, 3303, 3324, 3324, 3345, 3345, 3366, 3366, 3386, 3386, 3405, 3405, 3424, 3424,
1340 3443, 3443, 3462, 3462, 3479, 3479, 3497, 3497, 3514, 3514, 3531, 3531, 3548, 3548, 3564, 3564,
1341 3580, 3580, 3596, 3596, 3612, 3612, 3627, 3627, 3642, 3642, 3656, 3656, 3671, 3671, 3685, 3685],
1342 [3699, 3713, 3726, 3740, 3753, 3766, 3779, 3791, 3804, 3816, 3828, 3840, 3852, 3864, 3875, 3886,
1343 3898, 3909, 3919, 3930, 3941, 3951, 3962, 3972, 3982, 3992, 4002, 4012, 4022, 4031, 4041, 4050,
1344 4060, 4069, 4078, 4087, 4096, 4105, 4114, 4122, 4131, 4139, 4148, 4156, 4164, 4173, 4181, 4189,
1345 4197, 4205, 4213, 4220, 4228, 4236, 4243, 4251, 4258, 4266, 4273, 4280, 4287, 4294, 4302, 4309],
1346 [4316, 4329, 4343, 4356, 4369, 4382, 4395, 4408, 4420, 4433, 4445, 4457, 4468, 4480, 4492, 4503,
1347 4514, 4525, 4536, 4547, 4557, 4568, 4578, 4589, 4599, 4609, 4619, 4629, 4638, 4648, 4657, 4667,
1348 4676, 4685, 4695, 4704, 4713, 4721, 4730, 4739, 4747, 4756, 4764, 4773, 4781, 4789, 4797, 4805,
1349 4813, 4821, 4829, 4837, 4845, 4852, 4860, 4867, 4875, 4882, 4889, 4897, 4904, 4911, 4918, 4925],
1350 [4932, 4946, 4959, 4973, 4986, 4999, 5012, 5024, 5037, 5049, 5061, 5073, 5085, 5097, 5108, 5119,
1351 5131, 5142, 5153, 5163, 5174, 5184, 5195, 5205, 5215, 5225, 5235, 5245, 5255, 5264, 5274, 5283,
1352 5293, 5302, 5311, 5320, 5329, 5338, 5347, 5355, 5364, 5372, 5381, 5389, 5397, 5406, 5414, 5422,
1353 5430, 5438, 5446, 5453, 5461, 5469, 5476, 5484, 5491, 5499, 5506, 5513, 5520, 5527, 5535, 5542],
1354 [5549, 5562, 5576, 5589, 5603, 5615, 5628, 5641, 5653, 5666, 5678, 5690, 5701, 5713, 5725, 5736,
1355 5747, 5758, 5769, 5780, 5790, 5801, 5811, 5822, 5832, 5842, 5852, 5862, 5871, 5881, 5890, 5900,
1356 5909, 5918, 5928, 5937, 5946, 5954, 5963, 5972, 5980, 5989, 5997, 6006, 6014, 6022, 6030, 6038,
1357 6046, 6054, 6062, 6070, 6078, 6085, 6093, 6100, 6108, 6115, 6122, 6130, 6137, 6144, 6151, 6158],
1358 [6165, 6179, 6192, 6206, 6219, 6232, 6245, 6257, 6270, 6282, 6294, 6306, 6318, 6330, 6341, 6352,
1359 6364, 6375, 6386, 6396, 6407, 6417, 6428, 6438, 6448, 6458, 6468, 6478, 6488, 6497, 6507, 6516,
1360 6526, 6535, 6544, 6553, 6562, 6571, 6580, 6588, 6597, 6605, 6614, 6622, 6630, 6639, 6647, 6655,
1361 6663, 6671, 6679, 6686, 6694, 6702, 6709, 6717, 6724, 6732, 6739, 6746, 6753, 6761, 6768, 6775],
1362 [6782, 6795, 6809, 6822, 6836, 6849, 6861, 6874, 6886, 6899, 6911, 6923, 6934, 6946, 6958, 6969,
1363 6980, 6991, 7002, 7013, 7023, 7034, 7044, 7055, 7065, 7075, 7085, 7095, 7104, 7114, 7124, 7133,
1364 7142, 7151, 7161, 7170, 7179, 7187, 7196, 7205, 7213, 7222, 7230, 7239, 7247, 7255, 7263, 7271,
1365 7279, 7287, 7295, 7303, 7311, 7318, 7326, 7333, 7341, 7348, 7355, 7363, 7370, 7377, 7384, 7391],
1366 [7398, 7412, 7425, 7439, 7452, 7465, 7478, 7490, 7503, 7515, 7527, 7539, 7551, 7563, 7574, 7585,
1367 7597, 7608, 7619, 7629, 7640, 7651, 7661, 7671, 7681, 7691, 7701, 7711, 7721, 7731, 7740, 7749,
1368 7759, 7768, 7777, 7786, 7795, 7804, 7813, 7821, 7830, 7838, 7847, 7855, 7864, 7872, 7880, 7888,
1369 7896, 7904, 7912, 7919, 7927, 7935, 7942, 7950, 7957, 7965, 7972, 7979, 7986, 7994, 8001, 8008],
1370 [8015, 8028, 8042, 8055, 8069, 8082, 8094, 8107, 8119, 8132, 8144, 8156, 8167, 8179, 8191, 8202,
1371 8213, 8224, 8235, 8246, 8256, 8267, 8277, 8288, 8298, 8308, 8318, 8328, 8337, 8347, 8357, 8366,
1372 8375, 8384, 8394, 8403, 8412, 8420, 8429, 8438, 8446, 8455, 8463, 8472, 8480, 8488, 8496, 8504,
1373 8512, 8520, 8528, 8536, 8544, 8551, 8559, 8566, 8574, 8581, 8588, 8596, 8603, 8610, 8617, 8624],
1374 [8631, 8645, 8659, 8672, 8685, 8698, 8711, 8723, 8736, 8748, 8760, 8772, 8784, 8796, 8807, 8818,
1375 8830, 8841, 8852, 8862, 8873, 8884, 8894, 8904, 8914, 8924, 8934, 8944, 8954, 8964, 8973, 8982,
1376 8992, 9001, 9010, 9019, 9028, 9037, 9046, 9054, 9063, 9071, 9080, 9088, 9097, 9105, 9113, 9121,
1377 9129, 9137, 9145, 9152, 9160, 9168, 9175, 9183, 9190, 9198, 9205, 9212, 9219, 9227, 9234, 9241],
1378 [9248, 9261, 9275, 9288, 9302, 9315, 9327, 9340, 9352, 9365, 9377, 9389, 9400, 9412, 9424, 9435,
1379 9446, 9457, 9468, 9479, 9490, 9500, 9510, 9521, 9531, 9541, 9551, 9561, 9570, 9580, 9590, 9599,
1380 9608, 9617, 9627, 9636, 9645, 9653, 9662, 9671, 9679, 9688, 9696, 9705, 9713, 9721, 9729, 9737,
1381 9745, 9753, 9761, 9769, 9777, 9784, 9792, 9799, 9807, 9814, 9821, 9829, 9836, 9843, 9850, 9857],
1382 [9864, 9878, 9892, 9905, 9918, 9931, 9944, 9956, 9969, 9981, 9993, 10005, 10017, 10029, 10040, 10051,
1383 10063, 10074, 10085, 10095, 10106, 10117, 10127, 10137, 10147, 10157, 10167, 10177, 10187, 10197, 10206, 10215,
1384 10225, 10234, 10243, 10252, 10261, 10270, 10279, 10287, 10296, 10304, 10313, 10321, 10330, 10338, 10346, 10354,
1385 10362, 10370, 10378, 10385, 10393, 10401, 10408, 10416, 10423, 10431, 10438, 10445, 10452, 10460, 10467, 10474],
1386 [10481, 10494, 10508, 10521, 10535, 10548, 10560, 10573, 10585, 10598, 10610, 10622, 10634, 10645, 10657, 10668,
1387 10679, 10690, 10701, 10712, 10723, 10733, 10743, 10754, 10764, 10774, 10784, 10794, 10803, 10813, 10823, 10832,
1388 10841, 10851, 10860, 10869, 10878, 10886, 10895, 10904, 10912, 10921, 10929, 10938, 10946, 10954, 10962, 10970,
1389 10978, 10986, 10994, 11002, 11010, 11017, 11025, 11032, 11040, 11047, 11054, 11062, 11069, 11076, 11083, 11090],
1390 [11097, 11111, 11125, 11138, 11151, 11164, 11177, 11189, 11202, 11214, 11226, 11238, 11250, 11262, 11273, 11284,
1391 11296, 11307, 11318, 11328, 11339, 11350, 11360, 11370, 11380, 11390, 11400, 11410, 11420, 11430, 11439, 11448,
1392 11458, 11467, 11476, 11485, 11494, 11503, 11512, 11520, 11529, 11538, 11546, 11554, 11563, 11571, 11579, 11587,
1393 11595, 11603, 11611, 11618, 11626, 11634, 11641, 11649, 11656, 11664, 11671, 11678, 11685, 11693, 11700, 11707],
1394 [11714, 11727, 11741, 11754, 11768, 11781, 11793, 11806, 11818, 11831, 11843, 11855, 11867, 11878, 11890, 11901,
1395 11912, 11923, 11934, 11945, 11956, 11966, 11976, 11987, 11997, 12007, 12017, 12027, 12036, 12046, 12056, 12065,
1396 12074, 12084, 12093, 12102, 12111, 12119, 12128, 12137, 12146, 12154, 12162, 12171, 12179, 12187, 12195, 12203,
1397 12211, 12219, 12227, 12235, 12243, 12250, 12258, 12265, 12273, 12280, 12287, 12295, 12302, 12309, 12316, 12323],
1398 [12330, 12344, 12358, 12371, 12384, 12397, 12410, 12423, 12435, 12447, 12459, 12471, 12483, 12495, 12506, 12517,
1399 12529, 12540, 12551, 12561, 12572, 12583, 12593, 12603, 12613, 12623, 12633, 12643, 12653, 12663, 12672, 12682,
1400 12691, 12700, 12709, 12718, 12727, 12736, 12745, 12753, 12762, 12771, 12779, 12787, 12796, 12804, 12812, 12820,
1401 12828, 12836, 12844, 12851, 12859, 12867, 12874, 12882, 12889, 12897, 12904, 12911, 12918, 12926, 12933, 12940],
1402 [12947, 12960, 12974, 12987, 13001, 13014, 13026, 13039, 13051, 13064, 13076, 13088, 13100, 13111, 13123, 13134,
1403 13145, 13156, 13167, 13178, 13189, 13199, 13209, 13220, 13230, 13240, 13250, 13260, 13269, 13279, 13289, 13298,
1404 13307, 13317, 13326, 13335, 13344, 13352, 13361, 13370, 13379, 13387, 13395, 13404, 13412, 13420, 13428, 13436,
1405 13444, 13452, 13460, 13468, 13476, 13483, 13491, 13498, 13506, 13513, 13521, 13528, 13535, 13542, 13549, 13556],
1406 [13563, 13577, 13591, 13604, 13617, 13630, 13643, 13656, 13668, 13680, 13692, 13704, 13716, 13728, 13739, 13750,
1407 13762, 13773, 13784, 13794, 13805, 13816, 13826, 13836, 13846, 13857, 13866, 13876, 13886, 13896, 13905, 13915,
1408 13924, 13933, 13942, 13951, 13960, 13969, 13978, 13986, 13995, 14004, 14012, 14020, 14029, 14037, 14045, 14053,
1409 14061, 14069, 14077, 14084, 14092, 14100, 14107, 14115, 14122, 14130, 14137, 14144, 14151, 14159, 14166, 14173],
1410 [14180, 14194, 14207, 14220, 14234, 14247, 14259, 14272, 14284, 14297, 14309, 14321, 14333, 14344, 14356, 14367,
1411 14378, 14389, 14400, 14411, 14422, 14432, 14443, 14453, 14463, 14473, 14483, 14493, 14502, 14512, 14522, 14531,
1412 14540, 14550, 14559, 14568, 14577, 14586, 14594, 14603, 14612, 14620, 14628, 14637, 14645, 14653, 14661, 14669,
1413 14677, 14685, 14693, 14701, 14709, 14716, 14724, 14731, 14739, 14746, 14754, 14761, 14768, 14775, 14782, 14789],
1414 [14796, 14810, 14824, 14837, 14850, 14863, 14876, 14889, 14901, 14913, 14925, 14937, 14949, 14961, 14972, 14984,
1415 14995, 15006, 15017, 15027, 15038, 15049, 15059, 15069, 15079, 15090, 15099, 15109, 15119, 15129, 15138, 15148,
1416 15157, 15166, 15175, 15184, 15193, 15202, 15211, 15219, 15228, 15237, 15245, 15253, 15262, 15270, 15278, 15286,
1417 15294, 15302, 15310, 15317, 15325, 15333, 15340, 15348, 15355, 15363, 15370, 15377, 15384, 15392, 15399, 15406],
1418 [15413, 15427, 15440, 15453, 15467, 15480, 15492, 15505, 15517, 15530, 15542, 15554, 15566, 15577, 15589, 15600,
1419 15611, 15622, 15633, 15644, 15655, 15665, 15676, 15686, 15696, 15706, 15716, 15726, 15736, 15745, 15755, 15764,
1420 15773, 15783, 15792, 15801, 15810, 15819, 15827, 15836, 15845, 15853, 15862, 15870, 15878, 15886, 15894, 15903,
1421 15910, 15918, 15926, 15934, 15942, 15949, 15957, 15964, 15972, 15979, 15987, 15994, 16001, 16008, 16015, 16022],
1422 [16029, 16043, 16057, 16070, 16083, 16096, 16109, 16122, 16134, 16146, 16158, 16170, 16182, 16194, 16205, 16217,
1423 16228, 16239, 16250, 16260, 16271, 16282, 16292, 16302, 16312, 16323, 16332, 16342, 16352, 16362, 16371, 16381,
1424 16390, 16399, 16408, 16417, 16426, 16435, 16444, 16452, 16461, 16470, 16478, 16486, 16495, 16503, 16511, 16519,
1425 16527, 16535, 16543, 16550, 16558, 16566, 16573, 16581, 16588, 16596, 16603, 16610, 16618, 16625, 16632, 16639],
1426 [16646, 16660, 16673, 16686, 16700, 16713, 16725, 16738, 16751, 16763, 16775, 16787, 16799, 16810, 16822, 16833,
1427 16844, 16855, 16866, 16877, 16888, 16898, 16909, 16919, 16929, 16939, 16949, 16959, 16969, 16978, 16988, 16997,
1428 17006, 17016, 17025, 17034, 17043, 17052, 17060, 17069, 17078, 17086, 17095, 17103, 17111, 17119, 17127, 17136,
1429 17143, 17151, 17159, 17167, 17175, 17182, 17190, 17197, 17205, 17212, 17220, 17227, 17234, 17241, 17248, 17255],
1430 [17262, 17276, 17290, 17303, 17316, 17329, 17342, 17355, 17367, 17379, 17391, 17403, 17415, 17427, 17438, 17450,
1431 17461, 17472, 17483, 17493, 17504, 17515, 17525, 17535, 17546, 17556, 17565, 17575, 17585, 17595, 17604, 17614,
1432 17623, 17632, 17641, 17650, 17659, 17668, 17677, 17685, 17694, 17703, 17711, 17719, 17728, 17736, 17744, 17752,
1433 17760, 17768, 17776, 17784, 17791, 17799, 17806, 17814, 17821, 17829, 17836, 17843, 17851, 17858, 17865, 17872],
1434 [17879, 17893, 17906, 17920, 17933, 17946, 17958, 17971, 17984, 17996, 18008, 18020, 18032, 18043, 18055, 18066,
1435 18077, 18088, 18099, 18110, 18121, 18131, 18142, 18152, 18162, 18172, 18182, 18192, 18202, 18211, 18221, 18230,
1436 18239, 18249, 18258, 18267, 18276, 18285, 18293, 18302, 18311, 18319, 18328, 18336, 18344, 18352, 18360, 18369,
1437 18377, 18384, 18392, 18400, 18408, 18415, 18423, 18430, 18438, 18445, 18453, 18460, 18467, 18474, 18481, 18488],
1438 [18495, 18509, 18523, 18536, 18549, 18562, 18575, 18588, 18600, 18612, 18624, 18636, 18648, 18660, 18671, 18683,
1439 18694, 18705, 18716, 18726, 18737, 18748, 18758, 18768, 18779, 18789, 18799, 18808, 18818, 18828, 18837, 18847,
1440 18856, 18865, 18874, 18883, 18892, 18901, 18910, 18919, 18927, 18936, 18944, 18952, 18961, 18969, 18977, 18985,
1441 18993, 19001, 19009, 19017, 19024, 19032, 19039, 19047, 19054, 19062, 19069, 19076, 19084, 19091, 19098, 19105],
1442 [19112, 19126, 19139, 19153, 19166, 19179, 19191, 19204, 19217, 19229, 19241, 19253, 19265, 19276, 19288, 19299,
1443 19310, 19321, 19332, 19343, 19354, 19364, 19375, 19385, 19395, 19405, 19415, 19425, 19435, 19444, 19454, 19463,
1444 19472, 19482, 19491, 19500, 19509, 19518, 19526, 19535, 19544, 19552, 19561, 19569, 19577, 19585, 19594, 19602,
1445 19610, 19617, 19625, 19633, 19641, 19648, 19656, 19663, 19671, 19678, 19686, 19693, 19700, 19707, 19714, 19721],
1446 [19728, 19742, 19756, 19769, 19782, 19795, 19808, 19821, 19833, 19845, 19857, 19869, 19881, 19893, 19904, 19916,
1447 19927, 19938, 19949, 19960, 19970, 19981, 19991, 20001, 20012, 20022, 20032, 20041, 20051, 20061, 20070, 20080,
1448 20089, 20098, 20107, 20116, 20125, 20134, 20143, 20152, 20160, 20169, 20177, 20185, 20194, 20202, 20210, 20218,
1449 20226, 20234, 20242, 20250, 20257, 20265, 20272, 20280, 20287, 20295, 20302, 20309, 20317, 20324, 20331, 20338],
1450 [20345, 20359, 20372, 20386, 20399, 20412, 20425, 20437, 20450, 20462, 20474, 20486, 20498, 20509, 20521, 20532,
1451 20543, 20554, 20565, 20576, 20587, 20597, 20608, 20618, 20628, 20638, 20648, 20658, 20668, 20677, 20687, 20696,
1452 20705, 20715, 20724, 20733, 20742, 20751, 20759, 20768, 20777, 20785, 20794, 20802, 20810, 20818, 20827, 20835,
1453 20843, 20850, 20858, 20866, 20874, 20881, 20889, 20896, 20904, 20911, 20919, 20926, 20933, 20940, 20947, 20954],
1454 [20961, 20975, 20989, 21002, 21015, 21028, 21041, 21054, 21066, 21078, 21090, 21102, 21114, 21126, 21137, 21149,
1455 21160, 21171, 21182, 21193, 21203, 21214, 21224, 21234, 21245, 21255, 21265, 21274, 21284, 21294, 21303, 21313,
1456 21322, 21331, 21340, 21349, 21358, 21367, 21376, 21385, 21393, 21402, 21410, 21418, 21427, 21435, 21443, 21451,
1457 21459, 21467, 21475, 21483, 21490, 21498, 21505, 21513, 21520, 21528, 21535, 21542, 21550, 21557, 21564, 21571],
1458 [21578, 21592, 21605, 21619, 21632, 21645, 21658, 21670, 21683, 21695, 21707, 21719, 21731, 21742, 21754, 21765,
1459 21776, 21787, 21798, 21809, 21820, 21830, 21841, 21851, 21861, 21871, 21881, 21891, 21901, 21910, 21920, 21929,
1460 21938, 21948, 21957, 21966, 21975, 21984, 21992, 22001, 22010, 22018, 22027, 22035, 22043, 22051, 22060, 22068,
1461 22076, 22083, 22091, 22099, 22107, 22114, 22122, 22129, 22137, 22144, 22152, 22159, 22166, 22173, 22180, 22187],
1462 [22194, 22208, 22222, 22235, 22248, 22261, 22274, 22287, 22299, 22311, 22323, 22335, 22347, 22359, 22370, 22382,
1463 22393, 22404, 22415, 22426, 22436, 22447, 22457, 22467, 22478, 22488, 22498, 22507, 22517, 22527, 22536, 22546,
1464 22555, 22564, 22573, 22582, 22591, 22600, 22609, 22618, 22626, 22635, 22643, 22651, 22660, 22668, 22676, 22684,
1465 22692, 22700, 22708, 22716, 22723, 22731, 22738, 22746, 22753, 22761, 22768, 22775, 22783, 22790, 22797, 22804],
1466 [22811, 22825, 22838, 22852, 22865, 22878, 22891, 22903, 22916, 22928, 22940, 22952, 22964, 22975, 22987, 22998,
1467 23009, 23020, 23031, 23042, 23053, 23063, 23074, 23084, 23094, 23104, 23114, 23124, 23134, 23143, 23153, 23162,
1468 23171, 23181, 23190, 23199, 23208, 23217, 23225, 23234, 23243, 23251, 23260, 23268, 23276, 23284, 23293, 23301,
1469 23309, 23316, 23324, 23332, 23340, 23347, 23355, 23363, 23370, 23377, 23385, 23392, 23399, 23406, 23413, 23420],
1470 [23427, 23441, 23455, 23468, 23481, 23494, 23507, 23520, 23532, 23544, 23556, 23568, 23580, 23592, 23603, 23615,
1471 23626, 23637, 23648, 23659, 23669, 23680, 23690, 23700, 23711, 23721, 23731, 23740, 23750, 23760, 23769, 23779,
1472 23788, 23797, 23806, 23815, 23824, 23833, 23842, 23851, 23859, 23868, 23876, 23884, 23893, 23901, 23909, 23917,
1473 23925, 23933, 23941, 23949, 23956, 23964, 23972, 23979, 23986, 23994, 24001, 24008, 24016, 24023, 24030, 24037],
1474 [24044, 24058, 24071, 24085, 24098, 24111, 24124, 24136, 24149, 24161, 24173, 24185, 24197, 24208, 24220, 24231,
1475 24242, 24253, 24264, 24275, 24286, 24296, 24307, 24317, 24327, 24337, 24347, 24357, 24367, 24376, 24386, 24395,
1476 24405, 24414, 24423, 24432, 24441, 24450, 24458, 24467, 24476, 24484, 24493, 24501, 24509, 24517, 24526, 24534,
1477 24542, 24550, 24557, 24565, 24573, 24580, 24588, 24596, 24603, 24610, 24618, 24625, 24632, 24639, 24646, 24653],
1478 [24660, 24674, 24688, 24701, 24714, 24727, 24740, 24753, 24765, 24777, 24790, 24801, 24813, 24825, 24836, 24848,
1479 24859, 24870, 24881, 24892, 24902, 24913, 24923, 24933, 24944, 24954, 24964, 24973, 24983, 24993, 25002, 25012,
1480 25021, 25030, 25039, 25048, 25057, 25066, 25075, 25084, 25092, 25101, 25109, 25117, 25126, 25134, 25142, 25150,
1481 25158, 25166, 25174, 25182, 25189, 25197, 25205, 25212, 25219, 25227, 25234, 25241, 25249, 25256, 25263, 25270],
1482 [25277, 25291, 25304, 25318, 25331, 25344, 25357, 25369, 25382, 25394, 25406, 25418, 25430, 25441, 25453, 25464,
1483 25475, 25486, 25497, 25508, 25519, 25529, 25540, 25550, 25560, 25570, 25580, 25590, 25600, 25609, 25619, 25628,
1484 25638, 25647, 25656, 25665, 25674, 25683, 25691, 25700, 25709, 25717, 25726, 25734, 25742, 25750, 25759, 25767,
1485 25775, 25783, 25790, 25798, 25806, 25813, 25821, 25829, 25836, 25843, 25851, 25858, 25865, 25872, 25879, 25886],
1486 [25893, 25907, 25921, 25934, 25947, 25960, 25973, 25986, 25998, 26010, 26023, 26034, 26046, 26058, 26069, 26081,
1487 26092, 26103, 26114, 26125, 26135, 26146, 26156, 26166, 26177, 26187, 26197, 26206, 26216, 26226, 26235, 26245,
1488 26254, 26263, 26272, 26281, 26290, 26299, 26308, 26317, 26325, 26334, 26342, 26351, 26359, 26367, 26375, 26383,
1489 26391, 26399, 26407, 26415, 26422, 26430, 26438, 26445, 26453, 26460, 26467, 26474, 26482, 26489, 26496, 26503],
1490 [26510, 26524, 26537, 26551, 26564, 26577, 26590, 26602, 26615, 26627, 26639, 26651, 26663, 26674, 26686, 26697,
1491 26708, 26719, 26730, 26741, 26752, 26762, 26773, 26783, 26793, 26803, 26813, 26823, 26833, 26842, 26852, 26861,
1492 26871, 26880, 26889, 26898, 26907, 26916, 26924, 26933, 26942, 26950, 26959, 26967, 26975, 26983, 26992, 27000,
1493 27008, 27016, 27023, 27031, 27039, 27046, 27054, 27062, 27069, 27076, 27084, 27091, 27098, 27105, 27112, 27119],
1494 [27126, 27140, 27154, 27167, 27180, 27193, 27206, 27219, 27231, 27243, 27256, 27267, 27279, 27291, 27302, 27314,
1495 27325, 27336, 27347, 27358, 27368, 27379, 27389, 27399, 27410, 27420, 27430, 27439, 27449, 27459, 27468, 27478,
1496 27487, 27496, 27505, 27514, 27523, 27532, 27541, 27550, 27558, 27567, 27575, 27584, 27592, 27600, 27608, 27616,
1497 27624, 27632, 27640, 27648, 27655, 27663, 27671, 27678, 27686, 27693, 27700, 27707, 27715, 27722, 27729, 27736],
1498 [27743, 27757, 27770, 27784, 27797, 27810, 27823, 27835, 27848, 27860, 27872, 27884, 27896, 27907, 27919, 27930,
1499 27941, 27952, 27963, 27974, 27985, 27995, 28006, 28016, 28026, 28036, 28046, 28056, 28066, 28075, 28085, 28094,
1500 28104, 28113, 28122, 28131, 28140, 28149, 28157, 28166, 28175, 28183, 28192, 28200, 28208, 28217, 28225, 28233,
1501 28241, 28249, 28256, 28264, 28272, 28280, 28287, 28295, 28302, 28309, 28317, 28324, 28331, 28338, 28345, 28352],
1502 [28359, 28373, 28387, 28400, 28413, 28426, 28439, 28452, 28464, 28476, 28489, 28501, 28512, 28524, 28535, 28547,
1503 28558, 28569, 28580, 28591, 28601, 28612, 28622, 28633, 28643, 28653, 28663, 28672, 28682, 28692, 28701, 28711,
1504 28720, 28729, 28738, 28747, 28756, 28765, 28774, 28783, 28791, 28800, 28808, 28817, 28825, 28833, 28841, 28849,
1505 28857, 28865, 28873, 28881, 28888, 28896, 28904, 28911, 28919, 28926, 28933, 28941, 28948, 28955, 28962, 28969],
1506 [28976, 28990, 29003, 29017, 29030, 29043, 29056, 29068, 29081, 29093, 29105, 29117, 29129, 29140, 29152, 29163,
1507 29174, 29185, 29196, 29207, 29218, 29228, 29239, 29249, 29259, 29269, 29279, 29289, 29299, 29308, 29318, 29327,
1508 29337, 29346, 29355, 29364, 29373, 29382, 29390, 29399, 29408, 29416, 29425, 29433, 29441, 29450, 29458, 29466,
1509 29474, 29482, 29489, 29497, 29505, 29513, 29520, 29528, 29535, 29542, 29550, 29557, 29564, 29571, 29578, 29585],
1510 [29592, 29606, 29620, 29633, 29646, 29659, 29672, 29685, 29697, 29709, 29722, 29734, 29745, 29757, 29768, 29780,
1511 29791, 29802, 29813, 29824, 29834, 29845, 29855, 29866, 29876, 29886, 29896, 29906, 29915, 29925, 29934, 29944,
1512 29953, 29962, 29971, 29980, 29989, 29998, 30007, 30016, 30024, 30033, 30041, 30050, 30058, 30066, 30074, 30082,
1513 30090, 30098, 30106, 30114, 30121, 30129, 30137, 30144, 30152, 30159, 30166, 30174, 30181, 30188, 30195, 30202],
1514 [30209, 30223, 30236, 30250, 30263, 30276, 30289, 30301, 30314, 30326, 30338, 30350, 30362, 30373, 30385, 30396,
1515 30407, 30418, 30429, 30440, 30451, 30461, 30472, 30482, 30492, 30502, 30512, 30522, 30532, 30541, 30551, 30560,
1516 30570, 30579, 30588, 30597, 30606, 30615, 30624, 30632, 30641, 30649, 30658, 30666, 30674, 30683, 30691, 30699,
1517 30707, 30715, 30722, 30730, 30738, 30746, 30753, 30761, 30768, 30775, 30783, 30790, 30797, 30804, 30811, 30818],
1518 [30825, 30839, 30853, 30866, 30879, 30892, 30905, 30918, 30930, 30943, 30955, 30967, 30978, 30990, 31001, 31013,
1519 31024, 31035, 31046, 31057, 31067, 31078, 31088, 31099, 31109, 31119, 31129, 31139, 31148, 31158, 31167, 31177,
1520 31186, 31195, 31204, 31213, 31222, 31231, 31240, 31249, 31257, 31266, 31274, 31283, 31291, 31299, 31307, 31315,
1521 31323, 31331, 31339, 31347, 31354, 31362, 31370, 31377, 31385, 31392, 31399, 31407, 31414, 31421, 31428, 31435],
1522 [31442, 31456, 31469, 31483, 31496, 31509, 31522, 31534, 31547, 31559, 31571, 31583, 31595, 31606, 31618, 31629,
1523 31640, 31652, 31662, 31673, 31684, 31694, 31705, 31715, 31725, 31735, 31745, 31755, 31765, 31774, 31784, 31793,
1524 31803, 31812, 31821, 31830, 31839, 31848, 31857, 31865, 31874, 31882, 31891, 31899, 31907, 31916, 31924, 31932,
1525 31940, 31948, 31955, 31963, 31971, 31979, 31986, 31994, 32001, 32008, 32016, 32023, 32030, 32037, 32044, 32052],
1526 [32058, 32072, 32086, 32099, 32112, 32125, 32138, 32151, 32163, 32176, 32188, 32200, 32211, 32223, 32234, 32246,
1527 32257, 32268, 32279, 32290, 32300, 32311, 32321, 32332, 32342, 32352, 32362, 32372, 32381, 32391, 32400, 32410,
1528 32419, 32428, 32437, 32446, 32455, 32464, 32473, 32482, 32490, 32499, 32507, 32516, 32524, 32532, 32540, 32548,
1529 32556, 32564, 32572, 32580, 32587, 32595, 32603, 32610, 32618, 32625, 32632, 32640, 32647, 32654, 32661, 32668],
1530 [32675, 32689, 32702, 32716, 32729, 32742, 32755, 32767, 32780, 32792, 32804, 32816, 32828, 32839, 32851, 32862,
1531 32873, 32885, 32895, 32906, 32917, 32927, 32938, 32948, 32958, 32968, 32978, 32988, 32998, 33007, 33017, 33026,
1532 33036, 33045, 33054, 33063, 33072, 33081, 33090, 33098, 33107, 33115, 33124, 33132, 33140, 33149, 33157, 33165,
1533 33173, 33181, 33188, 33196, 33204, 33212, 33219, 33227, 33234, 33241, 33249, 33256, 33263, 33270, 33278, 33285],
1534 [33292, 33305, 33319, 33332, 33345, 33358, 33371, 33384, 33396, 33409, 33421, 33433, 33444, 33456, 33467, 33479,
1535 33490, 33501, 33512, 33523, 33533, 33544, 33554, 33565, 33575, 33585, 33595, 33605, 33614, 33624, 33633, 33643,
1536 33652, 33661, 33670, 33680, 33688, 33697, 33706, 33715, 33723, 33732, 33740, 33749, 33757, 33765, 33773, 33781,
1537 33789, 33797, 33805, 33813, 33820, 33828, 33836, 33843, 33851, 33858, 33865, 33873, 33880, 33887, 33894, 33901],
1538 [33908, 33922, 33935, 33949, 33962, 33975, 33988, 34000, 34013, 34025, 34037, 34049, 34061, 34072, 34084, 34095,
1539 34106, 34118, 34128, 34139, 34150, 34160, 34171, 34181, 34191, 34201, 34211, 34221, 34231, 34240, 34250, 34259,
1540 34269, 34278, 34287, 34296, 34305, 34314, 34323, 34331, 34340, 34348, 34357, 34365, 34373, 34382, 34390, 34398,
1541 34406, 34414, 34422, 34429, 34437, 34445, 34452, 34460, 34467, 34475, 34482, 34489, 34496, 34503, 34511, 34518],
1542 [34525, 34538, 34552, 34565, 34578, 34591, 34604, 34617, 34629, 34642, 34654, 34666, 34677, 34689, 34700, 34712,
1543 34723, 34734, 34745, 34756, 34766, 34777, 34787, 34798, 34808, 34818, 34828, 34838, 34847, 34857, 34866, 34876,
1544 34885, 34894, 34904, 34913, 34921, 34930, 34939, 34948, 34956, 34965, 34973, 34982, 34990, 34998, 35006, 35014,
1545 35022, 35030, 35038, 35046, 35053, 35061, 35069, 35076, 35084, 35091, 35098, 35106, 35113, 35120, 35127, 35134],
1546 [35141, 35155, 35168, 35182, 35195, 35208, 35221, 35233, 35246, 35258, 35270, 35282, 35294, 35306, 35317, 35328,
1547 35340, 35351, 35361, 35372, 35383, 35393, 35404, 35414, 35424, 35434, 35444, 35454, 35464, 35473, 35483, 35492,
1548 35502, 35511, 35520, 35529, 35538, 35547, 35556, 35564, 35573, 35581, 35590, 35598, 35606, 35615, 35623, 35631,
1549 35639, 35647, 35655, 35662, 35670, 35678, 35685, 35693, 35700, 35708, 35715, 35722, 35729, 35736, 35744, 35751],
1550 [35758, 35771, 35785, 35798, 35811, 35824, 35837, 35850, 35862, 35875, 35887, 35899, 35910, 35922, 35934, 35945,
1551 35956, 35967, 35978, 35989, 35999, 36010, 36020, 36031, 36041, 36051, 36061, 36071, 36080, 36090, 36099, 36109,
1552 36118, 36127, 36137, 36146, 36154, 36163, 36172, 36181, 36189, 36198, 36206, 36215, 36223, 36231, 36239, 36247,
1553 36255, 36263, 36271, 36279, 36287, 36294, 36302, 36309, 36317, 36324, 36331, 36339, 36346, 36353, 36360, 36367],
1554 [36374, 36388, 36401, 36415, 36428, 36441, 36454, 36466, 36479, 36491, 36503, 36515, 36527, 36539, 36550, 36561,
1555 36573, 36584, 36594, 36605, 36616, 36626, 36637, 36647, 36657, 36667, 36677, 36687, 36697, 36706, 36716, 36725,
1556 36735, 36744, 36753, 36762, 36771, 36780, 36789, 36797, 36806, 36814, 36823, 36831, 36839, 36848, 36856, 36864,
1557 36872, 36880, 36888, 36895, 36903, 36911, 36918, 36926, 36933, 36941, 36948, 36955, 36962, 36969, 36977, 36984],
1558 [36991, 37004, 37018, 37031, 37044, 37057, 37070, 37083, 37095, 37108, 37120, 37132, 37143, 37155, 37167, 37178,
1559 37189, 37200, 37211, 37222, 37232, 37243, 37253, 37264, 37274, 37284, 37294, 37304, 37313, 37323, 37332, 37342,
1560 37351, 37360, 37370, 37379, 37388, 37396, 37405, 37414, 37422, 37431, 37439, 37448, 37456, 37464, 37472, 37480,
1561 37488, 37496, 37504, 37512, 37520, 37527, 37535, 37542, 37550, 37557, 37564, 37572, 37579, 37586, 37593, 37600],
1562 [37607, 37621, 37634, 37648, 37661, 37674, 37687, 37699, 37712, 37724, 37736, 37748, 37760, 37772, 37783, 37794,
1563 37806, 37817, 37828, 37838, 37849, 37859, 37870, 37880, 37890, 37900, 37910, 37920, 37930, 37939, 37949, 37958,
1564 37968, 37977, 37986, 37995, 38004, 38013, 38022, 38030, 38039, 38047, 38056, 38064, 38072, 38081, 38089, 38097,
1565 38105, 38113, 38121, 38128, 38136, 38144, 38151, 38159, 38166, 38174, 38181, 38188, 38195, 38202, 38210, 38217],
1566 [38224, 38237, 38251, 38264, 38278, 38290, 38303, 38316, 38328, 38341, 38353, 38365, 38376, 38388, 38400, 38411,
1567 38422, 38433, 38444, 38455, 38465, 38476, 38486, 38497, 38507, 38517, 38527, 38537, 38546, 38556, 38565, 38575,
1568 38584, 38593, 38603, 38612, 38621, 38629, 38638, 38647, 38655, 38664, 38672, 38681, 38689, 38697, 38705, 38713,
1569 38721, 38729, 38737, 38745, 38753, 38760, 38768, 38775, 38783, 38790, 38797, 38805, 38812, 38819, 38826, 38833],
1570 [38840, 38854, 38867, 38881, 38894, 38907, 38920, 38932, 38945, 38957, 38969, 38981, 38993, 39005, 39016, 39027,
1571 39039, 39050, 39061, 39071, 39082, 39092, 39103, 39113, 39123, 39133, 39143, 39153, 39163, 39172, 39182, 39191,
1572 39201, 39210, 39219, 39228, 39237, 39246, 39255, 39263, 39272, 39280, 39289, 39297, 39305, 39314, 39322, 39330,
1573 39338, 39346, 39354, 39361, 39369, 39377, 39384, 39392, 39399, 39407, 39414, 39421, 39428, 39436, 39443, 39450],
1576 /// Approximate `log10(numerator / denominator) * 2048` using a look-up table.
1578 pub fn negative_log10_times_2048(numerator: u64, denominator: u64) -> u64 {
1579 // Multiply the -1 through to avoid needing to use signed numbers.
1580 (log10_times_2048(denominator) - log10_times_2048(numerator)) as u64
1584 fn log10_times_2048(x: u64) -> u16 {
1585 debug_assert_ne!(x, 0);
1586 let most_significant_bit = HIGHEST_BIT - x.leading_zeros();
1587 let lower_bits = (x >> most_significant_bit.saturating_sub(LOWER_BITS)) & LOWER_BITMASK;
1588 LOG10_TIMES_2048[most_significant_bit as usize][lower_bits as usize]
1596 fn prints_negative_log10_times_2048_lookup_table() {
1597 for msb in 0..BITS {
1598 for i in 0..LOWER_BITS_BOUND {
1599 let x = ((LOWER_BITS_BOUND + i) << (HIGHEST_BIT - LOWER_BITS)) >> (HIGHEST_BIT - msb);
1600 let log10_times_2048 = ((x as f64).log10() * 2048.0).round() as u16;
1601 assert_eq!(log10_times_2048, LOG10_TIMES_2048[msb as usize][i as usize]);
1603 if i % LOWER_BITS_BOUND == 0 {
1604 print!("\t\t[{}, ", log10_times_2048);
1605 } else if i % LOWER_BITS_BOUND == LOWER_BITS_BOUND - 1 {
1606 println!("{}],", log10_times_2048);
1607 } else if i % (LOWER_BITS_BOUND/4) == LOWER_BITS_BOUND/4 - 1 {
1608 print!("{},\n\t\t\t", log10_times_2048);
1610 print!("{}, ", log10_times_2048);
1618 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> Writeable for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1620 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1621 write_tlv_fields!(w, {
1622 (0, self.channel_liquidities, required),
1628 impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time>
1629 ReadableArgs<(ProbabilisticScoringParameters, G, L)> for ProbabilisticScorerUsingTime<G, L, T> where L::Target: Logger {
1632 r: &mut R, args: (ProbabilisticScoringParameters, G, L)
1633 ) -> Result<Self, DecodeError> {
1634 let (params, network_graph, logger) = args;
1635 let mut channel_liquidities = HashMap::new();
1636 read_tlv_fields!(r, {
1637 (0, channel_liquidities, required),
1643 channel_liquidities,
1648 impl<T: Time> Writeable for ChannelLiquidity<T> {
1650 fn write<W: Writer>(&self, w: &mut W) -> Result<(), io::Error> {
1651 let duration_since_epoch = T::duration_since_epoch() - self.last_updated.elapsed();
1652 write_tlv_fields!(w, {
1653 (0, self.min_liquidity_offset_msat, required),
1654 (1, Some(self.min_liquidity_offset_history), option),
1655 (2, self.max_liquidity_offset_msat, required),
1656 (3, Some(self.max_liquidity_offset_history), option),
1657 (4, duration_since_epoch, required),
1663 impl<T: Time> Readable for ChannelLiquidity<T> {
1665 fn read<R: Read>(r: &mut R) -> Result<Self, DecodeError> {
1666 let mut min_liquidity_offset_msat = 0;
1667 let mut max_liquidity_offset_msat = 0;
1668 let mut min_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1669 let mut max_liquidity_offset_history = Some(HistoricalBucketRangeTracker::new());
1670 let mut duration_since_epoch = Duration::from_secs(0);
1671 read_tlv_fields!(r, {
1672 (0, min_liquidity_offset_msat, required),
1673 (1, min_liquidity_offset_history, option),
1674 (2, max_liquidity_offset_msat, required),
1675 (3, max_liquidity_offset_history, option),
1676 (4, duration_since_epoch, required),
1678 // On rust prior to 1.60 `Instant::duration_since` will panic if time goes backwards.
1679 // We write `last_updated` as wallclock time even though its ultimately an `Instant` (which
1680 // is a time from a monotonic clock usually represented as an offset against boot time).
1681 // Thus, we have to construct an `Instant` by subtracting the difference in wallclock time
1682 // from the one that was written. However, because `Instant` can panic if we construct one
1683 // in the future, we must handle wallclock time jumping backwards, which we do by simply
1684 // using `Instant::now()` in that case.
1685 let wall_clock_now = T::duration_since_epoch();
1687 let last_updated = if wall_clock_now > duration_since_epoch {
1688 now - (wall_clock_now - duration_since_epoch)
1691 min_liquidity_offset_msat,
1692 max_liquidity_offset_msat,
1693 min_liquidity_offset_history: min_liquidity_offset_history.unwrap(),
1694 max_liquidity_offset_history: max_liquidity_offset_history.unwrap(),
1702 use super::{ChannelLiquidity, HistoricalBucketRangeTracker, ProbabilisticScoringParameters, ProbabilisticScorerUsingTime};
1703 use crate::util::config::UserConfig;
1704 use crate::util::time::Time;
1705 use crate::util::time::tests::SinceEpoch;
1707 use crate::ln::channelmanager;
1708 use crate::ln::msgs::{ChannelAnnouncement, ChannelUpdate, UnsignedChannelAnnouncement, UnsignedChannelUpdate};
1709 use crate::routing::gossip::{EffectiveCapacity, NetworkGraph, NodeId};
1710 use crate::routing::router::RouteHop;
1711 use crate::routing::scoring::{ChannelUsage, Score};
1712 use crate::util::ser::{ReadableArgs, Writeable};
1713 use crate::util::test_utils::TestLogger;
1715 use bitcoin::blockdata::constants::genesis_block;
1716 use bitcoin::hashes::Hash;
1717 use bitcoin::hashes::sha256d::Hash as Sha256dHash;
1718 use bitcoin::network::constants::Network;
1719 use bitcoin::secp256k1::{PublicKey, Secp256k1, SecretKey};
1720 use core::time::Duration;
1723 fn source_privkey() -> SecretKey {
1724 SecretKey::from_slice(&[42; 32]).unwrap()
1727 fn target_privkey() -> SecretKey {
1728 SecretKey::from_slice(&[43; 32]).unwrap()
1731 fn source_pubkey() -> PublicKey {
1732 let secp_ctx = Secp256k1::new();
1733 PublicKey::from_secret_key(&secp_ctx, &source_privkey())
1736 fn target_pubkey() -> PublicKey {
1737 let secp_ctx = Secp256k1::new();
1738 PublicKey::from_secret_key(&secp_ctx, &target_privkey())
1741 fn source_node_id() -> NodeId {
1742 NodeId::from_pubkey(&source_pubkey())
1745 fn target_node_id() -> NodeId {
1746 NodeId::from_pubkey(&target_pubkey())
1749 // `ProbabilisticScorer` tests
1751 /// A probabilistic scorer for testing with time that can be manually advanced.
1752 type ProbabilisticScorer<'a> = ProbabilisticScorerUsingTime::<&'a NetworkGraph<&'a TestLogger>, &'a TestLogger, SinceEpoch>;
1754 fn sender_privkey() -> SecretKey {
1755 SecretKey::from_slice(&[41; 32]).unwrap()
1758 fn recipient_privkey() -> SecretKey {
1759 SecretKey::from_slice(&[45; 32]).unwrap()
1762 fn sender_pubkey() -> PublicKey {
1763 let secp_ctx = Secp256k1::new();
1764 PublicKey::from_secret_key(&secp_ctx, &sender_privkey())
1767 fn recipient_pubkey() -> PublicKey {
1768 let secp_ctx = Secp256k1::new();
1769 PublicKey::from_secret_key(&secp_ctx, &recipient_privkey())
1772 fn sender_node_id() -> NodeId {
1773 NodeId::from_pubkey(&sender_pubkey())
1776 fn recipient_node_id() -> NodeId {
1777 NodeId::from_pubkey(&recipient_pubkey())
1780 fn network_graph(logger: &TestLogger) -> NetworkGraph<&TestLogger> {
1781 let mut network_graph = NetworkGraph::new(Network::Testnet, logger);
1782 add_channel(&mut network_graph, 42, source_privkey(), target_privkey());
1783 add_channel(&mut network_graph, 43, target_privkey(), recipient_privkey());
1789 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_1_key: SecretKey,
1790 node_2_key: SecretKey
1792 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1793 let node_1_secret = &SecretKey::from_slice(&[39; 32]).unwrap();
1794 let node_2_secret = &SecretKey::from_slice(&[40; 32]).unwrap();
1795 let secp_ctx = Secp256k1::new();
1796 let unsigned_announcement = UnsignedChannelAnnouncement {
1797 features: channelmanager::provided_channel_features(&UserConfig::default()),
1798 chain_hash: genesis_hash,
1800 node_id_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_key)),
1801 node_id_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_key)),
1802 bitcoin_key_1: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_1_secret)),
1803 bitcoin_key_2: NodeId::from_pubkey(&PublicKey::from_secret_key(&secp_ctx, &node_2_secret)),
1804 excess_data: Vec::new(),
1806 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_announcement.encode()[..])[..]);
1807 let signed_announcement = ChannelAnnouncement {
1808 node_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_key),
1809 node_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_key),
1810 bitcoin_signature_1: secp_ctx.sign_ecdsa(&msghash, &node_1_secret),
1811 bitcoin_signature_2: secp_ctx.sign_ecdsa(&msghash, &node_2_secret),
1812 contents: unsigned_announcement,
1814 let chain_source: Option<&crate::util::test_utils::TestChainSource> = None;
1815 network_graph.update_channel_from_announcement(
1816 &signed_announcement, &chain_source).unwrap();
1817 update_channel(network_graph, short_channel_id, node_1_key, 0);
1818 update_channel(network_graph, short_channel_id, node_2_key, 1);
1822 network_graph: &mut NetworkGraph<&TestLogger>, short_channel_id: u64, node_key: SecretKey,
1825 let genesis_hash = genesis_block(Network::Testnet).header.block_hash();
1826 let secp_ctx = Secp256k1::new();
1827 let unsigned_update = UnsignedChannelUpdate {
1828 chain_hash: genesis_hash,
1832 cltv_expiry_delta: 18,
1833 htlc_minimum_msat: 0,
1834 htlc_maximum_msat: 1_000,
1836 fee_proportional_millionths: 0,
1837 excess_data: Vec::new(),
1839 let msghash = hash_to_message!(&Sha256dHash::hash(&unsigned_update.encode()[..])[..]);
1840 let signed_update = ChannelUpdate {
1841 signature: secp_ctx.sign_ecdsa(&msghash, &node_key),
1842 contents: unsigned_update,
1844 network_graph.update_channel(&signed_update).unwrap();
1847 fn path_hop(pubkey: PublicKey, short_channel_id: u64, fee_msat: u64) -> RouteHop {
1848 let config = UserConfig::default();
1851 node_features: channelmanager::provided_node_features(&config),
1853 channel_features: channelmanager::provided_channel_features(&config),
1855 cltv_expiry_delta: 18,
1859 fn payment_path_for_amount(amount_msat: u64) -> Vec<RouteHop> {
1861 path_hop(source_pubkey(), 41, 1),
1862 path_hop(target_pubkey(), 42, 2),
1863 path_hop(recipient_pubkey(), 43, amount_msat),
1868 fn liquidity_bounds_directed_from_lowest_node_id() {
1869 let logger = TestLogger::new();
1870 let last_updated = SinceEpoch::now();
1871 let network_graph = network_graph(&logger);
1872 let params = ProbabilisticScoringParameters::default();
1873 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1876 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1877 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1878 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1882 min_liquidity_offset_msat: 700, max_liquidity_offset_msat: 100, last_updated,
1883 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1884 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1886 let source = source_node_id();
1887 let target = target_node_id();
1888 let recipient = recipient_node_id();
1889 assert!(source > target);
1890 assert!(target < recipient);
1892 // Update minimum liquidity.
1894 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1895 .as_directed(&source, &target, 0, 1_000, &scorer.params);
1896 assert_eq!(liquidity.min_liquidity_msat(), 100);
1897 assert_eq!(liquidity.max_liquidity_msat(), 300);
1899 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1900 .as_directed(&target, &source, 0, 1_000, &scorer.params);
1901 assert_eq!(liquidity.min_liquidity_msat(), 700);
1902 assert_eq!(liquidity.max_liquidity_msat(), 900);
1904 scorer.channel_liquidities.get_mut(&42).unwrap()
1905 .as_directed_mut(&source, &target, 0, 1_000, &scorer.params)
1906 .set_min_liquidity_msat(200);
1908 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1909 .as_directed(&source, &target, 0, 1_000, &scorer.params);
1910 assert_eq!(liquidity.min_liquidity_msat(), 200);
1911 assert_eq!(liquidity.max_liquidity_msat(), 300);
1913 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1914 .as_directed(&target, &source, 0, 1_000, &scorer.params);
1915 assert_eq!(liquidity.min_liquidity_msat(), 700);
1916 assert_eq!(liquidity.max_liquidity_msat(), 800);
1918 // Update maximum liquidity.
1920 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1921 .as_directed(&target, &recipient, 0, 1_000, &scorer.params);
1922 assert_eq!(liquidity.min_liquidity_msat(), 700);
1923 assert_eq!(liquidity.max_liquidity_msat(), 900);
1925 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1926 .as_directed(&recipient, &target, 0, 1_000, &scorer.params);
1927 assert_eq!(liquidity.min_liquidity_msat(), 100);
1928 assert_eq!(liquidity.max_liquidity_msat(), 300);
1930 scorer.channel_liquidities.get_mut(&43).unwrap()
1931 .as_directed_mut(&target, &recipient, 0, 1_000, &scorer.params)
1932 .set_max_liquidity_msat(200);
1934 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1935 .as_directed(&target, &recipient, 0, 1_000, &scorer.params);
1936 assert_eq!(liquidity.min_liquidity_msat(), 0);
1937 assert_eq!(liquidity.max_liquidity_msat(), 200);
1939 let liquidity = scorer.channel_liquidities.get(&43).unwrap()
1940 .as_directed(&recipient, &target, 0, 1_000, &scorer.params);
1941 assert_eq!(liquidity.min_liquidity_msat(), 800);
1942 assert_eq!(liquidity.max_liquidity_msat(), 1000);
1946 fn resets_liquidity_upper_bound_when_crossed_by_lower_bound() {
1947 let logger = TestLogger::new();
1948 let last_updated = SinceEpoch::now();
1949 let network_graph = network_graph(&logger);
1950 let params = ProbabilisticScoringParameters::default();
1951 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
1954 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
1955 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1956 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
1958 let source = source_node_id();
1959 let target = target_node_id();
1960 assert!(source > target);
1962 // Check initial bounds.
1963 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1964 .as_directed(&source, &target, 0, 1_000, &scorer.params);
1965 assert_eq!(liquidity.min_liquidity_msat(), 400);
1966 assert_eq!(liquidity.max_liquidity_msat(), 800);
1968 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1969 .as_directed(&target, &source, 0, 1_000, &scorer.params);
1970 assert_eq!(liquidity.min_liquidity_msat(), 200);
1971 assert_eq!(liquidity.max_liquidity_msat(), 600);
1973 // Reset from source to target.
1974 scorer.channel_liquidities.get_mut(&42).unwrap()
1975 .as_directed_mut(&source, &target, 0, 1_000, &scorer.params)
1976 .set_min_liquidity_msat(900);
1978 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1979 .as_directed(&source, &target, 0, 1_000, &scorer.params);
1980 assert_eq!(liquidity.min_liquidity_msat(), 900);
1981 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
1983 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1984 .as_directed(&target, &source, 0, 1_000, &scorer.params);
1985 assert_eq!(liquidity.min_liquidity_msat(), 0);
1986 assert_eq!(liquidity.max_liquidity_msat(), 100);
1988 // Reset from target to source.
1989 scorer.channel_liquidities.get_mut(&42).unwrap()
1990 .as_directed_mut(&target, &source, 0, 1_000, &scorer.params)
1991 .set_min_liquidity_msat(400);
1993 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1994 .as_directed(&source, &target, 0, 1_000, &scorer.params);
1995 assert_eq!(liquidity.min_liquidity_msat(), 0);
1996 assert_eq!(liquidity.max_liquidity_msat(), 600);
1998 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
1999 .as_directed(&target, &source, 0, 1_000, &scorer.params);
2000 assert_eq!(liquidity.min_liquidity_msat(), 400);
2001 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2005 fn resets_liquidity_lower_bound_when_crossed_by_upper_bound() {
2006 let logger = TestLogger::new();
2007 let last_updated = SinceEpoch::now();
2008 let network_graph = network_graph(&logger);
2009 let params = ProbabilisticScoringParameters::default();
2010 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2013 min_liquidity_offset_msat: 200, max_liquidity_offset_msat: 400, last_updated,
2014 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2015 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2017 let source = source_node_id();
2018 let target = target_node_id();
2019 assert!(source > target);
2021 // Check initial bounds.
2022 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2023 .as_directed(&source, &target, 0, 1_000, &scorer.params);
2024 assert_eq!(liquidity.min_liquidity_msat(), 400);
2025 assert_eq!(liquidity.max_liquidity_msat(), 800);
2027 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2028 .as_directed(&target, &source, 0, 1_000, &scorer.params);
2029 assert_eq!(liquidity.min_liquidity_msat(), 200);
2030 assert_eq!(liquidity.max_liquidity_msat(), 600);
2032 // Reset from source to target.
2033 scorer.channel_liquidities.get_mut(&42).unwrap()
2034 .as_directed_mut(&source, &target, 0, 1_000, &scorer.params)
2035 .set_max_liquidity_msat(300);
2037 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2038 .as_directed(&source, &target, 0, 1_000, &scorer.params);
2039 assert_eq!(liquidity.min_liquidity_msat(), 0);
2040 assert_eq!(liquidity.max_liquidity_msat(), 300);
2042 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2043 .as_directed(&target, &source, 0, 1_000, &scorer.params);
2044 assert_eq!(liquidity.min_liquidity_msat(), 700);
2045 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2047 // Reset from target to source.
2048 scorer.channel_liquidities.get_mut(&42).unwrap()
2049 .as_directed_mut(&target, &source, 0, 1_000, &scorer.params)
2050 .set_max_liquidity_msat(600);
2052 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2053 .as_directed(&source, &target, 0, 1_000, &scorer.params);
2054 assert_eq!(liquidity.min_liquidity_msat(), 400);
2055 assert_eq!(liquidity.max_liquidity_msat(), 1_000);
2057 let liquidity = scorer.channel_liquidities.get(&42).unwrap()
2058 .as_directed(&target, &source, 0, 1_000, &scorer.params);
2059 assert_eq!(liquidity.min_liquidity_msat(), 0);
2060 assert_eq!(liquidity.max_liquidity_msat(), 600);
2064 fn increased_penalty_nearing_liquidity_upper_bound() {
2065 let logger = TestLogger::new();
2066 let network_graph = network_graph(&logger);
2067 let params = ProbabilisticScoringParameters {
2068 liquidity_penalty_multiplier_msat: 1_000,
2069 ..ProbabilisticScoringParameters::zero_penalty()
2071 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2072 let source = source_node_id();
2073 let target = target_node_id();
2075 let usage = ChannelUsage {
2077 inflight_htlc_msat: 0,
2078 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2080 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2081 let usage = ChannelUsage { amount_msat: 10_240, ..usage };
2082 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2083 let usage = ChannelUsage { amount_msat: 102_400, ..usage };
2084 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2085 let usage = ChannelUsage { amount_msat: 1_023_999, ..usage };
2086 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2088 let usage = ChannelUsage {
2090 inflight_htlc_msat: 0,
2091 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2093 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2094 let usage = ChannelUsage { amount_msat: 256, ..usage };
2095 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2096 let usage = ChannelUsage { amount_msat: 374, ..usage };
2097 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2098 let usage = ChannelUsage { amount_msat: 512, ..usage };
2099 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2100 let usage = ChannelUsage { amount_msat: 640, ..usage };
2101 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 425);
2102 let usage = ChannelUsage { amount_msat: 768, ..usage };
2103 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2104 let usage = ChannelUsage { amount_msat: 896, ..usage };
2105 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 902);
2109 fn constant_penalty_outside_liquidity_bounds() {
2110 let logger = TestLogger::new();
2111 let last_updated = SinceEpoch::now();
2112 let network_graph = network_graph(&logger);
2113 let params = ProbabilisticScoringParameters {
2114 liquidity_penalty_multiplier_msat: 1_000,
2115 considered_impossible_penalty_msat: u64::max_value(),
2116 ..ProbabilisticScoringParameters::zero_penalty()
2118 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger)
2121 min_liquidity_offset_msat: 40, max_liquidity_offset_msat: 40, last_updated,
2122 min_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2123 max_liquidity_offset_history: HistoricalBucketRangeTracker::new(),
2125 let source = source_node_id();
2126 let target = target_node_id();
2128 let usage = ChannelUsage {
2130 inflight_htlc_msat: 0,
2131 effective_capacity: EffectiveCapacity::Total { capacity_msat: 100, htlc_maximum_msat: 1_000 },
2133 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2134 let usage = ChannelUsage { amount_msat: 50, ..usage };
2135 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2136 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2137 let usage = ChannelUsage { amount_msat: 61, ..usage };
2138 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2142 fn does_not_further_penalize_own_channel() {
2143 let logger = TestLogger::new();
2144 let network_graph = network_graph(&logger);
2145 let params = ProbabilisticScoringParameters {
2146 liquidity_penalty_multiplier_msat: 1_000,
2147 ..ProbabilisticScoringParameters::zero_penalty()
2149 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2150 let sender = sender_node_id();
2151 let source = source_node_id();
2152 let usage = ChannelUsage {
2154 inflight_htlc_msat: 0,
2155 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2157 let failed_path = payment_path_for_amount(500);
2158 let successful_path = payment_path_for_amount(200);
2160 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2162 scorer.payment_path_failed(&failed_path.iter().collect::<Vec<_>>(), 41);
2163 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2165 scorer.payment_path_successful(&successful_path.iter().collect::<Vec<_>>());
2166 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 301);
2170 fn sets_liquidity_lower_bound_on_downstream_failure() {
2171 let logger = TestLogger::new();
2172 let network_graph = network_graph(&logger);
2173 let params = ProbabilisticScoringParameters {
2174 liquidity_penalty_multiplier_msat: 1_000,
2175 ..ProbabilisticScoringParameters::zero_penalty()
2177 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2178 let source = source_node_id();
2179 let target = target_node_id();
2180 let path = payment_path_for_amount(500);
2182 let usage = ChannelUsage {
2184 inflight_htlc_msat: 0,
2185 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2187 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2188 let usage = ChannelUsage { amount_msat: 500, ..usage };
2189 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2190 let usage = ChannelUsage { amount_msat: 750, ..usage };
2191 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2193 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2195 let usage = ChannelUsage { amount_msat: 250, ..usage };
2196 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2197 let usage = ChannelUsage { amount_msat: 500, ..usage };
2198 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2199 let usage = ChannelUsage { amount_msat: 750, ..usage };
2200 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2204 fn sets_liquidity_upper_bound_on_failure() {
2205 let logger = TestLogger::new();
2206 let network_graph = network_graph(&logger);
2207 let params = ProbabilisticScoringParameters {
2208 liquidity_penalty_multiplier_msat: 1_000,
2209 considered_impossible_penalty_msat: u64::max_value(),
2210 ..ProbabilisticScoringParameters::zero_penalty()
2212 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2213 let source = source_node_id();
2214 let target = target_node_id();
2215 let path = payment_path_for_amount(500);
2217 let usage = ChannelUsage {
2219 inflight_htlc_msat: 0,
2220 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2222 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2223 let usage = ChannelUsage { amount_msat: 500, ..usage };
2224 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 301);
2225 let usage = ChannelUsage { amount_msat: 750, ..usage };
2226 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 602);
2228 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 42);
2230 let usage = ChannelUsage { amount_msat: 250, ..usage };
2231 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2232 let usage = ChannelUsage { amount_msat: 500, ..usage };
2233 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2234 let usage = ChannelUsage { amount_msat: 750, ..usage };
2235 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2239 fn ignores_channels_after_removed_failed_channel() {
2240 // Previously, if we'd tried to send over a channel which was removed from the network
2241 // graph before we call `payment_path_failed` (which is the default if the we get a "no
2242 // such channel" error in the `InvoicePayer`), we would call `failed_downstream` on all
2243 // channels in the route, even ones which they payment never reached. This tests to ensure
2244 // we do not score such channels.
2245 let secp_ctx = Secp256k1::new();
2246 let logger = TestLogger::new();
2247 let mut network_graph = NetworkGraph::new(Network::Testnet, &logger);
2248 let secret_a = SecretKey::from_slice(&[42; 32]).unwrap();
2249 let secret_b = SecretKey::from_slice(&[43; 32]).unwrap();
2250 let secret_c = SecretKey::from_slice(&[44; 32]).unwrap();
2251 let secret_d = SecretKey::from_slice(&[45; 32]).unwrap();
2252 add_channel(&mut network_graph, 42, secret_a, secret_b);
2253 // Don't add the channel from B -> C.
2254 add_channel(&mut network_graph, 44, secret_c, secret_d);
2256 let pub_a = PublicKey::from_secret_key(&secp_ctx, &secret_a);
2257 let pub_b = PublicKey::from_secret_key(&secp_ctx, &secret_b);
2258 let pub_c = PublicKey::from_secret_key(&secp_ctx, &secret_c);
2259 let pub_d = PublicKey::from_secret_key(&secp_ctx, &secret_d);
2262 path_hop(pub_b, 42, 1),
2263 path_hop(pub_c, 43, 2),
2264 path_hop(pub_d, 44, 100),
2267 let node_a = NodeId::from_pubkey(&pub_a);
2268 let node_b = NodeId::from_pubkey(&pub_b);
2269 let node_c = NodeId::from_pubkey(&pub_c);
2270 let node_d = NodeId::from_pubkey(&pub_d);
2272 let params = ProbabilisticScoringParameters {
2273 liquidity_penalty_multiplier_msat: 1_000,
2274 ..ProbabilisticScoringParameters::zero_penalty()
2276 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2278 let usage = ChannelUsage {
2280 inflight_htlc_msat: 0,
2281 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2283 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 128);
2284 // Note that a default liquidity bound is used for B -> C as no channel exists
2285 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2286 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2288 scorer.payment_path_failed(&path.iter().collect::<Vec<_>>(), 43);
2290 assert_eq!(scorer.channel_penalty_msat(42, &node_a, &node_b, usage), 80);
2291 // Note that a default liquidity bound is used for B -> C as no channel exists
2292 assert_eq!(scorer.channel_penalty_msat(43, &node_b, &node_c, usage), 128);
2293 assert_eq!(scorer.channel_penalty_msat(44, &node_c, &node_d, usage), 128);
2297 fn reduces_liquidity_upper_bound_along_path_on_success() {
2298 let logger = TestLogger::new();
2299 let network_graph = network_graph(&logger);
2300 let params = ProbabilisticScoringParameters {
2301 liquidity_penalty_multiplier_msat: 1_000,
2302 ..ProbabilisticScoringParameters::zero_penalty()
2304 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2305 let sender = sender_node_id();
2306 let source = source_node_id();
2307 let target = target_node_id();
2308 let recipient = recipient_node_id();
2309 let usage = ChannelUsage {
2311 inflight_htlc_msat: 0,
2312 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2314 let path = payment_path_for_amount(500);
2316 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2317 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 128);
2318 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 128);
2320 scorer.payment_path_successful(&path.iter().collect::<Vec<_>>());
2322 assert_eq!(scorer.channel_penalty_msat(41, &sender, &source, usage), 128);
2323 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2324 assert_eq!(scorer.channel_penalty_msat(43, &target, &recipient, usage), 300);
2328 fn decays_liquidity_bounds_over_time() {
2329 let logger = TestLogger::new();
2330 let network_graph = network_graph(&logger);
2331 let params = ProbabilisticScoringParameters {
2332 liquidity_penalty_multiplier_msat: 1_000,
2333 liquidity_offset_half_life: Duration::from_secs(10),
2334 considered_impossible_penalty_msat: u64::max_value(),
2335 ..ProbabilisticScoringParameters::zero_penalty()
2337 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2338 let source = source_node_id();
2339 let target = target_node_id();
2341 let usage = ChannelUsage {
2343 inflight_htlc_msat: 0,
2344 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2346 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2347 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2348 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2350 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2351 scorer.payment_path_failed(&payment_path_for_amount(128).iter().collect::<Vec<_>>(), 43);
2353 let usage = ChannelUsage { amount_msat: 128, ..usage };
2354 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2355 let usage = ChannelUsage { amount_msat: 256, ..usage };
2356 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2357 let usage = ChannelUsage { amount_msat: 768, ..usage };
2358 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2359 let usage = ChannelUsage { amount_msat: 896, ..usage };
2360 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2362 SinceEpoch::advance(Duration::from_secs(9));
2363 let usage = ChannelUsage { amount_msat: 128, ..usage };
2364 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2365 let usage = ChannelUsage { amount_msat: 256, ..usage };
2366 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 93);
2367 let usage = ChannelUsage { amount_msat: 768, ..usage };
2368 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_479);
2369 let usage = ChannelUsage { amount_msat: 896, ..usage };
2370 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2372 SinceEpoch::advance(Duration::from_secs(1));
2373 let usage = ChannelUsage { amount_msat: 64, ..usage };
2374 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2375 let usage = ChannelUsage { amount_msat: 128, ..usage };
2376 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 34);
2377 let usage = ChannelUsage { amount_msat: 896, ..usage };
2378 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1_970);
2379 let usage = ChannelUsage { amount_msat: 960, ..usage };
2380 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2382 // Fully decay liquidity lower bound.
2383 SinceEpoch::advance(Duration::from_secs(10 * 7));
2384 let usage = ChannelUsage { amount_msat: 0, ..usage };
2385 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2386 let usage = ChannelUsage { amount_msat: 1, ..usage };
2387 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2388 let usage = ChannelUsage { amount_msat: 1_023, ..usage };
2389 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2_000);
2390 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2391 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2393 // Fully decay liquidity upper bound.
2394 SinceEpoch::advance(Duration::from_secs(10));
2395 let usage = ChannelUsage { amount_msat: 0, ..usage };
2396 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2397 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2398 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2400 SinceEpoch::advance(Duration::from_secs(10));
2401 let usage = ChannelUsage { amount_msat: 0, ..usage };
2402 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2403 let usage = ChannelUsage { amount_msat: 1_024, ..usage };
2404 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2408 fn decays_liquidity_bounds_without_shift_overflow() {
2409 let logger = TestLogger::new();
2410 let network_graph = network_graph(&logger);
2411 let params = ProbabilisticScoringParameters {
2412 liquidity_penalty_multiplier_msat: 1_000,
2413 liquidity_offset_half_life: Duration::from_secs(10),
2414 ..ProbabilisticScoringParameters::zero_penalty()
2416 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2417 let source = source_node_id();
2418 let target = target_node_id();
2419 let usage = ChannelUsage {
2421 inflight_htlc_msat: 0,
2422 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2424 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2426 scorer.payment_path_failed(&payment_path_for_amount(512).iter().collect::<Vec<_>>(), 42);
2427 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2429 // An unchecked right shift 64 bits or more in DirectedChannelLiquidity::decayed_offset_msat
2430 // would cause an overflow.
2431 SinceEpoch::advance(Duration::from_secs(10 * 64));
2432 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2434 SinceEpoch::advance(Duration::from_secs(10));
2435 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 125);
2439 fn restricts_liquidity_bounds_after_decay() {
2440 let logger = TestLogger::new();
2441 let network_graph = network_graph(&logger);
2442 let params = ProbabilisticScoringParameters {
2443 liquidity_penalty_multiplier_msat: 1_000,
2444 liquidity_offset_half_life: Duration::from_secs(10),
2445 ..ProbabilisticScoringParameters::zero_penalty()
2447 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2448 let source = source_node_id();
2449 let target = target_node_id();
2450 let usage = ChannelUsage {
2452 inflight_htlc_msat: 0,
2453 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2456 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2458 // More knowledge gives higher confidence (256, 768), meaning a lower penalty.
2459 scorer.payment_path_failed(&payment_path_for_amount(768).iter().collect::<Vec<_>>(), 42);
2460 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2461 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 281);
2463 // Decaying knowledge gives less confidence (128, 896), meaning a higher penalty.
2464 SinceEpoch::advance(Duration::from_secs(10));
2465 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 291);
2467 // Reducing the upper bound gives more confidence (128, 832) that the payment amount (512)
2468 // is closer to the upper bound, meaning a higher penalty.
2469 scorer.payment_path_successful(&payment_path_for_amount(64).iter().collect::<Vec<_>>());
2470 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 331);
2472 // Increasing the lower bound gives more confidence (256, 832) that the payment amount (512)
2473 // is closer to the lower bound, meaning a lower penalty.
2474 scorer.payment_path_failed(&payment_path_for_amount(256).iter().collect::<Vec<_>>(), 43);
2475 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 245);
2477 // Further decaying affects the lower bound more than the upper bound (128, 928).
2478 SinceEpoch::advance(Duration::from_secs(10));
2479 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 280);
2483 fn restores_persisted_liquidity_bounds() {
2484 let logger = TestLogger::new();
2485 let network_graph = network_graph(&logger);
2486 let params = ProbabilisticScoringParameters {
2487 liquidity_penalty_multiplier_msat: 1_000,
2488 liquidity_offset_half_life: Duration::from_secs(10),
2489 considered_impossible_penalty_msat: u64::max_value(),
2490 ..ProbabilisticScoringParameters::zero_penalty()
2492 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2493 let source = source_node_id();
2494 let target = target_node_id();
2495 let usage = ChannelUsage {
2497 inflight_htlc_msat: 0,
2498 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2501 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2502 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2504 SinceEpoch::advance(Duration::from_secs(10));
2505 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2507 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2508 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2510 let mut serialized_scorer = Vec::new();
2511 scorer.write(&mut serialized_scorer).unwrap();
2513 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2514 let deserialized_scorer =
2515 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2516 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2520 fn decays_persisted_liquidity_bounds() {
2521 let logger = TestLogger::new();
2522 let network_graph = network_graph(&logger);
2523 let params = ProbabilisticScoringParameters {
2524 liquidity_penalty_multiplier_msat: 1_000,
2525 liquidity_offset_half_life: Duration::from_secs(10),
2526 considered_impossible_penalty_msat: u64::max_value(),
2527 ..ProbabilisticScoringParameters::zero_penalty()
2529 let mut scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2530 let source = source_node_id();
2531 let target = target_node_id();
2532 let usage = ChannelUsage {
2534 inflight_htlc_msat: 0,
2535 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2538 scorer.payment_path_failed(&payment_path_for_amount(500).iter().collect::<Vec<_>>(), 42);
2539 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2541 let mut serialized_scorer = Vec::new();
2542 scorer.write(&mut serialized_scorer).unwrap();
2544 SinceEpoch::advance(Duration::from_secs(10));
2546 let mut serialized_scorer = io::Cursor::new(&serialized_scorer);
2547 let deserialized_scorer =
2548 <ProbabilisticScorer>::read(&mut serialized_scorer, (params, &network_graph, &logger)).unwrap();
2549 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 473);
2551 scorer.payment_path_failed(&payment_path_for_amount(250).iter().collect::<Vec<_>>(), 43);
2552 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2554 SinceEpoch::advance(Duration::from_secs(10));
2555 assert_eq!(deserialized_scorer.channel_penalty_msat(42, &source, &target, usage), 365);
2559 fn scores_realistic_payments() {
2560 // Shows the scores of "realistic" sends of 100k sats over channels of 1-10m sats (with a
2561 // 50k sat reserve).
2562 let logger = TestLogger::new();
2563 let network_graph = network_graph(&logger);
2564 let params = ProbabilisticScoringParameters::default();
2565 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2566 let source = source_node_id();
2567 let target = target_node_id();
2569 let usage = ChannelUsage {
2570 amount_msat: 100_000_000,
2571 inflight_htlc_msat: 0,
2572 effective_capacity: EffectiveCapacity::Total { capacity_msat: 950_000_000, htlc_maximum_msat: 1_000 },
2574 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 4375);
2575 let usage = ChannelUsage {
2576 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2578 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2739);
2579 let usage = ChannelUsage {
2580 effective_capacity: EffectiveCapacity::Total { capacity_msat: 2_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2582 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2236);
2583 let usage = ChannelUsage {
2584 effective_capacity: EffectiveCapacity::Total { capacity_msat: 3_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2586 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1983);
2587 let usage = ChannelUsage {
2588 effective_capacity: EffectiveCapacity::Total { capacity_msat: 4_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2590 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1637);
2591 let usage = ChannelUsage {
2592 effective_capacity: EffectiveCapacity::Total { capacity_msat: 5_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2594 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1606);
2595 let usage = ChannelUsage {
2596 effective_capacity: EffectiveCapacity::Total { capacity_msat: 6_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2598 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1331);
2599 let usage = ChannelUsage {
2600 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_450_000_000, htlc_maximum_msat: 1_000 }, ..usage
2602 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1387);
2603 let usage = ChannelUsage {
2604 effective_capacity: EffectiveCapacity::Total { capacity_msat: 7_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2606 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1379);
2607 let usage = ChannelUsage {
2608 effective_capacity: EffectiveCapacity::Total { capacity_msat: 8_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2610 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1363);
2611 let usage = ChannelUsage {
2612 effective_capacity: EffectiveCapacity::Total { capacity_msat: 9_950_000_000, htlc_maximum_msat: 1_000 }, ..usage
2614 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 1355);
2618 fn adds_base_penalty_to_liquidity_penalty() {
2619 let logger = TestLogger::new();
2620 let network_graph = network_graph(&logger);
2621 let source = source_node_id();
2622 let target = target_node_id();
2623 let usage = ChannelUsage {
2625 inflight_htlc_msat: 0,
2626 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_000 },
2629 let params = ProbabilisticScoringParameters {
2630 liquidity_penalty_multiplier_msat: 1_000,
2631 ..ProbabilisticScoringParameters::zero_penalty()
2633 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2634 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 58);
2636 let params = ProbabilisticScoringParameters {
2637 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2638 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2640 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2641 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558);
2643 let params = ProbabilisticScoringParameters {
2644 base_penalty_msat: 500, liquidity_penalty_multiplier_msat: 1_000,
2645 base_penalty_amount_multiplier_msat: (1 << 30),
2646 anti_probing_penalty_msat: 0, ..ProbabilisticScoringParameters::zero_penalty()
2649 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2650 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 558 + 128);
2654 fn adds_amount_penalty_to_liquidity_penalty() {
2655 let logger = TestLogger::new();
2656 let network_graph = network_graph(&logger);
2657 let source = source_node_id();
2658 let target = target_node_id();
2659 let usage = ChannelUsage {
2660 amount_msat: 512_000,
2661 inflight_htlc_msat: 0,
2662 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2665 let params = ProbabilisticScoringParameters {
2666 liquidity_penalty_multiplier_msat: 1_000,
2667 liquidity_penalty_amount_multiplier_msat: 0,
2668 ..ProbabilisticScoringParameters::zero_penalty()
2670 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2671 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 300);
2673 let params = ProbabilisticScoringParameters {
2674 liquidity_penalty_multiplier_msat: 1_000,
2675 liquidity_penalty_amount_multiplier_msat: 256,
2676 ..ProbabilisticScoringParameters::zero_penalty()
2678 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2679 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 337);
2683 fn calculates_log10_without_overflowing_u64_max_value() {
2684 let logger = TestLogger::new();
2685 let network_graph = network_graph(&logger);
2686 let source = source_node_id();
2687 let target = target_node_id();
2688 let usage = ChannelUsage {
2689 amount_msat: u64::max_value(),
2690 inflight_htlc_msat: 0,
2691 effective_capacity: EffectiveCapacity::Infinite,
2694 let params = ProbabilisticScoringParameters {
2695 liquidity_penalty_multiplier_msat: 40_000,
2696 ..ProbabilisticScoringParameters::zero_penalty()
2698 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2699 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 80_000);
2703 fn accounts_for_inflight_htlc_usage() {
2704 let logger = TestLogger::new();
2705 let network_graph = network_graph(&logger);
2706 let params = ProbabilisticScoringParameters {
2707 considered_impossible_penalty_msat: u64::max_value(),
2708 ..ProbabilisticScoringParameters::zero_penalty()
2710 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2711 let source = source_node_id();
2712 let target = target_node_id();
2714 let usage = ChannelUsage {
2716 inflight_htlc_msat: 0,
2717 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_000, htlc_maximum_msat: 1_000 },
2719 assert_ne!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2721 let usage = ChannelUsage { inflight_htlc_msat: 251, ..usage };
2722 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2726 fn removes_uncertainity_when_exact_liquidity_known() {
2727 let logger = TestLogger::new();
2728 let network_graph = network_graph(&logger);
2729 let params = ProbabilisticScoringParameters::default();
2730 let scorer = ProbabilisticScorer::new(params.clone(), &network_graph, &logger);
2731 let source = source_node_id();
2732 let target = target_node_id();
2734 let base_penalty_msat = params.base_penalty_msat;
2735 let usage = ChannelUsage {
2737 inflight_htlc_msat: 0,
2738 effective_capacity: EffectiveCapacity::ExactLiquidity { liquidity_msat: 1_000 },
2740 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2742 let usage = ChannelUsage { amount_msat: 1_000, ..usage };
2743 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), base_penalty_msat);
2745 let usage = ChannelUsage { amount_msat: 1_001, ..usage };
2746 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), u64::max_value());
2750 fn remembers_historical_failures() {
2751 let logger = TestLogger::new();
2752 let network_graph = network_graph(&logger);
2753 let params = ProbabilisticScoringParameters {
2754 historical_liquidity_penalty_multiplier_msat: 1024,
2755 historical_liquidity_penalty_amount_multiplier_msat: 1024,
2756 historical_no_updates_half_life: Duration::from_secs(10),
2757 ..ProbabilisticScoringParameters::zero_penalty()
2759 let mut scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2760 let source = source_node_id();
2761 let target = target_node_id();
2763 let usage = ChannelUsage {
2765 inflight_htlc_msat: 0,
2766 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2768 // With no historical data the normal liquidity penalty calculation is used.
2769 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2770 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2773 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2774 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2775 // The "it failed" increment is 32, where the probability should lie fully in the first
2777 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2778 Some(([32, 0, 0, 0, 0, 0, 0, 0], [32, 0, 0, 0, 0, 0, 0, 0])));
2780 // Even after we tell the scorer we definitely have enough available liquidity, it will
2781 // still remember that there was some failure in the past, and assign a non-0 penalty.
2782 scorer.payment_path_failed(&payment_path_for_amount(1000).iter().collect::<Vec<_>>(), 43);
2783 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 198);
2784 // The first octile should be decayed just slightly and the last octile has a new point.
2785 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2786 Some(([31, 0, 0, 0, 0, 0, 0, 32], [31, 0, 0, 0, 0, 0, 0, 32])));
2788 // Advance the time forward 16 half-lives (which the docs claim will ensure all data is
2789 // gone), and check that we're back to where we started.
2790 SinceEpoch::advance(Duration::from_secs(10 * 16));
2791 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 47);
2792 // Once fully decayed we still have data, but its all-0s. In the future we may remove the
2793 // data entirely instead.
2794 assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
2795 Some(([0; 8], [0; 8])));
2797 let usage = ChannelUsage {
2799 inflight_htlc_msat: 1024,
2800 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024, htlc_maximum_msat: 1_024 },
2802 scorer.payment_path_failed(&payment_path_for_amount(1).iter().collect::<Vec<_>>(), 42);
2803 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 2048);
2807 fn adds_anti_probing_penalty() {
2808 let logger = TestLogger::new();
2809 let network_graph = network_graph(&logger);
2810 let source = source_node_id();
2811 let target = target_node_id();
2812 let params = ProbabilisticScoringParameters {
2813 anti_probing_penalty_msat: 500,
2814 ..ProbabilisticScoringParameters::zero_penalty()
2816 let scorer = ProbabilisticScorer::new(params, &network_graph, &logger);
2818 // Check we receive no penalty for a low htlc_maximum_msat.
2819 let usage = ChannelUsage {
2820 amount_msat: 512_000,
2821 inflight_htlc_msat: 0,
2822 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_000 },
2824 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);
2826 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity.
2827 let usage = ChannelUsage {
2828 amount_msat: 512_000,
2829 inflight_htlc_msat: 0,
2830 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 1_024_000 },
2832 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2834 // Check we receive anti-probing penalty for htlc_maximum_msat == channel_capacity/2.
2835 let usage = ChannelUsage {
2836 amount_msat: 512_000,
2837 inflight_htlc_msat: 0,
2838 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 512_000 },
2840 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 500);
2842 // Check we receive no anti-probing penalty for htlc_maximum_msat == channel_capacity/2 - 1.
2843 let usage = ChannelUsage {
2844 amount_msat: 512_000,
2845 inflight_htlc_msat: 0,
2846 effective_capacity: EffectiveCapacity::Total { capacity_msat: 1_024_000, htlc_maximum_msat: 511_999 },
2848 assert_eq!(scorer.channel_penalty_msat(42, &source, &target, usage), 0);